scientific article; zbMATH DE number 3556932

zbMATH Open0357.60001MaRDI QIDQ4130130FDOQ4130130

Authors: Peter Gaenssler, Winfried Stute 

Publication date: 1977

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Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability theory and stochastic processes (60-XX) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Axioms; other general questions in probability (60A05)

Cited In (44)

• Remarks on the functional central limit theorem for martingales
• Ergodicity of stochastic differential equations driven by fractional Brownian motion
• Testing independence in high dimensions
• Estimation of stopping times for stopped self-similar random processes
• On the uniqueness of maximizers of Markov-Gaussian processes
• On the argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies
• Asymptotic behaviour of a class of stochastic approximation procedures
• The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• Some approximation methods for the distribution of random sums
• How are moments and moments of spacings related to distribution functions?
• Global random attractors are uniquely determined by attracting deterministic compact sets
• The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
• Exponential and polynomial tailbounds for change-point estimators
• On the moments of certain first passage times for linear growth processes
• An almost sure Invariance Principle for Hilbert Space Valued Martingales
• Random conical tessellations
• Isotonic approximation in \(L_ s\).
• General theorems on rates of convergence in distribution of random variables I. General limit theorems
• Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation
• Estimation of a change in linear models
• Central limit theorems for random walks on \({\mathbb{N}}_ 0\) that are associated with orthogonal polynomials
• Cutoff phenomenon for nearest Lamperti's random walk
• On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics
• Weak convergence of probability measures to Choquet capacity functionals
• A general law of iterated logarithm
• Estimated stochastic programs with chance constraints
• Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations
• Random weighting estimation of kernel density
• Weak convergence of probability measures on hyperspaces with the upper Fell-topology
• Testing the goodness of fit of a mixed Poisson process
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
• Extreme values and tests for randomness
• A Baum-Katz theorem for random variables under exponential moment conditions
• On data-based optimal stopping under stationarity and ergodicity
• Factorization of Measures and Perfection
• Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
• Strong convexity in stochastic programs with complete recourse
• Convergence rates in multivariate robust outlier identification
• General theorems on Little-\(\mathcal O\) rates of closeness of two weighted sums of independent Hilbert space valued random variables with applications
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Continuity of information transport in surjective cellular automata
• Optimal dynamic portfolio selection with earnings-at-risk
• Optimal design for probit choice models with dependent utilities

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