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Search: isPartOf:"Statistical Inference for Stochastic Processes"
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nonparametric estimation
13
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
7
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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Bosq, Denis
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Breton, A. Le
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Davydov, Youri
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Dehling, Herold
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Doukhan, Paul
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Istas, Jacques
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Kleptsyna, M.L.
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Kutoyants, Yu.
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Pergamenshchikov, S.
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Schick, Anton
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Wefelmeyer, Wolfgang
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Aknouche, Abdelhakim
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Ayache, Antoine
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Berlinet, Alain
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Bertrand, Pierre
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Biau, Gérard
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Blanke, D.
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Brouste, Alexandre
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Chronopoulou, Alexandra
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Coeurjolly, Jean-François
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Dachian, S.
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Dehay, Dominique
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Deheuvels, Paul
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Dorea, C.
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Franke, Brice
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Gonçalves, C.
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Iacus, Stefano
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Kott, Thomas
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Statistical Inference for Stochastic Processes
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231
Statistical Analysis of a Spatial Counting Process Modelling Crystallization of Polymers
Mininni, Rosa
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
2
,
pp. 135-150
Persistent link: https://www.econbiz.de/10005169122
Saved in:
232
On Castellana–Leadbetter's Condition for Diffusion Density Estimation
Veretennikov, A.
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10005169125
Saved in:
233
Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions
Djellout, Hacène
;
Guillin, Arnaud
;
Wu, Liming
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
3
,
pp. 195-225
Persistent link: https://www.econbiz.de/10005184590
Saved in:
234
Asymptotic Normality of the Minimum Non-Hilbertian Distance Estimators for a Diffusion Process with Small Noise
Aubry, Christophe
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10005391500
Saved in:
235
Statistical
Inference
for
Stochastic
Processes
Bosq, Denis
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10005169120
Saved in:
236
Efficient Density Estimation for Ergodic Diffusion Processes
Kutoyants, Yu.
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
2
,
pp. 131-155
Persistent link: https://www.econbiz.de/10005391490
Saved in:
237
Can We Estimate the Density's Derivative with Suroptimal Rate?
Lucas, A.
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10005391494
Saved in:
238
Note on Functional Large Deviation Principle for Fractional ARIMA Processes
Barbe, Philippe
;
Broniatowski, Michel
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10005391496
Saved in:
239
Stationary Distribution Function Estimation for Ergodic Diffusion Process
Negri, Ilia
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10005391497
Saved in:
240
Adaptive Estimation of the Lag of a Long–memory Process
Hallin, Marc
;
Serroukh, Abdeslam
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10005616001
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