The following pages link to A course on point processes (Q2368023):
Displaying 50 items.
- Point pattern analysis of spatial deformation and blurring effects on exceedances (Q321461) (← links)
- Limit experiments of GARCH (Q408085) (← links)
- Local asymptotic normality in \(\delta\) of standard generalized Pareto processes (Q434526) (← links)
- A criterion for the fuzzy set estimation of the regression function (Q454785) (← links)
- A criterion for the fuzzy set estimation of the density function (Q462123) (← links)
- Schrödinger operators with random \(\delta \) magnetic fields (Q529603) (← links)
- Poisson asymptotics for random projections of points on a high-dimensional sphere (Q532591) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Confidence regions for the intensity function of a cyclic Poisson process (Q625308) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Poisson splitting by factors (Q651009) (← links)
- Rule generation for categorical time series with Markov assumptions (Q692942) (← links)
- B-splines and discretization in an inverse problem for Poisson processes (Q707407) (← links)
- A non-parametric estimator for the doubly periodic Poisson intensity function (Q713798) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
- Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification (Q902940) (← links)
- Conditioning exceedances on covariate processes (Q906628) (← links)
- A polynomial birth-death point process approximation to the Bernoulli process (Q939397) (← links)
- An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem (Q968498) (← links)
- The spectrum of Schrödinger operators with random \(\delta \) magnetic fields (Q1013028) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Asymptotically efficient estimation in the Wicksell problem (Q1307107) (← links)
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes (Q1323139) (← links)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) (← links)
- Asymptotic equivalence of density estimation and Gaussian white noise (Q1354435) (← links)
- Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
- Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative (Q1697473) (← links)
- Additive time-dependent hazard model with doubly truncated data (Q1740306) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Local asymptotic normality of truncated empirical processes (Q1807099) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- The maximum size of the planar sections of random spheres and its application to metallurgy (Q1817414) (← links)
- Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift (Q1848956) (← links)
- Consistent estimation of the intensity function of a cyclic Poisson process. (Q1867191) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- Approximation rates for multivariate exceedances (Q1890882) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- On testing the extreme value index via the POT-method (Q1922377) (← links)
- Asymptotic equivalence for nonparametric regression with non-regular errors (Q1939553) (← links)
- Brownian limits, local limits and variance asymptotics for convex hulls in the ball (Q1942111) (← links)
- Testing for a generalized Pareto process (Q1950879) (← links)
- On the loss of information due to nonrandom truncation (Q1969721) (← links)
- Functional penalised basis pursuit on spheres (Q2036409) (← links)
- Bounding distributional errors via density ratios (Q2040039) (← links)
- The coupling method in extreme value theory (Q2040094) (← links)
- Towards adaptivity via a new discrepancy principle for Poisson inverse problems (Q2044369) (← links)
- Semiparametric likelihood inference for heterogeneous survival data under double truncation based on a Poisson birth process (Q2068965) (← links)
