The following pages link to (Q5560061):
Displaying 50 items.
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Cutpoint selection for discretizing a continuous covariate for generalized estimating equations (Q452564) (← links)
- Existence of random gradient states (Q453252) (← links)
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
- Non-uniform spacings processes (Q453785) (← links)
- Almost sure central limit theorem of sample quantiles (Q454465) (← links)
- The Henstock-Stieltjes integral for fuzzy-number-valued functions (Q454958) (← links)
- On joint universality of the Riemann zeta-function and Hurwitz zeta-functions (Q455796) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- A theory of average growth rate indices (Q459173) (← links)
- Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment (Q461821) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Domains of operator semi-attraction of probability measures on Banach spaces (Q462158) (← links)
- On averages of randomized class functions on the symmetric groups and their asymptotics (Q462790) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. III: Weak convergence of solutions of impulsive systems (Q464914) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- Analysis of oscillations in quasilinear stochastic dynamic hereditary systems (Q465969) (← links)
- Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings (Q465987) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- Reduced long-range dependence combining Poisson bursts with on-off sources (Q467899) (← links)
- Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information (Q468738) (← links)
- On the form of the large deviation rate function for the empirical measures of weakly interacting systems (Q470049) (← links)
- Large deviations for bootstrapped empirical measures (Q470054) (← links)
- Asymptotic behavior of the maximum and minimum singular value of random Vandermonde matrices (Q471516) (← links)
- A weak convergence to Hermite process by martingale differences (Q471627) (← links)
- Scaling scenery of \((\times m, \times n)\) invariant measures (Q471698) (← links)
- Cutting down trees with a Markov chainsaw (Q473156) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Synchronization of coupled stochastic systems driven by \(\alpha \)-stable Lévy noises (Q474508) (← links)
- Coupling method for asymptotic analysis of queues with regenerative input and unreliable server (Q475086) (← links)
- Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters (Q476218) (← links)
- Invariant measure selection by noise. An example (Q476480) (← links)
- Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in \(\mathbb R\) (Q477276) (← links)
- On strong causal binomial approximation for stochastic processes (Q478653) (← links)
- Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse (Q479216) (← links)
- A note on partially hyperbolic attractors: entropy conjecture and SRB measures (Q479978) (← links)
- The joint universality of Dirichlet \(L\)-functions and Lerch zeta-functions (Q483472) (← links)
- The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
- Generic measures for geodesic flows on nonpositively curved manifolds (Q487737) (← links)
- Limit theorems and governing equations for Lévy walks (Q491171) (← links)
- Max-stable processes and stationary systems of Lévy particles (Q491189) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
- Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
- A generalized joint discrete universality theorem for the Riemann and Hurwitz zeta-functions (Q493617) (← links)
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
