The following pages link to Niels Richard Hansen (Q248172):
Displayed 30 items.
- (Q589674) (redirect page) (← links)
- Local alignment of Markov chains (Q862205) (← links)
- (Q1317147) (redirect page) (← links)
- A thermodynamically consistent framework for theories of elastoplasticity coupled with damage (Q1317148) (← links)
- Geometric ergodicity of discrete-time approximations to multivariate diffusions (Q1431539) (← links)
- Sparse group Lasso and high dimensional multinomial classification (Q1621358) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- On Stein's unbiased risk estimate for reduced rank estimators (Q1650299) (← links)
- Establishing geometric drift via the Laplace transform of symmetric measures (Q1871338) (← links)
- Sparse network estimation for dynamical spatio-temporal array models (Q2008222) (← links)
- Markov equivalence of marginalized local independence graphs (Q2176633) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
- The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842) (← links)
- The maximum of a random walk reflected at a general barrier (Q2494571) (← links)
- Causal interpretation of stochastic differential equations (Q2514292) (← links)
- Graphical modeling of stochastic processes driven by correlated noise (Q2676953) (← links)
- A Useful Strengthening of the Stone-Weierstrass Theorem (Q2764738) (← links)
- Exponential Martingales and Changes of Measure for Counting Processes (Q3194568) (← links)
- (Q4998973) (← links)
- Asymptotics for local maximal stack scores with general loop penalty function (Q5426469) (← links)
- Soft maximin estimation for heterogeneous data (Q5887779) (← links)
- Nonparametric likelihood based estimation of linear filters for point processes (Q5963732) (← links)
- Identifiability in Continuous Lyapunov Models (Q6183451) (← links)
- Nonparametric conditional local independence testing (Q6183775) (← links)
- Penalized maximum likelihood estimation for generalized linear point processes (Q6217880) (← links)
- Degrees of freedom for nonlinear least squares estimation (Q6248984) (← links)
- A comment on Stein's unbiased risk estimate for reduced rank estimators (Q6290724) (← links)
- Testing Conditional Independence via Quantile Regression Based Partial Copulas (Q6337624) (← links)
- Graphical modeling of stochastic processes driven by correlated errors (Q6340781) (← links)