Concepedia
Insurance Mathematics and Economics · 1994 · 25 citations · 9 references
ComputingComputer ScienceProbability TheoryStochastic ProcessesCointegration Analysis
9
Dynamic Asset Pricing Theory.
Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations
Business, Economics, Finance +17
An extreme value theory for long head runs
Louis Gordon, Mark F. Schilling, Michael S. Waterman · Probability Theory and Related Fields · 1986 · 111 citations · Full text
Social Sciences, Economics, Financial Economics +8
An Erdös-Rényi law with shifts
Richard Arratia, Michael S. Waterman · Advances in Mathematics · 1985 · 68 citations
Engineering, Electrical Engineering, Probability Theory +8
Maximal Length of Common Words Among Random Letter Sequences
Samuel Karlin, Friedemann Ost · The Annals of Probability · 1988 · 47 citations · Full text
Natural Sciences, Linguistics, Computational Linguistics +7
On the Erdös-Rényi theorem for random fields and sequences and its relationships with the theory of runs and spacings
Paul Deheuvels · Probability Theory and Related Fields · 1985 · 47 citations · Full text
Natural Sciences, Computer Science, Mathematics +13