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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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asymptotic normality
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maximum likelihood estimator
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Yoshida, Nakahiro
7
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5
Kutoyants, Yury
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Küchler, Uwe
4
Lang, Gabriel
4
León, José
4
Negri, Ilia
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Breton, A. Le
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Statistical Inference for Stochastic Processes
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RePEc
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51
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
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52
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
Saved in:
53
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
Saved in:
54
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
Saved in:
55
Asymptotic normality of the Parzen–Rosenblatt density estimator for strongly mixing random fields
Machkouri, Mohamed El
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10008925516
Saved in:
56
Nonparametric signal detection with small type I and type II error probabilities
Ermakov, Mikhail
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008925517
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57
Sequential stochastic assignment under uncertainty: estimation and convergence
Lee, Adrian
;
Jacobson, Sheldon
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
1
,
pp. 21-46
Persistent link: https://www.econbiz.de/10008925518
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58
Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process
Bosq, Denis
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 133-145
Persistent link: https://www.econbiz.de/10008456192
Saved in:
59
Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE
Lee, Sangyeol
;
Masuda, Hiroki
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10008456193
Saved in:
60
A simple estimator for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe
;
Sørensen, Michael
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 125-132
Persistent link: https://www.econbiz.de/10008456194
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