The following pages link to Claudio Macci (Q221923):
Displaying 50 items.
- Large deviations for estimators of some threshold parameters (Q257485) (← links)
- Large deviations for some non-standard telegraph processes (Q273708) (← links)
- Asymptotic results for multivariate estimators of the mean density of random closed sets (Q309561) (← links)
- Asymptotic results for a class of triangular arrays of multivariate random variables with Bernoulli distributed components (Q317144) (← links)
- Large deviation results for compound Markov renewal processes (Q367502) (← links)
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990) (← links)
- Extension of some large deviation results for posterior distributions (Q397200) (← links)
- Asymptotic results for runs and empirical cumulative entropies (Q473524) (← links)
- Large deviations for a class of counting processes and some statistical applications (Q491691) (← links)
- Large deviations for i.i.d. replications of the total progeny of a Galton-Watson process (Q522548) (← links)
- Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998) (← links)
- Large deviation principles for sequences of logarithmically weighted means (Q633660) (← links)
- Large deviation principles for telegraph processes (Q712510) (← links)
- Sample path large deviations principles for Poisson shot noise processes, and applications (Q850372) (← links)
- Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
- (Q968846) (redirect page) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Large deviations for Bayesian estimators in first-order autoregressive processes (Q974525) (← links)
- On fluid model and averaged parameters model for Markov additive processes with finite environment's state space (Q997598) (← links)
- Convergence of large deviation rates based on a link between wave governed random motions and ruin processes (Q1003433) (← links)
- The maximal dominated subsets of a statistical experiment (Q1273024) (← links)
- The ``statistical experiment''-equivalence for prior distributions (Q1281116) (← links)
- On prior distributions which give rise to a dominated Bayesian experiment (Q1281191) (← links)
- Large deviations for hitting times on some decreasing sets (Q1420674) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Large deviations for some logarithmic means in the case of random variables with thin tails (Q1642246) (← links)
- Large deviation results and applications to the generalized Cramér model (Q1649124) (← links)
- Asymptotic results for a multivariate version of the alternative fractional Poisson process (Q1687224) (← links)
- Asymptotic results for first-passage times of some exponential processes (Q1739351) (← links)
- Large deviations for Markov chains in a random scenery with compact support (Q1885518) (← links)
- On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments (Q1914297) (← links)
- Alternative forms of compound fractional Poisson processes (Q1925425) (← links)
- Large deviations for fractional Poisson processes (Q1950771) (← links)
- An inverse Sanov theorem for exponential families (Q2112257) (← links)
- Non-central moderate deviations for compound fractional Poisson processes (Q2128927) (← links)
- Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables (Q2150894) (← links)
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics (Q2196551) (← links)
- Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift (Q2216959) (← links)
- Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case (Q2230878) (← links)
- Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates (Q2240078) (← links)
- Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin (Q2241639) (← links)
- Asymptotic results for random walks in continuous time with alternating rates (Q2249267) (← links)
- On the asymptotic behavior of the hyperbolic Brownian motion (Q2250975) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes (Q2322594) (← links)
- On large deviations for some sequences of weighted means of Gaussian processes (Q2338782) (← links)
- Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times (Q2381134) (← links)
- Large deviations for estimators of the parameters of a neuronal response latency model (Q2405922) (← links)
- Large deviations for the time-integrated negative parts of some processes (Q2475424) (← links)
