Convex rearrangements of Lévy processes-Reference-Cited by-同舟云学术

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Convex rearrangements of Lévy processes

Published:2007-03 Issue: Volume:11 Page:161-172
ISSN:1292-8100
Container-title:ESAIM: Probability and Statistics
language:
Short-container-title:ESAIM: PS

Author:

Davydov Youri,Thilly Emmanuel

Publisher

EDP Sciences

Subject

Statistics and Probability

Link

http://www.esaim-ps.org/10.1051/ps:2007011/pdf

Reference23 articles.

1. Almost Sure Oscillation of Certain Random Processes

2. J. Bertoin,Lévy processes. Cambridge University Press (1998).

3. N.J. Bingham, C.M. Goldie and J.L. Teugels,Regular variation. Cambridge University Press (1987).

4. Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve

5. M. Csörgö and R. Zitikis, On confidence bands for the Lorenz and Goldie curves, inAdvances in the theory and practice of statistics. Wiley, New York (1997) 261–281.

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