The following pages link to (Q4001807):
Displaying 50 items.
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- The Cameron-Martin theorem for (\(p\)-)Slepian processes (Q300300) (← links)
- Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098) (← links)
- Functional central limit theorems for certain statistics in an infinite urn scheme (Q334080) (← links)
- Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions (Q340785) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure (Q378540) (← links)
- Is the location of the supremum of a stationary process nearly uniformly distributed? (Q378811) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Gaussian queues in light and heavy traffic (Q383253) (← links)
- Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime (Q389068) (← links)
- Posterior consistency in conditional distribution estimation (Q391574) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context (Q403189) (← links)
- Global smoothness estimation of a Gaussian process from general sequence designs (Q405335) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions (Q473164) (← links)
- Remarks on unboundedness of set-valued Itô stochastic integrals (Q481999) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Bounds on the expected value of maximum loss of fractional Brownian motion (Q491710) (← links)
- Stochastic analysis of Gaussian processes via Fredholm representation (Q507678) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound (Q524298) (← links)
- Extremes of the time-average of stationary Gaussian processes (Q554456) (← links)
- Sample-path large deviations for tandem and priority queues with Gaussian inputs (Q558670) (← links)
- The weak coupling limit of disordered copolymer models (Q606635) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- On the local time of sub-fractional Brownian motion (Q617051) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time (Q637097) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Asymptotic analysis of the optimal cost in some transportation problems with random locations (Q655327) (← links)
- A note on small ball probability of a Gaussian process with stationary increments (Q685739) (← links)
- Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation (Q705317) (← links)
- Nonparametric binary regression using a Gaussian process prior (Q713768) (← links)
- Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods (Q722763) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Isotonic estimation of survival under a misattribution of cause of death (Q746121) (← links)
- On nested infinite occupancy scheme in random environment (Q783794) (← links)
- Stable processes with stationary increments parameterized by metric spaces (Q785420) (← links)
- Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises (Q831487) (← links)
- A set-indexed fractional Brownian motion (Q867075) (← links)
- Posterior consistency of Gaussian process prior for nonparametric binary regression (Q869978) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
