The following pages link to B. L. S. Prakasa Rao (Q169511):
Displaying 50 items.
- Fractional Brownian motion with variable Hurst parameter: definition and properties (Q895895) (← links)
- Random fixed point theorems based on orbits of random mappings with some applications to random integral equations (Q897665) (← links)
- Corrigendum to ``Central limit theorem for U-statistics of associated random variables'' (Q900548) (← links)
- A martingale characterization of quantum Poisson processes (Q909344) (← links)
- Projection-based approximation and a duality with kernel methods (Q913418) (← links)
- Remarks on univariate elliptical distributions (Q916238) (← links)
- Sharp mean-variance bounds for Jensen-type inequalities (Q918022) (← links)
- An extension of the Hoeffding inequality to unbounded random variables (Q946139) (← links)
- Bounds for tail probabilities of martingales using skewness and kurtosis (Q946798) (← links)
- Doob's type inequality and strong law of large numbers for demimartingales (Q962533) (← links)
- Chebyshev's inequality for Hilbert-space-valued random elements (Q973191) (← links)
- Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions (Q981866) (← links)
- Maximal inequalities for demimartingales and their applications (Q1047847) (← links)
- Gaussian approximation of signed rank statistics process (Q1065473) (← links)
- Strong approximations of the quantile process of the product-limit estimator (Q1065478) (← links)
- The random average mode estimator (Q1073493) (← links)
- On smoothed probability density estimation for stationary processes (Q1073523) (← links)
- Absolute stability of a stochastic integrodifferential system. II (Q1077086) (← links)
- Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics (Q1079894) (← links)
- Another characterization of multivariate normal distribution (Q1083799) (← links)
- Asymptotic normality for a general statistic from a stationary sequence (Q1086931) (← links)
- Minimax estimation of the mean of a general distribution when the parameter space is restricted (Q1090024) (← links)
- Kernel density and hazard function estimation in the presence of censoring (Q1113236) (← links)
- Asymptotic theory of U-statistics (Q1114264) (← links)
- Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities) (Q1117625) (← links)
- A new semigroup technique in Poisson approximation (Q1121585) (← links)
- On a relationship between Uspensky's theorem and Poisson approximations (Q1122213) (← links)
- A remark on the multiparameter law of the iterated logarithm (Q1123478) (← links)
- A characterization of Gaussian measures on locally compact abelian groups (Q1132444) (← links)
- Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays (Q1141414) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Density estimation for Markov processes using delta-sequences (Q1145454) (← links)
- The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes (Q1162781) (← links)
- Asymptotic properties for a statistical model of an \(\mathbb{R}^d\)-valued Markov chain. (Q1185276) (← links)
- Nonparametric estimation for Galton-Watson type process (Q1185556) (← links)
- Estimation of the survival function for stationary associated processes (Q1186644) (← links)
- The sharp Markov property of the Brownian sheet and related processes (Q1200350) (← links)
- Essential correlatedness and almost independence (Q1200722) (← links)
- On the regularity of random Ornstein-Uhlenbeck functions with values in \(l_ p,\;p\in[1,\infty[\) (Q1201181) (← links)
- A characterization of Gini's statistics: On a system of vector analysis of distribution (Q1204515) (← links)
- Smoothing complements and randomized score functions (Q1207836) (← links)
- Jackknife estimator for an \(m\)-dependent stationary process (Q1210228) (← links)
- Local nondeterminism for moving average stable processes (Q1210499) (← links)
- The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case (Q1225886) (← links)
- Maximum likelihood estimation for Markov processes (Q1226364) (← links)
- Absolute stability of a stochastic integro-differential system (Q1228137) (← links)
- Rate of approximation in the multidimensional central limit theorem (Q1256792) (← links)
- Exponential family nonlinear models (Q1271098) (← links)
- Statistical inference for spatial Poisson processes (Q1271100) (← links)
- Inequalities of Weyl-type and information inequalities (Q1276484) (← links)
