Pages that link to "Item:Q4057370"
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The following pages link to Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales (Q4057370):
Displayed 50 items.
- Intensity-based inference for planar point processes (Q581985) (← links)
- On a class of Bayesian nonparametric estimates. II: Hazard rate estimates (Q753340) (← links)
- On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
- The extremal family generated by the Yule process (Q916206) (← links)
- On a software reliability model by Koch and Spreij (Q927366) (← links)
- A semiparametric shock model for a pair of event-related dependent censored failure times (Q951046) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Asymptotics of distributions of martingales (Q1054353) (← links)
- Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process (Q1085551) (← links)
- Markov property of point processes (Q1085888) (← links)
- Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Ergodicity and inequalities in a class of point processes (Q1110192) (← links)
- A change of variables formula (Q1141416) (← links)
- Explicit formula of optimal replacement under additive shock processes (Q1145414) (← links)
- Some inverse problems involving conditional expectations (Q1149158) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Workload in queues having priorities assigned according to service time (Q1183677) (← links)
- On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944) (← links)
- On dependent marking and thinning of point processes (Q1208957) (← links)
- Martingale characterization of random processes with independent increments (Q1242600) (← links)
- On point processes in the plane (Q1262613) (← links)
- Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability (Q1262627) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- Filtering of derived point processes (Q1316603) (← links)
- The M/G/1 processor-sharing model: Transient behavior (Q1319842) (← links)
- Conditioned super-Brownian motion (Q1326257) (← links)
- Statistical inference for detrended point processes (Q1327555) (← links)
- Asymptotic distinction of counting processes (Q1336028) (← links)
- Nonparametric estimators for Markov step processes (Q1336983) (← links)
- Imbedded construction of stationary sequences and point processes with a random memory (Q1339065) (← links)
- Some monotonicity and dependence properties of self-exciting point processes (Q1354839) (← links)
- Smoothed Cox regression (Q1372845) (← links)
- Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
- Coupling with compensators (Q1382478) (← links)
- Bayesian analysis of proportional hazard models (Q1429314) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- Component importance in a random environment (Q1573645) (← links)
- Stability results for a general class of interacting point processes dynamics, and applications (Q1579375) (← links)
- Asymptotic reliability of a linearly connected system with an infinite number of components (Q1590836) (← links)
- Time and Palm stationarity of repairable systems (Q1593584) (← links)
- Transforming spatial point processes into Poisson processes (Q1593631) (← links)
- Large deviation probabilities in estimation of Poisson random measures (Q1805780) (← links)
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
- Poisson convergence in two dimensions with application to row and column exchangeable arrays (Q1819818) (← links)
- Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes (Q1824328) (← links)
- Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes (Q1899267) (← links)
- Poisson approximations for Markov-driven point processes (Q1915853) (← links)