Martien C. A. Van Zuijlen

From MaRDI portal
Person:1253485

Available identifiers

zbMath Open van-zuijlen.martien-c-aWikidataQ2443402 ScholiaQ2443402MaRDI QIDQ1253485

List of research outcomes

PublicationDate of PublicationType
Tomaszewski's problem on randomly signed sums, revisited2021-06-07Paper
An improvement of the Boppana-Holzman bound for Rademacher random variables2020-03-05Paper
Sharp concentration inequalities for deviations from the mean for sums of independent Rademacher random variables2017-07-19Paper
Linear combinations of Rademacher random variables2017-03-21Paper
Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model2014-01-14Paper
Sharp upper bounds for the deviations from the mean of the sum of independent Rademacher random variables2012-10-03Paper
Parameter estimation of a shifted Wiener sheet2011-12-21Paper
On a conjecture concerning the sum of independent Rademacher random variables2011-12-21Paper
Bounds for tail probabilities of the sample variance2009-11-03Paper
https://portal.mardi4nfdi.de/entity/Q34980152008-05-28Paper
On domination of tail probabilities of (super)martingales: explicit bounds2008-05-20Paper
Confidence bounds for the mean in nonparametric multisample problems2007-09-13Paper
Asymptotic inference for unit roots in spatial triangular autoregression2007-07-19Paper
Optimal Hoeffding-like inequalities under a symmetry assumption2007-03-08Paper
Forward interest rate curves in discrete time settings driven by random fields2006-10-10Paper
https://portal.mardi4nfdi.de/entity/Q54780972006-06-30Paper
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet2005-10-31Paper
Fluctuation limit of branching processes with immigration and estimation of the means2005-09-29Paper
Asymptotic inference for a nearly unstable sequence of stationary spatial AR models2005-04-21Paper
Estimation of the mean of a Wiener sheet2005-04-07Paper
Asymptotic inference for an unstable spatial AR model2005-02-21Paper
On conservative confidence intervals2004-10-15Paper
Confidence bounds for a parameter2004-08-06Paper
Asymptotic inference for nearly unstable INAR(1) models2004-05-18Paper
Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets2003-12-14Paper
Limiting connection between discrete and continuous time forward interest rate curve models2003-12-09Paper
https://portal.mardi4nfdi.de/entity/Q45081272003-08-11Paper
https://portal.mardi4nfdi.de/entity/Q45421342002-09-04Paper
https://portal.mardi4nfdi.de/entity/Q27657022002-06-30Paper
ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES2001-09-02Paper
https://portal.mardi4nfdi.de/entity/Q27142792001-06-13Paper
The Limiting Density of Unit Root Test Statistics: A Unifying Technique2001-03-01Paper
Asymptotic properties of nearly unstable multivariate AR processes.2000-01-20Paper
Isotonic inverse estimators for nonparametric deconvolution1999-12-14Paper
On the approximation of an integral by a sum of random variables1999-05-26Paper
On the asymptotic behaviour of the Stringer bound11999-02-22Paper
A Berry-Esseen Bound for Linear Combinations of Order Statistics1999-01-25Paper
https://portal.mardi4nfdi.de/entity/Q42213311999-01-03Paper
Facts, phantasies, and a new proposal concerning the Stringer bound1998-02-05Paper
https://portal.mardi4nfdi.de/entity/Q43752691998-02-01Paper
https://portal.mardi4nfdi.de/entity/Q48930371997-04-03Paper
Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes1997-02-23Paper
Parameter estimation for nearly nonstationary AR(1) processes1996-11-12Paper
Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing1996-11-12Paper
Limiting behavior of the perturbed empirical distribution functions evaluated at a random point under dependence1995-10-31Paper
The Stringer bound in case of uniform taintings1995-08-30Paper
Empirical U-statistics processes1993-01-16Paper
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings1992-06-28Paper
Note on the tail behavior of general weighted empirical processes1991-01-01Paper
Strong bounds for weighted empirical distribution functions based on uniform spacings1988-01-01Paper
The empirical distribution function and strong laws for functions of order statistics of uniform spacings1985-01-01Paper
Properties of the empirical distribution function for independent non- identically distributed random vectors1982-01-01Paper
An inequality for the empirical D.F. in the non–I.I.D. case1982-01-01Paper
Upper and lower bounds for dirichlet distrisutions in terms of the univariate marginal beta distributions1982-01-01Paper
On functions bounding the empirical distribution of uniform spacings1982-01-01Paper
Properties of the empirical distribution function for independent nonidentically distributed random variables1978-01-01Paper
Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38544601978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41474681977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41583031977-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Martien C. A. Van Zuijlen