Probability and Mathematical Statistics, 36, z. 2, 2016

Minimax estimation of the mean matrix of the matrix-variate normal distribution

AbstractDownload articleDownload article

Empirical Bayes estimation, matrix-variate normal distribution, mean matrix, minimax estimation

A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion

AbstractDownload articleDownload article

Stochastic differential equation, numerical approximation, order of convergence, time-changed Brownian motion, inverse subordinator

Two lilypond systems of finite line-segments

AbstractDownload articleDownload article

Hardcore model, point process, cluster, percolation, lilypond growth protocol

Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models

AbstractDownload articleDownload article

Spatial processes, FISSARMA models, asymptotic properties, GPH estimators, long-memory parameters

Efficient classes of ratio-cum-product estimators of population mean in stratified random sampling

AbstractDownload articleDownload article

Study variable, auxiliary variable, stratified random sampling, population mean, bias, MSE

GI/GI/1 queues with infinite means of service time and interarrival time

AbstractDownload articleDownload article

Lévy process, stable distribution, GI/GI/1 queueing system, heavy traffic, stationary waiting time, tightness

Asymptotics of Monte Carlo maximum likelihood estimators

AbstractDownload articleDownload article

Asymptotic statistics, empirical process, importance sampling, maximum likelihood estimation, Monte Carlo method

A maximal inequality for stochastic integrals

AbstractDownload articleDownload article

Martingale, sharp inequality

The local structure of q-Gaussian processes

AbstractDownload articleDownload article

q-Brownian motion, q-Ornstein–Uhlenbeck process, inhomogeneous Markov process, tangent process, self-similar process, Cauchy process, free stable law, Biane’s construction.

A functional limit theorem for locally perturbed random walks

AbstractDownload articleDownload article

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

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout