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  • 1-10 of  83 نتائج ل ""Statistics and Probability""

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Publisher : the institute of mathematical statistics and the bernoulli society Subject : [math.math-st]mathematics [math]/statistics [math.st] Subject : fos Subject : probability (math.pr) Subject : random matrix Subject : time series فلترة بواسطة : موضوع
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Continuity and strict positivity of the multi-layer extension of the stochastic heat equation

Subjects: Statistics and Probability; KPZ equation; Conjecture

  • Source: Electron. J. Probab.

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Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to Epidemiology

Subjects: Statistics and Probability; FOS: Computer and information sciences; model selection

  • Source: Electron. J. Statist. 14, no. 1 (2020), 50-81Electronic journal of statisticsElectronic journal of statistics, Shaker Heights,

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Large deviations of empirical measures of diffusions in weighted topologies

Subjects: Statistics and Probability; FOS: Physical sciences; Duality (optimization)

  • Source: Electron. J. Probab.Electronic Journal of ProbabilityElectronic Journal of Probability, Institute of Mathematical

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Moderate deviations and extinction of an epidemic

Subjects: Statistics and Probability; Stochastic modelling; Population

  • Source: Electron. J. Probab.Electronic Journal of ProbabilityElectronic Journal of Probability, 2020, 25, ⟨10.1214/20-EJP428⟩

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On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift

Subjects: Statistics and Probability; quadrature estimates; 01 natural sciences

  • Source: Electron. J. Probab.

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Consistent model selection criteria and goodness-of-fit test for common time series models

Subjects: Statistics and Probability; Autoregressive conditional heteroskedasticity; Asymptotic distribution

  • Source: Electron. J. Statist. 14, no. 1 (2020), 2009-2052Electronic Journal of StatisticsElectronic Journal of Statistics, Shaker

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Adaptive density estimation on bounded domains under mixing conditions

Subjects: Statistics and Probability; Multivariate statistics; Goldenshluger-Lepski method

  • Source: Electron. J. Statist. 14, no. 1 (2020), 2198-2237Electronic Journal of StatisticsElectronic Journal of Statistics, 2020, 14

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Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift

Subjects: Statistics and Probability; Polynomial; [MATH.MATH-PR] Mathematics [math]/Probability [math.PR]

  • Source: Electron. Commun. Probab.Electronic Communications in ProbabilityElectronic Communications in Probability, Institute of

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Sharp asymptotics for Fredholm Pfaffians related to interacting particle systems and random matrices

Subjects: Statistics and Probability; annihilating Brownian motions; FOS: Physical sciences

  • Source: Electron. J. Probab.

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On the completion of Skorokhod space

Subjects: Statistics and Probability; 46N30; Probability (math.PR)

  • Source: Electron. Commun. Probab.

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  • 1-10 of  83 نتائج ل ""Statistics and Probability""