Pages that link to "Item:Q1208935"
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The following pages link to Asymptotic minimax results for stochastic process families with critical points (Q1208935):
Displayed 11 items.
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Asymptotic relative efficiency of tests at the boundary of regular statistical models (Q1888306) (← links)
- Local asymptotic quadraticity of stochastic process models based on stopping times (Q1893865) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- On Conditional Independence, Mixing, and Association (Q3548440) (← links)
- TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES (Q4715810) (← links)