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Search: isPartOf:"Statistical Inference for Stochastic Processes"
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nonparametric estimation
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fractional Brownian motion
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Yoshida, Nakahiro
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Kutoyants, Yury
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Lang, Gabriel
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León, José
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Negri, Ilia
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Statistical Inference for Stochastic Processes
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101
Recursive parameter estimation: convergence
Sharia, Teo
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
2
,
pp. 157-175
Persistent link: https://www.econbiz.de/10005184589
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102
Consistent estimation of covariation under nonsynchronicity
Hayashi, Takaki
;
Kusuoka, Shigeo
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10005184598
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103
The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data
Hesse, C.
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10005616003
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104
Invariance principles for non-isotropic long memory random fields
Lavancier, Frédéric
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
3
,
pp. 255-282
Persistent link: https://www.econbiz.de/10005616005
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105
Deterministic Noises that can be Statistically Distinguished from the Random Ones
Davydov, Youri
;
Zitikis, Ričardas
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
2
,
pp. 165-179
Persistent link: https://www.econbiz.de/10005616030
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106
Estimating the Hurst Parameter
Berzin, Corinne
;
León, José
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
1
,
pp. 49-73
Persistent link: https://www.econbiz.de/10005616033
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107
Second-Order Efficient Test for Inhomogeneous Poisson Processes
Kh, Fazli
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
2
,
pp. 181-208
Persistent link: https://www.econbiz.de/10005616039
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108
Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments
Istas, Jacques
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
1
,
pp. 97-106
Persistent link: https://www.econbiz.de/10005616054
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109
A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion
Ayache, Antoine
;
Bertrand, Pierre
;
Véhel, Jacques
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10005169109
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110
Nonparametric density estimation for nonmixing approximable Stochastic Processes
Lardjane, Salim
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10005169113
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