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Search: isPartOf:"Statistical Inference for Stochastic Processes"
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nonparametric estimation
13
fractional Brownian motion
12
Central limit theorem
9
Malliavin calculus
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Maximum likelihood estimator
7
asymptotic normality
7
maximum likelihood estimator
7
Asymptotic normality
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Fractional Brownian motion
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Parameter estimation
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consistency
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diffusion process
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density estimation
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local time
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long-range dependence
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Gaussian process
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Nonparametric estimation
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Primary 62F12
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Stochastic differential equation
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central limit theorem
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diffusion processes
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Filtering
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Time-inhomogeneous diffusion process
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deconvolution
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estimation
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Yoshida, Nakahiro
7
Uchida, Masayuki
5
Kutoyants, Yury
4
Küchler, Uwe
4
Lang, Gabriel
4
León, José
4
Negri, Ilia
4
Bosq, Denis
3
Breton, A. Le
3
Davydov, Youri
3
Dehling, Herold
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Doukhan, Paul
3
Istas, Jacques
3
Kleptsyna, M.L.
3
Kutoyants, Yu.
3
Pergamenshchikov, S.
3
Schick, Anton
3
Wefelmeyer, Wolfgang
3
Aknouche, Abdelhakim
2
Ayache, Antoine
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Berlinet, Alain
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Bertrand, Pierre
2
Biau, Gérard
2
Blanke, D.
2
Brouste, Alexandre
2
Chronopoulou, Alexandra
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Coeurjolly, Jean-François
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Dachian, S.
2
Dehay, Dominique
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Deheuvels, Paul
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Dorea, C.
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Fazekas, István
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Franke, Brice
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Gonçalves, C.
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Iacus, Stefano
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Kleptsyna, Marina
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Kott, Thomas
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Koul, Hira
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Lee, Sangyeol
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Statistical Inference for Stochastic Processes
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61
Asymptotic properties of MLE for partially observed fractional diffusion system
Brouste, Alexandre
;
Kleptsyna, Marina
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10008533936
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62
New tests for jumps in semimartingale models
Podolskij, M.
;
Ziggel, D.
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
1
,
pp. 15-41
Persistent link: https://www.econbiz.de/10008533937
Saved in:
63
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
Naito, Tomohito
;
Asai, Kohei
;
Amano, Tomoyuki
; …
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
3
,
pp. 163-174
Persistent link: https://www.econbiz.de/10008775916
Saved in:
64
Statistical estimation for reflected skew processes
Bardou, Olivier
;
Martinez, Miguel
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
3
,
pp. 231-248
Persistent link: https://www.econbiz.de/10008775917
Saved in:
65
Drift estimation for a periodic mean reversion process
Dehling, Herold
;
Franke, Brice
;
Kott, Thomas
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
3
,
pp. 175-192
Persistent link: https://www.econbiz.de/10008775918
Saved in:
66
Estimating discontinuous periodic signals in a time inhomogeneous diffusion
Höpfner, Reinhard
;
Kutoyants, Yury
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
3
,
pp. 193-230
Persistent link: https://www.econbiz.de/10008775919
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67
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
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68
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
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69
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
Saved in:
70
Goodness-of-fit test for switching diffusion
Gassem, A.
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 97-123
Persistent link: https://www.econbiz.de/10008456195
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