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  • Search: isPartOf:"Statistical Inference for Stochastic Processes"
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nonparametric estimation 13 fractional Brownian motion 12 Central limit theorem 9 Malliavin calculus 7 Maximum likelihood estimator 7 asymptotic normality 7 maximum likelihood estimator 7 Asymptotic normality 6 Fractional Brownian motion 6 Parameter estimation 6 consistency 6 diffusion process 6 Ergodic diffusion process 5 Gaussian processes 5 asymptotic efficiency 5 density estimation 5 local time 5 long-range dependence 5 Gaussian process 4 Nonparametric estimation 4 Primary 62F12 4 Random fields 4 Rate of convergence 4 Stochastic differential equation 4 central limit theorem 4 diffusion processes 4 Filtering 3 Likelihood ratio 3 M-estimators 3 Maximum likelihood 3 Model selection 3 Ornstein–Uhlenbeck process 3 Primary 60F05 3 Time-inhomogeneous diffusion process 3 asymptotic expansion 3 counting process 3 deconvolution 3 estimation 3 functional central limit theorem 3 infill asymptotics 3
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Undetermined 250
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Article 250
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Undetermined 250
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Yoshida, Nakahiro 7 Uchida, Masayuki 5 Kutoyants, Yury 4 Küchler, Uwe 4 Lang, Gabriel 4 León, José 4 Negri, Ilia 4 Bosq, Denis 3 Breton, A. Le 3 Davydov, Youri 3 Dehling, Herold 3 Doukhan, Paul 3 Istas, Jacques 3 Kleptsyna, M.L. 3 Kutoyants, Yu. 3 Pergamenshchikov, S. 3 Schick, Anton 3 Wefelmeyer, Wolfgang 3 Aknouche, Abdelhakim 2 Ayache, Antoine 2 Berlinet, Alain 2 Bertrand, Pierre 2 Biau, Gérard 2 Blanke, D. 2 Brouste, Alexandre 2 Chronopoulou, Alexandra 2 Coeurjolly, Jean-François 2 Dachian, S. 2 Dehay, Dominique 2 Deheuvels, Paul 2 Dorea, C. 2 Fazekas, István 2 Franke, Brice 2 Gonçalves, C. 2 Iacus, Stefano 2 Kleptsyna, Marina 2 Kott, Thomas 2 Koul, Hira 2 Kukush, Alexander 2 Lee, Sangyeol 2
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Statistical Inference for Stochastic Processes 250
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RePEc 250
Showing 181 - 190 of 250
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Extension of the Kalman–Bucy Filter to Elementary Linear Systems with Fractional Brownian Noises
Kleptsyna, M.L.; Breton, A. Le - In: Statistical Inference for Stochastic Processes 5 (2002) 3, pp. 249-271
Persistent link: https://www.econbiz.de/10005169107
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Rates in the Empirical Central Limit Theorem for Stationary Weakly Dependent Random Fields
Doukhan, Paul; Lang, Gabriel - In: Statistical Inference for Stochastic Processes 5 (2002) 2, pp. 199-228
Persistent link: https://www.econbiz.de/10005169108
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Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
Reiß, Markus - In: Statistical Inference for Stochastic Processes 5 (2002) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10005169135
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The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model
McCrorie, J. - In: Statistical Inference for Stochastic Processes 5 (2002) 3, pp. 273-286
Persistent link: https://www.econbiz.de/10005184573
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A Stochastic Filtering Approach To Survival Analysis
Feng, Jin - In: Statistical Inference for Stochastic Processes 5 (2002) 1, pp. 23-53
Persistent link: https://www.econbiz.de/10005184599
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Nonparametric Inference for a Class of Stochastic Partial Differential Equations II
Rao, B. - In: Statistical Inference for Stochastic Processes 4 (2001) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10005391491
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Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
Coeurjolly, Jean-François - In: Statistical Inference for Stochastic Processes 4 (2001) 2, pp. 199-227
Persistent link: https://www.econbiz.de/10005616011
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On Determination of the Order of a Markov Chain
Zhao, L.; Dorea, C.; Gonçalves, C. - In: Statistical Inference for Stochastic Processes 4 (2001) 3, pp. 273-282
Persistent link: https://www.econbiz.de/10005616018
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Minimax Bounds in Nonparametric Estimation of Multidimensional Deterministic Dynamical Systems
Berlinet, Alain; Biau, Gérard - In: Statistical Inference for Stochastic Processes 4 (2001) 3, pp. 229-248
Persistent link: https://www.econbiz.de/10005616021
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Generalized Rank Estimates For An Autoregressive Time Series: A U-Statistic Approach
Terpstra, J.; Rao, M. - In: Statistical Inference for Stochastic Processes 4 (2001) 2, pp. 155-179
Persistent link: https://www.econbiz.de/10005616026
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