Publication:4078873

zbMATH Open0317.60014MaRDI QIDQ4078873FDOQ4078873

R. B. Ash, Melvin F. Gardner

Publication date: 1975

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Axioms; other general questions in probability (60A05) Stochastic processes (60Gxx)

Cited In (only showing first 100 items - show all)

• Estimation of the Sobol indices in a linear functional multidimensional model
• The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields
• Some uniform ergodic inequalities in the nonmeasurable case
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
• THE SUM OF FINITE MOVING AVERAGE PROCESSES
• Time series properties of aggregate output fluctuations
• An asymptotic decomposition for multivariate distribution-free tests of independence
• Functional linear model
• Warped functional analysis of variance
• Rényi entropy rate for Gaussian processes
• Data driven smooth test for paired populations
• Adaptive estimation in the functional nonparametric regression model
• Estimation of the noise covariance operator in functional linear regression with functional outputs
• Nonhomogeneous fractional Poisson processes
• An RKHS formulation of the inverse regression dimension-reduction problem
• Empirical dynamics for longitudinal data
• On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process
• A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
• Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
• Estimating functional linear mixed-effects regression models
• Martingales and arbitrage in multiperiod securities markets
• Nonlinear manifold representations for functional data
• Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data
• Non-asymptotic adaptive prediction in functional linear models
• Generalized functional linear models
• Canonical correlation for stochastic processes
• On martingale approximation of adapted processes
• Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories
• MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES
• Quadrature of smooth stochastic processes
• Local robustness analysis: theory and application
• Methods of canonical analysis for functional data.
• Linear prediction in functional data analysis
• Markov processes on Riesz spaces
• An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems
• YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS
• Testing exponentiality against \(L\)-distributions
• Local asymptotic normality for autoregression with infinite order
• Data driven smooth test for contaminated data
• Functional canonical analysis for square integrable stochastic processes
• Low-dimensional dynamics for the complex Ginzburg-Landau equation
• Functional sliced inverse regression analysis
• An expository note on individual risk without aggregate uncertainty
• Modeling Repeated Functional Observations
• Recent history functional linear models for sparse longitudinal data
• Toward explaining why events occur
• Karhunen-Loève expansion for additive Slepian processes
• On the goodness-of-fit testing for a switching diffusion process
• Limit theorems for the square integral of Brownian motion and its increments
• Testing Hypotheses in the Functional Linear Model
• Response-Adaptive Regression for Longitudinal Data
• A note on a common misconception in estimation
• Linear functional processes and prediction.
• Comparison results for the lower tail of Gaussian seminorms
• On rates of convergence in functional linear regression
• On the Karhunen-Loeve expansion for transformed processes
• Minimax adaptive tests for the functional linear model
• Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices
• A Karhunen-Loève expansion for a mean-centered Brownian bridge
• Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
• Functional Principal Component Analysis of Spatiotemporal Point Processes With Applications in Disease Surveillance
• A partial overview of the theory of statistics with functional data
• Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
• Mercer's spectral decomposition for the characterization of thermal parameters
• On Cramér-von Mises type test based on local time of switching diffusion process
• Fractional Poisson process. II
• Robust kernel estimators for additive models with dependent observations
• Regularized partially functional quantile regression
• Functional linear regression via canonical analysis
• The the uniform mean-square ergodic theorem for wide sense stationary processes
• Poisson fractional processes
• Functional data analysis for density functions by transformation to a Hilbert space
• Almost exact modelling assumption in adaptive linear control
• ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY
• A Bayesian Hierarchical Model for Classification with Selection of Functional Predictors
• On hyperbolic decay of prediction error variance for deterministic stationary sequences
• Incremental modelling for compositional data streams
• An invariance principle for one large particle with collisions
• Karhunen-Loève's truncation error for bivariate functions
• On estimating the mean function of a Gaussian process
• Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?
• Continuity of filtrations of sigma algebras
• Statistical causality and separable processes
• Mixed finite element method for the heat diffusion equation in a random medium
• A proof for French's empirical formula on option pricing.
• The Feynman-Kac formula for a system of parabolic equations
• The asymptotic behaviors for autoregression quantile estimates
• Scalar-on-function regression for predicting distal outcomes from intensively gathered longitudinal data: interpretability for applied scientists
• Stochastic processes with a particular type of variograms
• On Goodness of Fit for Operational Risk
• Independent degrees of freedom of dynamical systems
• Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences
• A note on asymptotic parametric prediction
• Partially function linear error-in-response models with validation data
• Title not available (Why is that?)
• Sufficiency and efficiency in statistical prediction
• A goodness-of-fit test for VARMA\((p, q)\) models
• Credibility theory for some evolutionary models
• Improvements in the formulation and solution approach for stochastic optimizing control of steady state industrial processes
• Modeling curves and derivatives as predictors for traffic breakdown probabilities

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