Concerning a Certain Probability Problem

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(46)

Some asymptotic formulas for the Bogoliubov Gaussian measure
Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces
Relative efficiencies of goodness of fit procedures for assessing univariate normality
Some test statistics based on the martingale term of the empirical distribution function
Comparison results for the lower tail of Gaussian seminorms
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Limit theorems for the square integral of Brownian motion and its increments
Gaussian large deviations of a smooth seminorm
A note on the law of the iterated logarithm in Hilbert space
On nonparametric tests for symmetry in \(R^ m\)
Precise rates in the law of the logarithm in the Hilbert space
On extremes and streams of upcrossing.
New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
New characterization-based symmetry tests
Extreme-strike asymptotics for general Gaussian stochastic volatility models
On the moment convergence rates of LIL in Hilbert space
An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
Upper tail probabilities of integrated Brownian motions
On a problem of Erdös and Taylor
Convergence rates of the LIL for random fields in Hilbert spaces
Significance points for some tests of uniformity on the sphere^†
Relative efficiencies of goodness-of-fit procedures with truncated data
A General formula for the upper tail significance levels of empirical distribution function test statistics
A modification of watson's statistic for goodness-of-fit
General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
High-dimensional sparse MANOVA
Tests of randomness in two dimensions
Two-Sample Tests Based on the Integrated Empirical Process
Asymptotic expansion of Gaussian chaos via probabilistic approach
Feller's upper-lower class test in Euclidean space
New L^2-type exponentiality tests
Multivariate hypothesis testing using generalized and {2}-inverses – with applications
Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
The test of exponentiality based on the mean residual life function revisited
On Goodness of Fit for Operational Risk
Reweighted and circularised Anderson-Darling tests of goodness-of-fit
On modified Anderson-Darling test statistics with asymptotic properties
Bahadur efficiency of EDF based normality tests when parameters are estimated
Bahadur efficiencies of the Epps-Pulley test for normality
Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
Linear estimators for Gaussian random variables in Hilbert spaces
Portmanteau tests for semiparametric nonlinear conditionally heteroscedastic time series models
Multisample version of the modified Anderson-Darling statistic
On the asymptotic distribution of the Shorack-Wellner statistic

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