scientific article; zbMATH DE number 3620754

Publication date 1978

Independence Infinitely Divisible Laws Interchangeability Martingales Measure-Theoretic Foundations of Probability Theory Renewal Theorems Stopping Times Timit Theorems

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of probability theory (60Axx) Probability theory on algebraic and topological structures (60Bxx) Distribution theory (60Exx) Limit theorems in probability theory (60Fxx) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Renewal theory (60K05)

Cited in

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Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions
Small time two-sided LIL behavior for Lévy processes at zero
Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
A heteroscedasticity-consistent covariance matrix estimator for time series regressions
Ruin probabilities allowing for delay in claims settlement
Uniform normal approximation orders for families of dominated measures
On the existence of thermodynamics for the random energy model
Limiting properties of large systems of random linear equations
On characterizations of distributions via moments of record values
On M and P estimators that have breakdown point equal to 1/2
On moments of ladder height variables
Sufficient moment and truncated moment conditions for the law of the iterated logarithm
The Lévy radius of a set of probability measures satisfying basic moment conditions involving \(\{t,t^ 2\}\)
When are small subgraphs of a random graph normally distributed?
On the strong consistency of a solution to the likelihood equation
Riesz means and self-neglecting functions
Two-sided bias bound of the Kaplan-Meier estimator
On the almost sure convergence, of order \(\alpha\) in the sense of Césaro, \(0<\alpha<1\), for independent and identically distributed random variables.
A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences
A combined algorithm for identification and approximation
Strong consistency of recursive identification by no use of persistent excitation condition
Asymptotic expansions for first passage times
Some properties of the maximum likelihood strategy for re-pairing a broken random sample
Applications of the theory of records in the study of random trees
Tagged particle motion in a clustered random walk system
General Wald-type identities for exchangeable sequences and processes
Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
On fixed-width confidence intervals associated with maximum likelihood estimation
An expected average reward criterion
On the rate of convergence of the Durrmeyer operator for functions of bounded variation
Sequential maximum likelihood estimation with applications to logistic regression in case-control studies
Some asymptotic results for the branching process with immigration
Finiteness of moments of randomly stopped sums of i.i.d. random variables
On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process
A characterization of the distributions that imply mean-variance utility functions
A two-stage spline smoothing method for partially linear models
Tracking randomly varying parameters: Analysis of a standard algorithm
On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables
Some theorems on harmonic renewal measures
Complete answer to an interval splitting problem
Euclidean semi-matchings of random samples
A remark on Dubins-Savage inequality
Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
Stability theorems for large order statistics with varying ranks
Refinements of Kolmogorov's law of the iterated logarithm
A local limit theorem for perturbed random walks
Which i.i.d. sums are recurrently dominated by their maximal terms?
The Hilbert kernel regression estimate.
Trajectories of exchangeable sequences: Large and moderate deviations results
A test of conditional heteroscedasticity in time series
Inference for a binary lattice Markov process
The decomposition of risk in denumerable populations with ex ante identical individuals
Rate of convergence for the modified Szász-Mirakyan operators on functions of bounded variation
A constructive approach to the estimation of dimension reduction directions
Comparing risks with unbounded distributions
Large sample inference based on multiple observations from nonlinear autoregressive processes
A law of the iterated logarithm for geometrically weighted martingale difference sequences
Moments do not determine tail
Martingale transforms with non-atomic limits and stochastic approximation
On infinitesimal -fields generated by random processes
A Berry-Esseen-type bound for recursive estimators of a density and its derivatives
Change-point estimators in case of small disorders
Nonparametric detection of changepoints for sequentially observed data
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
On some generalizations of denting points
Large sample estimation in nonstationary autoregressive processes with multiple observations
Complete convergence and almost sure convergence of weighted sums of random variables
Covering with blocks in the non-symmetric case
On radial basis function nets and kernel regression: Statistical consistency, convergence rates, and receptive field size
Estimation in some binary regression models with prescribed accuracy
On the existence of tests uniformly more powerful than the likelihood ratio test
The jackknife estimate of variance of a Kaplan-Meier integral
Cost-minimal immunization in the Greenwood epidemic model
Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Abnormal behavior of the least squares estimate of multiple regression
Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT
Superposition of renewal processes in a random environment
A new class of consistent estimators for stochastic linear regressive models
\(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
A Glivenko-Cantelli theorem for exchangeable random variables
Weak convergence of recursions
Central limit theorems for exchangeable random variables when limits are scale mixtures of normals
Diffusion with interactions between two types of particles and pressureless gas equations.
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
Typical configurations for one-dimensional random field Kac model
A mixed-type test for linearity in time series
Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data
Nonconjugate Bayesian regression on many variables
Random walks on trees and the law of iterated logarithm
Sequential point estimation of parameters in a threshold AR(1) model
Optimal investment of variance-swaps in jump-diffusion market with regime-switching
Opinion evolution analysis for short-range and long-range Deffuant-Weisbuch models
Removable singularities for analytic functions in the little Zygmund space
Dynamic investment and counterparty risk
On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model
The robust consensus of a noisy Deffuant-Weisbuch model
Random Bernstein-Markov factors
Large deviations for martingales.
Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes

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