Pages that link to "Item:Q2978395"
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The following pages link to ESTIMATION OF SAMPLE SPACING IN STOCHASTIC PROCESSES (Q2978395):
Displaying 7 items.
- Spacings-ratio empirical processes (Q653807) (← links)
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field (Q826001) (← links)
- An algorithm for estimating parameters of a group of closely spaced random processes: Synthesis, analysis, and modeling (Q1286548) (← links)
- Estimating integrals of stochastic processes using space-time data (Q1307097) (← links)
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure (Q4964780) (← links)
- Central limit theorem for mean and variogram estimators in Lévy–based models (Q4968519) (← links)
- (Q5436013) (← links)