lajos-horvath documents

Neural correlates of consciousness
Documents Neural correlates of consciousness
Sacred Plants and Visionary Consciousness
Documents Sacred Plants and Visionary Consciousness
Two sample inference in functional linear models
Documents Two sample inference in functional linear models
The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
Documents The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
Asymptotics of conditional empirical processes
Documents Asymptotics of conditional empirical processes
Estimates for the probability of ruin starting with a large initial reserve
Documents Estimates for the probability of ruin starting with a large initial reserve
Strong approximation of certain stopped sums
Documents Strong approximation of certain stopped sums
Approximation for Abel sums of independent, identically distributed random variables
Documents Approximation for Abel sums of independent, identically distributed random variables
A note on dichotomy theorems for integrals of stable processes
Documents A note on dichotomy theorems for integrals of stable processes
On the tail behaviour of quantile processes
Documents On the tail behaviour of quantile processes
Strong approximation of renewal processes
Documents Strong approximation of renewal processes
Kac's representation from an asymptotic viewpoint
Documents Kac's representation from an asymptotic viewpoint
Limit theorems for the union-intersection test
Documents Limit theorems for the union-intersection test
Monitoring changes in linear models
Documents Monitoring changes in linear models
Confidence bands for ROC curves
Documents Confidence bands for ROC curves
Limit theorems for permutations of empirical processes with applications to change point analysis
Documents Limit theorems for permutations of empirical processes with applications to change point analysis
On the best approximation for bootstrapped empirical processes
Documents On the best approximation for bootstrapped empirical processes
A bootstrap approximation to a unit root test statistic for heavy-tailed observations
Documents A bootstrap approximation to a unit root test statistic for heavy-tailed observations
Approximations for weighted bootstrap processes with an application
Documents Approximations for weighted bootstrap processes with an application
Testing for changes in the mean or variance of a stochastic process under weak invariance
Documents Testing for changes in the mean or variance of a stochastic process under weak invariance
Lp-estimators in ARCH models
Documents Lp-estimators in ARCH models