Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
EM algorithm for stochastic hybrid systems2021/01/07English
Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach2021/01/07English
Estimation of stationary probability of semi-Markov Chains2021/09/30English
Large deviation inequalities of Bayesian estimator in nonlinear regression models2022/10/29English
Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps2022/01/21English
MAP and Bayes tests in sparse vectors detection2022/03/08English
On stationarity and second-order properties of bilinear random fields2014/06/27English
Classification error in multiclass discrimination from Markov data2015/11/21English
A kriging procedure for processes indexed by graphs2015/10/09English
A functional central limit theorem for empirical processes under a strong mixing condition2012/05/26English
A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences2006/05/01English
Nonparametric Spatial Prediction2004/01/01English
Estimation of the Mean of a Wiener Sheet2004/01/01English
On Time-Reversibility and Estimating Functions for Markov Processes2005/01/01English
Classical Method of Moments for Partially and Discretely Observed Ergodic Models2005/01/01English
Sequential Identification of Linear Dynamic Systems with Memory2005/01/01English
General Asymptotic Confidence Bands Based on Kernel-type Function Estimators2004/01/01English
Volume Contents2004/01/01English
On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications2005/01/01English
Optimal Design in Nonparametric Life Testing2004/01/01English
Foreword from the Editors2017/08/30English
Parameter estimation for ergodic linear SDEs from partial and discrete observations2023/04/28English
Consistency and asymptotic normality in a class of nearly unstable processes2023/06/02English
INAR approximation of bivariate linear birth and death process2023/05/15English
On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE2024/02/21English
Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations2023/11/21English
A model specification test for nonlinear stochastic diffusions with delay2024/03/22English
Nonparametric spectral density estimation under local differential privacy2024/03/25English
Second-order robustness for time series inference2023/09/23English
Inference in generalized exponential O–U processes2023/08/12English