Titlebook: Asymptotic Laws and Methods in Stochastics; A Volume in Honour o Donald Dawson,Rafal Kulik,Yiqiang Zhao Book 2015 Springer Science+Business

混合物

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.

外科医生

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.

Myofibrils

Morphine

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.

平息

吸引人的花招

adduction

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.

Canary

Outspoken

让步

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.