The following pages link to Roy V. Erickson (Q1158678):
Displaying 18 items.
- Lipschitz smoothness and convergence with applications to the central limit theorem for summation processes (Q1158679) (← links)
- (Q1211781) (redirect page) (← links)
- On an L\(_p\) version of the Berry-Esseen theorem for independent and m- dependent variables (Q1211782) (← links)
- \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique (Q1215853) (← links)
- \(L_1\) rates of convergence for linear rank statistics (Q1228143) (← links)
- On vague convergence of stochastic processes (Q1241206) (← links)
- On L\(_p\) Chebyshev-Cramer asymptotic expansions (Q1393777) (← links)
- Robust estimation of the location of a vertical tangent in distribution (Q1816993) (← links)
- An optimum design for estimating the first derivative (Q1906210) (← links)
- On almost sure convergence of the quadratic variation of Brownian motion. (Q2574586) (← links)
- Explicit bounds for the departure from normality of sums of dependent random variables (Q3866831) (← links)
- Truncation of Dependent Random Variables (Q4136247) (← links)
- Paths of random evolutions (Q4403111) (← links)
- Some Aspects Of Neutral To Right Priors (Q4832058) (← links)
- Functions of Markov Chains (Q5598775) (← links)
- Constant Coefficient Linear Differential Equations Driven by White Noise (Q5644860) (← links)
- On the Existence of Absolute Moments for the Extinction Time of a Galton- Watson Process (Q5660987) (← links)
- Stationary Measures for a Class of Storage Models Driven by a Markov Chain (Q5661003) (← links)