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Part 8: Results related to studies of local time and hitting times of Bessel processes, a cautionary note on limiting sigma-algebras. On asymptotic independence of partial sums E. Limiting sigma-algebras some counterexamples D. Convergence in law and convergence of moments: an example related to Bessel processes Y.

Hu, M. Part 9: Large deviations, small ball problems, self normalization. Analytic aspects of multilevel large deviations D.

Self-Normalized Processes : Limit Theory and Statistical Applications -

Dawson, J. Large deviation upper bound and its application to measure values processes S. Gaussian measure of a small ball and capacity in Wiener space D. Khoshnevisan, Z. Recent developments on self-normalized limit theorems Q. Part Stochastic bifurcation. On the time and direction of stochastic bifurcation K.

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Burdzy, D. Frankel, A.

Part Change-point analysis, u-statistics, non-smooth functions, comparison distributions. Change point tests for randomly censored data E-E. Weighted approximations of parameters-estimated empirical processes and changepoint analysis J. The application of change point tests to data in fair hiring cases B. Freidlin, J.

6. Monte Carlo Simulation

Parameter estimated standardized u-statistics E. Gombay, L. Remarks on test procedures for gradual changes M. Tests for constancy of a mean F.

Exponential inequalities for self-normalized processes with applications

Non-parametric models for non-smooth functions H. Statistical methods mining, two sample data analysis, comparison distributions, and quantile limit theorems E. Part Emperical reliability, survival analysis. On the Cox regression L. Rejto, G. Some further results on the limiting proportion of types M. Rothmann, R. Estimation of percentile residal lifetime processes for stationary observations H. Ther Vervaat process R. Part Gaussian bootstrap, Monte Carlo simulation. A Gaussian bootstrap approach to estimation and tests M. Tabulating weighted sup-norm functionals of Brownian bridges via Monte Carlo simulation B.

Eastwood, V. Part Autoregressive and moving average schemes.

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Upper and lower bounds for the tail of the invariant distribution of some AR 1 processes G. Non Gaussian autoregressive and moving average schemes M. Update Location. If you want NextDay, we can save the other items for later. Yes—Save my other items for later. No—I want to keep shopping.

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