The following pages link to (Q3667699):
Displaying 12 items.
- A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
- A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform (Q1202313) (← links)
- Estimating the stationary distribution in a \(GI/M/1\)-queue (Q1343597) (← links)
- Testing for exponential and Marshall-Olkin distributions (Q1826244) (← links)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model (Q1904996) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Kernel-transformed empirical processes (Q2266306) (← links)
- Extremes of normed empirical moment generating function processes (Q2488434) (← links)
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- On the estimation of spread rate for a biological population (Q5934104) (← links)
