scientific article; zbMATH DE number 3497161

zbMATH Open0317.60014MaRDI QIDQ4078873FDOQ4078873

Publication date: 1975

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

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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