scientific article; zbMATH DE number 3497161
From MaRDI portal
Publication:4078873
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
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4078873)