The following pages link to (Q5671422):
Displaying 9 items.
- On weak convergence to Brownian motion (Q4197822) (← links)
- On the distribution of a double stochastic integral (Q4743518) (← links)
- Invariance principles for dependent variables (Q4776673) (← links)
- (Q5118530) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
- Local power properties of kernel based goodness of fit tests (Q5947223) (← links)
- Conditional sequential Monte Carlo in high dimensions (Q6117026) (← links)
- Deviation probabilities for arithmetic progressions and irregular discrete structures (Q6136819) (← links)
- Sparse parameter identification for stochastic systems based on \(L_\gamma\) regularization (Q6640587) (← links)