Pages that link to "Item:Q2485840"
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The following pages link to Convergence results for multivariate martingales (Q2485840):
Displaying 15 items.
- Central limit theorem and large deviation principle for continuous time open quantum walks (Q1675050) (← links)
- Synchronization of reinforced stochastic processes with a network-based interaction (Q1704152) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation (Q2135199) (← links)
- Interacting reinforced stochastic processes: statistical inference based on the weighted empirical means (Q2295028) (← links)
- Networks of reinforced stochastic processes: asymptotics for the empirical means (Q2325374) (← links)
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws (Q2447332) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- Convergence results for multivariate martingales (Q2485840) (← links)
- Statistical test for an urn model with random multidrawing and random addition (Q2689901) (← links)
- Asymptotic normality of in- and out-degree counts in a preferential attachment model (Q4976517) (← links)
- Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite <i>r</i>th moments (Q5004989) (← links)
- Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration (Q5013246) (← links)
- Asymptotic normality of degree counts in a preferential attachment model (Q5197413) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
