scientific article; zbMATH DE number 835835
From MaRDI portal
zbMATH Open0835.60002MaRDI QIDQ4861446FDOQ4861446
Authors: Albert N. Shiryaev 
Publication date: 18 January 1996
Title of this publication is not available (Why is that?)
Recommendations
central limit theoremlarge deviationscontiguity of probability measuresdiscrete version of Itô's formuladistances between probability measures
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probability theory on algebraic and topological structures (60Bxx) Limit theorems in probability theory (60Fxx) Foundations of probability theory (60Axx)
Cited In (only showing first 100 items - show all)
- On occurrence of patterns in Markov chains: Method of gambling teams
- Equivalence-singularity dichotomy in Markov measures
- FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
- Title not available (Why is that?)
- Supervised classification for functional data: a weighted distance approach
- Stable modeling of value at risk
- Asymptotic equivalence for inference on the volatility from noisy observations
- Mixed moments and local dimensions of measures
- Adaptive estimation of autoregressive models with time-varying variances
- A two-stage hybrid procedure for estimating an inverse regression function
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
- Evolutionarily Robust Strategies: Two Nontrivial Examples and a Theorem
- Equilibrium selection and the dynamic evolution of preferences
- An approximation result for a quasi-linear stochastic heat equation
- Monotonous random search on a torus: integral upper bounds for the complexity
- Conventional contracts, intentional behavior and logit choice: equality without symmetry
- Learning in games with continuous action sets and unknown payoff functions
- Berry-Esseen type estimates for nonconventional sums
- Forecasting volatility in bitcoin market
- A nonparametric repeated significance test with adaptive target sample size
- On partial derivatives of multivariate Bernstein polynomials
- Dynamically stable sets in infinite strategy spaces
- Limits to rational learning
- On optimal estimates of random variables
- On nonlinear discrete-time systems driven by Markov chains
- Modeling the topology of a dynamical network via Wiener filtering approach
- Nonconventional limit theorems
- On the dynamic foundation of evolutionary stability in continuous models.
- On approximate triangular decompositions in dimension zero
- A note on quenched moderate deviations for Sinai's random walk in random environment
- A note on functional CLT for truncated sums.
- Statistical treatment choice based on asymmetric minimax regret criteria
- Asymptotic properties of SPS confidence regions
- Optimal contracts in portfolio delegation
- Wick polynomials and time-evolution of cumulants
- Identification of the 1PL model with guessing parameter: parametric and semi-parametric results
- Sklar's theorem derived using probabilistic continuation and two consistency results
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus
- On index-2 linear implicit difference equations
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values
- The absence of the selfaveraging property of the entanglement entropy of disordered free fermions in one dimension
- Convergence to perfect competition of a dynamic matching and bargaining market with two-sided incomplete information and exogenous exit rate
- Brown-von Neumann-Nash dynamics: The continuous strategy case
- Pairwise comparison dynamics for games with continuous strategy space
- A compound Poisson convergence theorem for sums of \(m\)-dependent variables
- A martingale approach to scan statistics
- The moments and statistical distribution of class number of primes over function fields
- Functionals of a Lévy process on canonical and generic probability spaces
- Convergence of random series and the rate of convergence of the strong law of large numbers in game-theoretic probability
- Stochastic fictitious play with continuous action sets
- Random motions, classes of ergodic Markov chains and beta distributions
- Non-asymptotic model quality assessment of transfer functions at multiple frequency points
- Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics
- Dual formulation of the utility maximization problem under transaction costs
- Nonlinear recursive estimation of volatility via estimating functions
- Probability-1
- Large-time limit of the quantum Zeno effect
- Limit theorems for sequential MCMC methods
- Non-Bayesian social learning model with periodically switching structures
- On analytic vectors for unitary representations of infinite dimensional Lie groups
- Path decompositions for Markov chains.
- Stein's method for nonconventional sums
- A stronger law of large numbers for uncertain random variables
- On the probabilistic transmission of continuous cultural traits
- The logit dynamic for games with continuous strategy sets
- Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
- Instability in time-delayed switched systems induced by fast and random switching
- Absolute continuity of non-homogeneous Gibbs measures of the Ising model on the Cayley tree
- Facing undermodelling in sign-perturbed-sums system identification
- Universal spectral densities: white and Flicker noises
- How to use several noisy channels with unknown error probabilities
- B. V. Gnedenko: classic of limit theorems in the theory of probability
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
- The Augustin capacity and center
- The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order
- Covariance kernel and the central limit theorem in the total variation distance
- Globally Strong Uninvadable Sets of Profiles in Asymmetric Games
- Disentangling price, risk and model risk: V\&R measures
- Generalized perturbed best response dynamics with a continuum of strategies
- Uniform convergence on subspaces in von Neumann's ergodic theorem with continuous time
- Stochastic measure of informativity and its application to the task of stable extraction of features
- Study on upper limit of sample size for a two-level test in NIST SP800-22
- On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
- The Berry-Esseen bound for \(\rho\)-mixing random variables and its applications in nonparametric regression model
- A systematic martingale construction with applications to permutation inequalities
- Multiple partition structures and harmonic functions on branching graphs
- Detection and estimation of multiple transient changes
- Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables
- Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
- Lower bounds on the generalized central moments of the optimal alignments score of random sequences
- Universality of local statistics for noncolliding random walks
- Bernoulli's law of large numbers and the strong law of large numbers
- On the existence of a stationary measure for the stochastic system of the Lorenz model describing a baroclinic atmosphere
- Random‐like properties of chaotic forcing
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
- LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model
- A general drift estimation procedure for stochastic differential equations with additive fractional noise
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 Q4861446)
