Search

Keywords: Only selected keywords:

Journal:

Author:

ISSN:

Search results:

Artykuły:

Cramér type large deviations for trimmed L-statistics

DOI: http://dx.doi.org/10.19195/0208-4147.37.1.4

AbstractDownload articleDownload article

Trimmed L-statistics, central limit theorem, large deviations, moderate deviations

Functional limit theorems in Hölder space for residuals of nearly nonstationary AR(1) process

DOI: http://dx.doi.org/10.19195/0208-4147.37.1.7

AbstractDownload articleDownload article

Nearly nonstationary process, residuals, Hölderian functional limit theorems, epidemic change

A note on first passage probabilities of a Lévy process reflected at a general barrier

DOI: http://dx.doi.org/10.19195/0208-4147.37.2.13

AbstractDownload articleDownload article

Reflected Lévy process, Central Limit Theorem, asymptotics, first passage probability

On the number of reflexive and shared nearest neighbor pairs in one-dimensional uniform data

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.7

AbstractDownload articleDownload article

Asymptotic normality, central limit theorem, exact distribution, law of large numbers, nearest neighbor graphs and digraphs, random permutation

On joint sum/max stability and sum/max domains of attraction

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.9

AbstractDownload articleDownload article

Sum stable, max stable, joint limit theorem

Extremes of multidimensional stationary Gaussian random fields

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.10

AbstractDownload articleDownload article

Gaussian random field, supremum, limit theorem, asymptotics, Berman condition, strong dependence

Selfsimilar processes with stationary increments in the second Wiener chaos

AbstractDownload articleDownload article

Selfsimilar processes, stationary increments, second Wiener chaos, limit theorems, multiple stochastic integrals, weak convergence

A functional limit theorem for locally perturbed random walks

AbstractDownload articleDownload article

Functional limit theorem, locally perturbed random walk, martingale characterization, skew Brownian motion

On the order of approximation in the random central limit theorem for m-dependent random variables

AbstractDownload articleDownload article

Random central limit theorem, m-dependent random variables, Berry–Esseen type bound, approximation

Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein–Uhlenbeck processes

AbstractDownload articleDownload article

Almost sure central limit theorem, least squares estimator, fractional Ornstein–Uhlenbeck process, multiple stochastic integrals

J1 convergence of partial sum processes with a reduced number of jumps

AbstractDownload articleDownload article

Functional limit theorem, partial sum process, regular variation, Skorokhod J1 topology, Lévy process, weak dependence, mixing

The limiting behaviour of sums and maximums of iid random variables from the viewpoint of different observers

AbstractDownload articleDownload article

Central limit theorem, extreme value theory, observed and unobserved random variables

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout