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~person:"Jurečková, Jana"
~person:"Nishiyama, Yoichi"
~subject:"Empirical process"
~subject:"branching process"
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Empirical process
branching process
Asymptotically distribution free test
2
Consistent test
2
Weak convergence
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Asymptotically distribution free tests
1
Bahadur representations
1
Brownian bridge
1
Change point problem
1
Counting process
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Cusum test
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Diffusion process
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Discrete observation
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Discrete time observations
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Feigin-Resnick estimator
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Goodness of fit test
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Heavy tailed distribution
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Influence function
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L-statistics
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Local asymptotic normality
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Local time
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M-estimator
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Martingale
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Multiplicative intensity model
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One-step estimator
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Pareto tail index
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Small diffusion process
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Stationary density
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Stress release process
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Test for parameter change
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Trimmed mean
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Uniform consistency
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adaptive estimation
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marked point process
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maximum likelihood estimation
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multiple regression
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one-step version of M-estimator
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random change of time
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robust estimators
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Jurečková, Jana
Nishiyama, Yoichi
Dette, Holger
2
Diao, Guoqing
1
Hetzler, Benjamin
1
Khmaladze, Estate
1
Kojadinovic, Ivan
1
Koul, Hira
1
Marchlewski, Mareen
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Negri, Ilia
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Picek, Jan
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Wagener, Jens
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Weil, Wolfgang
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Annals of the Institute of Statistical Mathematics
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Goodness of fit test for ergodic diffusion processes
Negri, Ilia
;
Nishiyama, Yoichi
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
4
,
pp. 919-928
Persistent link: https://www.econbiz.de/10008467101
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2
Testing the tail index in autoregressive models
Jurečková, Jana
;
Koul, Hira
;
Picek, Jan
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
3
,
pp. 579-598
Persistent link: https://www.econbiz.de/10005029250
Saved in:
3
Local asymptotic normality of a sequential model for marked point processes and its applications
Nishiyama, Yoichi
- In:
Annals of the Institute of Statistical Mathematics
47
(
1995
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10005616169
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