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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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Central limit theorem
9
Malliavin calculus
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Maximum likelihood estimator
7
asymptotic normality
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maximum likelihood estimator
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Yoshida, Nakahiro
7
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Lang, Gabriel
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León, José
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Negri, Ilia
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Blanke, D.
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Statistical Inference for Stochastic Processes
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71
Test for parameter change in discretely observed diffusion processes
Song, Junmo
;
Lee, Sangyeol
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10005004374
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72
Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
Roussas, George
;
Bhattacharya, Debasis
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
2
,
pp. 185-201
Persistent link: https://www.econbiz.de/10005004375
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73
Maximum likelihood estimator for hidden Markov models in continuous time
Chigansky, Pavel
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
2
,
pp. 139-163
Persistent link: https://www.econbiz.de/10005004376
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74
Asymptotic behavior of maximum likelihood estimators in a branching diffusion model
Hernandez, Janko
;
Olivares, Pablo
;
Escobar, Marcos
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
2
,
pp. 115-137
Persistent link: https://www.econbiz.de/10005004377
Saved in:
75
Confidence regions for the intensity function of a cyclic Poisson process
Helmers, Roelof
;
Wang, Qiying
;
Zitikis, Ričardas
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 21-36
Persistent link: https://www.econbiz.de/10005615994
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76
Stein estimation of Poisson process intensities
Privault, Nicolas
;
Réveillac, Anthony
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10005616028
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77
An empirical central limit theorem with applications to copulas under weak dependence
Doukhan, Paul
;
Fermanian, Jean-David
;
Lang, Gabriel
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 65-87
Persistent link: https://www.econbiz.de/10005616034
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78
Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type
Valdivieso, Luis
;
Schoutens, Wim
;
Tuerlinckx, Francis
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10005616047
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79
On approximating max-stable processes and constructing extremal copula functions
Zhang, Zhengjun
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10005616059
Saved in:
80
The normal approximation rate for the drift estimator of multidimensional diffusions
Bianchi, Annamaria
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
3
,
pp. 251-268
Persistent link: https://www.econbiz.de/10008491580
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