Asymptotic optimal designs under long-range dependence error structure

Asymptotic Optimality in Bayesian Change-Point Detection Problems Under Global False Alarm Probability Constraint

Asymptotic optimality of a cross-validatory predictive approach to linear model selection

Asymptotic optimality of the Westfall--Young permutation procedure for multiple testing under dependence

Asymptotic oracle properties of SCAD-penalized least squares estimators

Asymptotic probability distribution of distances between local extrema of error terms of a moving average process

Asymptotic Properties of an Estimator of the Drift Coefficients of Multidimensional Ornstein-Uhlenbeck Processes that are not Necessarily Stable

Asymptotic properties of bridge estimators in sparse high-dimensional regression models

Asymptotic Properties of Covariate-Adjusted Adaptive Designs

Asymptotic properties of false discovery rate controlling procedures under independence

Asymptotic properties of maximum likelihood estimators in models with multiple change points

Asymptotic properties of the maximum likelihood estimation in misspecified Hidden Markov models

Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model

Asymptotic properties of the sequential empirical ROC, PPV and NPV curves under case-control sampling

Asymptotic properties of U-processes under long-range dependence

Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time

Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes

Asymptotic results with generalized estimating equations for longitudinal data

Asymptotic spectral theory for nonlinear time series