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Found 204 Documents (Results 1–100)

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).
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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
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Infinitely divisible limit processes for the Ewens sampling formula. (English. Russian original) Zbl 1018.60003

Lith. Math. J. 42, No. 3, 232-242 (2002); translation from Liet. Mat. Rink. 42, No. 3, 294-307 (2002).
MSC:  60B10 60E07
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On a functional limit theorem for time series constructed from shot noise processes. (English. Ukrainian original) Zbl 0990.60028

Theory Probab. Math. Stat. 63, 21-25 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 21-25 (2000).
MSC:  60F17
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Convergence in Skorokhod topology for compositions of stochastic processes. (English) Zbl 0973.60029

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 298-306 (2000).
MSC:  60F17 60G40
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Skorokhod space and Skorokhod topology in probabilistic considerations during 1956–1999. (English) Zbl 0973.60007

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 281-297 (2000).
MSC:  60B10 60F05 60F17
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A remark on Skorokhod topologies for the Skorokhod reflection problem. (English) Zbl 0971.60003

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 126-131 (2000).
MSC:  60B10 34D05 93D20
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An application of Skorokhod’s \(M_1\)-topology. (English) Zbl 0971.60004

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 111-118 (2000).
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The origins of Skorokhod’s topology. (English) Zbl 0971.60005

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 61-65 (2000).
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On Skorokhod’s convergence. (English) Zbl 0969.60008

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 53-60 (2000).
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Limit theorems for stochastic processes. (English) Zbl 0969.60007

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 23-52 (2000).
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Anatolij Vladimirovich Skorokhod (on his 70th birthday). (English. Ukrainian original) Zbl 0972.01038

Ukr. Math. J. 52, No. 9, 1321-1323 (2000); translation from Ukr. Mat. Zh. 52, No. 9, 1155-1157 (2000).
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On topological properties of the Skorokhod space. (English. Russian original) Zbl 0946.54029

Theory Probab. Appl. 43, No. 4, 640-644 (1998); translation from Teor. Veroyatn. Primen. 43, No. 4, 781-786 (1998).
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