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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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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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Schick, Anton
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Blanke, D.
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Kott, Thomas
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Statistical Inference for Stochastic Processes
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Histograms and Associated Point Processes
Jacob, Pierre
;
Oliveira, Paulo
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
3
,
pp. 227-251
Persistent link: https://www.econbiz.de/10005391492
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222
Sequential Variational Testing Hypotheses on the Wiener Process Under Delayed Observations
Galtchouk, Leonid
;
Nobelis, Photis
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10005391498
Saved in:
223
Efficient Estimation in a Semiparametric Autoregressive Model
Schick, Anton
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 69-98
Persistent link: https://www.econbiz.de/10005391499
Saved in:
224
Estimation of Time Varying Linear Systems
Chiann, Chang
;
Morettin, Pedro
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
3
,
pp. 253-285
Persistent link: https://www.econbiz.de/10005391502
Saved in:
225
Stepwise Estimation of Random Processes
Su, Yingcai
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10005615996
Saved in:
226
A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
Melenberg, Bertrand
;
Werker, Bas
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10005615998
Saved in:
227
Estimating the Density of the Residuals in Autoregressive Models
Liebscher, Eckhard
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
2
,
pp. 105-117
Persistent link: https://www.econbiz.de/10005616013
Saved in:
228
Characterizing Efficient Empirical Estimators for Local Interaction Gibbs Fields
Greenwood, Priscilla
;
Wefelmeyer, Wolfgang
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10005616035
Saved in:
229
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise
Huebner, M.
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 57-68
Persistent link: https://www.econbiz.de/10005169106
Saved in:
230
Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions
Ouhbi, Brahim
;
Limnios, Nikolaos
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
2
,
pp. 151-173
Persistent link: https://www.econbiz.de/10005169112
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