Asymptotic normality of maximum likelihood estimator for cooperative sequential adsorption

Asymptotic normality of the $L_k$-error of the Grenander estimator

Asymptotic Normality of the Additive Regression Components for Continuous Time Processes

Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance

Asymptotic normality of the mixture density estimator in a disaggregation scheme

Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields

Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional causal processes

Asymptotic normality of wavelet estimators of the memory parameter for linear processes

Asymptotic operating characteristics of an optimal change point detection in hidden Markov models

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