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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
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Uchida, Masayuki
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Kutoyants, Yury
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Küchler, Uwe
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Lang, Gabriel
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León, José
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Negri, Ilia
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Schick, Anton
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Blanke, D.
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Statistical Inference for Stochastic Processes
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81
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion
Levine, Michael
;
Torres, Soledad
;
Viens, Frederi
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10008491581
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82
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Cialenco, Igor
;
Lototsky, Sergey
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10008491582
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83
Strong law of large numbers for pairwise positive quadrant dependent random variables
Sancetta, Alessio
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10005184585
Saved in:
84
Rates of strong uniform convergence of the k <Subscript> T </Subscript>-occupation time density estimator
Labrador, Boris
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
3
,
pp. 269-283
Persistent link: https://www.econbiz.de/10008491583
Saved in:
85
Strong consistency of Kernel density estimates for Markov chains failure rates
Atuncar, G.
;
Dorea, C.
;
Gonçalves, C.
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10005615995
Saved in:
86
Parametric estimation for the standard and geometric telegraph process observed at discrete times
Gregorio, Alessandro
;
Iacus, Stefano
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
3
,
pp. 249-263
Persistent link: https://www.econbiz.de/10005616002
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87
Root-n consistency in weighted L <Subscript>1</Subscript>-spaces for density estimators of invertible linear processes
Schick, Anton
;
Wefelmeyer, Wolfgang
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
3
,
pp. 281-310
Persistent link: https://www.econbiz.de/10005616045
Saved in:
88
Parameter estimation for stochastic equations with additive fractional Brownian sheet
Sottinen, Tommi
;
Tudor, Ciprian
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
3
,
pp. 221-236
Persistent link: https://www.econbiz.de/10005616046
Saved in:
89
A note on wavelet density deconvolution for weakly dependent data
Zanten, Harry
;
Zareba, Pawel
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10005616051
Saved in:
90
Non parametric estimation of smooth stationary covariance functions by interpolation methods
Elogne, S.
;
Perrin, O.
;
Thomas-Agnan, C.
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
2
,
pp. 177-205
Persistent link: https://www.econbiz.de/10005616055
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