The following pages link to José Rafael León (Q1767558):
Displaying 50 items.
- (Q180862) (redirect page) (← links)
- CLT for the zeros of classical random trigonometric polynomials (Q297456) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
- CLT for crossings of random trigonometric polynomials (Q388950) (← links)
- Parameterization of the extrapolations in the Kreĭn-Schwartz theorem and the entropy maximizer: the scalar case (Q403698) (← links)
- Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion (Q476364) (← links)
- A central limit theorem for the Euler characteristic of a Gaussian excursion set (Q504249) (← links)
- A test of Gaussianity based on the Euler characteristic of excursion sets (Q521329) (← links)
- Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process) (Q582678) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- Rice formulae and Gaussian waves (Q637096) (← links)
- Central limit theorems and quadratic variations in terms of spectral density (Q638390) (← links)
- Level curves crossings and applications for Gaussian models (Q650734) (← links)
- Renormalizing upper and lower bounds for integrated risk in the white noise model (Q688367) (← links)
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes (Q689165) (← links)
- Multiparameter bandwidth processes and adaptive surface smoothing (Q689359) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Pointwise and uniform convergence with probability 1 of nonparametric regression estimators (Q806855) (← links)
- On the second moment of the number of crossings by a stationary Gaussian process (Q850983) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- Central limit theorem for solutions of random initialized differential equations: a simple proof (Q871325) (← links)
- Estimating the Hurst parameter (Q882909) (← links)
- Signal delay estimation in the presence of corrupting parameters (Q918098) (← links)
- Level sets of random fields and applications: specular points and wave crests (Q980547) (← links)
- Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
- How small are the increments of the local time of a Wiener process? (Q1079879) (← links)
- Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators) (Q1080581) (← links)
- Uniform bound in the central limit theorem for Banach space valued dependent random variables (Q1084741) (← links)
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series (Q1084821) (← links)
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator (Q1099547) (← links)
- Asymptotically optimal bandwidth selection for kernel density estimators from randomly right-censored samples (Q1110947) (← links)
- On the use of compactly supported density estimates in problems of discrimination (Q1110948) (← links)
- An innovation approach to goodness-of-fit tests in \(R^ m\) (Q1119311) (← links)
- Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators (Q1120234) (← links)
- Minimizing \(L_ 1\) distance in nonparametric density estimation (Q1120929) (← links)
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
- Consistent nonparametric estimation of error distributions in linear model (Q1180503) (← links)
- A note on the upper bound for i.i.d. large deviations (Q1180581) (← links)
- From the species problem to a general coverage problem via a new interpretation (Q1193368) (← links)
- Kaplan-Meier estimator under association (Q1275419) (← links)
- Large-deviations estimates in Burgers turbulence with stable noise initial data (Q1284914) (← links)
- Density estimation by truncated wavelet expansion (Q1293840) (← links)
- Convergence of conditional expectations in Banach function spaces (Q1295895) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Sudakov minoration principle and supremum of some processes (Q1380455) (← links)
- Critical large deviations of one-dimensional annealed Brownian motion in a Poissonian potential (Q1381566) (← links)
- High-frequency approximation for the Helmholtz equation: A probabilistic approach (Q1381947) (← links)
- Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes (Q1382511) (← links)
- Moderate deviations for the spectral measure of certain random matrices. (Q1413102) (← links)
