Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process2014/12/23English16
On the Non-parametric Prediction of Conditionally Stationary Sequences2005/09/01English15
Nonparametric Regression Estimation for Random Fields in a Fixed-Design2007/01/01English15
Asymptotic normality of the Parzen–Rosenblatt density estimator for strongly mixing random fields2011/02/01English15
An empirical central limit theorem with applications to copulas under weak dependence2008/07/01English15
Testing for the Mean of Random Curves: A Penalization Approach2007/07/01English15
Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations2014/12/28English15
Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations2005/09/01English14
Test for parameter change in discretely observed diffusion processes2009/01/06English14
Asymptotic behavior of mixed power variations and statistical estimation in mixed models2014/10/07English14
A latent process model for time series of attributed random graphs2011/06/30English14
On inference for fractional differential equations2013/03/02English13
A review of asymptotic theory of estimating functions2018/02/22English13
A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion2007/01/01English13
Asymptotic inference of unstable periodic ARCH processes2011/12/29English12
On parameter estimation of threshold autoregressive models2011/12/21English12
Periodically correlated autoregressive Hilbertian processes2011/04/22English12
Modified Schwarz and Hannan–Quinn information criteria for weak VARMA models2015/07/02English12
On approximating max-stable processes and constructing extremal copula functions2008/07/29English12
A simple estimator for discrete-time samples from affine stochastic delay differential equations2010/04/22English12
On large deviations in testing Ornstein–Uhlenbeck-type models2007/05/23English11
Consistent estimation of covariation under nonsynchronicity2007/05/30English11
Nonparametric estimation in fractional SDE2019/01/14English11
Parametric estimation for the standard and geometric telegraph process observed at discrete times2007/12/11English11
Frequency polygons for continuous random fields2009/12/19English10
Parameter estimation in diagonalizable bilinear stochastic parabolic equations2008/12/09English10
Maximum likelihood estimator for hidden Markov models in continuous time2008/07/01English10
Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes2006/05/01English10
Efficient estimation of stable Lévy process with symmetric jumps2018/03/14English10
A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models2013/10/01English10