Pages that link to "Item:Q3870062"
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The following pages link to Central limit theorems for local martingales (Q3870062):
Displayed 21 items.
- A two-sample parametric group sequential procedure for monitoring clinical trials (Q3978089) (← links)
- Asymptotic results for the risk process based on marked point processes (Q4034593) (← links)
- Nonparametric kernel regression when the regressor follows a counting process (Q4345903) (← links)
- Estimation and Tests in Finite Mixture Models for Censored Survival Data (Q4351768) (← links)
- A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions (Q4563492) (← links)
- Quantum jump dynamics in cavity QED (Q4832673) (← links)
- Testing for the minimal repair model versus additional damage at failures (Q4844128) (← links)
- Asymptotics for multisample statistics (Q4855332) (← links)
- Interim Design Modifications in Time-to-Event Studies (Q4916467) (← links)
- Local asymptotic inference for nonparametric regression with censored survival data (Q4988820) (← links)
- (Q5053851) (← links)
- A functional central limit theorem for SI processes on configuration model graphs (Q5055332) (← links)
- Continuous chain-ladder with paid data (Q5123184) (← links)
- Aalen’s Additive Risk Model for Left-Truncated and Right-Censored Data (Q5415899) (← links)
- (Q5446386) (← links)
- Test of Homogeneity for Some Population Models Based on Counting Processes (Q5450534) (← links)
- Stochastic calculus as a tool in survival analysis: A review (Q5895396) (← links)
- Stochastic calculus as a tool in survival analysis: A review (Q5899913) (← links)
- Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes (Q6077689) (← links)
- Central limit theorems for martingales. I: Continuous limits (Q6126950) (← links)
- (Q6168061) (← links)