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Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process

JOURNAL ARTICLE published 1 February 2022 in Bernoulli

Authors: Xiaobin Sun | Longjie Xie | Yingchao Xie

Convergence of jump processes with stochastic intensity to Brownian motion with inert drift

JOURNAL ARTICLE published 1 May 2022 in Bernoulli

Authors: Clayton Barnes

On the Bootstrap and Empirical Processes for Dependent Sequences

BOOK CHAPTER published 2002 in Empirical Process Techniques for Dependent Data

Authors: Dragan Radulović

Institutional Transformation

BOOK CHAPTER published 2016 in Handbook of Science and Technology Convergence

Authors: Robert M. Mason

Рецензия на книгу Vaart Aad W. van der, Wellner Jon A., “Weak Convergence and Empirical Processes, with Applications to Statistics”

JOURNAL ARTICLE published 1997 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Андрей Михайлович Зубков | Andrei Mikhailovich Zubkov

Contiguity

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Weak convergence of randomly stopped stochastic processes

BOOK CHAPTER published 2004 in Probability and its Applications

Authors: Dmitrii S. Silvestrov

Introduction

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

[Empirical Processes and Applications: An Overview]: Rejoinder

JOURNAL ARTICLE published March 1996 in Bernoulli

Authors: E. Giné | E. Gine

Introduction

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models

JOURNAL ARTICLE published 1 April 1998 in The Annals of Statistics

Authors: Shiqing Ling

Introduction

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Weak convergence of empirical and quantile processes in sup-norm metrics via kmt-constructions

JOURNAL ARTICLE published August 1979 in Stochastic Processes and their Applications

Authors: Galen R. Shorack

Refinements

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Weak convergence to stable laws by means of a weak invariance principle

BOOK CHAPTER published 1976 in Empirical Distributions and Processes

Authors: Gordon Simons | William Stout

Marked empirical processes for non-stationary time series

JOURNAL ARTICLE published 1 November 2013 in Bernoulli

Authors: Ngai Hang Chan | Rongmao Zhang

2. Weak convergence in metric spaces

BOOK CHAPTER published 26 September 2016 in Weak Convergence of Stochastic Processes

Random Sample Size, Poissonization and Kac Processes

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Weak convergence of empirical and bootstrappedC-power processes and application to copula goodness-of-fit

JOURNAL ARTICLE published August 2014 in Journal of Multivariate Analysis

Authors: Jean-François Quessy | Tarik Bahraoui

Asymptotics of random processes with immigration II: Convergence to stationarity

JOURNAL ARTICLE published 1 May 2017 in Bernoulli

Authors: Alexander Iksanov | Alexander Marynych | Matthias Meiners