Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca Sample path large deviations for order statistics. (English) Zbl 1229.62058 J. Appl. Probab. 48, No. 1, 238-257 (2011). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G30 60F10 PDFBibTeX XMLCite \textit{K. R. Duffy} et al., J. Appl. Probab. 48, No. 1, 238--257 (2011; Zbl 1229.62058) Full Text: DOI
Ferger, D.; Vogel, D. Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space. (English. Russian original) Zbl 1239.60019 Theory Probab. Appl. 54, No. 4, 609-625 (2010) and Teor. Veroyatn. Primen. 54, No. 4, 750-770 (2009). Reviewer: Hannelore Liero (Potsdam) MSC: 60F05 60G99 62M99 PDFBibTeX XMLCite \textit{D. Ferger} and \textit{D. Vogel}, Theory Probab. Appl. 54, No. 4, 609--625 (2010; Zbl 1239.60019) Full Text: DOI arXiv
Hein, Claudia; Imkeller, Peter; Pavlyukevich, Ilya Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. (English) Zbl 1218.60027 Duan, Jinqiao (ed.) et al., Recent development in stochastic dynamics and stochastic analysis. Dedicated to Zhi-Yuan Zhang on the occasion of his 75th birthday. Hackensack, NJ: World Scientific (ISBN 978-981-4277-25-9/hbk). Interdisciplinary Mathematical Sciences 8, 161-175 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60F17 60G52 60H10 62F10 62M10 86A40 PDFBibTeX XMLCite \textit{C. Hein} et al., Interdiscip. Math. Sci. 8, 161--175 (2010; Zbl 1218.60027)
Ma, Chunhua A note on “Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises”. (English) Zbl 1203.62141 Stat. Probab. Lett. 80, No. 19-20, 1528-1531 (2010). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{C. Ma}, Stat. Probab. Lett. 80, No. 19--20, 1528--1531 (2010; Zbl 1203.62141) Full Text: DOI
Lan, Yan; Banerjee, Moulinath; Michailidis, George Change-point estimation under adaptive sampling. (English) Zbl 1168.62018 Ann. Stat. 37, No. 4, 1752-1791 (2009). MSC: 62F12 62J02 62M09 62E20 62L12 62M10 PDFBibTeX XMLCite \textit{Y. Lan} et al., Ann. Stat. 37, No. 4, 1752--1791 (2009; Zbl 1168.62018) Full Text: DOI arXiv
Boysen, Leif; Kempe, Angela; Liebscher, Volkmar; Munk, Axel; Wittich, Olaf Consistencies and rates of convergence of jump-penalized least squares estimators. (English) Zbl 1155.62034 Ann. Stat. 37, No. 1, 157-183 (2009). MSC: 62G20 62G05 41A25 41A10 62G08 60F05 PDFBibTeX XMLCite \textit{L. Boysen} et al., Ann. Stat. 37, No. 1, 157--183 (2009; Zbl 1155.62034) Full Text: DOI arXiv Euclid
Rahimov, I. Deterministic approximation of a sequence of nearly critical branching processes. (English) Zbl 1154.60070 Stochastic Anal. Appl. 26, No. 5, 1013-1024 (2008). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 62F12 60G99 PDFBibTeX XMLCite \textit{I. Rahimov}, Stochastic Anal. Appl. 26, No. 5, 1013--1024 (2008; Zbl 1154.60070) Full Text: DOI
Boysen, Leif; Liebscher, Volkmar; Munk, Axel; Wittich, Olaf Scale space consistency of piecewise constant least squares estimators – another look at the regressogram. (English) Zbl 1176.62033 Cator, Eric A. (ed.) et al., Asymptotics: particles, processes and inverse problems. Festschrift for Piet Groeneboom. Papers based on the presentations at the workshop, Delft, The Netherland, July 10–14, 2006. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-71-3/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 55, 65-84 (2007). MSC: 62G08 62G20 65C60 41A10 PDFBibTeX XMLCite \textit{L. Boysen} et al., IMS Lect. Notes, Monogr. Ser. 55, 65--84 (2007; Zbl 1176.62033) Full Text: DOI arXiv
Coquet, François; Toldo, Sandrine Convergence of values in optimal stopping and convergence of optimal stopping times. (English) Zbl 1144.62067 Electron. J. Probab. 12, 207-228 (2007). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 62L15 60G40 60Fxx 91A60 91A80 PDFBibTeX XMLCite \textit{F. Coquet} and \textit{S. Toldo}, Electron. J. Probab. 12, 207--228 (2007; Zbl 1144.62067) Full Text: DOI arXiv EuDML
Bandyopadhyay, Uttam; Das, Radhakanta; Biswas, Atanu Fixed width confidence interval of \(P(X<Y)\) in partial sequential sampling scheme. (English) Zbl 1023.62082 Sequential Anal. 22, No. 1-2, 75-93 (2003). MSC: 62L12 62G15 PDFBibTeX XMLCite \textit{U. Bandyopadhyay} et al., Sequential Anal. 22, No. 1--2, 75--93 (2003; Zbl 1023.62082) Full Text: DOI
Avram, Florin; Taqqu, Murad S. Robustness of the \(R/S\) statistic for fractional stable noises. (English) Zbl 0968.62037 Stat. Inference Stoch. Process. 3, No. 1-2, 69-83 (2000). MSC: 62F35 62M10 60G18 62F12 60E07 60F17 PDFBibTeX XMLCite \textit{F. Avram} and \textit{M. S. Taqqu}, Stat. Inference Stoch. Process. 3, No. 1--2, 69--83 (2000; Zbl 0968.62037) Full Text: DOI
Ragbi, Bouameur Weak convergence for rectangles-indexed weighted empirical \(U\)-statistic under mixing conditions. (Convergence faible de la \(U\)-statistique empirique corrigée indexée par rectangles en condition de mélange.) (French) Zbl 0820.62043 C. R. Acad. Sci., Paris, Sér. I 320, No. 7, 871-874 (1995). MSC: 62G20 60F05 PDFBibTeX XMLCite \textit{B. Ragbi}, C. R. Acad. Sci., Paris, Sér. I 320, No. 7, 871--874 (1995; Zbl 0820.62043)
Harel, Michel; O’Cinneide, Colm A.; Schneider, Helmut Asymptotics of the sample renewal function. (English) Zbl 0814.62027 J. Math. Anal. Appl. 189, No. 1, 240-255 (1995). MSC: 62G20 60K05 62E20 60F05 62G07 PDFBibTeX XMLCite \textit{M. Harel} et al., J. Math. Anal. Appl. 189, No. 1, 240--255 (1995; Zbl 0814.62027) Full Text: DOI
Utikal, Klaus J. Nonparametric inference for a doubly stochastic Poisson process. (English) Zbl 0782.62050 Stochastic Processes Appl. 45, No. 2, 331-349 (1993). Reviewer: A.V.Nagaev (Tashkent) MSC: 62G07 62M99 62G20 60F05 62G10 PDFBibTeX XMLCite \textit{K. J. Utikal}, Stochastic Processes Appl. 45, No. 2, 331--349 (1993; Zbl 0782.62050) Full Text: DOI
Davidsen, Michael; Jacobsen, Martin Weak convergence of two-sided stochastic integrals, with an application to models for left truncated survival data. (English) Zbl 0733.62093 Statistical inference in stochastic processes, Probab., Pure Appl. 6, 167-182 (1991). MSC: 62M09 60F05 60G17 60H05 PDFBibTeX XML
Mustafi, C. K. The median absolute deviation of residual life data and weak convergence of a related stochastic process. (English) Zbl 0725.60021 J. Stat. Plann. Inference 27, No. 2, 231-236 (1991). Reviewer: Z.Rychlik (Lublin) MSC: 60F05 60F15 62E20 PDFBibTeX XMLCite \textit{C. K. Mustafi}, J. Stat. Plann. Inference 27, No. 2, 231--236 (1991; Zbl 0725.60021) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions. (English) Zbl 0719.62029 J. Stat. Plann. Inference 25, No. 2, 163-186 (1990). Reviewer: R.Helmers (Amsterdam) MSC: 62E20 60F05 60B10 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Stat. Plann. Inference 25, No. 2, 163--186 (1990; Zbl 0719.62029) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes. (English) Zbl 0705.62083 Ann. Probab. 18, No. 3, 1361-1387 (1990). Reviewer: Zhengyuan Lin MSC: 62M10 60F05 62E20 60J05 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, Ann. Probab. 18, No. 3, 1361--1387 (1990; Zbl 0705.62083) Full Text: DOI
Chang, I-Shou; Hsiung, Chao A. Likelihood process in parametric model of censored data with staggered entry-asymptotic properties and applications. (English) Zbl 0666.62029 J. Multivariate Anal. 24, No. 1, 31-45 (1988). Reviewer: M.Akahira MSC: 62F12 62M09 62A01 60G44 62E20 62N05 PDFBibTeX XMLCite \textit{I-S. Chang} and \textit{C. A. Hsiung}, J. Multivariate Anal. 24, No. 1, 31--45 (1988; Zbl 0666.62029) Full Text: DOI
Phelan, Michael J.; Prabhu, N. U. Nonparametric estimation from queues arising in staggered entry clinical trials. (English) Zbl 0661.62033 Applied mathematics and computing, Trans. 5th Army Conf., West Point, NY 1987, ARO Rep. 88-1, 589-596 (1988). MSC: 62G05 62P10 60K30 PDFBibTeX XML
Pons, Odile; de Turckheim, Élisabeth Estimation in Cox’s periodic model with a histogram-type estimator for the underlying intensity. (English) Zbl 0667.62066 Scand. J. Stat., Theory Appl. 14, No. 4, 329-345 (1987). MSC: 62M09 62E20 60F05 62M99 PDFBibTeX XMLCite \textit{O. Pons} and \textit{É. de Turckheim}, Scand. J. Stat. 14, 329--345 (1987; Zbl 0667.62066)
Genon-Catalot, V.; Laredo, C. Limit theorems for the first hitting times process of a diffusion and statistical applications. (English) Zbl 0655.62088 Scand. J. Stat., Theory Appl. 14, 143-160 (1987). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M05 60F05 62F12 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Laredo}, Scand. J. Stat. 14, 143--160 (1987; Zbl 0655.62088)
Dahlhaus, Rainer Asymptotic normality of spectral estimates. (English) Zbl 0579.62082 J. Multivariate Anal. 16, 412-431 (1985). Reviewer: N.N.Leonenko MSC: 62M15 62M10 60F05 62E20 PDFBibTeX XMLCite \textit{R. Dahlhaus}, J. Multivariate Anal. 16, 412--431 (1985; Zbl 0579.62082) Full Text: DOI
Jacob, Pierre Estimation du contour discontinu d’un processus ponctuel sur le plan. (Estimation of the discontinuous contour of a point process in the plane). (French) Zbl 0652.62086 Publ. Inst. Stat. Univ. Paris 29, No. 3-4, 1-26 (1984). MSC: 62M09 62E20 60G55 62G05 60F25 PDFBibTeX XMLCite \textit{P. Jacob}, Publ. Inst. Stat. Univ. Paris 29, No. 3--4, 1--26 (1984; Zbl 0652.62086)
Portnoy, Stephen Tightness of the sequence of empiric c.d.f. processes defined from regression fractiles. (English) Zbl 0568.62065 Robust and nonlinear time series analysis, Proc. Workshop, Heidelberg/Ger. 1983, Lect. Notes Stat., Springer-Verlag 26, 231-246 (1984). Reviewer: H.H.Bock MSC: 62J05 62G05 60F05 PDFBibTeX XML
Lo, Albert Y. Bayesian nonparametric statistical inference for Poisson point processes. (English) Zbl 0482.62078 Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 55-66 (1982). MSC: 62M09 60G55 62F15 60G57 62G05 PDFBibTeX XMLCite \textit{A. Y. Lo}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 55--66 (1982; Zbl 0482.62078) Full Text: DOI