Approximation of the basic martingale

DOI10.1214/AOS/1176325485MaRDI QIDQ1339680zbMATH OpenOpenAlexFDO

Authors Alex J. Koning

Publication date 13 June 1995

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176325485

zbMATH Keywords

counting processcompensatorexponential inequalityrandom censoring modelempirical process approach

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Strong limit theorems (60F15)

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(6)

• Estimations in homoscedastic linear regression models with censored data: An empirical process approach
• On Wieand's theorem
• A conversation with Estate V. Khmaladze
• scientific article; zbMATH DE number 22999 (Why is no real title available?)
• Tail behaviour of Gaussian processes with applications to the Brownian pillow.
• KMT‐type inequalities and goodness‐of‐fit tests

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