The following pages link to Bernoulli (Q61790):
Displaying 50 items.
- Parametric estimation of pairwise Gibbs point processes with infinite range interaction (Q520700) (← links)
- Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process (Q520701) (← links)
- Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion (Q520702) (← links)
- A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process (Q520705) (← links)
- On asymptotics of the discrete convex LSE of a p.m.f. (Q527450) (← links)
- Saddlepoint methods for conditional expectations with applications to risk management (Q527452) (← links)
- Bridge mixtures of random walks on an abelian group (Q527453) (← links)
- Predictive characterization of mixtures of Markov chains (Q527455) (← links)
- Tail asymptotics for the extremes of bivariate Gaussian random fields (Q527457) (← links)
- First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (Q527458) (← links)
- Some theory for ordinal embedding (Q527459) (← links)
- Constrained total undiscounted continuous-time Markov decision processes (Q527461) (← links)
- A general class of population-dependent two-sex processes with random mating (Q527462) (← links)
- Universal scheme for optimal search and stop (Q527465) (← links)
- Branching random walk with selection at critical rate (Q527466) (← links)
- Probit transformation for nonparametric kernel estimation of the copula density (Q527470) (← links)
- Efficient estimation for diffusions sampled at high frequency over a fixed time interval (Q527471) (← links)
- Exponential bounds for the hypergeometric distribution (Q527472) (← links)
- Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm (Q527474) (← links)
- Quantile regression for the single-index coefficient model (Q527476) (← links)
- Unbiased simulation of stochastic differential equations using parametrix expansions (Q527478) (← links)
- Representations for the decay parameter of Markov chains (Q527480) (← links)
- Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary \(\alpha\)-dependent sequences (Q527481) (← links)
- \(L_{2}\) boosting in kernel regression (Q605014) (← links)
- Nonparametric ``regression'' when errors are positioned at end-points (Q605015) (← links)
- Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps (Q605016) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Integrated volatility and round-off error (Q605018) (← links)
- Exchangeable lower previsions (Q605019) (← links)
- Discrete chain graph models (Q605020) (← links)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (Q605022) (← links)
- The Dantzig selector and sparsity oracle inequalities (Q605023) (← links)
- On the number of collisions in beta(\(2, b\))-coalescents (Q605025) (← links)
- Stochastic differential equations driven by fractional Brownian motions (Q605027) (← links)
- Sharp weak-type inequalities for differentially subordinated martingales (Q605028) (← links)
- A distribution for a pair of unit vectors generated by Brownian motion (Q605029) (← links)
- A note on the Lindeberg condition for convergence to stable laws in Mallows distance (Q605032) (← links)
- Between the LIL and the LSL (Q605034) (← links)
- Closeness of convolutions of probability measures (Q605035) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels (Q605038) (← links)
- On the posterior distribution of classes of random means (Q605039) (← links)
- Learning gradients on manifolds (Q605040) (← links)
- Minimal and minimal invariant Markov bases of decomposable models for contingency tables (Q605041) (← links)
- Large deviations for stochastic flows of diffeomorphisms (Q605042) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- Variable selection in measurement error models (Q605044) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
