Probability and Mathematical Statistics 21.2

Opis książki:

K. Furmańczyk, Note on asymptotic normality of kernel density estimator for linear process under short-range dependence; O. Fercheluc, On the bootstrapping heteroscedastic regression models; I.B. Albering, G. Pap and M.C.A. van Zuijlen, Edgeworth expansions for L-statistics; R. Magiera and M.. Wilczyński, Natural and modified conjugate priors in expotential families of stochastic processes; K. Kaniowski, On the approximation of a random variable by a conditioning of a given sequence; O. Klesov, Z. Rychlik and J. Steinbach, Stron limit theorems for general renewal processes; E. Dettweiler, Predictable extensions of given filtrations; J. Nowicka-Zagrajek and A. Weron, Dependence structure of stable R-GARCH process; H. Byczkowska and T. Byczkowski, One-dimensional symmetric stable Feynman-Kac semigroups; A.A. Kwiecińska, Almost sure and moment stability of stochastics partial differential equations; B. Levikson, T. Rolski and G. Weiss, Layering of the Poisson process in the quadrant; P. Becker-Kern, Max-semistable hemigroups: structure, domains of attraction and limit theorems with random sample size; J.A. Visek, Selecting regression model; T.E. Duncan, B. Pasik_Duncan and Ł. Stettner, Risk sensitive adaptive control of discrete time Markov processes.

Książka "Probability and Mathematical Statistics 21.2" - Kazimierz Urbanik - oprawa miękka - Wydawnictwo Uniwersytetu Wrocławskiego.