Probability estimates for multiparameter Brownian processes
From MaRDI portal
Recommendations
- Tail behaviour for suprema of empirical processes
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes
- On convergence in distribution of empirical processes defined by independent random processes
- A note on strong approximations of multivariate empirical processes
- Hungarian constructions from the nonasymptotic viewpoint
Cited in
(18)- scientific article; zbMATH DE number 2187943 (Why is no real title available?)
- Estimates of entropy numbers and Gaussian measures for classes of functions with bounded mixed derivative
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
- A uniform law of large numbers and empirical central limit theorem for limits of finite populations
- scientific article; zbMATH DE number 3856100 (Why is no real title available?)
- Small ball probabilities and a support theorem for the stochastic heat equation
- Rates of clustering for some Gaussian self-similar processes
- Small ball problem via wavelets for Gaussian processes
- On the entropy numbers of the mixed smoothness function classes
- Metric entropy of integration operators and small ball probabilites for the Brownian sheet
- Comparison results for the lower tail of Gaussian seminorms
- Limit laws for local times of the Brownian sheet
- Identifying nonlinear covariate effects in semimartingale regression models
- Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals
- Small ball probabilities for the Slepian Gaussian fields
- Small ball probabilities of Gaussian fields
- Empirical quantile central limit theorems for some self-similar processes
This page was built for publication: Probability estimates for multiparameter Brownian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1103265)
