On a Method of Calculation of Semi-Invariants
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(only showing first 100 items - show all)- Estimation of Palm measures of stationary point processes
- Linear/nonlinear forms and the normal law: Characterization by high order correlations
- Nonparametric confidence intervals for functions of several distributions
- Estimating an interaction parameter of an infinite particle system
- Asymptotic normality of finite Fourier transforms of stationary generalized processes
- Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables
- Group action on a lattice and an application to time series analysis
- Nonlinear time series with long memory: A model for stochastic volatility
- Large deviations for additive functionals of d-dependent random fields. I
- Gaussian inference on certain long-range dependent volatility models
- Gaussian polytopes: a cumulant-based approach
- Brillinger-mixing point processes need not to be ergodic
- On the asymptotic normality of some sums of dependent random variables
- Gaussian limits for random measures in geometric probability
- Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals
- Initial transient detection in simulations using the second-order cumulant spectrum
- Walsh-function analysis of a certain class of time series
- Identification of discrete-time state affine state space models using cumulants
- Limit theorems for some polynomial statistics of the Poisson process
- Large deviations for additive functionals of \(d\)-dependent random fields. II
- The modified moment method for multiply censored samples
- The central limit theorem in the space \(D[0,1]\). II
- A simple proof of the Bieberbach conjecture
- Weighted dependency graphs
- Strong factorization property of Macdonald polynomials and higher-order Macdonald's positivity conjecture
- Fluctuations of the Gromov-Prohorov sample model
- LLT cumulants and graph coloring
- The method of cumulants for the normal approximation
- Central limit theorems for patterns in multiset permutations and set partitions
- Algebras with two multiplications and their cumulants
- On the validity of the formal Edgeworth expansion for posterior densities
- Sums of commutators in free probability
- The free tangent law
- Recursive computation of the Hawkes cumulants
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
- Statistical inference using higher-order information
- Sample variance in free probability
- General theorems on large deviations for random vectors
- Asymptotics of \(q\)-Plancherel measures.
- Riesz measures and Wishart laws associated to quadratic maps
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Asymptotic normality for traces of polynomials in independent complex Wishart matrices
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- Gaussian fluctuations of characters of symmetric groups and of Young diagrams
- Measuring the association of stationary point processes using spectral analysis techniques
- Whittle estimation of EGARCH and other exponential volatility models
- Aggregation and memory of models of changing volatility
- Electrocardiogram classification using delay differential equations
- Mod-Gaussian convergence and its applications for models of statistical mechanics
- Central limit theorems for volume and surface content of stationary Poisson cylinder processes in expanding domains
- VARIANCE ESTIMATION FOR QUADRATIC STATISTICS
- Stochastic integral representations, stochastic derivatives and minimal variance hedging
- Random Measures and Applications
- DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1)
- Higher Order Correlations for Group Actions
- On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications.
- Second order cumulants of products
- Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
- scientific article; zbMATH DE number 4066023 (Why is no real title available?)
- YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS
- Absolute regularity and Brillinger-mixing of stationary point processes
- Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling
- Central limit theorems for empirical product densities of stationary point processes
- scientific article; zbMATH DE number 66697 (Why is no real title available?)
- APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS
- CLASSIFICATION OF TEXTURES USING SECOND-ORDER SPECTRA
- SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
- Testing for dependence in the input to a linear time series model
- On estimating linear functional of the covariance function of a stationary process
- Steady state and intermittency in the critical branching random walk with arbitrary total number of offspring
- Moments of Markovian growth–collapse processes
- A Dynamic Taylor’s law
- Cumulants of Jack symmetric functions and b-conjecture (extended abstract)
- Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
- Asymptotic normality in random graphs with given vertex degrees
- Independent sets in the hypercube revisited
- Block bootstrap for Poisson-sampled almost periodic processes
- Cumulants of Jack symmetric functions and the b-conjecture
- Delay differential analysis of time series
- Real second order freeness and Haar orthogonal matrices
- Higher order moments of the estimated tangency portfolio weights
- A cumulant based algorithm for the identification of input-output quadratic systems
- Parametric estimation for a simple branching diffusion process
- Combinatorics of Poisson Stochastic Integrals with Random Integrands
- Homomorphisms from the torus
- Bernoulli variables, classical exclusion processes and free probability
- Spectrum inference for replicated spatial locally time-harmonizable time series
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
- Spectral inversion of second order Volterra models based on the blind identification of Wiener models
- Chain rules for multivariate cumulant coefficients
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation
- Calculating cumulants of a Taylor expansion of a multivariate function
- Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
- Structured random matrices and cyclic cumulants: a free probability approach
- Asymptotic analysis of k-hop connectivity in the 1D unit disk random graph model
- Sufficient solvability conditions of the moment problem in terms of semi-invariants
- Gaussian fluctuations of generalized U-statistics and subgraph counting in the binomial random-connection model
- Covariance operator estimation via adaptive thresholding
- Spectral characteristics of harmonizable VARMA processes
- Free energies and fluctuations for the unitary Brownian motion
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