Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation2016/09/26English3
Asymptotic normality of recursive estimators under strong mixing conditions2013/06/08English3
Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models2012/06/01English3
Asymptotic Normality of Kernel Type Density Estimators for Random Fields2006/07/01English3
Asymptotic Normality of Cross-correlogram Estimates of the Response Function2004/01/01English3
Deterministic Noises that can be Statistically Distinguished from the Random Ones2007/07/01English3
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion2008/12/09English3
Robust adaptive efficient estimation for semi-Markov nonparametric regression models2018/06/22English3
Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion2020/07/01English3
Comparison of the LS-based estimators and the MLE for the fractional Ornstein–Uhlenbeck process2020/05/21English3
Adaptive pointwise estimation for pure jump Lévy processes2015/01/10English3
Truncated stochastic approximation with moving bounds: convergence2014/03/07English3
Goodness-of-fit testing for fractional diffusions2013/06/06English3
Spatial Point Process Models of Defensive Strategies: Detecting Changes2006/05/01English3
Strong consistency of Kernel density estimates for Markov chains failure rates2006/07/07English3
Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price2005/12/01English3
Likelihood theory for the graph Ornstein-Uhlenbeck process2021/10/21English3
Sequential stochastic assignment under uncertainty: estimation and convergence2011/01/06English3
On Neyman–Pearson minimax detection of Poisson process intensity2021/01/06English3
Data driven time scale in Gaussian quasi-likelihood inference2019/03/16English3
Memory properties of transformations of linear processes2016/02/13English3
The robust focused information criterion for strong mixing stochastic processes with $$\mathscr {L}^{2}$$-differentiable parametric densities2020/03/20English3
High-dimensional estimation of quadratic variation based on penalized realized variance2022/12/05English2
On the Cramér–von Mises test with parametric hypothesis for poisson processes2013/02/21English2
On the consistency of the MLE for Ornstein–Uhlenbeck and other selfdecomposable processes2015/04/01English2
Histograms for stationary linear random fields2014/07/01English2
On rate-optimal nonparametric wavelet regression with long memory moving average errors2013/06/06English2
Inference for Shot Noise2006/05/01English2
On-line Tracking of a Smooth Regression Function2006/05/01English2
Nonparametric estimation for irregularly sampled Lévy processes2016/07/14English2