Pages that link to "Item:Q391516"
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The following pages link to On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516):
Displayed 10 items.
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- The explicit form of the rate function for semi-Markov processes and its contractions (Q4642706) (← links)
- The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications (Q5051325) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)