The following pages link to (Q5560061):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter (Q81239) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- Estimating summary functionals in multistate models with an application to hospital infection data (Q134949) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Nonparametric latency estimation for mixture cure models (Q140124) (← links)
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis (Q252729) (← links)
- Asymptotic representation of presmoothed Kaplan-Meier integrals with covariates in a semiparametric censorship model (Q254198) (← links)
- The Poisson boundary of \(\mathrm{Out}(F_N)\) (Q254768) (← links)
- Sign-error adaptive filtering algorithms involving Markovian parameters (Q256310) (← links)
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling (Q257404) (← links)
- Poincaré sections for the horocycle flow in covers of \(\mathrm {SL}(2,\mathbb {R})/\mathrm {SL}(2,\mathbb {Z})\) and applications to Farey fraction statistics (Q258072) (← links)
- A limit theorem for Markov decision processes (Q258747) (← links)
- Hybrid behaviour of Markov population models (Q259041) (← links)
- High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere (Q259591) (← links)
- Discussion about the quality of F-ratio resampling tests for comparing variances (Q261475) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Properties of Hill's estimator of extreme value index for impure samples (Q263308) (← links)
- Formal versus informal legislative bargaining (Q263365) (← links)
- Limit behaviour of \(\mu\)-equicontinuous cellular automata (Q264524) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Approximate moments of extremes (Q265132) (← links)
- Dynamic density estimation with diffusive Dirichlet mixtures (Q265276) (← links)
- Spatial propagation for a two component reaction-diffusion system arising in population dynamics (Q266382) (← links)
- Distribution modulo 1 and the discrete universality of the Riemann zeta-function (Q266538) (← links)
- A law of the iterated logarithm for the sojourn time process in queues in series (Q267866) (← links)
- Non-paternalistic intergenerational altruism revisited (Q268606) (← links)
- Characterization of stationary preferences in a continuous time framework (Q268608) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Exchangeable Markov processes on \([k]^{\mathbb N}\) with càdlàg sample paths (Q270211) (← links)
- On the extremal theory of continued fractions (Q270215) (← links)
- On the rates of the other law of the logarithm (Q270303) (← links)
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- On the functional CLT for stationary Markov chains started at a point (Q271861) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- Random perturbation to the geodesic equation (Q272969) (← links)
- Limit theorems for order statistics from exponentials (Q273692) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- On a Brownian motion with a hard membrane (Q274170) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
