Czasopisma Naukowe w Sieci (CNS)

Probability and Mathematical Statistics, 38, z. 1, 2018, ss.248

Stationarity against integration in the autoregressive process with polynomial trend

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.1

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LMC test, KPSS test, unit root, stationarity testing procedure, polynomial trend, stochastic nonstationarity, random walk, integrated process, ARIMA process, Donsker’s invariance principle, continuous mapping theorem

The area of a spectrally positive stable process stopped at zero

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.2

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Hitting time, integrated process, stable Lévy process, tail asymptotics

Sharp bounds on the expectations of linear combinations of kth records expressed in the Gini mean difference units

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.3

AbstractPobierz artykułPobierz artykuł

Expectation, Gini mean difference, sharp bound, kth record

Extremes of order statistics of stationary Gaussian processes

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.4

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Asymptotic, Gaussian processes, order statistic, stationarity, supremum

Fractional negative binomial and Pólya processes

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.5

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Fractional negative binomial process, fractional Pólya process, fractional Poisson process, infinite divisibility, Lévy process, PDEs

On exact strong laws of large numbers under general dependence conditions

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.6

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Strong law of large numbers, almost sure convergence, slowly varying functions, negative association

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

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

Bellman equations for terminal utility maximization with general bid and ask prices

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.8

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Bellman equation, bid and ask prices, optimal stopping, terminal utility maximization

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

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

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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

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

M-estimation of the mixed-type generalized linear model

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.11

AbstractPobierz artykułPobierz artykuł

Asymptotic normality, consistency, Mestimation, mixed-type generalized linear model

A consistent estimator for spectral density matrix of a discrete time periodically correlated process

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.12

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Periodically correlated processes, spectral density matrix, Kullback–Leibler distance, smoothed periodogram, Wishart distribution, limiting distribution

A reverse to the Jeffreys–Lindley paradox

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.13

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Hypothesis testing, Bayes factor, p-value, reverse, paradox, Lindley, Jeffreys

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