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Some characterizations of the bivariate normal distribution

Metrika, 1985, Vol.32 (3-4), p.215-218

AHSANULLAH, M

1985

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The exact likelihood function for a space time model

Metrika, 1983, Vol.30 (4), p.239-243

ABRAHAM, B

1983

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Discontinuous superprocesses with dependent spatial motion

Stochastic processes and their applications, 2009, Vol.119 (1), p.130-166

He, Hui

2009

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On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests

Entropy (Basel, Switzerland), 2017, Vol.19 (2), p.47-47

2017

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Analysis of the Rosenblatt process

Probability and statistics, 2008-01, Vol.12, p.230-257

Tudor, Ciprian A.

2008

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Partial linear single index models with distortion measurement errors

Annals of the Institute of Statistical Mathematics, 2013-04, Vol.65 (2), p.237-267

2013

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Exchangeably Weighted Bootstraps of General Markov U-Process

Mathematics (Basel), 2022-10, Vol.10 (20), p.3745

2022

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Random discretization of stationary continuous time processes

Metrika, 2021-04, Vol.84 (3), p.375-400

2021

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Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1570-1583

2008

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Wavelet Density and Regression Estimators for Functional Stationary and Ergodic Data: Discrete Time

Mathematics (Basel), 2022-10, Vol.10 (19), p.3433

2022

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On the strong universal consistency of local averaging regression estimates

Annals of the Institute of Statistical Mathematics, 2019-10, Vol.71 (5), p.1233-1263

2019

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Nonparametric quantile estimation using importance sampling

Annals of the Institute of Statistical Mathematics, 2018-04, Vol.70 (2), p.439-465

2018

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Local linear regression for functional data

Annals of the Institute of Statistical Mathematics, 2011-10, Vol.63 (5), p.1047-1075

2011

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Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data

Entropy (Basel, Switzerland), 2023-07, Vol.25 (7), p.1108

2023

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A Revisit to Le Cam’s First Lemma

Sankhya. Series. A, 2021-08, Vol.83 (2), p.597-606

2021

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Asymptotic results for jump probabilities associated to the multiple scan statistic

Annals of the Institute of Statistical Mathematics, 2018-10, Vol.70 (5), p.951-968

2018

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A class of asymptotically normal degenerate quasi U-statistics

Annals of the Institute of Statistical Mathematics, 2011-12, Vol.63 (6), p.1165-1182

2011

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Smoothing spline regression estimation based on real and artificial data

Metrika, 2015-08, Vol.78 (6), p.711-746

2015

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On the Inherent Variability of Particulate Matter Concentrations on Small Scales and the Consequences for Miniaturized Particle Sensors

Aerosol and Air Quality Research, 2020-02, Vol.20 (2), p.271-280

2020

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Extreme Value Laws for Superstatistics

Entropy (Basel, Switzerland), 2014-10, Vol.16 (10), p.5523-5536

2014

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Nonparametric Estimation With Recurrent Event Data

Journal of the American Statistical Association, 2001-12, Vol.96 (456), p.1299-1315

2001

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A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Journal of the American Statistical Association, 2005-03, Vol.100 (469), p.26-35

2005

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Nonparametric quantile estimation using surrogate models and importance sampling

Metrika, 2020-02, Vol.83 (2), p.141-169

2020

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A -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Annals of the Institute of Statistical Mathematics, 2014-02, Vol.66 (1), p.33-61

Ahmad, M. Rauf

2014

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Self-exciting jump processes with applications to energy markets

Annals of the Institute of Statistical Mathematics, 2018-04, Vol.70 (2), p.373-393

2018

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Some characterizations of the bivariate normal distribution

The exact likelihood function for a space time model

Discontinuous superprocesses with dependent spatial motion

On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests

Analysis of the Rosenblatt process

Partial linear single index models with distortion measurement errors

Exchangeably Weighted Bootstraps of General Markov U-Process

Random discretization of stationary continuous time processes

Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Wavelet Density and Regression Estimators for Functional Stationary and Ergodic Data: Discrete Time

On the strong universal consistency of local averaging regression estimates

Nonparametric quantile estimation using importance sampling

Local linear regression for functional data

Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data

A Revisit to Le Cam’s First Lemma

Asymptotic results for jump probabilities associated to the multiple scan statistic

A class of asymptotically normal degenerate quasi U-statistics

Smoothing spline regression estimation based on real and artificial data

On the Inherent Variability of Particulate Matter Concentrations on Small Scales and the Consequences for Miniaturized Particle Sensors

Extreme Value Laws for Superstatistics

Nonparametric Estimation With Recurrent Event Data

A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Nonparametric quantile estimation using surrogate models and importance sampling

A -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Self-exciting jump processes with applications to energy markets

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