scientific article; zbMATH DE number 3488357
From MaRDI portal
Publication:4070067
zbMATH Open0312.60011MaRDI QIDQ4070067FDOQ4070067
Authors: Eugene Lukacs 
Publication date: 1975
Title of this publication is not available (Why is that?)
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Axioms; other general questions in probability (60A05) Stochastic analysis (60H99) Limit theorems in probability theory (60Fxx)
Cited In (42)
- Comparison of two common estimators of the ratio of the means of independent normal variables in agricultural research
- Convergence of random power series with pairwise independent Banach- space-valued coefficients
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
- Recursive Estimation of GARCH Models
- On random power series with nonidentically distributed coefficients
- Estimation in sparsely sampled random walks
- Two-stage RLS algorithm for estimating ARCH models
- On the convergence of random Fourier-Jacobi series of continuous functions
- Instrumental variable estimation based on conditional median restriction
- Recurrence and transience of contractive autoregressive processes and related Markov chains
- Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation
- Notes on convergence of geometric mean for fuzzy numbers.
- Marcinkiewicz-type law of large numbers for fuzzy random variables
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- Identification of multivariable dynamic errors-in-variables system with arbitrary inputs
- On a functional contraction method
- On a class of self-similar processes
- Stochastic processes with sample paths in reproducing kernel Hilbert spaces
- Probabilistic norms and convergence of random variables
- Implications of indeterminate factor-error covariances for factor construction, prediction, and determinacy
- Recurrence and transience of critical branching processes in random environment with immigration and an application to excited random walks
- Stochastic approximation with dependent noise
- Infinite variance self-similar processes subordinate to a poisson measure
- R2 in Seemingly Unrelated Regression Equations
- Frequency-domain subspace system identification using non-parametric noise models
- A zero-one law for recurrence and transience of frog processes
- Convergence in mean of some random Fourier series
- On random tomography with unobservable projection angles
- Probabilistic estimation of the number of prefixes of a trace
- Stochastic approximation and the final value theorem
- Stability of trigonometric approximation in \(L^p\) and applications to prediction theory
- Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets
- On processes of ornstein-uhlenbeck type in hilbert space
- Box-Jenkins continuous-time modeling
- Perturbing transient random walk in a random environment with cookies of maximal strength
- On the convergence of multiobjective evolutionary algorithms
- On the complete convergence of channel hardening and favorable propagation properties in massive-MIMO communications systems
- A simple characterization of almost uniform convergence by stochastic convergence
- A two-stage procedure for partially identified models
- Convergence of a branching type recursion with non-stationary immigration
- On a characterization of the normal distribution by means of identically distributed linear forms
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4070067)
