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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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Malliavin calculus
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Maximum likelihood estimator
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asymptotic normality
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maximum likelihood estimator
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Yoshida, Nakahiro
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Uchida, Masayuki
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Kutoyants, Yury
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Küchler, Uwe
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Lang, Gabriel
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León, José
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Negri, Ilia
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Pergamenshchikov, S.
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Schick, Anton
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Biau, Gérard
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Blanke, D.
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Dachian, S.
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Dehay, Dominique
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Kott, Thomas
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Statistical Inference for Stochastic Processes
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211
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10005616050
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212
Semiparametric Estimation of the State of a Dynamical System with Small Noise
Iacus, Stefano
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
3
,
pp. 277-288
Persistent link: https://www.econbiz.de/10005616052
Saved in:
213
Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series
Louhichi, Sana
;
Soulier, Philippe
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 31-40
Persistent link: https://www.econbiz.de/10005616063
Saved in:
214
Robustness of the R / S Statistic for Fractional Stable Noises
Avram, Florin
;
Taqqu, Murad
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10005169118
Saved in:
215
The Generalized Multifractional Brownian Motion
Ayache, Antoine
;
Vehel, Jacques
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 7-18
Persistent link: https://www.econbiz.de/10005169124
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216
The Averaged Periodogram for Nonstationary Vector Time Series
Robinson, P.M.
;
Marinucci, D.
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 149-160
Persistent link: https://www.econbiz.de/10005169131
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217
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
Hall, Peter
;
Härdle, Wolfgang
;
Kleinow, Torsten
; …
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
3
,
pp. 263-276
Persistent link: https://www.econbiz.de/10005184571
Saved in:
218
Estimating the Diffusion Coefficient for Diffusions Driven by fBm
León, José
;
Ludeña, Carenne
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 183-192
Persistent link: https://www.econbiz.de/10005184587
Saved in:
219
Identification of the Hurst Index of a Step Fractional Brownian Motion
Benassi, Albert
;
Bertrand, Pierre
;
Cohen, Serge
;
Istas, …
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10005184588
Saved in:
220
Linear Processes, Long-Range Dependence and Asymptotic Expansions
Hsing, Tailen
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10005616037
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