Pages that link to "Item:Q5592683"

The following pages link to Splitting a Single State of a Stationary Process into Markovian States (Q5592683):

Displaying 9 items.

• Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
• Fluctuation results for Hastings-Levitov planar growth (Q510272) (← links)
• Nonparametric sequential prediction for stationary processes (Q533751) (← links)
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• A p-Order signed integer-valued autoregressive (SINAR(p)) model (Q4979104) (← links)
• Approximation to the moments of ratios of cumulative sums (Q5166418) (← links)
• The generalized canonical equations \(K_1, K_7, K_{16}, K_{27}\). The REFORM method, the invariance principal method, the matrix expansion method and \(G\)-transform. The main stochastic canonical equations \(K_{100},\ldots,K_{106}\) and the estimators \( (Q6123180) (← links)
• On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices (Q6192168) (← links)