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  • 1-10 of  62 نتائج ل ""Statistics and Probability""

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Subject : mathematiques فلترة بواسطة : موضوع
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Academic Journal

Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models

Subjects: Additive model; Bayesian P-splines; Laplace approximation

  • Source: Statistical Modelling, 23 (5-6), 409 - 423 (2023-10)

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Academic Journal

Berry-Essén theorem for random determinants

Subjects: Malliavin derivative; Multiple stochastic integrals; Random determinant

  • Source: Statistics and Probability Letters, 197, 109804 (2023-06)

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Academic Journal

Local times for systems of non-linear stochastic heat equations

Subjects: Fourier transform; Local time; Malliavin calculus

  • Source: Stochastics and Partial Differential Equations: Analysis and Computations, 11 (1), 388 - 425 (2023-03)

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Academic Journal

On Besov regularity and local time of the solution to the stochastic heat equation

Subjects: Besov–Orlicz spaces; Haar basis; Hausdorff dimension

  • Source: Stochastics: an International Journal of Probablitiy and Stochastic Processes, 95 (6), 1120 - 1145 (2023)

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Academic Journal

Parameter estimation of discretely observed interacting particle systems

Subjects: Asymptotic normality; Consistency; Interacting particle systems

  • Source: Stochastic Processes and Their Applications, 163, 350 - 386 (2023-09)

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Academic Journal

On eigenvalues of the Brownian sheet matrix

Subjects: Brownian sheet; Dyson Brownian motion; Empirical spectral measure

  • Source: Stochastic Processes and Their Applications, 166, 104231 (2023-12)

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Academic Journal

Decompositions of moduli spaces of vector bundles and graph potentials

Subjects: 14J33 18G80 14D20 14J45; Analysis; Theoretical Computer Science

  • Source: Forum of Mathematics, Sigma, 11 (2023-03-07)

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Academic Journal

Stein’s Method Meets Computational Statistics: A Review of Some Recent Developments

Subjects: approximate Markov chain Monte Carlo; control variates; goodness-of-fit testing

  • Source: Statistical Science: A Review Journal of the Institute of Mathematical Statistics, 38 (1), 120 - 139 (2023)

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Academic Journal

From Pareto to Weibull – A Constructive Review of Distributions on ℝ+

Subjects: exponential cut-off; flexible modelling; Pareto distribution

  • Source: International Statistical Review, 91 (1), 35 - 54 (2023-04)

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Academic Journal

High-dimensional estimation of quadratic variation based on penalized realized variance

Subjects: Bernstein’s inequality; LASSO estimation; Low rank estimation

  • Source: Statistical Inference for Stochastic Processes, 26 (2), 331 - 359 (2023-07)

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  • 1-10 of  62 نتائج ل ""Statistics and Probability""