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

Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case

Asymptotic tail properties of the distributions in the class of dispersion models

Asymptotic theory for the Cox model with missing time-dependent covariate

Asymptotic theory for the semiparametric accelerated failure time model with missing data

Asymptotic Theory of Cepstral Random Fields

Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

Asymptotic theory of semiparametric $Z$-estimators for stochastic processes with applications to ergodic diffusions and time series

Asymptotically efficient estimation of linear functionals in inverse regression models

Asymptotically efficient estimators for nonparametric heteroscedastic regression models

Asymptotically minimax Bayesian predictive densities for multinomial models

Asymptotically Optimal Estimator of the Parameter of Semi-Linear Autoregression