The following pages link to B. Gail Ivanoff (Q395988):
Displayed 50 items.
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
- Corrigendum to ``Asymptotic results for spatial causal ARMA models'' (Q405325) (← links)
- Change-point detection in the marginal distribution of a linear process (Q502846) (← links)
- Intensity-based inference for planar point processes (Q581985) (← links)
- (Q734564) (redirect page) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Predictable sampling for partially exchangeable arrays (Q868276) (← links)
- Path-dependent estimation of a distribution under generalized censoring (Q893064) (← links)
- Estimation of a distribution under generalized censoring (Q968503) (← links)
- Optimal detection of a change-set in a spatial Poisson process (Q968778) (← links)
- The multitype branching random walk, II (Q1056988) (← links)
- The multitype branching diffusion (Q1161208) (← links)
- Central limit theorems for point processes (Q1162758) (← links)
- Predictability and stopping on lattices of sets (Q1326258) (← links)
- Doob-Meyer decomposition for set-indexed submartingales (Q1332399) (← links)
- Lattices of random sets and progressivity (Q1344809) (← links)
- A martingale characterization of the set-indexed Brownian motion (Q1356612) (← links)
- Poisson convergence for set-indexed empirical processes (Q1359767) (← links)
- Poisson convergence in two dimensions with application to row and column exchangeable arrays (Q1819818) (← links)
- A Markov property for set-indexed processes (Q1866056) (← links)
- Random censoring in set-indexed survival analysis (Q1872374) (← links)
- Stopping and set-indexed local martingales (Q1890715) (← links)
- Functional limit theorems for row and column exchangeable arrays (Q1907814) (← links)
- Stopping times and tightness for multiparameter martingales (Q1916238) (← links)
- Multidimensional p-p plots and precedence tests for point processes on \(\mathfrak R^d\) (Q1941432) (← links)
- Nonparametric estimation for a two-dimensional renewal process (Q1950868) (← links)
- Multidimensional hazard estimation under generalized censoring (Q1951982) (← links)
- Asymptotic results for spatial causal ARMA models (Q1952040) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067) (← links)
- A compensator characterization of point processes on topological lattices (Q2461959) (← links)
- Random clouds and an application to censoring in survival analysis (Q2485761) (← links)
- Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
- Correction to: ``Integral functionals and the bootstrap for the tail empirical process'' (Q2688189) (← links)
- (Q2726262) (← links)
- The multitype branching random walk, I (Q3319504) (← links)
- (Q3362213) (← links)
- Spreadable arrays and martingale structures (Q3372694) (← links)
- What is a multi-parameter renewal process? (Q3426325) (← links)
- Characterization of compensators for point processes on the plane (Q3481020) (← links)
- ‘SPREADABLE ARRAYS AND MARTINGALE STRUCTURES’ (Q3577310) (← links)
- Some notes on poisson limits for empirical point processes (Q3645627) (← links)
- The critical branching diffusion in a varying environment (Q3664131) (← links)
- The critical branching process with immigration stopped at zero (Q3676932) (← links)
- (Q3700533) (← links)
- (Q3746625) (← links)
- (Q3843107) (← links)
- The branching diffusion with immigration (Q3857530) (← links)
- The branching random field (Q3876763) (← links)