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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 7 Maximum likelihood estimator 7 asymptotic normality 7 maximum likelihood estimator 7 Asymptotic normality 6 Fractional Brownian motion 6 Parameter estimation 6 consistency 6 diffusion process 6 Ergodic diffusion process 5 Gaussian processes 5 asymptotic efficiency 5 density estimation 5 local time 5 long-range dependence 5 Gaussian process 4 Nonparametric estimation 4 Primary 62F12 4 Random fields 4 Rate of convergence 4 Stochastic differential equation 4 central limit theorem 4 diffusion processes 4 Filtering 3 Likelihood ratio 3 M-estimators 3 Maximum likelihood 3 Model selection 3 Ornstein–Uhlenbeck process 3 Primary 60F05 3 Time-inhomogeneous diffusion process 3 asymptotic expansion 3 counting process 3 deconvolution 3 estimation 3 functional central limit theorem 3 infill asymptotics 3
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Undetermined 250
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Article 250
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Undetermined 250
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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 3 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 2 Berlinet, Alain 2 Bertrand, Pierre 2 Biau, Gérard 2 Blanke, D. 2 Brouste, Alexandre 2 Chronopoulou, Alexandra 2 Coeurjolly, Jean-François 2 Dachian, S. 2 Dehay, Dominique 2 Deheuvels, Paul 2 Dorea, C. 2 Fazekas, István 2 Franke, Brice 2 Gonçalves, C. 2 Iacus, Stefano 2 Kleptsyna, Marina 2 Kott, Thomas 2 Koul, Hira 2 Kukush, Alexander 2 Lee, Sangyeol 2
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Statistical Inference for Stochastic Processes 250
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RePEc 250
Showing 71 - 80 of 250
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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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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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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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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
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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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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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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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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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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
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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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