CROW
发表于 2025-3-26 22:49:57
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饶舌的人
发表于 2025-3-27 02:31:54
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Infuriate
发表于 2025-3-27 06:14:24
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
表脸
发表于 2025-3-27 10:57:53
Predictability and Compensation(Théorie de L’addition des Variables Aléatoires. Gauthier-Villars, Paris, 1937), Ottaviani (1939), and Hoffmann-Jørgensen (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
完成
发表于 2025-3-27 13:56:19
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.
Ligneous
发表于 2025-3-27 19:34:38
Book 2015 range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962..
托人看管
发表于 2025-3-27 22:38:23
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薄膜
发表于 2025-3-28 04:44:49
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.
Harass
发表于 2025-3-28 07:51:15
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.
异端
发表于 2025-3-28 14:21:16
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.