David J. Scott

Available identifiers

zbMath Open scott.david-johnWikidataQ102231544 ScholiaQ102231544MaRDI QIDQ1054412

List of research outcomes

Publication	Date of Publication	Type
Moments of the generalized hyperbolic distribution	2015-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q3021669	2005-06-10	Paper
The eigenvalues of the empirical transition matrix of a Markov chain	2004-10-25	Paper
Empirical convergence rates for continuous-time Markov chains	2001-12-16	Paper
The distribution of the weighted moving median of a sequence of iid observations	1997-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q4713990	1997-03-18	Paper
Testing a markov chain for independence	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3358072	1989-01-01	Paper
Analysis of In-situ Hybridization Data for Unique Genes Using GLIM	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3766642	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3823025	1987-01-01	Paper
A law of the iterated logarithm for weakly exchangeable arrays	1985-01-01	Paper
Asymptotic optimal inference for non-ergodic models	1983-01-01	Paper
On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales	1983-01-01	Paper
Contiguity of Probability Measures	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3957821	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3862165	1980-01-01	Paper
A central limit theorem for martingales and an application to branching processes	1978-01-01	Paper
Martingale central limit theorems without uniform asymptotic negligibility: Corrigendum	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4197239	1977-01-01	Paper
Efficient tests for branching processes	1976-01-01	Paper
Martingale central limit theorems without uniform asymptotic negligibility	1975-01-01	Paper
Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach	1973-01-01	Paper
Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments	1973-01-01	Paper
An invariance principle for reversed martingales	1971-01-01	Paper
An invariance principle for reversed martingales	1971-01-01	Paper

Research outcomes over time

This page was built for person: David J. Scott