標(biāo)題: Titlebook: Asymptotic Laws and Methods in Stochastics; A Volume in Honour o Donald Dawson,Rafal Kulik,Yiqiang Zhao Book 2015 Springer Science+Business [打印本頁(yè)] 作者: 哥哥大傻瓜 時(shí)間: 2025-3-21 19:11
書(shū)目名稱Asymptotic Laws and Methods in Stochastics影響因子(影響力)
書(shū)目名稱Asymptotic Laws and Methods in Stochastics影響因子(影響力)學(xué)科排名
書(shū)目名稱Asymptotic Laws and Methods in Stochastics網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱Asymptotic Laws and Methods in Stochastics網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱Asymptotic Laws and Methods in Stochastics被引頻次
書(shū)目名稱Asymptotic Laws and Methods in Stochastics被引頻次學(xué)科排名
書(shū)目名稱Asymptotic Laws and Methods in Stochastics年度引用
書(shū)目名稱Asymptotic Laws and Methods in Stochastics年度引用學(xué)科排名
書(shū)目名稱Asymptotic Laws and Methods in Stochastics讀者反饋
書(shū)目名稱Asymptotic Laws and Methods in Stochastics讀者反饋學(xué)科排名
作者: Jargon 時(shí)間: 2025-3-21 20:26 作者: 橡子 時(shí)間: 2025-3-22 00:48 作者: 摘要記錄 時(shí)間: 2025-3-22 06:41 作者: 按等級(jí) 時(shí)間: 2025-3-22 12:14
Foundations of Modern Probabilityutliers. We thus propose a robust test based on the Wilcoxon two-sample test statistic. The asymptotic distribution of this test can be derived from a functional central limit theorem for two-sample .-statistics. We extend a theorem of Cs?rg? and Horváth to the case of dependent data.作者: 一加就噴出 時(shí)間: 2025-3-22 12:59
Markov Processes and Discrete-Time Chains,idered there. We will show that the results carry over if instead of the logit link function we use the probit, the log-log, and complementary log-log link functions in the binary regression model. Furthermore, this note will fill out some of the technical details omitted in the above-mentioned paper.作者: calamity 時(shí)間: 2025-3-22 20:36
Weak Convergence of Self-normalized Partial Sums Processes established for the self-normalized partial sums processes . when . belongs to the domain of attraction of a stable law with index .?∈?(0,?2]. The respective limiting distributions of the random variables . and . are also obtained under the same condition.作者: surmount 時(shí)間: 2025-3-22 23:43 作者: forebear 時(shí)間: 2025-3-23 03:46 作者: 四海為家的人 時(shí)間: 2025-3-23 07:24 作者: Ondines-curse 時(shí)間: 2025-3-23 13:22 作者: 勉強(qiáng) 時(shí)間: 2025-3-23 14:32
Foundations of Microsoft Expression Web established for the self-normalized partial sums processes . when . belongs to the domain of attraction of a stable law with index .?∈?(0,?2]. The respective limiting distributions of the random variables . and . are also obtained under the same condition.作者: Manifest 時(shí)間: 2025-3-23 20:44
https://doi.org/10.1007/978-1-4302-0392-6ndom variables. The precise asymptotics for the general deviation probabilities are derived. Many known theorems for self-normalized sums of random variables can follow from the given results, and thus the precise asymptotics in the complete moment convergence, law of iterated logarithm and large de作者: 租約 時(shí)間: 2025-3-24 00:46
Using Expression Web to Create Basic CSS,rresponding linear processes. The strength of dependence and the tail properties of time series built upon linear processes can be expressed in terms of the linear process itself through the innovations and their weights. In this paper we survey recent developments on some asymptotics of linear proc作者: 婚姻生活 時(shí)間: 2025-3-24 02:30 作者: 懶惰民族 時(shí)間: 2025-3-24 06:32
Jump-Type Chains and Branching Processeshe .-axis. We say that a lattice point is covered by . at time . if there is a .?≤?. for which .(.)?=?(.,?.). A set . is covered if each (.,?.)?∈?. is covered. Let .. be the largest integer for which [?..,?..]. is covered at time .. Our main result gives an upper and a lower bound for ... A similar 作者: modest 時(shí)間: 2025-3-24 14:10 作者: 審問(wèn),審訊 時(shí)間: 2025-3-24 18:26 作者: daredevil 時(shí)間: 2025-3-24 19:12 作者: COW 時(shí)間: 2025-3-25 00:14
Random Sequences, Series, and Averagesnctionals of a stationary and ergodic Markov chain these theorems are known under the terminology of central limit theorem and its functional form, started at a point. All these results have in common that they are obtained via a martingale approximation in the almost sure sense. We point out severa作者: AND 時(shí)間: 2025-3-25 03:33 作者: Alveolar-Bone 時(shí)間: 2025-3-25 09:26 作者: Microgram 時(shí)間: 2025-3-25 12:06 作者: 不滿分子 時(shí)間: 2025-3-25 18:06 作者: overrule 時(shí)間: 2025-3-25 21:25
Martingales and Optional Times,of ARMA models is investigated. Multivariate empirical processes based on squared residuals and other functions of the residuals are also investigated. It is shown how these processes can be used to develop distribution free tests of change-point analysis and serial independence. It is also demonstr作者: sorbitol 時(shí)間: 2025-3-26 02:39
https://doi.org/10.1007/978-1-4939-3076-0applied probability; central limit theorem; change-point problems; functional limit theorems; laws of la作者: elastic 時(shí)間: 2025-3-26 04:34 作者: 婚姻生活 時(shí)間: 2025-3-26 12:27
Donald Dawson,Rafal Kulik,Yiqiang ZhaoContains articles written by prominent scholars who have developed stochastics for the last forty years.Presents new results and recent research developments in important topics in both theoretical an作者: 放牧 時(shí)間: 2025-3-26 15:26 作者: 寬宏大量 時(shí)間: 2025-3-26 19:52
1069-5265 laws of large numbers, change-point problems, short and long range dependent?time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Cs?rg?’s list of publications during more than 50 years, since 1962..978-1-4939-5011-9978-1-4939-3076-0Series ISSN 1069-5265 Series E-ISSN 2194-1564 作者: CROW 時(shí)間: 2025-3-26 22:49 作者: 饒舌的人 時(shí)間: 2025-3-27 02:31 作者: Infuriate 時(shí)間: 2025-3-27 06:14
Book 2015d in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts..The volume consists of twenty articles on topics on limi作者: 表臉 時(shí)間: 2025-3-27 10:57
Predictability and Compensation(Théorie de L’addition des Variables Aléatoires. Gauthier-Villars, Paris, 1937), Ottaviani (1939), and Hoffmann-J?rgensen (Studia Math 52:159–186, 1974) inequalities obtained by Li and Rosalsky (Stoch Anal Appl 31:62–79, 2013), we show that . if and only if . and 作者: 完成 時(shí)間: 2025-3-27 13:56
Martingales and Optional Times,ated that these empirical processes provide an easy mechanism for developing goodness-of-fit tests for the distribution of the innovations, and that the well-known Lilliefors test can be applied to the residuals of ARMA models without any change.作者: Ligneous 時(shí)間: 2025-3-27 19:34
Book 2015 range dependent?time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Cs?rg?’s list of publications during more than 50 years, since 1962..作者: 托人看管 時(shí)間: 2025-3-27 22:38 作者: 薄膜 時(shí)間: 2025-3-28 04:44
Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residualsated that these empirical processes provide an easy mechanism for developing goodness-of-fit tests for the distribution of the innovations, and that the well-known Lilliefors test can be applied to the residuals of ARMA models without any change.作者: Harass 時(shí)間: 2025-3-28 07:51
Conditioning and Disintegrationes of the prediction error employing the .-fold cross-validation and an arbitrary penalty function. Here we introduce the regularized versions of the mentioned estimates and prove for them the multidimensional CLT. Statistical variants of the CLT involving self-normalization are discussed as well.作者: 異端 時(shí)間: 2025-3-28 14:21
Continuous Martingales and Brownian Motion,rocess we estimate the long run variance by kernel estimators and we develop the corresponding change point test. We also propose ratio statistics which do not depend on the long run variances. Monte Carlo simulations illustrate that the limit results can be used even in case of small and moderate sample sizes.作者: 混合物 時(shí)間: 2025-3-28 17:44
Central Limit Theorem Related to MDR-Methodes of the prediction error employing the .-fold cross-validation and an arbitrary penalty function. Here we introduce the regularized versions of the mentioned estimates and prove for them the multidimensional CLT. Statistical variants of the CLT involving self-normalization are discussed as well.作者: 外科醫(yī)生 時(shí)間: 2025-3-28 19:32
Change Point Detection with Stable AR(1) Errorsrocess we estimate the long run variance by kernel estimators and we develop the corresponding change point test. We also propose ratio statistics which do not depend on the long run variances. Monte Carlo simulations illustrate that the limit results can be used even in case of small and moderate sample sizes.作者: Myofibrils 時(shí)間: 2025-3-29 00:28 作者: Morphine 時(shí)間: 2025-3-29 05:02
https://doi.org/10.1007/978-1-4302-0392-6riables can follow from the given results, and thus the precise asymptotics in the complete moment convergence, law of iterated logarithm and large deviation for self-normalized sums are generalized from one-dimensionally indexed random variables to multidimensionally indexed random variables.作者: 平息 時(shí)間: 2025-3-29 09:54 作者: 吸引人的花招 時(shí)間: 2025-3-29 14:15 作者: adduction 時(shí)間: 2025-3-29 16:01
Random Sequences, Series, and Averagesarted at a point. All these results have in common that they are obtained via a martingale approximation in the almost sure sense. We point out several applications of these results to classes of mixing sequences, shift processes, reversible Markov chains, Metropolis Hastings algorithms.作者: Canary 時(shí)間: 2025-3-29 22:49 作者: Outspoken 時(shí)間: 2025-3-30 03:10 作者: 讓步 時(shí)間: 2025-3-30 04:12
On the Area of the Largest Square Covered by a Comb-Random-Walk covered. Let .. be the largest integer for which [?..,?..]. is covered at time .. Our main result gives an upper and a lower bound for ... A similar question is investigated for a random walk on the half-plane half-comb lattice.作者: 是突襲 時(shí)間: 2025-3-30 10:48
