# Statistics & Probability Letters

Statistics and Probability Letters > 2004 > 66 > 1 > 1-8

Statistics and Probability Letters > 2004 > 66 > 1 > 9-17

Statistics and Probability Letters > 2004 > 66 > 1 > 67-79

Statistics and Probability Letters > 2004 > 66 > 1 > 59-66

Statistics and Probability Letters > 2004 > 66 > 1 > 25-34

Statistics and Probability Letters > 2004 > 66 > 1 > 51-57

Statistics and Probability Letters > 2004 > 66 > 1 > 19-24

Statistics and Probability Letters > 2004 > 66 > 1 > 35-44

_{t})

_{t}

_{>}=

_{0}be a Bessel process of dimension δ>0 starting at zero. In this paper we show that the inequalities23b

_{p}G

_{δ}(τ)

_{p}=<sup0=<t=<τZ

_{t}/1+t

_{p}=<3(2

^{δ}

^{/}

^{4}2)b

_{p}G

_{δ}(τ)

_{p}hold for all 0<p<~ and all stopping times τ, where b

_{p}=(e+ep)

^{(}

^{1}...

Statistics and Probability Letters > 2004 > 66 > 1 > 81-90

_{1}-error of Haar series estimates of a Poisson point process boundary is shown to be asymptotically normal. The asymptotic mean and variance do not depend on the unknown boundary.

Statistics and Probability Letters > 2004 > 66 > 1 > 45-50

Statistics and Probability Letters > 2004 > 66 > 2 > 91-103

_{p}-distance between the kernel density estimators of the residuals and errors in the first order autoregressive models is so small that the asymptotic behaviour of the L

_{p}-distance between the kernel density estimator of the residuals and the density function itself is the same as in the well known case concerning the L

_{p}-distance...

Statistics and Probability Letters > 2004 > 66 > 2 > 135-144

Statistics and Probability Letters > 2004 > 66 > 2 > 105-115

_{0}with trend g:[0,1]->[0,~), (1)Y(z)=g(z)+B

_{0}(z),z [0,1],we are interested in testing H

_{0}:g=0 against the alternative K:g>0. For this test problem we study weighted Kolmogorov testsrejectH

_{0}supz [0,1]w(z)Y(z)>c,where c>0 is a suitable constant and w:[0,1]->[0,~) is a weight function. To do such an investigation a recent...

Statistics and Probability Letters > 2004 > 66 > 2 > 197-204

_{j}}

_{j}

_{=}

_{1}

^{~}be a sequence of r.v.'s defined on a probability space (Ω,F,μ) and taking values in a compact metric space S, let R

_{n}(ω,.)=(1/n)

_{k}

_{=}

_{0}

^{n}

^{-}

^{1}δ

_{T}

_{k}

_{(}

_{X}

_{(}

_{n}

_{,}

_{ω}

_{)}

_{)}(.) with X(n,ω) the point in S

^{Z}obtained by repeating (X

_{1}(ω),...,X

_{n}(ω)) periodically...

Statistics and Probability Letters > 2004 > 66 > 2 > 127-133

Statistics and Probability Letters > 2004 > 66 > 2 > 183-187

Statistics and Probability Letters > 2004 > 66 > 2 > 205-212

^{1}and X R

^{p}. Let Λ=E{Cov(X|Y)}. Since it is necessary...

Statistics and Probability Letters > 2004 > 66 > 2 > 189-196