Search Results - isPartOf:"Statistical Inference for Stochastic Processes"

Design for estimation of the drift parameter in fractional diffusion systems

Brouste, Alexandre; Kleptsyna, Marina; Popier, Alexandre - In: Statistical Inference for Stochastic Processes 15 (2012) 2, pp. 133-149

Persistent link: https://www.econbiz.de/10010556973

On the dependency for asymptotically independent estimates

Withers, Christopher; Nadarajah, Saralees - In: Statistical Inference for Stochastic Processes 15 (2012) 2, pp. 127-132

Persistent link: https://www.econbiz.de/10010556974

Proving consistency of non-standard kernel estimators

Mason, David - In: Statistical Inference for Stochastic Processes 15 (2012) 2, pp. 151-176

Persistent link: https://www.econbiz.de/10010556975

Wavelet estimation in diffusions with periodicity

Diether, Michael - In: Statistical Inference for Stochastic Processes 15 (2012) 3, pp. 257-284

We consider a time-inhomogeneous diffusion process, whose drift term contains a deterministic T-periodic signal with known periodicity. This signal is supposed to be contained in a Besov space, we try to estimate it using a non-parametric wavelet estimator. Our estimator is inspired by the...

Persistent link: https://www.econbiz.de/10010600650

Quasi-likelihood analysis for the stochastic differential equation with jumps

Ogihara, T.; Yoshida, N. - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 189-229

Persistent link: https://www.econbiz.de/10009325263

A latent process model for time series of attributed random graphs

Lee, N.; Priebe, C. - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 231-253

Persistent link: https://www.econbiz.de/10009325264

On estimation of delay location

Gushchin, Alexander; Küchler, Uwe - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 273-305

Persistent link: https://www.econbiz.de/10009325265

On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios

Dachian, Sergueï; Negri, Ilia - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 255-271

Persistent link: https://www.econbiz.de/10009325266

Estimating the order of mean-square derivatives with quadratic variations

Blanke, Delphine; Vial, Céline - In: Statistical Inference for Stochastic Processes 14 (2011) 1, pp. 85-99

Persistent link: https://www.econbiz.de/10008925514

Spectral estimation on the sphere with needlets: high frequency asymptotics

Faÿ, Gilles; Guilloux, Frédéric - In: Statistical Inference for Stochastic Processes 14 (2011) 1, pp. 47-71

Persistent link: https://www.econbiz.de/10008925515