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SpringerLink电子期刊(28)

在“SpringerLink电子期刊”中，命中：28条，耗时：小于0.01 秒

在所有数据库中总计命中：64条

1. High-frequency Donsker theorems for Lévy measures

作者： Richard Nickl ; Markus Reiß ; Jakob Söhl…

关键词：High ; frequency inference ; Donsker theorem ; Lévy process ; Empirical process ; Primary 60F05 ; Secondary 60G51 ; 62G05

刊名：Probability Theory and Related Fields

出版年：2016

2. It? Calculus without Probability in Idealized Financial Markets*

作者： Vladimir Vovk

关键词：60G17 ; 60G05 ; 60G44 ; 91G99 ; continuous time ; càdlàg price paths ; incomplete markets ; pathwise quadratic variation ; pathwise stochastic ; integration

刊名：Lithuanian Mathematical Journal

出版年：2015

3. New Non-uniform Bounds on Poisson Approximation for Dependent Bernoulli Trials

作者： K. Teerapabolarn

关键词：Bernoulli random variable ; Poisson approximation ; Non ; uniform bound ; Stein–Chen method ; 60F05 ; 60G05

刊名：Bulletin of the Malaysian Mathematical Sciences Society

出版年：2015

4. Assessing the Dependence Structure of the Components of Hybrid Time Series Processes Using Mutual Information

作者： Apratim Guha

关键词：Hybrid time series ; Information theory ; Mutual information ; Neuroscience ; Nonparametric estimation ; Point processes ; Primary 62M10 ; Secondary 60G55 ; 62G05 ; 94A15

刊名：Sankhya B

出版年：2015

5. A Note on Wiener–Hopf Factorization for Markov Additive Processes

作者：Przemys?aw Klusik (1)
Zbigniew Palmowski (1)

关键词：Levy process ; Wiener–Hopf factorization ; 60G05 ; 60G51 ; 60J25 ; 60J75

刊名：Journal of Theoretical Probability

出版年：2014

6. Composite hierachical linear quantile regression

作者：Yan-liang Chen (1)
Mao-zai Tian (1)
Ke-ming Yu (2) (3)
Jian-xin Pan (4) (5)

1. Center for Applied Statistics ; School of Statistics ; Renmin University of China ; Beijing ; 100872 ; China
2. School of Business ; Shihezi University ; Shihezi ; 832003 ; China
3. Mathematical Sciences ; John Crank 209 ; Brunel University ; Uxbridge ; UB8 3PH ; UK
4. School of Mathematics ; The University of Manchester ; Oxford Road ; Manchester ; M13 9PL ; UK
5. School of Statistics and Mathematics ; Yunnan University of Finance and Economics ; Kunming ; 650221 ; China

关键词：multilevel model ; composite quantile regression ; E ; CQ algorithm ; fixed effects ; random effects ; 62G05 ; 62G20 ; 60G42

刊名：Acta Mathematicae Applicatae Sinica, English Series

出版年：2014

7. Concentration curve for truncated and censored data

作者：S. M. Tze (1)

关键词：left truncation ; right censorship ; product ; limit process ; strong Gaussian approximations ; Lorenz curve ; concentration curve ; law of the iterated logarithm ; 60F15 ; 60G17 ; 62G05 ; 62G30

刊名：Mathematical Methods of Statistics

出版年：2014

8. Limit theorems for von Mises statistics of a measure preserving transformation

作者：Manfred Denker (1)
Mikhail Gordin (2) (3)

关键词：Von Mises statistic ; Measure preserving transformation ; Projective tensor product ; Ergodic theorem ; Hoeffding decomposition ; Central limit theorem ; Martingale approximation ; Primary 60F05 ; 60F15 ; 60G10 ; 28D05 ; 28A35 ; 37A30 ; Secondary 28A33 ; 60A10 ; 60B10 ; 62E20 ; 62G05

刊名：Probability Theory and Related Fields

出版年：2014

9. Kernel quantile estimator with ICI adaptive bandwidth selection technique

作者：Jie Yu Fan (1)
Man Lai Tang (2)
Mao Zai Tian (3) (4)

关键词：Adaptive bandwidth selection ; ICI principle ; kernel estimator ; quantiles ; 62G05 ; 62G20 ; 60G42

刊名：Acta Mathematica Sinica

出版年：2014

10. The covariation for Banach space valued processes and applications

作者：Cristina Di Girolami (1) (2)
Giorgio Fabbri (3)
Francesco Russo (4)

关键词：Calculus via regularization ; Infinite dimensional analysis ; Clark–Ocone formula ; It? formula ; Quadratic variation ; Stochastic partial differential equations ; Kolmogorov equation ; 60G22 ; 60H05 ; 60H07 ; 60H15 ; 60H30 ; 26E20 ; 35K90 ; 46G05

刊名：Metrika

出版年：2014

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