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Licensed Unlicensed Requires Authentication Published by De Gruyter 1999

Nonparametric wavelet methods for nonstationary time series

From the book Probability Theory and Mathematical Statistics

  • R. von Sachs
https://doi.org/10.1515/9783112314081-053
© 2020 Walter de Gruyter GmbH, Berlin/Munich/Boston
From the book
Probability Theory and Mathematical Statistics
Probability Theory and Mathematical Statistics

Chapters in this book (65)

Frontmatter
CONTENTS
Foreword
Rate of convergence in the transference max-limit theorem
Theorems of large deviations for non-Gaussian approximation
Algorithm for calculation of joint distribution of bootstrap sample elements
Bismut type differentiation of semigroups
Random permutations and the Ewens sampling formula in genetics
On large deviations of self-normalized sum
Minimax estimation in the blurred signal model
Invariant measures of diffusion processes in Hilbert spaces and Hilbert manifolds
One term Edgeworth expansion for Student's t statistic
Asynchronous stochastic approximation and adaptation in a competitive system
Homogenization of random parabolic operator with large potential
Remarks on infinitely divisible approximations to the binomial law
Rates of convergence to stable and discrete stable laws
Normal-ordered white noise differential equations. II: Regularity properties of solutions
Line models for snowflake crystals and their Hausdorff dimension
Multiplicative strong unimodality revisited
Random walks with jumps in random environments (examples of cycle and weight representations)
Analysis of generating functions and probabilities on trees
On the distribution of roots of polynomials in sectors. Ill
Asymptotic expansions for the moments of the regret risk of classification based on mixed variables
On the structure of strong Markov continuous local Dirichlet processes
On minimax robustness of Bayesian statistical prediction
On the zeros of the Lerch zeta-function. II
The Galton-Watson tree conditioned on its height
Prognosis of experiment results, based on a two-stage examination and linking the inverse Polya distribution to Bayes' rule
Applications of semiparametric biased sampling models to AIDS vaccine and treatment trials
Bayesian estimation of common long-range dependent models
Starting an image segmentation: a level set approach
Wide-ranging interpretations of the cycle representations of Markov processes
Analysis of price, income and money demand indicators
Robustness in cluster analysis of multivariate observations
An elementary approach to filtering in systems with fractional Brownian observation noise
Bootstrap tests for parametric volatility structure in nonparametric autoregression
Value-distribution of general Dirichlet series
The Robbins-Monro type SDE and recursive estimation
A squared binomial tree approach to discrete-time bond market modelling
Strong consistency of k-centres in reflexive spaces
Asymptotic behavior of small ball probabilities
Good statistical practice in analytical chemistry
On the principle of maximum entropy on the mean as a methodology for the regularization of inverse problems
The rate of convergence in the central limit theorem for endomorphisms of two-dimensional torus
Simple methods for the analysis of multivariate and longitudinal categorical data
Trimmed sums and associated random variables in the q-domain of attraction of stable laws
p-Variation and integration of sample functions of stochastic processes
Functional central limit theorems on Lie groups. A survey
On some new results for cointegrated processes with infinite variance innovations
Sampling methods in Lithuanian official statistics. Design and parameter estimation problems
On LP-estimates of stochastic integrals
Volatility estimation and bootstrap
Random fields and central limit theorem in some generalized Holder spaces
Consistent estimation of discriminant space in mixture model by using projection pursuit
Nonparametric wavelet methods for nonstationary time series
Some results on arithmetical functions
Linear approximation of random processes and sampling design problems
Convergence of solution of stochastic equations in the space of formal series
Unified inference in survey sampling
Semiclassical analysis and a new result in excursion theory
On KPP equations with various wave front speeds, the Larson result via large deviations
Co-ordinating and monitoring the transformation process in statistics in emerging democracies and economies in transition - the Polish experience
Branching diffusions with random offspring distributions
THE ORGANIZERS
THE LIST OF SESSIONS AND ORGANIZERS
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