The following pages link to Zuzana Prášková (Q458631):
Displaying 50 items.
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- Complete convergence of weighted sums for arrays of rowwise \(\varphi \)-mixing random variables. (Q489241) (← links)
- On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- (Q1361627) (redirect page) (← links)
- Effect of dependence on statistics for determination of change (Q1361628) (← links)
- (Q1382545) (redirect page) (← links)
- Minimal conditions in \(p\)-stable limit theorems. II (Q1382546) (← links)
- Functional asymptotic behavior of some random multilinear forms (Q1382549) (← links)
- Maxima of increments of partial sums for certain subexponential distributions (Q1411891) (← links)
- (Q1577043) (redirect page) (← links)
- Omitted variable tests and dynamic specification. An application to demand homogeneity (Q1577044) (← links)
- Asymptotic theorems for urn models with nonhomogeneous generating matrices (Q1593611) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- On the integral of the squared periodogram (Q1613586) (← links)
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes (Q1613594) (← links)
- Central limit theorems for \(k\)-nearest neighbour distances (Q1613596) (← links)
- On tail probability of local times of Gaussian processes (Q1613602) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- A new weak dependence condition and applications to moment inequalities (Q1613665) (← links)
- An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. (Q1765993) (← links)
- Strassen's law of the iterated logarithm for negatively associated random vectors. (Q1766006) (← links)
- Poisson limits for \(U\)-statistics. (Q1766076) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- Bootstrap change point testing for dependent data (Q1793896) (← links)
- Self-normalized moderate deviations and lils (Q1805758) (← links)
- First passage times of general sequences of random vectors: A large deviations approach (Q1807272) (← links)
- Moderate deviations for degenerate \(U\)-processes. (Q1877398) (← links)
- On the central limit theorem for negatively correlated random variables with negatively correlated squares. (Q1877400) (← links)
- On a weighted embedding for generalized pontograms. (Q1877512) (← links)
- The logarithmic average of sample extremes is asymptotically normal. (Q1879507) (← links)
- A strong invariance principle for two-dimensional random walk in random scenery. (Q1879529) (← links)
- Moderate deviations for Markovian occupation times. (Q1888767) (← links)
- Robust monitoring of CAPM portfolio betas (Q1941452) (← links)
- Uniform convergence in some limit theorems for multiple particle systems (Q1965885) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables. (Q2444510) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- Precise asymptotics for record times and the associated counting process. (Q2574510) (← links)
- Time fluctuations of the random average process with parabolic initial conditions. (Q2574542) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- Asymptotic behavior of the local score of independent and identically distributed random sequences. (Q2574587) (← links)
- Second-order expansion for the maximum of some stationary Gaussian sequences. (Q2574643) (← links)
- (Q2769703) (← links)
- Monitoring Changes in RCA Models (Q2833367) (← links)
- Change point detection in vector autoregression (Q3120380) (← links)
- (Q3143802) (← links)
- (Q3476114) (← links)
