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Search: subject:"stationary Gaussian process"
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stationary Gaussian process
3
Bayesian estimator
2
Hellinger distance
2
Stationary Gaussian process
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affine stochastic delay differential equation
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local asymptotic normality
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maximum likelihood estimator
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ARIMA
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Brownian motion
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Non-stationary Gaussian process
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Term structure of futures price
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Küchler, Uwe
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Gushchin, Alexander A.
2
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1
Itoh, Yasuyuki
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Reiß, Markus
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Tan, Zhongquan
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Statistical Inference for Stochastic Processes
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An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
Tan, Zhongquan
- In:
Statistics & Probability Letters
83
(
2013
)
9
,
pp. 2135-2141
Let {X(t),t≥0} be a continuous mean square differentiable
stationary
Gaussian
process
. Under some mild restrictions on …
Persistent link: https://www.econbiz.de/10011039927
Saved in:
2
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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3
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10010310340
Saved in:
4
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.
;
Küchler, Uwe
-
Sonderforschungsbereich 373, Quantifikation und …
-
2001
Persistent link: https://www.econbiz.de/10010983699
Saved in:
5
A Class of Gaussian Hybrid Processes for Modeling Financial Markets
Itoh, Yasuyuki
- In:
Asia-Pacific Financial Markets
14
(
2007
)
3
,
pp. 185-199
Persistent link: https://www.econbiz.de/10005727117
Saved in:
6
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
Reiß, Markus
- In:
Statistical Inference for Stochastic Processes
5
(
2002
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10005169135
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