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Publications by B. Szyszkowicz
Weak Convergence of Stochastic Processes in Weighted Metrics and Their Applications to Contiguous Changepoint Analysis.
Related publications
Weighted Approximations and Contiguous Weak Convergence of Parameters-Estimated Empirical Processes With Applications to Changepoint Analysis
Research in Stochastic Processes and Their Applications.
Comment on “Weak Convergence to a Matrix Stochastic Integral With Stable Processes”
Econometric Theory
Economics
Econometrics
Social Sciences
O R-Convergence and Weak O R-Convergence of Nets and Their Applications
Proyecciones
Mathematics
Weak Convergence for Empirical and Quantile Processes of Associated Sequences With Applications to Reliability and Economics.
On Convergence of Stochastic Processes
Transactions of the American Mathematical Society
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Applied Mathematics
Weak Topologies for Stochastic Processes
Proceedings of the National Academy of Sciences of the United States of America
Multidisciplinary
On Weak Convergence in Dynamical Systems to Self-Similar Processes With Spectral Representation
Transactions of the American Mathematical Society
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Convergence Rates in the Weak Law of Large Numbers for Weighted Sums of i.i.d. Random Variables and Applications in Errors-In-Variables Models
Stochastics and Dynamics
Modeling
Simulation
