A central limit theorem for multivariate strongly mixing random fields [PDF]
, 2010 In this paper we extend a theorem of Bradley under interlaced mixing and strong mixing conditions. More precisely, we study the asymptotic normality of the normalized partial sum of an α-mixing strictly stationary random field of random vectors, in
Tone, Cristina
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Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data. [PDF]
Entropy (Basel), 2023 Litimein O +4 more
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On runs of length exceeding a threshold: normal approximation
Run, Run length, Waiting time, Bernoulli trials, Limiting distribution, Asymptotic normality, Reliability, Statistical test, Primary 60E05, Secondary 60F05,
Zaharias Psillakis, Frosso Makri
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Information Advantages in Hiring under a Budget Constraint: Weak Convergence Comparisons
, 1995 AMS 1991 subject classifications. Primary 60G40, 60G70; secondary 60F05, 60F15, 60G35, 90B50.A Fulbright Grant and National Science Foundation Grant DMS 92 ...
Kertz, Robert P., Boshuizen, Frans A.
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Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes. [PDF]
Rev Mat Complut, 2021 Bouzebda S, Didi S.
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Test of independence and randomness based on the empirical copula process
Copula, Cramér-von Mises statistic, empirical process, Möbius inversion formula, pseudo-observations, semi-parametric models, serial dependence, tesis of independence, 60F05, 2E20,
Christian Genest, Bruno Rémillard
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A Model for Cell Proliferation in a Developing Organism. [PDF]
J Math Biol, 2022 Pollett PK, Tafakori L, Taylor PG.
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A branching particle approximation to a filtering micromovement model of asset price
Particle filters, Monte Carlo approximation, Filtering, Counting process, Stochastic partial differential equation, Ultra-high frequency data, Primary: 60H15, Secondary: 60K35, 35R60, 93E11, 60F05, 91B28,
Jie Xiong, Yong Zeng
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Confidence regions for the intensity function of a cyclic Poisson process
Poisson process, Intensity function, Cyclic intensity function, Periodic intensity function, Kernel density estimation, Confidence intervals, Confidence bands, Extreme value distribution, Gumbel distribution, Primary 60F05, 60F17, Secondary 62E20,
Ričardas Zitikis +2 more
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Comparison between the rates of convergence of extremes under linear and under power normalization
Regular variation, ℓ-max-stable laws, p-max-stable laws, Uniform metric, Total variation matric, Primary 60F05, 62E20, Secondary 62E15, 62G30,
H. Barakat, E. Nigm, Magdy El-Adll
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