The following pages link to (Q5560061):
Displaying 50 items.
- Index-option pricing with stochastic volatility and the value of accurate variance forecasts (Q375251) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
- Convergence to extremal processes in random environments and extremal ageing in SK models (Q377507) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Distance covariance in metric spaces (Q378803) (← links)
- A survey of the Schrödinger problem and some of its connections with optimal transport (Q379829) (← links)
- The distribution of eigenvalues of randomized permutation matrices (Q381137) (← links)
- Invariance of fluid limits for the shortest remaining processing time and shortest job first policies (Q383221) (← links)
- The fluid limit of the multiclass processor sharing queue (Q383276) (← links)
- The \(G_{t}/GI/s_{t}+GI\) many-server fluid queue (Q383278) (← links)
- Asymptotically optimal control of many-server heterogeneous service systems with \(H_{2}^{*}\) service times (Q383280) (← links)
- On convergence of Fourier series of Besicovitch almost periodic functions (Q383670) (← links)
- Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
- On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process (Q385081) (← links)
- Estimation of distributions with the new better than used in expectation property (Q385094) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Maximal \(L^2\) regularity for Dirichlet problems in Hilbert spaces (Q387985) (← links)
- Limit theory for point processes in manifolds (Q389061) (← links)
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- Kernel density estimators for random fields satisfying an interlaced mixing condition (Q389246) (← links)
- Asymptotic test of mixture model and its applications to QTL interval mapping (Q389254) (← links)
- On a clustering criterion for dependent observations (Q389296) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- Generalizations of a discrete universality theorem for Hurwitz zeta-functions (Q393007) (← links)
- Asymptotic results for polygonal processes related to an autoregression (Q393009) (← links)
- On variational problems and nonlinear elliptic equations with nonstandard growth conditions (Q393015) (← links)
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
- Asymptotics of the solutions of the stochastic lattice wave equation (Q393999) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- On the limit distribution of the well-distribution measure of random binary sequences (Q394254) (← links)
- On the asymptotic behavior of a subcritical branching process with immigration (Q395428) (← links)
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence (Q395879) (← links)
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
- Stationary max-stable processes with the Markov property (Q402414) (← links)
- Operator self-similar processes and functional central limit theorems (Q402717) (← links)
- Existence of Nash equilibrium in games with a measure space of players and discontinuous payoff functions (Q403726) (← links)
- Stochastic fictitious play with continuous action sets (Q403729) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Front velocity and directed polymers in random medium (Q404592) (← links)
- A new proof for the convergence of an individual based model to the trait substitution sequence (Q404904) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Strategic stability in Poisson games (Q406374) (← links)
