scientific article; zbMATH DE number 3274494
From MaRDI portal
Publication:5560061
zbMath0172.21201MaRDI QIDQ5560061
Publication date: 1968
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Limit behaviour of \(\mu\)-equicontinuous cellular automata ⋮ VAR forecasting under misspecification ⋮ Bootstrap inference in systems of single equation error correction models ⋮ Generating schemes for long memory processes: regimes, aggregation and linearity ⋮ A parametric bootstrap test for cycles ⋮ Testing for structural change in regression with long memory processes ⋮ Approximate moments of extremes ⋮ Dynamic density estimation with diffusive Dirichlet mixtures ⋮ Spatial propagation for a two component reaction-diffusion system arising in population dynamics ⋮ Distribution modulo 1 and the discrete universality of the Riemann zeta-function ⋮ A law of the iterated logarithm for the sojourn time process in queues in series ⋮ Non-paternalistic intergenerational altruism revisited ⋮ Characterization of stationary preferences in a continuous time framework ⋮ \(\tau\)-estimators of regression models with structural change of unknown location ⋮ Exchangeable Markov processes on \([k^{\mathbb N}\) with càdlàg sample paths] ⋮ On the extremal theory of continued fractions ⋮ On the rates of the other law of the logarithm ⋮ Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ On the functional CLT for stationary Markov chains started at a point ⋮ Importance sampling and statistical Romberg method for Lévy processes ⋮ Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors ⋮ Random perturbation to the geodesic equation ⋮ Limit theorems for order statistics from exponentials ⋮ Asymptotics for \(p\)-value based threshold estimation under repeated measurements ⋮ On a Brownian motion with a hard membrane ⋮ Bootstrap specification tests for linear covariance stationary processes ⋮ Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction ⋮ Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations ⋮ Asymptotic properties of Monte Carlo estimators of diffusion processes ⋮ Generalized spectral tests for the martingale difference hypothesis ⋮ Estimation of mis-specified long memory models ⋮ A nodal inverse problem for a quasi-linear ordinary differential equation in the half-line ⋮ Positive operator valued measures and Feller Markov kernels ⋮ Asymptotic normality and combinatorial aspects of the prefix exchange distance distribution ⋮ A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ Approximation of improper priors ⋮ Homogenization of random functionals on solutions of stochastic equations ⋮ Statistical inference in a random coefficient panel model ⋮ Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework ⋮ Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model ⋮ Fourier-type estimation of the power GARCH model with stable-Paretian innovations ⋮ Local thermal equilibrium for certain stochastic models of heat transport ⋮ Berry-Esseen type estimates for nonconventional sums ⋮ Hawkes and INAR(\(\infty\)) processes ⋮ Instrumental variable estimation based on conditional median restriction ⋮ A goodness-of-fit test for ARCH(\(\infty\)) models ⋮ Distribution modulo 1 and universality of the Hurwitz zeta-function ⋮ Numerical methods for optimal harvesting strategies in random environments under partial observations ⋮ Adaptive estimation of autoregressive models with time-varying variances ⋮ Joint and marginal specification tests for conditional mean and variance models ⋮ Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility ⋮ Cauchy problem for degenerating linear differential equations and averaging of approximating regularizations ⋮ Mean-field analysis of hybrid Markov population models with time-inhomogeneous rates ⋮ Extremes of independent stochastic processes: a point process approach ⋮ Detecting tail behavior: mean excess plots with confidence bounds ⋮ On limit theorem in some service systems ⋮ Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives ⋮ Geodesics in Brownian surfaces (Brownian maps) ⋮ Limit theorems for some Markov chains ⋮ Dynamic scheduling with reconfiguration delays ⋮ A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states ⋮ Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes ⋮ Testing for multivariate volatility functions using minimum volume sets and inverse regression ⋮ A nodal inverse problem for second order Sturm-Liouville operators with indefinite weights ⋮ Functional convergence of linear processes with heavy-tailed innovations ⋮ Consistency of probability measure quantization by means of power repulsion-attraction potentials ⋮ Functional-coefficient models for nonstationary time series data ⋮ A nonparametric test for equality of distributions with mixed categorical and continuous data ⋮ Delay times of sequential procedures for multiple time series regression models ⋮ Quantile cointegrating regression ⋮ Discrete choice modeling with nonstationary panels applied to exchange rate regime choice ⋮ Equivalent formulations for the branched transport and urban planning problems ⋮ Between data cleaning and inference: pre-averaging and robust estimators of the efficient price ⋮ A unified approach to linear probing hashing with buckets ⋮ Long signal change-point detection ⋮ Tightness in Besov-Orlicz spaces: characterizations and applications ⋮ Conditional value-at-risk: semiparametric estimation and inference ⋮ Stochastic Newton equation in strong potential limit ⋮ Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design ⋮ Functional limit theorems for the decomposable branching process with two types of particles ⋮ Sufficient forecasting using factor models ⋮ Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter ⋮ Sieve bootstrap for smoothing in nonstationary time series ⋮ Estimating summary functionals in multistate models with an application to hospital infection data ⋮ Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model ⋮ The effect of long-range dependence on change-point estimators ⋮ Nonparametric latency estimation for mixture cure models ⋮ Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis ⋮ Asymptotic representation of presmoothed Kaplan-Meier integrals with covariates in a semiparametric censorship model ⋮ The Poisson boundary of \(\mathrm{Out}(F_N)\) ⋮ Sign-error adaptive filtering algorithms involving Markovian parameters ⋮ Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling ⋮ Poincaré sections for the horocycle flow in covers of \(\mathrm {SL}(2,\mathbb {R})/\mathrm {SL}(2,\mathbb {Z})\) and applications to Farey fraction statistics ⋮ A limit theorem for Markov decision processes ⋮ Hybrid behaviour of Markov population models ⋮ High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere ⋮ Discussion about the quality of F-ratio resampling tests for comparing variances ⋮ A bootstrap causality test for covariance stationary processes ⋮ Properties of Hill's estimator of extreme value index for impure samples ⋮ Formal versus informal legislative bargaining
This page was built for publication:
