The following pages link to (Q5560061):
Displaying 50 items.
- Estimation of mis-specified long memory models (Q278055) (← links)
- A nodal inverse problem for a quasi-linear ordinary differential equation in the half-line (Q281646) (← links)
- Positive operator valued measures and Feller Markov kernels (Q281852) (← links)
- Asymptotic normality and combinatorial aspects of the prefix exchange distance distribution (Q281902) (← links)
- A Berry-Esséen bound for \(H\)-variation of a Gaussian process (Q282135) (← links)
- Approximation of improper priors (Q282558) (← links)
- Homogenization of random functionals on solutions of stochastic equations (Q283143) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Local thermal equilibrium for certain stochastic models of heat transport (Q288197) (← links)
- Berry-Esseen type estimates for nonconventional sums (Q288843) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
- Distribution modulo 1 and universality of the Hurwitz zeta-function (Q290048) (← links)
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Cauchy problem for degenerating linear differential equations and averaging of approximating regularizations (Q291238) (← links)
- Mean-field analysis of hybrid Markov population models with time-inhomogeneous rates (Q291345) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- On limit theorem in some service systems (Q292314) (← links)
- Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives (Q292530) (← links)
- Geodesics in Brownian surfaces (Brownian maps) (Q297441) (← links)
- Limit theorems for some Markov chains (Q298134) (← links)
- Dynamic scheduling with reconfiguration delays (Q298177) (← links)
- A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states (Q298297) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- A nodal inverse problem for second order Sturm-Liouville operators with indefinite weights (Q299728) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- Consistency of probability measure quantization by means of power repulsion-attraction potentials (Q301584) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Equivalent formulations for the branched transport and urban planning problems (Q304880) (← links)
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- A unified approach to linear probing hashing with buckets (Q308951) (← links)
- Long signal change-point detection (Q309564) (← links)
- Tightness in Besov-Orlicz spaces: characterizations and applications (Q311066) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Stochastic Newton equation in strong potential limit (Q311981) (← links)
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design (Q313259) (← links)
- Functional limit theorems for the decomposable branching process with two types of particles (Q314181) (← links)
