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Ayache, Antoine; Bertrand, Pierre; Véhel, Jacques - In: Statistical Inference for Stochastic Processes 10 (2007) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10005169109

Approximation of Some Gaussian Processes

Carmona, Philippe; Coutin, Laure; Montseny, G. - In: Statistical Inference for Stochastic Processes 3 (2000) 1, pp. 161-171

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Difference based estimators and infill statistics

León, José; Ludeña, Carenne - In: Statistical Inference for Stochastic Processes 18 (2015) 1, pp. 1-31

Infill statistics, that is, statistical inference based on very dense observations over a fixed domain has become of late a subject of growing importance. On the other hand, it is a known phenomenon that in many cases infill statistics do not provide optimal rates. The degree of sub-optimality...

Persistent link: https://www.econbiz.de/10011240815

Estimating the Hurst Parameter

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Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models

Ferraty, Frédéric; Laksaci, Ali; Vieu, Philippe - In: Statistical Inference for Stochastic Processes 9 (2006) 1, pp. 47-76

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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