:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Telschow, Fabian, Schwartzman, Armin, Cheng, Dan, Pranav, Pratyush
Format:	Preprint
Published:	2019
Subjects:	Statistics Theory 62M40
Online Access:	https://arxiv.org/abs/1908.02493
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics
by: Telschow, Fabian J. E., et al.
Published: (2020)

SCoRE Sets: A Versatile Framework for Simultaneous Inference
by: Telschow, Fabian J. E., et al.
Published: (2023)

Aliasing Effects for Samples of Spin Random Fields on the Sphere
by: Durastanti, Claudio
Published: (2024)

Simultaneous Confidence Bands for Functional Data Using the Gaussian Kinematic Formula
by: Telschow, Fabian J. E., et al.
Published: (2019)

Extrapolation Problem for Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2025)

The Integer-valued Moving-Average Random Field
by: Silbernagel, Angelika, et al.
Published: (2026)

Object detection under the linear subspace model with application to cryo-EM images
by: Eldar, Amitay, et al.
Published: (2024)

Cluster size distributions of discrete random fields
by: Cheng, Dan, et al.
Published: (2026)

Frame-constrained Total Variation Regularization for White Noise Regression
by: del Álamo, Miguel, et al.
Published: (2018)

Filtering of Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2016)

Fractional Cointegration of Geometric Functionals
by: Caponera, Alessia, et al.
Published: (2025)

Detecting relevant deviations from the white noise assumption for non-stationary time series
by: Bastian, Patrick
Published: (2024)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
by: Tchouanti, Josué, et al.
Published: (2024)

Testing LRD in the spectral domain for functional time series in manifolds
by: Ruiz-Medina, M. D., et al.
Published: (2024)

Inverse set estimation and inversion of simultaneous confidence intervals
by: Ren, Junting, et al.
Published: (2022)

Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025)

Parameter Estimation for Partially Observed Affine and Polynomial Processes
by: Kallsen, Jan, et al.
Published: (2025)

Estimation of the long-run variance of nonlinear time series with an application to change point analysis
by: Characiejus, Vaidotas, et al.
Published: (2024)

On the spatial extent of extreme threshold exceedances
by: Cotsakis, Ryan, et al.
Published: (2024)

Minimax-robust interpolation problem for periodically correlated isotropic on a sphere random field
by: Golichenko, Iryna, et al.
Published: (2025)

Estimation of Lévy-driven CARMA models under renewal sampling
by: Bosserhoff, Frank, et al.
Published: (2026)

Estimation of the intercept parameter in integrated Galton-Watson processes
by: Lu, Yang
Published: (2026)

Wavelet-Based Density Estimation for Persistent Homology
by: Häberle, Konstantin, et al.
Published: (2023)

Bootstrapping Estimators based on the Block Maxima Method
by: Bücher, Axel, et al.
Published: (2024)

A statistical framework for analyzing shape in a time series of random geometric objects
by: van Delft, Anne, et al.
Published: (2023)

Estimating conditional Mann-Whitney effects using pseudo-observation-based regression
by: Dobler, Dennis, et al.
Published: (2026)

At the edge of Donsker's Theorem: Asymptotics of multiscale scan statistics
by: Köhne, Johann, et al.
Published: (2025)

Two step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
by: Fujimori, Kou, et al.
Published: (2024)

Nonparametric Test for Volatility in Clustered Multiple Time Series
by: Barrios, Erniel B., et al.
Published: (2021)

Null-Validated Topological Signatures of Financial Market Dynamics
by: Akingbade, Samuel W.
Published: (2026)

Asymptotic Analysis and Practical Evaluation of Jump Rate Estimators in Piecewise-Deterministic Markov Processes
by: Azaïs, Romain, et al.
Published: (2025)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)

Finite-Sample Valid Rank Confidence Sets for a Broad Class of Statistical and Machine Learning Models
by: Chandra, Onrina, et al.
Published: (2025)

Topology-Driven Goodness-of-Fit Tests in Arbitrary Dimensions
by: Dłotko, Paweł, et al.
Published: (2022)

Testing for unspecified periodicities in binary time series
by: Schmidtke, Finn, et al.
Published: (2024)

Nearly Optimum Properties of Certain Multi-Decision Sequential Rules for General Non-i.i.d. Stochastic Models
by: Tartakovsky, Alexander G.
Published: (2024)

A Simple Bootstrap for Chatterjee's Rank Correlation
by: Dette, Holger, et al.
Published: (2023)

A studentized permutation test in group sequential designs
by: Xu, Long-Hao, et al.
Published: (2024)

A mixture autoregressive model based on Gaussian and Student's $t$-distributions
by: Virolainen, Savi
Published: (2020)