The following pages link to (Q4078873):
Displayed 50 items.
- Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
- Estimation of the noise covariance operator in functional linear regression with functional outputs (Q274150) (← links)
- Mercer's spectral decomposition for the characterization of thermal parameters (Q349954) (← links)
- Minimax adaptive tests for the functional linear model (Q355113) (← links)
- On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process (Q385081) (← links)
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Estimation of the Sobol indices in a linear functional multidimensional model (Q394578) (← links)
- On martingale approximation of adapted processes (Q430967) (← links)
- Nonlinear manifold representations for functional data (Q450014) (← links)
- Linear prediction in functional data analysis (Q454858) (← links)
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
- Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices (Q484021) (← links)
- Quadrature of smooth stochastic processes (Q583717) (← links)
- Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data (Q605938) (← links)
- Empirical dynamics for longitudinal data (Q620557) (← links)
- On Cramér-von Mises type test based on local time of switching diffusion process (Q622427) (← links)
- Recent history functional linear models for sparse longitudinal data (Q622454) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- Functional linear regression via canonical analysis (Q637078) (← links)
- On the goodness-of-fit testing for a switching diffusion process (Q639631) (← links)
- Time series properties of aggregate output fluctuations (Q685910) (← links)
- Data driven smooth test for paired populations (Q710778) (← links)
- Low-dimensional dynamics for the complex Ginzburg-Landau equation (Q757203) (← links)
- An expository note on individual risk without aggregate uncertainty (Q759623) (← links)
- A note on a common misconception in estimation (Q761408) (← links)
- Fractional Poisson process. II (Q813596) (← links)
- Sufficiency and efficiency in statistical prediction (Q871011) (← links)
- Non-asymptotic adaptive prediction in functional linear models (Q900804) (← links)
- An eigenfunction analysis of axisymmetric jet flow (Q913596) (← links)
- Stochastic regularization of linear equations and the realization of Gaussian fields (Q915262) (← links)
- Canonical correlation for stochastic processes (Q947155) (← links)
- Local robustness analysis: theory and application (Q956483) (← links)
- Stochastic processes with a particular type of variograms (Q983390) (← links)
- A note on asymptotic parametric prediction (Q999007) (← links)
- An RKHS formulation of the inverse regression dimension-reduction problem (Q1020976) (← links)
- An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems (Q1083817) (← links)
- An invariance principle for one large particle with collisions (Q1090475) (← links)
- Continuity of filtrations of sigma algebras (Q1096953) (← links)
- Independent degrees of freedom of dynamical systems (Q1123458) (← links)
- Toward explaining why events occur (Q1136166) (← links)
- Martingales and arbitrage in multiperiod securities markets (Q1138469) (← links)
- An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928) (← links)
- On min-stable horse races with infinitely many horses (Q1184364) (← links)
- Comparison results for the lower tail of Gaussian seminorms (Q1185792) (← links)
- Limit theorems for the square integral of Brownian motion and its increments (Q1198596) (← links)
- Some uniform ergodic inequalities in the nonmeasurable case (Q1268777) (← links)
- On estimating the mean function of a Gaussian process (Q1324593) (← links)
- An incomplete markets model of business cycles (Q1368613) (← links)
- Testing exponentiality against \(L\)-distributions (Q1378815) (← links)