Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
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
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients2016/07/15English5
Parameter estimation of Ornstein–Uhlenbeck process generating a stochastic graph2016/06/27English5
Goodness of fit test for ergodic diffusions by tick time sample scheme2010/04/01English4
Weak convergence of the conditional U-statistics for locally stationary functional time series2023/12/18English4
AIC type statistics for discretely observed ergodic diffusion processes2014/06/21English4
Oracle inequalities for the stochastic differential equations2018/03/06English4
The asymptotics of misspecified MLEs for some stochastic processes: a survey2017/05/17English4
Second-order continuous-time non-stationary Gaussian autoregression2014/03/07English4
On goodness-of-fit testing for ergodic diffusion process with shift parameter2014/03/01English4
Integral curves from noisy diffusion MRI data with closed-form uncertainty estimates2015/08/27English4
Estimating integrated co-volatility with partially miss-ordered high frequency data2015/07/26English4
Local linear estimation for stochastic processes driven by $$\alpha $$ α -stable L $$\acute{\mathbf{e}}$$ e ´ vy motion2013/06/18English4
Estimating FARIMA models with uncorrelated but non-independent error terms2021/05/14English4
Optimal dimension reduction for high-dimensional and functional time series2018/02/16English4
Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean2019/06/19English4
Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models2017/04/24English4
Nonparametric density estimation for nonmixing approximable Stochastic Processes2006/08/15English3
Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process2007/01/26English3
Oscillating Gaussian processes2020/04/29English3
Estimating the order of mean-square derivatives with quadratic variations2011/02/01English3
Circular autocorrelation of stationary circular Markov processes2016/12/31English3
A minimal contrast estimator for the linear fractional stable motion2020/06/03English3
An inverse problem for infinitely divisible moving average random fields2018/07/07English3
Estimation of the mean in partially observed branching processes with general immigration2018/01/22English3
Hawkes process and Edgeworth expansion with application to maximum likelihood estimator2021/01/18English3