The following pages link to (Q5560061):
Displaying 50 items.
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Consistency of non-integrated depths for functional data (Q495373) (← links)
- Weak convergence of a mass-structured individual-based model (Q496117) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- On a problem of estimation of infinite-dimensional parameter (Q503999) (← links)
- A scalar-valued infinitely divisible random field with Pólya autocorrelation (Q504477) (← links)
- Joint estimation of offspring mean and offspring variance of controlled branching process (Q505487) (← links)
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Uniform distribution modulo 1 and the joint universality of Dirichlet \(L\)-functions (Q507035) (← links)
- Infinite random matrices \& ergodic decomposition of finite and infinite Hua-Pickrell measures (Q507243) (← links)
- Asymptotic time averages and frequency distributions (Q507681) (← links)
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- An application of approach theory to the relative Hausdorff measure of non-compactness for the Wasserstein metric (Q509022) (← links)
- Random eigenvalues from a stochastic heat equation (Q511560) (← links)
- Nonparametric tests for Cox processes (Q511672) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- A generalization of Kingman's model of selection and mutation and the Lenski experiment (Q512673) (← links)
- Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data (Q514118) (← links)
- Statistical properties of the single linkage hierarchical clustering estimator (Q514178) (← links)
- Periodic perturbations of unbounded Jacobi matrices. II: Formulas for density. (Q514218) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Limit theorems for weighted and regular multilevel estimators (Q515540) (← links)
- Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media (Q516020) (← links)
- On discrete universality of the Riemann zeta-function with respect to uniformly distributed shifts (Q517469) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Existence of stationary bargaining equilibria (Q523468) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Randomly perturbed switching dynamics of a DC/DC converter (Q524015) (← links)
- Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound (Q524298) (← links)
- On high-dimensional change point problem (Q525890) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Distribution-free tests of stochastic monotonicity (Q528021) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Proofs for large sample properties of generalized method of moments estimators (Q528048) (← links)
- Nonparametric estimation and inference about the overlap of two distributions (Q528068) (← links)
- Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Two-parameter process limits for an infinite-server queue with arrival dependent service times (Q529422) (← links)
- Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale (Q529427) (← links)
- Universality theorems for zeta-functions with periodic coefficients (Q530288) (← links)
- On the extreme points of moments sets (Q530416) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- A simple nonparametric test for structural change in joint tail probabilities (Q531413) (← links)
- On the value distribution and moments of the Epstein zeta function to the right of the critical strip (Q533810) (← links)
