Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
Central limit theorems for empirical product densities of stationary point processes2014/03/12English6
Estimating functions for noisy observations of ergodic diffusions2015/06/20English6
Trajectory fitting estimators for SPDEs driven by additive noise2016/11/16English6
The Dantzig selector for a linear model of diffusion processes2018/10/04English6
Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation2007/06/27English5
Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes2006/06/21English5
Second-Order Efficient Test for Inhomogeneous Poisson Processes2007/07/01English5
Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality2017/12/05English5
Two-step wavelet-based estimation for Gaussian mixed fractional processes2018/08/29English5
Parametric inference for hypoelliptic ergodic diffusions with full observations2020/07/17English5
Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion2017/04/27English5
Time endogeneity and an optimal weight function in pre-averaging covariance estimation2016/02/25English5
A non-parametric Bayesian approach to decompounding from high frequency data2016/12/16English5
On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios2011/06/30English5
On asymptotic distribution of parameter free tests for ergodic diffusion processes2014/03/30English5
Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions2004/01/01English5
Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes2014/09/02English5
Nonparametric estimation for I.I.D. paths of fractional SDE2021/06/10English5
On estimation of delay location2011/07/05English5
On a Poissonian change-point model with variable jump size2014/12/14English5
Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions2015/12/26English5
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise2020/06/09English5
An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter2020/05/09English5
Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments2007/01/01English5
Statistical estimation for reflected skew processes2010/10/01English5
On estimation of parameters for spatial autoregressive model2008/04/29English5
Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend2021/08/19English5
SPHARMA approximations for stationary functional time series on the sphere2021/05/12English5
Estimation of cusp location of stochastic processes: a survey2018/01/24English5
Asymptotic normality of quadratic forms of martingale differences2016/07/18English5