Pages that link to "Item:Q2786935"

The following pages link to Theory of Probability and Mathematical Statistics (Q2786935):

Displaying 50 items.

• Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936) (← links)
• Maximal coupling and stability of discrete non-homogeneous Markov chains (Q2786937) (← links)
• Adaptive estimation for a semiparametric model of mixture (Q2786939) (← links)
• Lipschitz conditions for stochastic processes in the Banach spaces $\mathbb {F}_\psi (\Omega )$ of random variables (Q2786941) (← links)
• Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model (Q2786943) (← links)
• Binary statistical experiments with persistent nonlinear regression (Q2786944) (← links)
• The concavity of the payoff function of a swing option in a binomial model (Q2786946) (← links)
• The weak convergence of Greek symbols for prices of European options: from discrete time to continuous (Q2786948) (← links)
• Asymptotic properties of integral functionals of fractional Brownian fields (Q2786950) (← links)
• A counting process in the max-scheme (Q2786951) (← links)
• Analytic properties of infinite-horizon survival probability in a risk model with additional funds (Q2786953) (← links)
• The distributions of random incomplete sums of a series with positive terms satisfying the property of non-linear homogeneity (Q2786954) (← links)
• A random variable whose digits in the $\widetilde {L}$-representation have the Markovian dependence (Q2786956) (← links)
• Integral equations with respect to a general stochastic measure (Q2786957) (← links)
• The Poincaré inequality and logarithmic Sobolev inequality for a spherically censored Gaussian measure (Q2786958) (← links)
• Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces $L_U(\Omega )$ (Q2786959) (← links)
• A method for checking efficiency of estimators in statistical models driven by Lévy’s noise (Q2817041) (← links)
• Impact of the stress factor on the price of widow’s pensions. Proofs (Q2817043) (← links)
• A probabilistic approach to studies of DP-transformations and faithfullness of covering systems to evaluate the Hausdorff–Besicovitch dimension (Q2817045) (← links)
• The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér–Lundberg model (Q2817046) (← links)
• An application of the theory of spaces $\mathbf {F}_\psi (\Omega )$ for evaluating multiple integrals by using the Monte Carlo method (Q2817048) (← links)
• Multivariate statistical experiments with persistent non-linear regression and equilibrium (Q2817049) (← links)
• Convergence of estimators in the polynomial measurement error model (Q2817051) (← links)
• Limit behavior of functionals of solutions of diffusion type equations (Q2817052) (← links)
• A modified Kaplan–Meier estimator for a model of mixtures with varying concentrations (Q2817054) (← links)
• Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← links)
• Minimax interpolation of harmonizable sequences (Q2817058) (← links)
• Singular asymptotic normality of an estimator in the conic section fitting problem. I (Q2817059) (← links)
• An $L_p$-criterion for testing a hypothesis about the covariance function of a random sequence (Q2817061) (← links)
• Statistical analysis of curve fitting methods in errors-in-variables models (Q2849239) (← links)
• Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241) (← links)
• Minimal martingale measure on a finite probability space (Q2849242) (← links)
• Interpolation of periodically correlated stochastic sequences (Q2849244) (← links)
• On a Markov analogue of continuous-time Q-processes (Q2849245) (← links)
• Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis (Q2849246) (← links)
• The mean coupling time for independent discrete renewal processes (Q2849247) (← links)
• Semigroups of operators that describe a Feller process on the line, which is the result of pasting together two diffusion processes (Q2849249) (← links)
• Limit behavior of the prices of a barrier option in the Black–Scholes model with random drift and volatility (Q2849251) (← links)
• The structure of the stopping region in a Lévy model (Q2849252) (← links)
• Nonlinearly perturbed renewal equations: The nonpolynomial case (Q2849253) (← links)
• Cable equation with a general stochastic measure (Q2849254) (← links)
• Convergence of series of elements of multidimensional Gaussian Markov sequences (Q2849256) (← links)
• Estimation of the mean value in a model of mixtures with varying concentrations (Q2849257) (← links)
• Empirical Bayesian classification for observations with admixture (Q2849258) (← links)
• Stability of a tandem of queueing systems with Bernoulli noninstantaneous transfer of customers (Q2849259) (← links)
• Light tailed asymptotics in an unreliable $M/G/1$ retrial queue (Q2849270) (← links)
• A white noise approach to phase space Feynman path integrals (Q2849271) (← links)
• Extended Poisson equation for weakly ergodic Markov processes (Q2849272) (← links)
• Nonparametric estimation for a compound Poisson process governed by a Markov chain (Q2849273) (← links)
• On the existence and uniqueness of solutions of the Cauchy problem for wave equations with general stochastic measures (Q2849275) (← links)