The following pages link to (Q3326516):
Displaying 50 items.
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Strassen-type law of the iterated logarithm for self-normalized sums (Q354760) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- On empirical likelihood inference of a change-point (Q383925) (← links)
- On strong large deviation results for lightly trimmed sums and some applications (Q383954) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Retrospective change detection for binary time series models (Q393542) (← links)
- Strong approximations and sequential change-point analysis for diffusion processes (Q419152) (← links)
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- Dynamical attraction to stable processes (Q424711) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Strassen-type law of the iterated logarithm for self-normalized increments of sums (Q432333) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Spline confidence bands for functional derivatives (Q434571) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- A strong approximation theorem for positively dependent Gaussian sequences and its applications (Q448231) (← links)
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
- Large-sample study of the kernel density estimators under multiplicative censoring (Q450027) (← links)
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems (Q462154) (← links)
- Asymptotics for the distribution function estimators of the errors in semi-parametric regression models (Q488926) (← links)
- The cumulative quantile regression function with censored and truncated response (Q498610) (← links)
- On the hybrids of \(k\)-spacing empirical and partial sum processes (Q506423) (← links)
- Asymptotic variability analysis for multi-server generalized Jackson network in overloaded (Q517210) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133) (← links)
- On the local time of random walk on the 2-dimensional comb (Q544520) (← links)
- On the LSL for random fields (Q548148) (← links)
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution (Q553103) (← links)
- On best possible approximations of local time (Q582707) (← links)
- Between the LIL and the LSL (Q605034) (← links)
- Nonparametric estimation of a survival function under progressive type-I multistage censoring (Q607212) (← links)
- Composing the cumulative quantile regression function and the Goldie concentration curve (Q631634) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential (Q633133) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle (Q653805) (← links)
- A new approach to strong embeddings (Q664343) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- High-density limits of hierarchically structured branching-diffusing populations (Q678370) (← links)
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- On the increments of Wiener process -- a look through subsequences (Q689183) (← links)
- On a weighted embedding for pontograms (Q689458) (← links)
- Testing for changes using permutations of U-statistics (Q707047) (← links)
