Probability and Mathematical Statistics, 36, z. 2, 2016

Minimax estimation of the mean matrix of the matrix-variate normal distribution

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Empirical Bayes estimation, matrix-variate normal distribution, mean matrix, minimax estimation

A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion

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Stochastic differential equation, numerical approximation, order of convergence, time-changed Brownian motion, inverse subordinator

Two lilypond systems of finite line-segments

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Hardcore model, point process, cluster, percolation, lilypond growth protocol

Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models

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Spatial processes, FISSARMA models, asymptotic properties, GPH estimators, long-memory parameters

Efficient classes of ratio-cum-product estimators of population mean in stratified random sampling

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Study variable, auxiliary variable, stratified random sampling, population mean, bias, MSE

GI/GI/1 queues with infinite means of service time and interarrival time

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Lévy process, stable distribution, GI/GI/1 queueing system, heavy traffic, stationary waiting time, tightness

Asymptotics of Monte Carlo maximum likelihood estimators

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Asymptotic statistics, empirical process, importance sampling, maximum likelihood estimation, Monte Carlo method

A maximal inequality for stochastic integrals

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Martingale, sharp inequality

The local structure of q-Gaussian processes

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q-Brownian motion, q-Ornstein–Uhlenbeck process, inhomogeneous Markov process, tangent process, self-similar process, Cauchy process, free stable law, Biane’s construction.

A functional limit theorem for locally perturbed random walks

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Functional limit theorem, locally perturbed random walk, martingale characterization, skew Brownian motion


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