Technical Reports

center for
stochastic processes
tech reports

Note: The Recent Preprints Page lists available abstracts to view and postscript papers to download.

statistics mimeo series

2342 FARMEN, M., The smoothed bootstrap for variable bandwidth selection and some results in nonparametric logistic regression, April 1996 (Dissertation).

2343 MARRON, J.S., NYCHKA, D.W., Finite sample relevance of optimal rates of convergence, May 1996

2344 STREITBERG, B., KOTZ, S., JOHNSON, N.L., Cumulants, interactions and Mobius transforms, Sept.1996

2345 ZHOU, Z., Limiting behavior of extrema of certain conditional sample functions and some applications, Sept. 1996 (dissertaton)

2346 BERGQUIST, M., Noise reduction by reverse thresholding discrete wavelet transforms, Dec. 1996 (M.S. thesis)

2347 NOBEL, A.B., Adaptive model selection using empirical complexities (with G. Lugosi), Jan. 1996.

2348 MARRON, J.S., Presentation of smoothers: The family approach, Feb. 1997.

2349 SIMONS, G.and YAO, Y-C, Approximating the inverse of a positive definite matrix, Sept. 1997

2352 CARLSTEIN, E. and SHERMAN, M., Omnibus confidence intervals, Sept. 1997

2355 CHAUDHURI, P. and MARRON, J.S., SIZer for exploration of structures in curves, Oct. 1997

2356 JOHNSON, N.L. and KOTZ, S., Non-smooth sailing or triangular distributions revisited after some fifty years, Oct. 1997

2557 CHAUDHURI, P. and MARRON, J.S., Scale space view of curve estimation, Feb. 1998

2358 FAN, J. and ZHANG, J-T, Functional linear models for longitudinal data, March, 1998

2359 CAI, Z., FAN, J. and YAO, Q., Functional-coefficient regression models for nonlinear time series, March, 1998

These reports are, so far, only available by snail mail. To receive a copy, send the number, title, and your full mailing address to:

enmjohns@email.unc.edu

center for stochastic processes technical reports

485. J.M.P. Albin, On extremal theory for self-similar processes, Jan. 97.

486. G. Lindgren and I. Rychlik, The relation between wave length and wave perio-distributions in random Gaussian waves, Jan. 97.

487. I. Rychlik, A note on significant wave height, Jan. 97.

488. R. LePage, K. Podgorski and M. Ryznar, Bootstrapping signs and permutations for regression with heavy tailed errors: A seamless resampling, Jan. 97.

489. M.R. Leadbetter and H. Rootzen, On measures of exceedance by random fields as additive set functions, for reliability and environmental applications - general distributional theory, Jan. 97.

490. J.M.P. Albin, On extremal theory for self-similar processes, Jan. 97.

491. V. Piterbarg and M. Weber, tail distribution results for Gaussian suprema-standard methods, Jan. 97.

492. A. Frigyesi and Ola Hossjer, Kernel estimates of dimension spectra for multifractal measures, Jan. 97.

493. A. Frigyesi and Ola Hossjer, On the behaviour of kernel density estimators for singular and absolutely continuous distribution functions, Jan. 97.

494. D. Nott and R. Wilson, Parameter estimation for excursion set texture models, Jan. 97.

495. J.M.P. Albin, Extremes for non-anticipating moving averages of totally skewed alpha-stable motion, Jan. 97.

496. R. Cioczek-Georges, Double integral with respect to fractional Brownian motion, Jan. 97.

497. J.M.P. Albin, Extremes of totally skewed alpha-stable processes, Jan. 97.

498. I. Zakeri and S. Lee, A random functional central limit theorem for stationary linear processes generated by martingales, Feb. 97.

499. I. Zakeri and S. Lee, On functional limit theorems for multivariate linear processes with applications to sequential estimation, Feb. 97.

500. J. Hüsler, The extremes of a triangular array of Gaussian random variables and of a Gaussian process, March 97.

501. R.-D. Reiss, M. Thomas and M. Radtke, The T-year initial reserve, May 97.

502. G. Kallianpur and R.L. Karandikar, An approximation method for no arbitrage in continuous time trading, May 97.

503. M.R. Leadbetter and I. Rychlik, Extremes and high level exceedances of stationary random fields for ocean structure reliability, June 97.

504. V.V. Sazonov, A simplified solution of the central limit problem in Hilbert space, May 97.

505. C.S. Withers, M-estimates for regression with changing scale, July 97.

506. A. Dasgupta, Fractional Brownian motion: Its properties and applications to stochastic integration (PhD dissertation) July 97.

507. M.R. Leadbetter and H. Rootzen, On extreme values in random fields, Aug. 97.

508. P.K. Mandal, Topics in stochastic nonlinear filtering (PhD dissertation) July 97.

509. G.W. Johnson and G. Kallianpur, Stochastic Dyson series and the solution to associated stochastic evolution equations, Sept. 97.

510. H. Hurd, A. Makagon and A.G. Miamee, On AR(1) models with periodic and almost periodic coefficient, Jan. 98.

511. J.M.P. Albin, Extremes and crossings of P-differentiable stationary processes with application to skewed alpha-stable processes, Feb. 98.

512. K. Podgorski, I. Rychlik and U.E.B. Machado, Exact distributions for apparent waves in irregular seas, Mar. 98.

513. M. Skold and O. Hossjer, On the asymptotic variance of the continuous-time kernel density estimator, Mar. 98.

514. I. Rychlik, On some reliability applications of Rice's formula for the intensity of level crossings, May 98.

515. J.M.P. Albin, Extremes and crossings of p-differentiable stationary processes with application to skewed alpha-stable processes, May 1998.

S. Resnick and E. Van Den Berg, A test for nonlinearity of time series with infinite variance, Nov. 98.

S. Resnick, G. Samorodnitsky and F. Xue, Growth rates of sample covariances of stationary symmetric alpha-stable processes associated with null recurrent Markov chains, Nov. 1998.

S. Resnick and G. Samorodnitsky, A heavy-traffic limit theorem for workload processes with heavy tailed service requirements, Nov. 98.

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howillms@email.unc.edu

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Feb '99