The following pages link to (Q4947463):
Displaying 50 items.
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- Large deviation inequalities of Bayesian estimator in nonlinear regression models (Q2694806) (← links)
- Iterative isotonic regression (Q2786465) (← links)
- Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables (Q2786941) (← links)
- Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces \(L_U(\Omega)\) (Q2786959) (← 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)
- Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments (Q2849288) (← links)
- Convergence Rate of Wavelet Expansions of Gaussian Random Processes (Q2864669) (← links)
- Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes (Q2876230) (← links)
- Properties of Some Random Series (Q2890098) (← links)
- An approximation of \(L_{p}(\Omega )\) processes (Q2890721) (← links)
- Limit theorems for difference additive functionals (Q2890722) (← links)
- Sample continuity and modeling of stochastic processes from the spaces \(D_{V,W}\) (Q2890723) (← links)
- On the distribution of storage processes from the class \(V(\varphi,\psi)\) (Q2890733) (← links)
- The sub-Gaussian norm of a binary random variable (Q2922887) (← links)
- The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables (Q2922892) (← links)
- An approximation of stochastic processes belonging to the Orlicz space in the norm of the space \(C[0,\infty)\) (Q2923404) (← links)
- A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case (Q2923410) (← links)
- The heat equation on line with random right part from Orlicz space (Q2942024) (← links)
- A new criterion for testing hypothesis about the covariance function of the homogeneous and isotropic random field (Q2942079) (← links)
- Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory (Q2946083) (← links)
- Stochastic processes in the spaces $D_{V,W}$ (Q3114546) (← links)
- Lipschitz conditions for $\operatorname{Sub}_{𝜙}(Ω)$-processes and applications to weakly self-similar processes with stationary increments (Q3114548) (← links)
- Construction models of Gaussian random processes with a given accuracy and reliability in L_p(T), p ≥ 1 (Q3120711) (← links)
- Lipschitz conditions for random processes from L_p(Ω) spaces of random variables (Q3120747) (← links)
- Uniform Convergence of Wavelet Expansions of Gaussian Random Processes (Q3168699) (← links)
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization (Q3174787) (← links)
- (Q4229228) (← links)
- Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise (Q4606861) (← links)
- Statistical hypothesis testing for the shape of impulse response function (Q4634831) (← links)
- Low rank matrix recovery with adversarial sparse noise* (Q5030160) (← links)
- Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model (Q5078903) (← links)
- On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions (Q5079192) (← links)
- On test for checking hypothesis on expectation and covariance function of stochastic process (Q5079237) (← links)
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
- Estimation of impulse response functions in two-output systems (Q5085577) (← links)
- On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables (Q5110208) (← links)
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization (Q5116546) (← links)
- On the Sub-Gaussianity of the $r$-Correlograms (Q5131243) (← links)
- On probabilistic convergence rates of stochastic Bernstein polynomials (Q5145099) (← links)
- Information Geometry of Smooth Densities on the Gaussian Space: Poincaré Inequalities (Q5153511) (← links)
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean (Q5154098) (← links)
- The probabilistic estimates on the largest and smallest $q$-singular values of random matrices (Q5246840) (← links)
- Kernelized Elastic Net Regularization: Generalization Bounds, and Sparse Recovery (Q5380402) (← links)
- Phase retrieval for characteristic functions of convex bodies and reconstruction from covariograms (Q5390536) (← links)
- The sampling complexity on nonconvex sparse phase retrieval problem (Q6085637) (← links)
- Investigation of Airy equations with random initial conditions (Q6110558) (← links)
- Stochastic diffusion within expanding space-time (Q6123317) (← links)
- Connection between weighted tail, Orlicz, Grand Lorentz and Grand Lebesgue norms (Q6123335) (← links)
- Optimal Algorithms for Stochastic Complementary Composite Minimization (Q6136660) (← links)
