Notice: Unexpected clearActionName after getActionName already called in /var/www/html/w/includes/context/RequestContext.php on line 333
Martien C. A. Van Zuijlen - MaRDI portal

Martien C. A. Van Zuijlen

From MaRDI portal
(Redirected from Person:1307104)
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

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