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Found 29 Documents (Results 1–29)

Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series. (English) Zbl 1268.62050

Rojo, Javier (ed.), Optimality. The second Erich L. Lehmann symposium. Selected papers based on the presentations at the symposium, Houston, TX, USA, May 19–22, 2004. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-66-9/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 49, 183-209 (2006).
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The exact constant in the Rosenthal inequality for random variables with mean zero. (English. Russian original) Zbl 1008.60038

Theory Probab. Appl. 46, No. 1, 127-132 (2001); translation from Teor. Veroyatn. Primen. 46, No. 1, 134-138 (2001).
MSC:  60E15
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On the exact constant for the Rosenthal inequality. (English. Russian original) Zbl 0927.60023

Theory Probab. Appl. 42, No. 2, 294-302 (1997); translation from Teor. Veroyatn. Primen. 42, No. 2, 341-350 (1997).
MSC:  60E15
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Estimation of certain characteristics of a random walk forming a martingale. (English. Russian original) Zbl 0946.60029

Theory Probab. Math. Stat. 54, 169-174 (1997); translation from Teor. Jmovirn. Mat. Stat. 54, 163-169 (1996).
MSC:  60G42 60F15 60G50
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