| Publication | Date of Publication | Type |
|---|
Discrete Grönwall inequalities for demimartingales
Communications in Statistics. Theory and Methods | 2026-01-22 | Paper |
Estimation for a misspecified change point type signal driven by a fractional Brownian motion
Random Operators and Stochastic Equations | 2025-11-01 | Paper |
| Advances in statistical inference for processes driven by fractional processes. Inference for fractional processes | 2025-10-22 | Paper |
Estimation of change point via Kalman-Bucy filter for linear systems driven by fractional Brownian motions
Communications on Stochastic Analysis | 2025-09-25 | Paper |
| On some matrix versions of covariance, harmonic mean and other inequalities: an overview | 2025-08-08 | Paper |
Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
Theory of Probability and its Applications | 2025-08-07 | Paper |
Parameter estimation for generalized mixed fractional stochastic heat equation
Bulletin of Informatics and Cybernetics | 2025-07-21 | Paper |
Estimation for stochastic differential equations driven by mixed fractional Brownian motions
Calcutta Statistical Association Bulletin | 2025-07-14 | Paper |
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes
Journal of Nonparametric Statistics | 2025-01-22 | Paper |
Nonparametric estimation of trend for SDEs driven by a Gaussian process
Communications in Statistics. Theory and Methods | 2024-08-16 | Paper |
Weighted probability density estimator with updated bandwidths
Journal of Systems Science and Complexity | 2024-04-03 | Paper |
Fractional processes and their statistical inference: an overview
Journal of the Indian Institute of Science | 2024-03-05 | Paper |
Maximal inequalities and convergence results on multidimensionally indexed demimartingales
Journal of Statistical Theory and Practice | 2024-02-09 | Paper |
PARAMETRIC ESTIMATION FOR STOCHASTIC PARABOLIC EQUATIONS DRIVEN BY AN INFINITE DIMENSIONAL MFBM
Bulletin of informatics and cybernetics | 2024-01-08 | Paper |
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
Stochastic Analysis and Applications | 2023-12-11 | Paper |
| On some characterizations of probability distributions based on maxima or minima of some families of dependent random variables | 2023-12-08 | Paper |
Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
| Discrete Gronwall inequalities for demimartingales | 2023-06-23 | Paper |
| On the long range dependence of time-changed generalized mixed fractional Brownian motion | 2023-01-07 | Paper |
| Remarks on some conditional generalized Borel-Cantelli lemmas | 2022-11-29 | Paper |
Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise
Stochastic Analysis and Applications | 2022-10-28 | Paper |
| Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes | 2022-09-05 | Paper |
Characterization of probability measures by linear functions of Q-independent random variables defined on a homogeneous Markov chain
Communications in Statistics: Theory and Methods | 2022-08-12 | Paper |
| Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck process driven by a Gaussian process | 2022-08-08 | Paper |
PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION
Bulletin of informatics and cybernetics | 2022-07-26 | Paper |
Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
Stochastic Analysis and Applications | 2022-05-09 | Paper |
Maximum likelihood estimation for sub-fractional Vasicek model
Random Operators and Stochastic Equations | 2022-01-17 | Paper |
On some analogues of lack of memory properties for the Gompertz distribution
Communications in Statistics: Theory and Methods | 2021-10-01 | Paper |
NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE
Bulletin of informatics and cybernetics | 2021-09-23 | Paper |
Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects
Sankhyā. Series A | 2021-09-01 | Paper |
| scientific article; zbMATH DE number 7353788 (Why is no real title available?) | 2021-06-02 | Paper |
| scientific article; zbMATH DE number 7353855 (Why is no real title available?) | 2021-06-02 | Paper |
| scientific article; zbMATH DE number 7353774 (Why is no real title available?) | 2021-06-02 | Paper |
| Local asymptotic normality and estimation via Kalman-Bucy filter for a linear system with signal driven by a fractional Brownian motion and observation driven by a Brownian motion | 2021-06-02 | Paper |
| scientific article; zbMATH DE number 7353825 (Why is no real title available?) | 2021-06-02 | Paper |
| Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by mixed fractional Brownian motion | 2021-06-02 | Paper |
| Singularity for bifractional and trifractional Brownian motions based on their Hurst indices | 2021-05-15 | Paper |
Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise
(available as arXiv preprint) | 2021-04-08 | Paper |
Parametric Estimation for Processes Driven by Infinite Dimensional Mixed Fractional Brownian Motion
(available as arXiv preprint) | 2021-03-09 | Paper |
| Characterization of probability measures based on Q-independent generalized random fields | 2021-02-18 | Paper |
Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process
Journal of Statistical Theory and Practice | 2021-01-28 | Paper |
Cramér-Rao inequality revisited
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2020-11-17 | Paper |
LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS
Bulletin of informatics and cybernetics | 2020-09-14 | Paper |
Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
Random Operators and Stochastic Equations | 2020-07-02 | Paper |
More on maximal inequalities for sub-fractional Brownian motion
Stochastic Analysis and Applications | 2020-02-17 | Paper |
Parametric estimation for cusp-type signal driven by fractional Brownian motion
Stochastic Analysis and Applications | 2019-12-18 | Paper |
Characterizations of Probability Distributions through $Q$-Independence
Theory of Probability & Its Applications | 2019-11-12 | Paper |
Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion
Stochastic Analysis and Applications | 2019-08-26 | Paper |
| Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion | 2019-06-19 | Paper |
Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion
(available as arXiv preprint) | 2019-06-19 | Paper |
Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
Stochastic Analysis and Applications | 2019-05-15 | Paper |
Filtered fractional Poisson processes
Statistical Methodology | 2019-03-13 | Paper |
Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion
Stochastic Analysis and Applications | 2019-02-18 | Paper |
Improved Cramer-Rao inequality for randomly censored data
Journal of the Iranian Statistical Society | 2019-02-14 | Paper |
On the Skitovich-Darmois-Ramachandran-Ibragimov theorem for linear forms of Q-independent random sequences
Studia Scientiarum Mathematicarum Hungarica | 2019-02-01 | Paper |
Characterization of probability measures on locally compact abelian groups via $Q$-independence
Acta Scientiarum Mathematicarum | 2019-02-01 | Paper |
| Optimal estimation of a signal perturbed by a mixed fractional Brownian motion | 2018-11-30 | Paper |
Wavelet estimation for derivative of a density in the presence of additive noise
Brazilian Journal of Probability and Statistics | 2018-11-15 | Paper |
Pricing geometric Asian power options under mixed fractional Brownian motion environment
Physica A | 2018-11-13 | Paper |
Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion
Stochastic Analysis and Applications | 2018-10-09 | Paper |
| scientific article; zbMATH DE number 6945551 (Why is no real title available?) | 2018-09-28 | Paper |
Improved sequential Cramer-Rao type integral inequality
Sequential Analysis | 2018-05-03 | Paper |
Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion
Stochastic Analysis and Applications | 2018-01-25 | Paper |
Moderate deviation principle for maximum likelihood estimator for Markov processes
Statistics & Probability Letters | 2017-12-22 | Paper |
Chebyshev's inequality for Hilbert-space valued random elements with estimated mean and covariance
Communications in Statistics: Theory and Methods | 2017-12-15 | Paper |
Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
Random Operators and Stochastic Equations | 2017-12-04 | Paper |
OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Optimal estimation of a signal perturbed by a sub-fractional Brownian motion
Stochastic Analysis and Applications | 2017-05-16 | Paper |
Wavelet estimation for derivative of a density in a GARCH-type model
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
On some maximal and integral inequalities for sub-fractional Brownian motion
Stochastic Analysis and Applications | 2017-04-06 | Paper |
Characterizations of probability distributions through linear forms of \(Q\)-conditional independent random variables
Sankhyā. Series A | 2017-01-25 | Paper |
Linear wavelet-based estimation for derivative of a density under random censorship
Journal of the Iranian Statistical Society JIRSS | 2016-11-28 | Paper |
Moment inequalities for supremum of empirical processes of U-statistic structure and application to density estimation
Journal of the Iranian Statistical Society JIRSS | 2016-11-28 | Paper |
Book review of: F. Belzunce et al., An introduction to stochastic orders.
Journal of Time Series Analysis | 2016-08-30 | Paper |
Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions
Stochastic Analysis and Applications | 2016-08-08 | Paper |
| On the order of approximation in the random central limit theorem for \(m\)-dependent random variables | 2016-07-22 | Paper |
Conditions for singularity for measures generated by two fractional psuedo-diffusion processes
Stochastic Analysis and Applications | 2016-04-29 | Paper |
Random central limit theorem for associated random variables and the order of approximation
Statistics & Probability Letters | 2016-04-22 | Paper |
Corrigendum to ``Central limit theorem for U-statistics of associated random variables''
Statistics & Probability Letters | 2015-12-22 | Paper |
Random fixed point theorems based on orbits of random mappings with some applications to random integral equations
Random Operators and Stochastic Equations | 2015-12-07 | Paper |
Nonparametric density estimation for functional data by delta sequences
Brazilian Journal of Probability and Statistics | 2014-11-05 | Paper |
Characterization of Gaussian distribution on a Hilbert space from samples of random size
Journal of Multivariate Analysis | 2014-10-08 | Paper |
Estimation of change point for switching fractional diffusion processes
Stochastics | 2014-08-14 | Paper |
Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes
Stochastic Analysis and Applications | 2014-08-08 | Paper |
Maximal Inequalities for Fractional Brownian Motion: An Overview
Stochastic Analysis and Applications | 2014-06-13 | Paper |
Some maximal inequalities for fractional Brownian motion with polynomial drift
Stochastic Analysis and Applications | 2013-10-18 | Paper |
| Self-similar processes, fractional Brownian motion and statistical inference | 2013-08-01 | Paper |
Parameter estimation for a two-dimensional stochastic Navier–Stokes equation driven by an infinite dimensional fractional Brownian motion
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
On conditional Borel-Cantelli lemmas for sequences of random variables
Journal of Mathematical Analysis and Applications | 2013-01-14 | Paper |
Matrix variance inequalities for multivariate distributions
Statistical Methodology | 2012-10-19 | Paper |
On some maximal inequalities for demimartingales and N-demimartingales based on concave Young functions
Journal of Mathematical Analysis and Applications | 2012-10-19 | Paper |
Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
Statistical Inference for Stochastic Processes | 2012-09-28 | Paper |
Remarks on maximal inequalities for non-negative demisubmartingales
Statistics & Probability Letters | 2012-08-30 | Paper |
Singularity of Subfractional Brownian Motions with Different Hurst Indices
Stochastic Analysis and Applications | 2012-06-20 | Paper |
| scientific article; zbMATH DE number 5993481 (Why is no real title available?) | 2011-12-30 | Paper |
| Associated sequences, demimartingales and nonparametric inference. | 2011-09-19 | Paper |
Nonparametric estimation of linear multiplier for fractional diffusion processes
Stochastic Analysis and Applications | 2011-08-10 | Paper |
Maximal inequalities for N-demimartingale and strong law of large numbers
Statistics & Probability Letters | 2011-07-26 | Paper |
Wavelet based estimation of the derivatives of a density for a negatively associated process
Journal of Statistical Theory and Practice | 2011-04-18 | Paper |
Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
| scientific article; zbMATH DE number 5795042 (Why is no real title available?) | 2010-10-04 | Paper |
Nonparametric density estimation for functional data via wavelets
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
| Characterization of probability distributions via binary associative operation | 2010-08-12 | Paper |
| scientific article; zbMATH DE number 5769424 (Why is no real title available?) | 2010-08-12 | Paper |
Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions
Indian Journal of Pure & Applied Mathematics | 2010-07-09 | Paper |
Statistical inference for fractional diffusion processes
Wiley Series in Probability and Statistics | 2010-07-08 | Paper |
| On some inequalities for \(N\)-demimartingales | 2010-06-07 | Paper |
Chebyshev's inequality for Hilbert-space-valued random elements
Statistics & Probability Letters | 2010-05-28 | Paper |
Sufficient conditions for stochastic equality of two distributions under some partial orders
Statistics & Probability Letters | 2010-03-01 | Paper |
Upper and lower bounds for probabilities in the conditional Borel-Cantelli Lemma
Stochastic Analysis and Applications | 2010-02-10 | Paper |
Conditional independence, conditional mixing and conditional association
Annals of the Institute of Statistical Mathematics | 2009-09-30 | Paper |
Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
| scientific article; zbMATH DE number 5592522 (Why is no real title available?) | 2009-08-08 | Paper |
| scientific article; zbMATH DE number 5586100 (Why is no real title available?) | 2009-07-23 | Paper |
| scientific article; zbMATH DE number 5586100 (Why is no real title available?) | 2009-07-23 | Paper |
| A First Course in Probability and Statistics | 2008-12-04 | Paper |
Inequalities for characteristic functions of multidimensional distributions
Journal of Mathematical Analysis and Applications | 2008-05-08 | Paper |
Singularity of Fractional Brownian Motions with Different Hurst Indices
Stochastic Analysis and Applications | 2008-04-29 | Paper |
| On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales | 2008-04-10 | Paper |
| On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales | 2008-04-10 | Paper |
Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables
Journal of Inequalities and Applications | 2008-02-19 | Paper |
Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion
Stochastic Analysis and Applications | 2007-12-12 | Paper |
Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations
Random Operators and Stochastic Equations | 2007-05-29 | Paper |
| Minimum \(L_1\)-norm estimation for fractional Ornstein-Uhlenbeck type processes | 2006-09-19 | Paper |
| scientific article; zbMATH DE number 5039884 (Why is no real title available?) | 2006-07-11 | Paper |
On a Bivariate Lack of Memory Property Under Binary Associative Operation
Communications in Statistics: Theory and Methods | 2006-04-28 | Paper |
| On some problems of estimation for some stochastic partial differential equations | 2006-01-24 | Paper |
Estimation for Translation of a Process Driven by Fractional Brownian Motion
Stochastic Analysis and Applications | 2005-11-25 | Paper |
Rio-type inequality for the expectation of products of random variables
Journal of Inequalities and Applications | 2005-10-24 | Paper |
Estimation of distribution and density functions by generalized Bernstein polynomials
Indian Journal of Pure & Applied Mathematics | 2005-09-27 | Paper |
| scientific article; zbMATH DE number 2206045 (Why is no real title available?) | 2005-09-16 | Paper |
Wilcoxon-signed rank test for associated sequences
Statistics & Probability Letters | 2005-08-01 | Paper |
Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion
Sequential Analysis | 2005-06-14 | Paper |
| scientific article; zbMATH DE number 2169726 (Why is no real title available?) | 2005-05-20 | Paper |
On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations
Journal of Applied Mathematics and Stochastic Analysis | 2005-05-09 | Paper |
Estimation for Some Stochastic Partial Differential Equations Based on Discrete Observations II
Calcutta Statistical Association Bulletin | 2005-03-30 | Paper |
Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences
Journal of Nonparametric Statistics | 2005-02-21 | Paper |
Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process
Sequential Analysis | 2005-01-18 | Paper |
| scientific article; zbMATH DE number 2118800 (Why is no real title available?) | 2004-11-24 | Paper |
Mann-Whitney test for associated sequences
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
| scientific article; zbMATH DE number 2038185 (Why is no real title available?) | 2004-02-12 | Paper |
Estimation of cusp in nonregular nonlinear regression models.
Journal of Multivariate Analysis | 2004-02-03 | Paper |
Nonparametric inference for parabolic stochastic partial differential equations
Random Operators and Stochastic Equations | 2003-08-07 | Paper |
Moment Inequalities for Supremum of Empirical Processes for<i>φ</i>-Mixing Sequences
Communications in Statistics: Theory and Methods | 2003-07-24 | Paper |
Another Esseen-type inequality for multivariate probability density functions
Statistics & Probability Letters | 2003-05-07 | Paper |
APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS
Stochastic Analysis and Applications | 2003-05-05 | Paper |
Cramér-Rao type integral inequalities for general loss functions
Test | 2003-01-13 | Paper |
Central limit theorem for U-statistics of associated random variables
Statistics & Probability Letters | 2002-09-05 | Paper |
Hájek-Rényi-type inequality for associated sequences
Statistics & Probability Letters | 2002-09-05 | Paper |
Application of Whittle's inequality for Banach space valued martingales
Statistics & Probability Letters | 2002-09-05 | Paper |
Whittle type inequality for demisubmartingales
Proceedings of the American Mathematical Society | 2002-08-20 | Paper |
Nonparametric inference for a class of stochastic partial differential equations. II
Statistical Inference for Stochastic Processes | 2002-07-02 | Paper |
| scientific article; zbMATH DE number 1738352 (Why is no real title available?) | 2002-05-07 | Paper |
Asymptotic normality for \(U\)-statistics of associated random variables
Journal of Statistical Planning and Inference | 2002-03-10 | Paper |
A general method of density estimation for associated random variables
Journal of Nonparametric Statistics | 2002-02-18 | Paper |
Estimation for some stochastic partial differential equations based on discrete observations
Calcutta Statistical Association Bulletin | 2002-02-14 | Paper |
| Associated sequences and related inference problems. | 2001-10-28 | Paper |
Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations
Statistics & Decisions | 2001-09-17 | Paper |
Uniform approximation for families of stochastic integrals
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
| scientific article; zbMATH DE number 1432782 (Why is no real title available?) | 2000-04-17 | Paper |
Covariance identities for exponential and related distributions
Statistics & Probability Letters | 2000-03-30 | Paper |
Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing
Statistics & Probability Letters | 2000-01-30 | Paper |
Bayes estimation for some stochastic partial differential equations
Journal of Statistical Planning and Inference | 2000-01-01 | Paper |
Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions.
Statistics & Probability Letters | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1348627 (Why is no real title available?) | 1999-10-06 | Paper |
On a Characterization of Stochastic Processes by the Absolute Moments of Stochastic Integrals
Theory of Probability & Its Applications | 1999-06-23 | Paper |
Inequalities of Weyl-type and information inequalities
Indian Journal of Pure & Applied Mathematics | 1999-01-27 | Paper |
| scientific article; zbMATH DE number 1194755 (Why is no real title available?) | 1998-08-30 | Paper |
| scientific article; zbMATH DE number 1054335 (Why is no real title available?) | 1998-05-03 | Paper |
Remarks on the strong law of large numbers for a triangular array of associated random variables
Metrika | 1998-01-22 | Paper |
| scientific article; zbMATH DE number 1036071 (Why is no real title available?) | 1998-01-05 | Paper |
Hoeffding Identity, Multivariance And Multicorrelation
Statistics | 1998-01-01 | Paper |
Chernoff-type inequality and variance bounds
Journal of Statistical Planning and Inference | 1997-11-13 | Paper |
| scientific article; zbMATH DE number 1057987 (Why is no real title available?) | 1997-10-27 | Paper |
| scientific article; zbMATH DE number 960928 (Why is no real title available?) | 1997-06-11 | Paper |
| scientific article; zbMATH DE number 954497 (Why is no real title available?) | 1997-03-02 | Paper |
| scientific article; zbMATH DE number 814580 (Why is no real title available?) | 1996-11-12 | Paper |
Kernel-type density and failure rate estimation for associated sequences
Annals of the Institute of Statistical Mathematics | 1995-11-08 | Paper |
On<i>L</i><sub>1</sub>-consistency of kernel-type density estimator for stationary markov processes
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
Limit distributions of conditional \(U\)-statistics
Journal of Theoretical Probability | 1995-05-23 | Paper |
Consistent estimation of density-weighted average derivative by orthogonal series method
Statistics & Probability Letters | 1995-04-23 | Paper |
| scientific article; zbMATH DE number 431874 (Why is no real title available?) | 1994-03-14 | Paper |
| scientific article; zbMATH DE number 148963 (Why is no real title available?) | 1993-04-01 | Paper |
Analysis of Survival Data with Two Dependent Competing Risks
Biometrical Journal | 1993-03-10 | Paper |
| scientific article; zbMATH DE number 69472 (Why is no real title available?) | 1992-10-27 | Paper |
| scientific article; zbMATH DE number 53950 (Why is no real title available?) | 1992-09-18 | Paper |
Estimation of the survival function for stationary associated processes
Statistics & Probability Letters | 1992-06-28 | Paper |
Nonparametric estimation for Galton-Watson type process
Statistics & Probability Letters | 1992-06-28 | Paper |
Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes
Statistics | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 34691 (Why is no real title available?) | 1992-06-28 | Paper |
On two-stage shrinkage testtimation
Communications in Statistics: Theory and Methods | 1992-06-25 | Paper |
| On some inequalities of Chernoff-type | 1992-01-01 | Paper |
| scientific article; zbMATH DE number 4213281 (Why is no real title available?) | 1991-01-01 | Paper |
Remarks on univariate elliptical distributions
Statistics & Probability Letters | 1990-01-01 | Paper |
Characterization of the exponential distribution by the relevation transform
Journal of Applied Probability | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4186753 (Why is no real title available?) | 1990-01-01 | Paper |
Law of Iterated Logarithm for Fluctuation of Posterior Distributions for a Class of Diffusion Processes and a Sequential Test of Power One
Theory of Probability & Its Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4126526 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4076381 (Why is no real title available?) | 1988-01-01 | Paper |
On a Characterization of Poisson Distribution Through Inequalities of Chernoff-Type
Australian Journal of Statistics | 1987-01-01 | Paper |
Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes
Stochastics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3976091 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4068059 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4018174 (Why is no real title available?) | 1987-01-01 | Paper |
Absolute stability of a stochastic integrodifferential system. II
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Another characterization of multivariate normal distribution
Statistics & Probability Letters | 1986-01-01 | Paper |
Weak convergence of lease squares process in the smooth case
Statistics | 1986-01-01 | Paper |
The weak convergence of least squares random fields and its application
Annals of the Institute of Statistical Mathematics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4109874 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4003294 (Why is no real title available?) | 1986-01-01 | Paper |
Estimation of the drift for diffusion process
Statistics | 1985-01-01 | Paper |
Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
Statistics & Probability Letters | 1985-01-01 | Paper |
Erratum
Scandinavian Actuarial Journal | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3960811 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3928138 (Why is no real title available?) | 1985-01-01 | Paper |
The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
Journal of Multivariate Analysis | 1984-01-01 | Paper |
On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
Statistics & Probability Letters | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3986494 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3917366 (Why is no real title available?) | 1984-01-01 | Paper |
Asymptotic theory for non-linear least squares estimator for diffusion processes
Series Statistics | 1983-01-01 | Paper |
Characterization of stochastic processes by stochastic integrals
Advances in Applied Probability | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3862231 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3837218 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3940317 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3764996 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3905694 (Why is no real title available?) | 1982-01-01 | Paper |
A non-uniform estimate of the rate of convergence in the central limit theorem for m-dependent random fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3755673 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3810750 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3903688 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3770806 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3752024 (Why is no real title available?) | 1981-01-01 | Paper |
Asymptotic inference for stochastic processes
Stochastic Processes and their Applications | 1980-01-01 | Paper |
Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays
Lithuanian Mathematical Journal | 1980-01-01 | Paper |
On a characterization of geometric distribution
Scandinavian Actuarial Journal | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3701980 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3716488 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3766765 (Why is no real title available?) | 1980-01-01 | Paper |
Characterizations of distributions through some identities
Journal of Applied Probability | 1979-01-01 | Paper |
The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes
Annals of the Institute of Statistical Mathematics | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3660671 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3740613 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3665892 (Why is no real title available?) | 1979-01-01 | Paper |
A characterization of Gaussian measures on locally compact abelian groups
Mathematical Notes | 1978-01-01 | Paper |
Density estimation for Markov processes using delta-sequences
Annals of the Institute of Statistical Mathematics | 1978-01-01 | Paper |
Rate of approximation in the multidimensional central limit theorem
Lithuanian Mathematical Journal | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3714782 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3578192 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3582963 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3578032 (Why is no real title available?) | 1977-01-01 | Paper |
Absolute stability of a stochastic integro-differential system
Journal of Mathematical Analysis and Applications | 1976-01-01 | Paper |
Limit theorems for sums of order statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3671418 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3572980 (Why is no real title available?) | 1976-01-01 | Paper |
Characterization of Stochastic Processes Determined Up to Shift
Theory of Probability & Its Applications | 1975-01-01 | Paper |
Remark on the rate of convergence in the random central limit theorem for mixing sequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1975-01-01 | Paper |
The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case
Metrika | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3518008 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3573000 (Why is no real title available?) | 1975-01-01 | Paper |
On a characterization of multivariate normal distribution
Communications in Statistics | 1974-01-01 | Paper |
On a property of bivariate distributions
Journal of Multivariate Analysis | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3491968 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3483282 (Why is no real title available?) | 1974-01-01 | Paper |
Limit theorems for random number of random elements on complete separable metric spaces
Acta Mathematica Academiae Scientiarum Hungaricae | 1973-01-01 | Paper |
On the rate of convergence of estimators for Markov processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3429892 (Why is no real title available?) | 1973-01-01 | Paper |
Maximum likelihood estimation for Markov processes
Annals of the Institute of Statistical Mathematics | 1972-01-01 | Paper |
Characterization of stationary processes differentiable in mean square (Corresp.)
IEEE Transactions on Information Theory | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3395133 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3415189 (Why is no real title available?) | 1972-01-01 | Paper |
The Bernstein-Von Mises Theorem for Markov Processes
Annals of Mathematical Statistics | 1971-01-01 | Paper |
Some charact�rization theorems for Wiener process in a Hilbert space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1971-01-01 | Paper |
Some charact�rization theorems for Wiener process in a Hilbert space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3398539 (Why is no real title available?) | 1971-01-01 | Paper |
Infinitely divisible characteristic functionals on locally convex topological vector spaces
Pacific Journal of Mathematics | 1970-01-01 | Paper |
Estimation for Distributions with Monotone Failure Rate
Annals of Mathematical Statistics | 1970-01-01 | Paper |
On a Characterization of the Wiener Process by Constant Regression
Annals of Mathematical Statistics | 1970-01-01 | Paper |
On a characterization of infinitely divisible characteristic functionals on a Hubert space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1970-01-01 | Paper |
Random central limit theorems for martingales
Acta Mathematica Academiae Scientiarum Hungaricae | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3288992 (Why is no real title available?) | 1969-01-01 | Paper |
On Evaluating a Certain Integral
The American Mathematical Monthly | 1968-01-01 | Paper |
Estimation of the Location of the Cusp of a Continuous Density
Annals of Mathematical Statistics | 1968-01-01 | Paper |
On a characterization of probability distributions on locally compact abelian groups
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1968-01-01 | Paper |
A property of the log-likelihood-ratio process for Gaussian processes
Annals of the Institute of Statistical Mathematics | 1968-01-01 | Paper |
On a Characterization of Symmetric Stable Processes with Finite Mean
Annals of Mathematical Statistics | 1968-01-01 | Paper |
