The following pages link to Wolfgang Wefelmeyer (Q188416):
Displaying 46 items.
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- (Q3049662) (← links)
- Optimal plug-in estimators for multivariate distributions with conditionally independent components (Q3106440) (← links)
- Efficient Estimation for Semiparametric Semi-Markov Processes (Q3155269) (← links)
- (Q3321232) (← links)
- (Q3359616) (← links)
- (Q3362398) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- Estimation in Nonparametric Regression with Non-Regular Errors (Q3585264) (← links)
- (Q3623878) (← links)
- Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
- Non-standard behavior of density estimators for sums of squared observations (Q3654464) (← links)
- A note on strong unimodality and dispersivity (Q3678368) (← links)
- (Q3713349) (← links)
- Uniform approximation of log-likelihood ratios in the i.i.d. case (Q3769753) (← links)
- (Q3811505) (← links)
- Maximum likelihood estimator and Kullback - Leibler information in misspecified Markov chain models (Q3842384) (← links)
- Efficient estimation in a nonlinear counting-process regression model (Q3979451) (← links)
- Efficient estimation in multiplicative counting process models (Q3989824) (← links)
- Partially Specified Filtered Models and Efficiency (Q4007622) (← links)
- (Q4027354) (← links)
- An asymptotically complete class of tests (Q4151014) (← links)
- (Q4203647) (← links)
- (Q4215560) (← links)
- (Q4215570) (← links)
- (Q4267668) (← links)
- (Q4322839) (← links)
- (Q4416755) (← links)
- Estimating the error variance in nonparametric regression by a covariate-matched u-statistic (Q4454268) (← links)
- Root<i>n</i>consistent density estimators for sums of independent random variables (Q4653508) (← links)
- (Q4660422) (← links)
- (Q4727178) (← links)
- Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
- Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
- (Q4991181) (← links)
- (Q4991214) (← links)
- (Q5254970) (← links)
- Variance bounds for estimators in autoregressive models with constraints (Q5299492) (← links)
- (Q5310570) (← links)
- (Q5317352) (← links)
- Estimating the error distribution function in semiparametric regression (Q5443770) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- The information in the marginal law of a Markov chain (Q5937010) (← links)
- Improved estimators for constrained Markov chain models (Q5953886) (← links)
- Efficient density estimation in an AR(1) model (Q6144410) (← links)
- Estimation for Markov chains with periodically missing observations (Q6636852) (← links)
