-
1
-
-
0002340980
-
On the support of wiener functionals
-
Asymptotic problems in probability theory: Wiener functionals and asymptotics (K.D. Elworthy and N. Ikeda, eds.), Longman Scieneific & Technical, Essex
-
Aida, S., Kusuoka, S., Stroock, D.W.: On the Support of Wiener Functionals. 3-34 In: Asymptotic problems in probability theory: Wiener functionals and asymptotics (K.D. Elworthy and N. Ikeda, eds.). Pitman Research Notes in Mathematics Series 284, Longman Scieneific & Technical, Essex, 1993
-
(1993)
Pitman Research Notes in Mathematics Series
, vol.284
, pp. 3-34
-
-
Aida, S.1
Kusuoka, S.2
Stroock, D.W.3
-
2
-
-
0039657269
-
Asymptotic efficiency of statistical estimators: Concepts and higher order asymptotic efficiency
-
Berlin Heidelberg New York: Springer
-
Akahira, M., Takeuchi, K.: Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency. Lect. Notes in Stat., Berlin Heidelberg New York: Springer 1981
-
(1981)
Lect. Notes in Stat.
-
-
Akahira, M.1
Takeuchi, K.2
-
3
-
-
0000896920
-
Asymptotic expansions for the power of distribution free tests in the one-sample problem
-
Albers, W., Bickel, P.J., van Zwet, W.R.: Asymptotic expansions for the power of distribution free tests in the one-sample problem. Ann. Statist. 4, 108-156 (1976)
-
(1976)
Ann. Statist.
, vol.4
, pp. 108-156
-
-
Albers, W.1
Bickel, P.J.2
Van Zwet, W.R.3
-
4
-
-
0000932051
-
On Edgeworth expansions in the miture cases
-
Babu, G.J., Singh, K.: On Edgeworth expansions in the miture cases. Ann. Statist. 17, 443-447 (1989)
-
(1989)
Ann. Statist.
, vol.17
, pp. 443-447
-
-
Babu, G.J.1
Singh, K.2
-
6
-
-
0040125256
-
On the functional central limit theorem and the law of interated logarithm for Markov processes
-
Bhattacharya, R.N.: On the functional central limit theorem and the law of interated logarithm for Markov processes. Z. Wahr. 60, 185-201 (1982)
-
(1982)
Z. Wahr.
, vol.60
, pp. 185-201
-
-
Bhattacharya, R.N.1
-
7
-
-
0000931301
-
On the validity of the formal Edgeworth expansion
-
Bhattacharya, R.N., Ghosh, J.K.: On the validity of the formal Edgeworth expansion. Ann. Statist. 6, 434-451 (1976)
-
(1976)
Ann. Statist.
, vol.6
, pp. 434-451
-
-
Bhattacharya, R.N.1
Ghosh, J.K.2
-
10
-
-
0000640312
-
The Edgeworth expansion for U-statistics of degree two
-
Bickel, P.J., Götze, F., van Zwet, W.R.: The Edgeworth expansion for U-statistics of degree two. Ann. Statist. 14, 1463-1484 (1986)
-
(1986)
Ann. Statist.
, vol.14
, pp. 1463-1484
-
-
Bickel, P.J.1
Götze, F.2
Van Zwet, W.R.3
-
12
-
-
0003010415
-
Differential calculus and integration by parts on Poisson space
-
Albeverio, S. et al. (eds.) Dordrecht: Kluwer
-
Carlen, E.A., Pardoux, E.: Differential calculus and integration by parts on Poisson space. In: Albeverio, S. et al. (eds.) Stochastics, algebra and analysis in classical and quantum dynamics, 63-73. Dordrecht: Kluwer 1990
-
(1990)
Stochastics, Algebra and Analysis in Classical and Quantum Dynamics
, pp. 63-73
-
-
Carlen, E.A.1
Pardoux, E.2
-
14
-
-
38249006325
-
On the first-order Edgeworth expansion for a Markov chain
-
Datta, S., McCormick, W.P.: On the first-order Edgeworth expansion for a Markov chain. J. Multivatiate Analysis 44, 345-359 (1993)
-
(1993)
J. Multivatiate Analysis
, vol.44
, pp. 345-359
-
-
Datta, S.1
McCormick, W.P.2
-
15
-
-
0003155075
-
Mixing: Properties and examples
-
Springer
-
Doukhan, P.: Mixing: properties and examples. Lect. Notes in Statisit. 85, Springer 1995
-
(1995)
Lect. Notes in Statisit.
, vol.85
-
-
Doukhan, P.1
-
18
-
-
0000299549
-
Asymptotic expansions for sums of weakly dependent random vectors
-
Götze, F., Hipp, C.: Asymptotic expansions for sums of weakly dependent random vectors. Z. Wahr. 64, 211-239 (1983)
-
(1983)
Z. Wahr.
, vol.64
, pp. 211-239
-
-
Götze, F.1
Hipp, C.2
-
19
-
-
21844492049
-
Asymptotic distribution of statistics in time series
-
Götze, F., Hipp, C.: Asymptotic distribution of statistics in time series. Ann. Statist. 22, 211-239 (1994)
-
(1994)
Ann. Statist.
, vol.22
, pp. 211-239
-
-
Götze, F.1
Hipp, C.2
-
20
-
-
0003972176
-
-
Berlin Heiderberg New York London Paris Tokyo Hong Kong: Springer
-
Hall, P.: The boostrap and Edgeworth expansion. Berlin Heiderberg New York London Paris Tokyo Hong Kong: Springer 1992
-
(1992)
The Boostrap and Edgeworth Expansion
-
-
Hall, P.1
-
21
-
-
0038473210
-
Asymptotic expansions in the central limit theorem for compound and Markov processes
-
Hipp, C.: Asymptotic expansions in the central limit theorem for compound and Markov processes. Z. Wahrsch. Verw. Gebiete 69, 361-385 (1985)
-
(1985)
Z. Wahrsch. Verw. Gebiete
, vol.69
, pp. 361-385
-
-
Hipp, C.1
-
22
-
-
23044531256
-
Support theorem for jump processes of canonical type
-
Ser A
-
Ishikawa, Y.: Support theorem for jump processes of canonical type. Proc. Japan Acad. 77, Ser A, 79-83 (2001)
-
(2001)
Proc. Japan Acad.
, vol.77
, pp. 79-83
-
-
Ishikawa, Y.1
-
23
-
-
33747290552
-
Existence of the density for a singular jump process and its short time properties
-
Ishikawa, Y.: Existence of the density for a singular jump process and its short time properties. Kyushu J. Math. 55, 267-299 (2001)
-
(2001)
Kyushu J. Math.
, vol.55
, pp. 267-299
-
-
Ishikawa, Y.1
-
24
-
-
0039737644
-
Asymptotic expansions for sums of dependent variables
-
Aarhus University, Institute of Mathematics, Department of Theoretical Statistics, Aarhus
-
Jensen, J.L.: Asymptotic expansions for sums of dependent variables. Memoirs, 10. Aarhus University, Institute of Mathematics, Department of Theoretical Statistics, Aarhus, 1986.
-
(1986)
Memoirs
, vol.10
-
-
Jensen, J.L.1
-
25
-
-
0002362078
-
Asymptotic expansions for strongly mixing Harris recurrent Markov chains
-
Jensen, J.L.: Asymptotic expansions for strongly mixing Harris recurrent Markov chains. Scand. J. Statist. 16, 47-64 (1989)
-
(1989)
Scand. J. Statist.
, vol.16
, pp. 47-64
-
-
Jensen, J.L.1
-
27
-
-
0000367265
-
Weak limit theorems for stochastic integrals and stochastic differential equations
-
Kurtz, T.G., Protter, Ph.: Weak limit theorems for stochastic integrals and stochastic differential equations. Ann. Probab. 19, 1035-1070 (1991)
-
(1991)
Ann. Probab.
, vol.19
, pp. 1035-1070
-
-
Kurtz, T.G.1
Protter, P.2
-
28
-
-
77956845256
-
Application of the Malliavin calculus I
-
K. Itô (ed.), Stochastic Analysis, Katata and Kyoto Kinokuniya/North-Holland, Tokyo
-
Kusuoka, S., Stroock, D.W.: Application of the Malliavin calculus I. In: K. Itô (ed.), Stochastic Analysis, Proc. Taniguchi Inter. Symp. on Stochastic Analysis, Katata and Kyoto 1982. Kinokuniya/North-Holland, Tokyo, 271-306 (1984)
-
(1982)
Proc. Taniguchi Inter. Symp. on Stochastic Analysis
, pp. 271-306
-
-
Kusuoka, S.1
Stroock, D.W.2
-
29
-
-
0034419862
-
Malliavin calculus, geometric mixing, and expansion of diffusion functionals
-
Kusuoka, S., Yoshida, N.: Malliavin Calculus, Geometric Mixing, and Expansion of Diffusion Functionals. Prob. Theory Related Fields 116, 457-484 (2000)
-
(2000)
Prob. Theory Related Fields
, vol.116
, pp. 457-484
-
-
Kusuoka, S.1
Yoshida, N.2
-
30
-
-
0004004003
-
Statistical inference for spatial Poisson
-
Berlin Heiderberg New York London Paris Tokyo Hong Kong: Springer
-
Kutoyants, Yu. A.: Statistical inference for spatial Poisson processes. Lect. Notes in Statistics 134, Berlin Heiderberg New York London Paris Tokyo Hong Kong: Springer 1998
-
(1998)
Processes. Lect. Notes in Statistics
, vol.134
-
-
Kutoyants, Yu.A.1
-
32
-
-
0042568472
-
Refinements in the asymptotic expansions for the sums of weakly dependent random vectors
-
Lahiri, S.N.: Refinements in the asymptotic expansions for the sums of weakly dependent random vectors. Ann. Probab. 21, 791-799 (1993)
-
(1993)
Ann. Probab.
, vol.21
, pp. 791-799
-
-
Lahiri, S.N.1
-
33
-
-
0042902237
-
Asymptotic expansions for sums of random vectors under polynomial mixing rates
-
Ser. A
-
Lahiri, S.N.: Asymptotic expansions for sums of random vectors under polynomial mixing rates. Sankhyā 58, Ser. A, 206-224 (1996)
-
(1996)
Sankhyā
, vol.58
, pp. 206-224
-
-
Lahiri, S.N.1
-
35
-
-
0141710411
-
Support theorems for a class of anticipating stochastic differential equations
-
Millet, A., Nualart, D.: Support theorems for a class of anticipating stochastic differential equations. Stochastics and Stochastics Reports 39, 1-24 (1992)
-
(1992)
Stochastics and Stochastics Reports
, vol.39
, pp. 1-24
-
-
Millet, A.1
Nualart, D.2
-
36
-
-
0009561632
-
Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach
-
Mykland, P.A.: Asymptotic expansions and bootstrapping distributions for dependent variables: a martingale approach. Ann. Statist. 20, No. 2, 623-654 (1992)
-
(1992)
Ann. Statist.
, vol.20
, Issue.2
, pp. 623-654
-
-
Mykland, P.A.1
-
37
-
-
0001168952
-
Asymptotic expansions for martingales
-
Mykland, P.A.: Asymptotic expansions for martingales. Ann. Probab. 21, 800-818 (1993)
-
(1993)
Ann. Probab.
, vol.21
, pp. 800-818
-
-
Mykland, P.A.1
-
38
-
-
0038811030
-
Martingale expansions and second order inference
-
Mykland, P.A.: Martingale expansions and second order inference. Ann. Statist. 23, 707-731 (1995)
-
(1995)
Ann. Statist.
, vol.23
, pp. 707-731
-
-
Mykland, P.A.1
-
39
-
-
0000224359
-
More exact statements of limit theorems for homogeneous Markov chains
-
Nagaev, S.V.: More exact statements of limit theorems for homogeneous Markov chains. Theory Probab. Appl. 6, 62-81 (1961)
-
(1961)
Theory Probab. Appl.
, vol.6
, pp. 62-81
-
-
Nagaev, S.V.1
-
40
-
-
0010806785
-
Integration by parts for jump processes
-
Séminaire de Probabilités, XXII, Springer, Berlin
-
Norris, J.R.: Integration by parts for jump processes. Séminaire de Probabilités, XXII, 271-315, Lecture Notes in Math., 1321, Springer, Berlin, 1988
-
(1988)
Lecture Notes in Math.
, vol.1321
, pp. 271-315
-
-
Norris, J.R.1
-
41
-
-
0000568691
-
Anticipative calculus for the Poisson processes based on the Fock space
-
Azéma, J., Meyer, P.A., Yor, M. (eds.) Séminaire de Probabilités XXIV 1988/89, Berlin Heiderberg New York London Paris Tokyo Hong Kong: Springer
-
Nualart, D., Vives, J.: Anticipative calculus for the Poisson processes based on the Fock space. In: Azéma, J., Meyer, P.A., Yor, M. (eds.) Séminaire de Probabilités XXIV 1988/89, Lecture Notes in Mathematics 1426, 154-165, Berlin Heiderberg New York London Paris Tokyo Hong Kong: Springer 1990
-
(1990)
Lecture Notes in Mathematics
, vol.1426
, pp. 154-165
-
-
Nualart, D.1
Vives, J.2
-
42
-
-
0003715218
-
Principles of statistical inference
-
NJ: World Scientific Publishing
-
Pace, L., Salvan, A.: Principles of statistical inference. From a neo-Fisherian perspective. NJ: World Scientific Publishing 1997
-
(1997)
From A Neo-fisherian Perspective
-
-
Pace, L.1
Salvan, A.2
-
43
-
-
0039345992
-
Asymptotic expansions for general statistical models
-
New York Heidelberg Berlin Tokyo: Springer
-
Pfanzagl, J.: Asymptotic expansions for general statistical models. Lect. Notes in Stat. 31, New York Heidelberg Berlin Tokyo: Springer 1985
-
(1985)
Lect. Notes in Stat.
, vol.31
-
-
Pfanzagl, J.1
-
44
-
-
21344452930
-
Formules de dualité sur l'espace de Poisson
-
Picard, J.: Formules de dualité sur l'espace de Poisson. Ann. Inst. Henri Poincaré 32, 509-548 (1996)
-
(1996)
Ann. Inst. Henri Poincaré
, vol.32
, pp. 509-548
-
-
Picard, J.1
-
45
-
-
0030209542
-
On the existence of smooth densities for jump processes
-
Picard, J.: On the existence of smooth densities for jump processes. Probab. Theory Relat. Fields 105, 481-511 (1996)
-
(1996)
Probab. Theory Relat. Fields
, vol.105
, pp. 481-511
-
-
Picard, J.1
-
46
-
-
0002514443
-
Chaotic and variational calculus in discrete and continuous time for the Poisson process
-
Privault, N.: Chaotic and variational calculus in discrete and continuous time for the Poisson process. Stochastics, 51, 83-109 (1994)
-
(1994)
Stochastics
, vol.51
, pp. 83-109
-
-
Privault, N.1
-
47
-
-
0000428837
-
A transfer principle from Wiener to Poisson space and applications
-
Privault, N.: A transfer principle from Wiener to Poisson space and applications. Journal of Functional Analysis, 132, 335-360 (1995)
-
(1995)
Journal of Functional Analysis
, vol.132
, pp. 335-360
-
-
Privault, N.1
-
48
-
-
0030545141
-
A different quantum stochastic calculus for the poisson process
-
Privault, N.: A different quantum stochastic calculus for the poisson process. Probability Theory and Related Fields, 105, 255-278 (1996)
-
(1996)
Probability Theory and Related Fields
, vol.105
, pp. 255-278
-
-
Privault, N.1
-
49
-
-
85132364916
-
Exponential convergence of Langevin distributions and their discrete approximations
-
Roberts, G.O., Tweedie, R.L.: Exponential convergence of Langevin distributions and their discrete approximations. Bernoulli 2 (4), 341-363 (1996)
-
(1996)
Bernoulli
, vol.2
, Issue.4
, pp. 341-363
-
-
Roberts, G.O.1
Tweedie, R.L.2
-
50
-
-
0031484063
-
Time series regression with long-range dependence
-
Robinson, P.M., Hidalgo, F.J.: Time series regression with long-range dependence. Annals Statistics 25, 77-104 (1997)
-
(1997)
Annals Statistics
, vol.25
, pp. 77-104
-
-
Robinson, P.M.1
Hidalgo, F.J.2
-
52
-
-
0348101713
-
Third order asymptotic expansions for diffusion processes
-
The Institute of Statistical Mathematics, Tokyo
-
Sakamoto, Y., Yoshida, N.: Third order asymptotic expansions for diffusion processes. Cooperative Research Report 107, 53-60, The Institute of Statistical Mathematics, Tokyo 1998
-
(1998)
Cooperative Research Report
, vol.107
, pp. 53-60
-
-
Sakamoto, Y.1
Yoshida, N.2
-
55
-
-
0033147984
-
Théorème de support pour processus à sauts
-
Série 1
-
Simon, T.: Théorème de support pour processus à sauts. C. R. Acad. Sci. Paris, 328, Série 1, 1075-1080 (1999)
-
(1999)
C. R. Acad. Sci. Paris
, vol.328
, pp. 1075-1080
-
-
Simon, T.1
-
58
-
-
0039082620
-
Limit theorems for sums of random variables that are connected in a Markov chain I, II, III
-
Statulevicius, V.: Limit theorems for sums of random variables that are connected in a Markov chain I, II, III. Litovsk. Mat. Sb. 9, 345-362. 9, 635-672 (1969); 10, 161-169 (1970)
-
Litovsk. Mat. Sb.
, vol.9
, pp. 345-362
-
-
Statulevicius, V.1
-
59
-
-
0040860899
-
-
Statulevicius, V.: Limit theorems for sums of random variables that are connected in a Markov chain I, II, III. Litovsk. Mat. Sb. 9, 345-362. 9, 635-672 (1969); 10, 161-169 (1970)
-
(1969)
Litovsk. Mat. Sb.
, vol.9
, pp. 635-672
-
-
-
60
-
-
0041886482
-
-
Statulevicius, V.: Limit theorems for sums of random variables that are connected in a Markov chain I, II, III. Litovsk. Mat. Sb. 9, 345-362. 9, 635-672 (1969); 10, 161-169 (1970)
-
(1970)
Litovsk. Mat. Sb.
, vol.10
, pp. 161-169
-
-
-
62
-
-
0000395295
-
On the support of diffusion processes with applications to the strong maximum principle
-
Univ. California Press
-
Stroock, D.W., Varadhan, S.R.S.: On the support of diffusion processes with applications to the strong maximum principle. In: Proc. 6th Berkeley Symp. Math. Statist. Probab. III, 333-359, Univ. California Press 1972
-
(1972)
Proc. 6th Berkeley Symp. Math. Statist. Probab.
, vol.3
, pp. 333-359
-
-
Stroock, D.W.1
Varadhan, S.R.S.2
-
63
-
-
0009314705
-
Speeds of convergence for the multidimensional central limit theorem
-
Sweeting, T.J.: Speeds of convergence for the multidimensional central limit theorem, Ann. Probab. 5, 28-41 (1977)
-
(1977)
Ann. Probab.
, vol.5
, pp. 28-41
-
-
Sweeting, T.J.1
-
64
-
-
0010173370
-
Higher order asymptotic theory for time series analysis
-
Berlin Heidelberg New York: Springer
-
Taniguchi, M.: Higher order asymptotic theory for time series analysis. Lect. Notes in Stat. 68, Berlin Heidelberg New York: Springer 1991
-
(1991)
Lect. Notes in Stat.
, vol.68
-
-
Taniguchi, M.1
-
66
-
-
84972581836
-
Applications of Malliavin's calculus to time-dependent systems of heat equations
-
Taniguchi, S.: Applications of Malliavin's calculus to time-dependent systems of heat equations. Osaka J. Math. 22, 307-320 (1985)
-
(1985)
Osaka J. Math.
, vol.22
, pp. 307-320
-
-
Taniguchi, S.1
-
68
-
-
0000342149
-
Bounds for the mixing rate in the theory of stochastic equations
-
Veretennikov, A. Yu.: Bounds for the mixing rate in the theory of stochastic equations. Theory Probab. Appl. 32, 273-281 (1987)
-
(1987)
Theory Probab. Appl.
, vol.32
, pp. 273-281
-
-
Veretennikov, A.Yu.1
-
69
-
-
0031256573
-
On polynomial mixing bounds for stochastic differential equations
-
Veretennikov, A. Yu.: On polynomial mixing bounds for stochastic differential equations. Stoch. Processes Appl. 70, 115-127 (1997)
-
(1997)
Stoch. Processes Appl.
, vol.70
, pp. 115-127
-
-
Veretennikov, A.Yu.1
-
70
-
-
0000431807
-
Asymptotic expansion for small diffusions via the theory of Malliavin-Watanabe
-
Yoshida, N.: Asymptotic expansion for small diffusions via the theory of Malliavin-Watanabe. Prob. Theory Related Fields. 92, 275-311 (1992)
-
(1992)
Prob. Theory Related Fields
, vol.92
, pp. 275-311
-
-
Yoshida, N.1
-
71
-
-
0347471760
-
Asymptotic Expansion for Martingales with Jumps
-
The Institute of Statistical Mathematics
-
Yoshida, N.: Asymptotic Expansion for Martingales with Jumps. Research Memorandum 601. The Institute of Statistical Mathematics 1996.
-
(1996)
Research Memorandum
, vol.601
-
-
Yoshida, N.1
-
72
-
-
0038911472
-
Malliavin calculus and asymptotic expansion for martingales
-
Yoshida, N.: Malliavin calculus and asymptotic expansion for martingales. Probab. Theory Relat. Fields 109, 301-342 (1997)
-
(1997)
Probab. Theory Relat. Fields
, vol.109
, pp. 301-342
-
-
Yoshida, N.1
|