519.21

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An Estimate for the Rate of Convergence in the Central Limit Theorem for Integrals of Shot Noise Processes
Asymptotic Properties of Estimator of Linear Regression Parameter in Case of Long-Range Dependent Regressors
Asymptotic Unbiasedness and Consistency of Cross-Correlogram Estimators of Response Functions in Linear Continuous Systems
Asymptotic Uniqueness of the Non-Linear Regression Model Parameter with Least Squares Estimator
Consistency of Least Squares Estimator of Linear Regression Parameter in Case of Discrete Tme and Long-Range or Weak Dependent Regressors
Consistency of the least moduli estimator in the nonlinear regression model
Convergence of Baum–Katz Series with OSV-Functions
Convergence of elements sums of autoregressive sequences with random coefficients
Convergence of Generalized Spitzer Series
Convergence of Series Whose Terms are Elements of Weakly Dependent and Strongly Dependent Gaussian Markov Sequences
Estimates for Moments of Extreme Values of the Random Process with Superadditive Moment Function
Moments Asymptotic Expansion of the Least Squares Estimator of the Vector-Parameter of Nonlinear Regression with Correlated Observations
On asymptotic properties of the crosscorrelogram estimators of impulse response functions in linear systems
On continuous modifications of poisson and binomial distributions
On correlation properties of the cross-correlogram estimators of impulse response functions
On the unique M-estimates of nonlinear regression model parameters
Periodogram Estimator Properties of the Parameters of the Modulate almost Periodic Signal
Periodogram Estimator Properties of the Parameters of the Regression Model with Strongly Dependent Noise
PRV Conditions of Unbounded of Solution of Stochastic Differential Equation
Research of the modified estimation properties of random variable's variance on sample of independent observations
Reserching Electrical Activity of Hippocampal Neurons in Culture
Some asymptotic properties of dispersion matrices of the estimation error for kalman-bjusy filters
Strong Law of Large Numbers for Random Variables with Superadditive Moment Function
The asymptotic behaviour of the solutions of stochastic differential equations
The equivalence and singularity conditions of gaussian-markov distributions
The estimator asymptotic behavior of the empirical risk minimization method for bayesian border
The estimator consistency of least squares parameters of a sum of harmonic oscillations in the models with strongly dependent noise
The exact order of growth of stochastic differential equation solutions with time dependent coefficient of drift
The Limit Theorems for Extreme Residuals in Linear Regression Model with Gaussian Stationary Noise
The Limit Theorems for Extreme Residuals in Nonlinear Regression Model with Gaussian Stationary Noise
Vectorial random processes and statistical tests for binary sequences
[mu]--admissibility of spectral density of strongly dependent random noise in nonlinear regression models