scientific article; zbMATH DE number 3556932

From MaRDI portal
Publication:4130130

zbMath0357.60001MaRDI QIDQ4130130

Peter Gaenssler, Winfried Stute

Publication date: 1977


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (43)

Extreme values and tests for randomnessQuasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are largeStrong convexity in stochastic programs with complete recourseRandom conical tessellationsOn data-based optimal stopping under stationarity and ergodicityEstimation of a change in linear modelsThe generalized Trotter operator and weak convergence of dependent random variables in different probability metricsExtensions of results of Komlós, Major, and Tusnády to the multivariate caseAn almost sure Invariance Principle for Hilbert Space Valued MartingalesCutoff phenomenon for nearest Lamperti's random walkGeneral theorems on Little-\(\mathcal O\) rates of closeness of two weighted sums of independent Hilbert space valued random variables with applicationsDistributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimationOn semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statisticsIsotonic approximation in \(L_ s\).Testing the goodness of fit of a mixed Poisson processOptimal dynamic portfolio selection with earnings-at-riskContinuity of information transport in surjective cellular automataExponential and polynomial tailbounds for change-point estimatorsThe distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximationsWeak convergence of probability measures to Choquet capacity functionalsFactorization of Measures and PerfectionRandom weighting estimation of kernel densityA general law of iterated logarithmErgodicity of stochastic differential equations driven by fractional Brownian motionOn the asymptotic distribution of the Moran \(I\) test stastistic with applicationsOn the moments of certain first passage times for linear growth processesGeneral theorems on rates of convergence in distribution of random variables I. General limit theoremsUnnamed ItemEstimation of stopping times for stopped self-similar random processesOn the uniqueness of maximizers of Markov-Gaussian processesA Baum-Katz theorem for random variables under exponential moment conditionsRemarks on the functional central limit theorem for martingalesConvergence rates in multivariate robust outlier identificationCentral limit theorems for random walks on \({\mathbb{N}}_ 0\) that are associated with orthogonal polynomialsGirsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equationsEstimated stochastic programs with chance constraintsOptimal design for probit choice models with dependent utilitiesGlobal random attractors are uniquely determined by attracting deterministic compact setsCentral limit theorem and weak law of large numbers with rates for martingales in Banach spacesSome approximation methods for the distribution of random sumsAsymptotic behaviour of a class of stochastic approximation proceduresHow are moments and moments of spacings related to distribution functions?Testing independence in high dimensions




This page was built for publication: