The following pages link to (Q5560061):
Displaying 50 items.
- A note on sums and maxima of independent, identically distributed random variables (Q761693) (← links)
- Rank analogues of the likelihood ratio test for an ordered alternative in a two-way layout (Q761735) (← links)
- Fluid computation of passage-time distributions in large Markov models (Q764294) (← links)
- Renewal theory in the analysis of tries and strings (Q764315) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Least squares estimators for unit root processes with locally stationary disturbance (Q764805) (← links)
- Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
- Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force (Q765879) (← links)
- \(k\)-independent percolation on trees (Q765895) (← links)
- Long-time behavior of first-order mean field games on Euclidean space (Q778083) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- Vertices with fixed outdegrees in large Galton-Watson trees (Q782806) (← links)
- Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← links)
- Functional limit theorem for the local time of stopped random walk (Q783111) (← links)
- On nested infinite occupancy scheme in random environment (Q783794) (← links)
- Quenched invariance principles for orthomartingale-like sequences (Q785392) (← links)
- Scaling limits of random walk bridges conditioned to avoid a finite set (Q785394) (← links)
- A Donsker-type theorem for log-likelihood processes (Q785398) (← links)
- Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices (Q785408) (← links)
- Random conductance models with stable-like jumps: heat kernel estimates and Harnack inequalities (Q785863) (← links)
- Local power of Kolmogorov's and omega-squared type criteria in autoregression (Q785922) (← links)
- Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II (Q786447) (← links)
- Generalized level crossings and tangencies of a random field with smooth sample functions (Q786450) (← links)
- Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592) (← links)
- On weak convergence of stochastic processes with Lusin path spaces (Q788370) (← links)
- A note on the complexity of a partition algorithm (Q788493) (← links)
- Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points (Q788850) (← links)
- A local invariance principle. I (Q789090) (← links)
- Asymptotic behavior of arithmetic processes (Q789093) (← links)
- Limit distributions and one-parameter groups of linear operators on Banach spaces (Q789801) (← links)
- Persistence in stochastic food web models (Q790081) (← links)
- On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean (Q790516) (← links)
- Localization of random walks in one-dimensional random environments (Q790543) (← links)
- A note on controlled diffusions on line with time-averaged cost (Q790787) (← links)
- Domains of attraction and regular variation in \({\mathbb{R}}^ d\) (Q791974) (← links)
- A new look at Bergström's theorem on convergence in distribution for sums of dependent random variables (Q791980) (← links)
- The diffusion approximation of the Boltzmann equation of Maxwellian molecules (Q792026) (← links)
- Temporal risk and the nature of induced preferences (Q792197) (← links)
- Robust regression function estimation (Q793460) (← links)
- A robust principal component analysis (Q794108) (← links)
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (Q794111) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Diffusions as a limit of stretched Brownian motions (Q795410) (← links)
- Rational expectations equilibrium: An alternative approach (Q795701) (← links)
- Inference for earthquake models: A self-correcting model (Q796230) (← links)
- Some improvements on the Birnbaum-McCarty bound for \(P(Y<X)\) (Q796928) (← links)
- Distributions of random sets and random selections (Q797202) (← links)
- Strong approximation of renewal processes (Q797229) (← links)
- Optimal solutions to differential inclusions in presence of state constraints (Q797825) (← links)
