The following pages link to (Q3229719):
Displayed 30 items.
- Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior (Q4019291) (← links)
- An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation (Q4267413) (← links)
- A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857) (← links)
- Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques (Q4638776) (← links)
- Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- A note on cumulative sums of markovian variables (Q5180657) (← links)
- Applied probability before 1964, and after 2014 (Q5245609) (← links)
- The front of the epidemic spread and first passage percolation (Q5245617) (← links)
- YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (Q5285835) (← links)
- Doob: A Half-Century on (Q5312855) (← links)
- Some asymptotic results for the periodogram of a stationary time series (Q5336796) (← links)
- Stochastic Equations for Nonequilibrium Processes (Q5339029) (← links)
- (Q5345326) (← links)
- A new discrete distribution induced by the Luria–Delbrück mutation model (Q5402487) (← links)
- Branching Processes with Incubation (Q5454670) (← links)
- Sequences of Linear Birth, Death, and Immigration Processes with Applications to Cascades of Optical Amplifiers (Q5488548) (← links)
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
- On a glass of non-markovian processes associated with correlated pulse trains and their application to Barkhausen noise (Q5530164) (← links)
- (Q5543971) (← links)
- On a simplified method for the estimation of the correlogram for a stationary Gaussian process. II. (Q5553770) (← links)
- Some asymptotic results for the periodogram of a stationary time series (Q5558329) (← links)
- Construction of branching Markov processes with age and sign (Q5568848) (← links)
- Random interval functions (Q5594898) (← links)
- On the moments in nonhomogeneous birth, immigration and death processes (Q5598812) (← links)
- Some approximate results in renewal and dam theories (Q5637708) (← links)
- Some problems in finite dams with an application to insurance risk (Q5732231) (← links)
- (Q5852859) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)