The following pages link to (Q5560061):
Displaying 50 items.
- A self-similar process arising from a random walk with random environment in random scenery (Q637083) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
- Large deviation theory for a homogenized and ``corrected'' elliptic ODE (Q639504) (← links)
- Limit theorems for \(D[0,1]\)-valued autoregressive processes (Q639608) (← links)
- Erratum to: Convergence to fractional kinetics for random walks associated with unbounded conductances (Q639878) (← links)
- Strategic approximations of discontinuous games (Q639886) (← links)
- An equilibrium closure result for discontinuous games (Q639897) (← links)
- A fast-slow dynamical systems theory for the Kuramoto type phase model (Q640038) (← links)
- Stability of join the shortest queue networks (Q640066) (← links)
- The functional limit theorem for the canonical \(U\)-processes defined on dependent trials (Q642072) (← links)
- Drift and the risk-free rate (Q642444) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- Dynamical localization of quantum walks in random environments (Q643714) (← links)
- Random time-dependent quantum walks (Q644753) (← links)
- Quasi-stationary distributions for structured birth and death processes with mutations (Q644785) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
- Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions (Q645457) (← links)
- Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
- Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data (Q645604) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
- A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives (Q646840) (← links)
- Functional central limit theorems for self-normalized partial sums of linear processes (Q647160) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- Limit theorems for dispersing billiards with cusps (Q652265) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Spacings-ratio empirical processes (Q653807) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Approximations of fractional Brownian motion (Q654403) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Almost sure invariance principles via martingale approximation (Q655321) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- Fast-slow dynamics of planar particle models for flocking and swarming (Q657468) (← links)
- Sorting using complete subintervals and the maximum number of runs in a randomly evolving sequence (Q659768) (← links)
- A note on approximation to multifractional Brownian motion (Q660009) (← links)
- The on-off network traffic model under intermediate scaling (Q660142) (← links)
- Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables (Q662088) (← links)
- From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\) (Q664318) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- From the Schrödinger problem to the Monge-Kantorovich problem (Q665503) (← links)
- Applications of inverse tempered stable subordinators (Q666754) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- A distribution-free test of parallelism for two-sample repeated measurements (Q670099) (← links)
