Asymptotic Laws and Methods in Stochastics - Fields Institute Communications
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Published By Springer New York

9781493930753, 9781493930760

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Empirical Likelihood and Ranking Methods

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_19 ◽

2015 ◽

pp. 367-377

Author(s):

Mayer Alvo

Keyword(s):

Empirical Likelihood ◽

Ranking Methods

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Weak Convergence of Self-normalized Partial Sums Processes

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_1 ◽

2015 ◽

pp. 3-15 ◽

Cited By ~ 1

Author(s):

Miklós Csörgő ◽

Zhishui Hu

Keyword(s):

Weak Convergence ◽

Partial Sums ◽

Partial Sums Processes

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An Extension of Theorems of Hechner and Heinkel

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_8 ◽

2015 ◽

pp. 129-147

Author(s):

Deli Li ◽

Yongcheng Qi ◽

Andrew Rosalsky

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Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_2 ◽

2015 ◽

pp. 17-41

Author(s):

Dianliang Deng ◽

Zhitao Hu

Keyword(s):

Limit Theorems ◽

Random Variables ◽

Precise Asymptotics ◽

Strong Limit

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Kellerer’s Theorem Revisited

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_18 ◽

2015 ◽

pp. 347-363 ◽

Cited By ~ 5

Author(s):

Francis Hirsch ◽

Bernard Roynette ◽

Marc Yor

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Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_14 ◽

2015 ◽

pp. 239-282 ◽

Cited By ~ 3

Author(s):

Kilani Ghoudi ◽

Bruno Rémillard

Keyword(s):

Diagnostic Tests ◽

Empirical Processes ◽

Arma Models

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An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_10 ◽

2015 ◽

pp. 167-176

Author(s):

Qiying Wang

Keyword(s):

Limit Theorem ◽

Regression Model ◽

Specification Test ◽

Martingale Limit Theorem

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Short Range and Long Range Dependence

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_15 ◽

2015 ◽

pp. 283-294

Author(s):

Murray Rosenblatt

Keyword(s):

Long Range ◽

Short Range ◽

Long Range Dependence

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Quenched Invariance Principles via Martingale Approximation

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_9 ◽

2015 ◽

pp. 149-165 ◽

Cited By ~ 1

Author(s):

Magda Peligrad

Keyword(s):

Invariance Principles ◽

Martingale Approximation

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A Compensator Characterization of Planar Point Processes

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications ◽

10.1007/978-1-4939-3076-0_6 ◽

2015 ◽

pp. 87-109

Author(s):

B. Gail Ivanoff

Keyword(s):

Point Processes ◽

Planar Point

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Asymptotic Laws and Methods in Stochastics - Fields Institute CommunicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Empirical Likelihood and Ranking Methods

Weak Convergence of Self-normalized Partial Sums Processes

An Extension of Theorems of Hechner and Heinkel

Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables

Kellerer’s Theorem Revisited

Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals

An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model

Short Range and Long Range Dependence

Quenched Invariance Principles via Martingale Approximation

A Compensator Characterization of Planar Point Processes

Asymptotic Laws and Methods in Stochastics - Fields Institute Communications
Latest Publications