Cover Image

Asymptotic e-processes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Massiani, Pierre-François, Schulze, Sebastian, Mollenhauer, Mattes
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Methodology 62L10 (Primary) 60G07, 60G42 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The power of forgetting in statistical hypothesis testing
by: Vovk, Vladimir
Published: (2024)

Asymptotic uniqueness in long-term prediction
by: Vovk, Vladimir
Published: (2023)

Multiple testing in game-theoretic probability: pictures and questions
by: Vovk, Vladimir
Published: (2024)

The diachronic Bayesian
by: Vovk, Vladimir
Published: (2023)

On lead-lag estimation of non-synchronously observed point processes
by: Shiotani, Takaaki, et al.
Published: (2026)

Nonparametric estimation of trawl processes: Theory and applications
by: Sauri, Orimar, et al.
Published: (2022)

Catoni-style confidence sequences for heavy-tailed mean estimation
by: Wang, Hongjian, et al.
Published: (2022)

Target-Oriented Statistical Compression: Sufficiency, Reverse Martingales, and Sequential Monitoring
by: Chang, Yuan-chin Ivan
Published: (2026)

Predictive Inference via Kernel Density Estimates
by: Hilbert, Torey
Published: (2026)

Low-Rank and Sparse Drift Estimation for High-Dimensional Lévy-Driven Ornstein--Uhlenbeck Processes
by: Palaisti, Marina
Published: (2026)

An optimality property of the Bayes-Kelly algorithm
by: Vovk, Vladimir
Published: (2024)

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

On a $T_1$ Transport inequality for the adapted Wasserstein distance
by: Park, Jonghwa
Published: (2025)

Sharp Decoupling Inequalities for the Variances and Second Moments of Sums of Dependent Random Variables
by: de la Pena, Victor H., et al.
Published: (2025)

Martingale Posterior Predictive Coherence: Hausdorff Moment Hierarchy
by: Polson, Nicholas G., et al.
Published: (2026)

On estimation and order selection for multivariate extremes via clustering
by: Deng, Shiyuan, et al.
Published: (2024)

Anytime-Valid Tests for Sparse Anomalies
by: Pérez-Ortiz, Muriel F., et al.
Published: (2025)

Estimation of reliability and accuracy of models of $φ$-sub-Gaussian process using generating functions of polynomial expansions
by: Mokliachuk, Oleksandr
Published: (2026)

On Finite Time Span Estimators of Parameters for Ornstein-Uhlenbeck Processes
by: Han, Jun S., et al.
Published: (2025)

Bump hunting through density curvature features
by: Chacón, José E., et al.
Published: (2022)

ODC and ROC curves, comparison curves, and stochastic dominance
by: Ledwina, Teresa, et al.
Published: (2024)

Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
by: Mehta, Shreya, et al.
Published: (2025)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Estimation of the invariant measure of a multidimensional diffusion from noisy observations
by: Maillet, Raphaël, et al.
Published: (2024)

Are Ensembles Getting Better all the Time?
by: Mattei, Pierre-Alexandre, et al.
Published: (2023)

A minimum Wasserstein distance approach to Fisher's combination of independent discrete p-values
by: Contador, Gonzalo, et al.
Published: (2023)

A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)

Bivariate change point detection in movement direction and speed
by: Plomer, Solveig, et al.
Published: (2024)

Estimating Lagged (Cross-)Covariance Operators of $L^p$-$m$-approximable Processes in Cartesian Product Hilbert Spaces
by: Kühnert, Sebastian
Published: (2024)

Nonparametric density estimation for stationary processes under multiplicative measurement errors
by: Dang, Duc Trong, et al.
Published: (2024)

Modelling multivariate extremes through angular-radial decomposition of the density function
by: Mackay, Ed, et al.
Published: (2023)

Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
by: Bhar, Suprio, et al.
Published: (2023)

Stationarity with Occasionally Binding Constraints
by: Duffy, James A., et al.
Published: (2023)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)

Graphical models for infinite measures with applications to extremes
by: Engelke, Sebastian, et al.
Published: (2022)

Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
by: Gaudlitz, Sascha
Published: (2023)

On the Asymptotics of Importance Weighted Variational Inference
by: Cherief-Abdellatif, Badr-Eddine, et al.
Published: (2025)

Edge-indexed network time series with graph Ornstein-Uhlenbeck dynamics
by: Chen, Jiaming, et al.
Published: (2026)

Beyond Wald's Equation and the Optional Sampling Theorem
by: Klass, Michael J., et al.
Published: (2026)

Paths of Stochastic Processes: a Sudden Turnaround
by: Schaback, Robert, et al.
Published: (2024)