Pages that link to "Item:Q340752"

The following pages link to Modern Stochastics. Theory and Applications (Q340752):

Displaying 50 items.

• Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
• Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
• Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
• Autoregressive approaches to import-export time series. I: Basic techniques (Q340757) (← links)
• Autoregressive approaches to import-export time series. II: A concrete case study (Q340759) (← links)
• The rate of convergence to the normal law in terms of pseudomoments (Q340762) (← links)
• On the Feynman-Kac semigroup for some Markov processes (Q340763) (← links)
• Identifiability of logistic regression with homoscedastic error: Berkson model (Q340765) (← links)
• Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (Q340767) (← links)
• Fast \(L_2\)-approximation of integral-type functionals of Markov processes (Q340769) (← links)
• A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
• A group action on increasing sequences of set-indexed Brownian motions (Q340775) (← links)
• Convergence of hitting times for jump-diffusion processes (Q340776) (← links)
• Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777) (← links)
• Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
• Weak approximation rates for integral functionals of Markov processes (Q340781) (← links)
• Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes (Q340784) (← links)
• Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions (Q340785) (← links)
• Extreme residuals in regression model. Minimax approach (Q340788) (← links)
• A multiplicative wavelet-based model for simulation of a random process (Q340790) (← links)
• Tempered Hermite process (Q340791) (← links)
• Linear regression by observations from mixture with varying concentrations (Q340794) (← links)
• Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
• On packing dimension preservation by distribution functions of random variables with independent \(\tilde{Q}\)-digits (Q340797) (← links)
• Distance between exact and approximate distributions of partial maxima under power normalization (Q340800) (← links)
• Accuracy of discrete approximation for integral functionals of Markov processes (Q340801) (← links)
• Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
• Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
• Equivariant adjusted least squares estimator in two-line fitting model (Q340806) (← links)
• Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\) (Q340809) (← links)
• Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812) (← links)
• Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail (Q340814) (← links)
• Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (Q340816) (← links)
• Erratum to: ``Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\)'' (Q340817) (← links)
• Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
• On fractal faithfulness and fine fractal properties of random variables with independent \(Q^*\)-digits (Q340822) (← links)
• Approximations for a solution to stochastic heat equation with stable noise (Q340824) (← links)
• Large deviation principle for one-dimensional SDEs with discontinuous coefficients (Q340825) (← links)
• Randomly stopped sums with consistently varying distributions (Q340828) (← links)
• Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830) (← links)
• Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter (Q340833) (← links)
• On the distribution of integral functionals of a homogeneous diffusion process (Q341080) (← links)
• Rates of approximation of nonsmooth integral-type functionals of Markov processes (Q341081) (← links)
• Corrigendum to: ``Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error'' (Q341083) (← links)
• Heat equation with general stochastic measure colored in time (Q341085) (← links)
• A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process (Q341087) (← links)
• A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← links)
• Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092) (← links)
• Asymptotics for functionals of powers of a periodogram (Q341094) (← links)
• Testing hypotheses on moments by observations from a mixture with varying concentrations (Q341096) (← links)