On the uniqueness of maximizers of Markov-Gaussian processes
From MaRDI portal
Publication:1805961
DOI10.1016/S0167-7152(99)00044-9zbMath0940.60053WikidataQ127859963 ScholiaQ127859963MaRDI QIDQ1805961
Publication date: 19 July 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17)
Related Items (7)
Asymptotics for \(p\)-value based threshold estimation in regression settings ⋮ Almost sure uniqueness of a global minimum without convexity ⋮ Lower bound for the expected supremum of fractional brownian motion using coupling ⋮ Limit distributions of least squares estimators in linear regression models with vague concepts ⋮ A continuous mapping theorem for the argmax‐functional in the non‐unique case ⋮ Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels
Cites Work
- Cube root asymptotics
- Weak convergence and empirical processes. With applications to statistics
- On the Absolute Continuity of Distributions of Functionals of Random Processes
- Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
- Weak convergence of probability measures and random functions in the function space D[0,∞)
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On the uniqueness of maximizers of Markov-Gaussian processes
