×

Found 101 Documents (Results 1–100)

Quadratic approximation for log-likelihood ratio processes. (English) Zbl 1383.62043

Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 179-215 (2017).
MSC:  62E20 62F12 62M20
PDFBibTeX XMLCite
Full Text: DOI

Distances on spaces of high-dimensional linear stochastic processes: a survey. (English) Zbl 1334.60002

Nielsen, Frank (ed.), Geometric theory of information. Selected and revised contributions of the first conference on the geometric sciences of information, GSI, Paris, France, August 2013. Cham: Springer (ISBN 978-3-319-05316-5/hbk; 978-3-319-05317-2/ebook). Signals and Communication Technology, 219-242 (2014).
PDFBibTeX XMLCite
Full Text: DOI

On Hellinger processes for parametric families of experiments. (English) Zbl 0945.62008

Kabanov, Yu. M. (ed.) et al., Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 41-61 (1997).
MSC:  62B15
PDFBibTeX XMLCite

Strong convergence of statistical experiments and Hellinger processes. (English) Zbl 0904.62005

Shiryaev, A. N. (ed.) et al., Frontiers in pure and applied probability II. Proceedings of the fourth Russian-Finnish symposium on probability theory and mathematical statistics. Moscow (Russia), October 3-8, 1993. Moskva: TVP. Front. Pure Appl. Probab. 8, 139-152 (1996).
MSC:  62B15 60F15 60F05
PDFBibTeX XMLCite

Limit theorems for the local density of measures in the hypotheses testing problems of counting processes. (English) Zbl 0841.62075

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 497-515 (1994).
MSC:  62M07 60F10
PDFBibTeX XMLCite

On the convergence of sequences of semimartingales and their components. (English. Russian original) Zbl 0841.60029

Proc. Steklov Inst. Math. 202, 35-95 (1994); translation from Tr. Mat. Inst. Steklova 202, 42-119 (1993).
MSC:  60G44 62A01 62M99
PDFBibTeX XMLCite

On predictable tests of \((c_ n)\)-consistency of estimates. (English. Russian original) Zbl 0677.62026

Theory Probab. Appl. 32, No. 3, 477-489 (1987); translation from Teor. Veroyatn. Primen. 32, No. 3, 523-536 (1987).
Reviewer: Zhidong Bai
MSC:  62F12 62F10
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Author

all top 5

Year of Publication

all top 3

Main Field

all top 3

Software