The following pages link to Roman Różański (Q1118958):
Displaying 22 items.
- Histogram maximum likelihood estimator in the multiplicative intensity model (Q1118959) (← links)
- Random stopping sets in a sequential analysis of random measures and fields (Q1194007) (← links)
- Recursive estimation of intensity function of a Poisson random field (Q1205453) (← links)
- Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field (Q1825571) (← links)
- Prediction intervals for time series models with trend via sieve bootstrap (Q1926537) (← links)
- TRANSFORMED DIFFEOMORPHIC KERNEL ESTIMATION OF HAZARD RATE FUNCTION (Q2732364) (← links)
- (Q2771979) (← links)
- (Q2772067) (← links)
- (Q3030062) (← links)
- (Q3313156) (← links)
- (Q3408697) (← links)
- Estimation of the drift function for Ito processes and a class of semimartingales via histogram sieve (Q3414637) (← links)
- (Q3481130) (← links)
- (Q3830376) (← links)
- (Q3889901) (← links)
- (Q4034491) (← links)
- (Q4233394) (← links)
- (Q4328288) (← links)
- On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields (Q4390539) (← links)
- (Q4631986) (← links)
- (Q4818944) (← links)
- On a strongly consistent estimator of the squared L_2-norm of a function (Q4863900) (← links)
