The following pages link to Petr Volf (Q678382):
Displaying 34 items.
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- Discrete random processes with memory: models and applications. (Q778557) (← links)
- (Q1382518) (redirect page) (← links)
- Nonparametric inference for Markovian interval processes (Q1382519) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- A new method for proving weak convergence results applied to nonparametric estimators in survival analysis. (Q1879498) (← links)
- Non-linear failure rate: a Bayes study using Hamiltonian Monte Carlo simulation (Q2191253) (← links)
- Asymptotics of a matrix valued Markov chain arising in sociology. (Q2574554) (← links)
- On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
- (Q2925636) (← links)
- On quantile optimization problem based on information from censored data (Q3120382) (← links)
- (Q3166480) (← links)
- (Q3347111) (← links)
- (Q3359583) (← links)
- A random point process model for the score in sport matches (Q3395673) (← links)
- (Q3476130) (← links)
- (Q3497044) (← links)
- (Q3787297) (← links)
- (Q4035218) (← links)
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- Statistical analysis and application of competing risks model with regression (Q5147598) (← links)
- (Q5389640) (← links)
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- (Q5389856) (← links)
- On impact of statistical estimates on precision of stochastic optimization (Q5872975) (← links)
- A model of discrete random walk with history-dependent transition probabilities (Q6115013) (← links)