Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer New York

9780387751108, 9780387751115

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

On Oracle Inequalities Related to High Dimensional Linear Models

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_6 ◽

2008 ◽

pp. 105-122

Author(s):

Yuri Golubev

Keyword(s):

Linear Models ◽

High Dimensional ◽

Oracle Inequalities

Download Full-text

On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_8 ◽

2008 ◽

pp. 151-197 ◽

Cited By ~ 2

Author(s):

Nicolai V. Krylov

Keyword(s):

Sobolev Spaces ◽

Parabolic Pdes

Download Full-text

On the Estimation of an Analytic Spectral Density Outside of the Observation Band

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_5 ◽

2008 ◽

pp. 85-103

Author(s):

Ildar A. Ibragimov

Keyword(s):

Spectral Density

Download Full-text

Hypothesis Testing under Composite Functions Alternative

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_7 ◽

2008 ◽

pp. 123-150

Author(s):

Oleg V. Lepski ◽

Christophe F. Pouet’t

Keyword(s):

Hypothesis Testing ◽

Composite Functions

Download Full-text

Some Recent Results on Averaging Principle

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_1 ◽

2008 ◽

pp. 1-19 ◽

Cited By ~ 1

Author(s):

Mark Freidlin ◽

Alexander Wentzell

Keyword(s):

Averaging Principle

Download Full-text

On Bounded Solutions of the Balanced Generalized Pantograph Equation

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_3 ◽

2008 ◽

pp. 29-49 ◽

Cited By ~ 5

Author(s):

Leonid Bogachev ◽

Gregory Derfel ◽

Stanislav Molchanov ◽

John Ochendon

Keyword(s):

Bounded Solutions ◽

Pantograph Equation

Download Full-text

Cramer’s Theorem for Nonnegative Multivariate Point Processes with Independent Increments

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_2 ◽

2008 ◽

pp. 21-28

Author(s):

Fima Klebaner ◽

Robert Liptser

Keyword(s):

Point Processes ◽

Independent Increments ◽

Processes With Independent Increments ◽

Multivariate Point ◽

Multivariate Point Processes

Download Full-text

Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_4 ◽

2008 ◽

pp. 51-84

Author(s):

Harold J. Kushner

Keyword(s):

Markov Chain ◽

Numerical Methods ◽

Differential Games ◽

Approximation Method ◽

Stochastic Differential Games ◽

Markov Chain Approximation ◽

Chain Approximation ◽

Zero Sum

Download Full-text

Stochastic Parabolic Equations of Full Second Order

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-0-387-75111-5_9 ◽

2008 ◽

pp. 199-210 ◽

Cited By ~ 1

Author(s):

Sergey V. Lototsky ◽

Boris L. Rozovskii

Keyword(s):

Parabolic Equations ◽

Second Order

Download Full-text

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

On Oracle Inequalities Related to High Dimensional Linear Models

On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights

On the Estimation of an Analytic Spectral Density Outside of the Observation Band

Hypothesis Testing under Composite Functions Alternative

Some Recent Results on Averaging Principle

On Bounded Solutions of the Balanced Generalized Pantograph Equation

Cramer’s Theorem for Nonnegative Multivariate Point Processes with Independent Increments

Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method

Stochastic Parabolic Equations of Full Second Order

Topics in Stochastic Analysis and Nonparametric Estimation - The IMA Volumes in Mathematics and its Applications
Latest Publications