Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size2011/12/22English9
Improved estimation in a non-Gaussian parametric regression2013/02/14English9
Bidimensional random effect estimation in mixed stochastic differential model2015/06/26English8
Change point testing for the drift parameters of a periodic mean reversion process2014/03/07English8
Autoregressive functions estimation in nonlinear bifurcating autoregressive models2016/06/16English8
Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases2012/09/25English8
On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes2014/03/05English8
Bootstrapping the Empirical Distribution Function of a Spatial Process2007/07/01English8
Root-n consistency in weighted L 1-spaces for density estimators of invertible linear processes2008/04/23English8
Non parametric estimation of smooth stationary covariance functions by interpolation methods2007/07/07English7
Generalized moment estimators for $$\alpha $$-stable Ornstein–Uhlenbeck motions from discrete observations2019/07/03English7
On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes2018/08/03English7
Periodic autoregressive stochastic volatility2016/06/14English7
Non-parametric estimation of the spiking rate in systems of interacting neurons2016/11/17English7
Estimation and testing in generalized mean-reverting processes with change-point2016/11/17English7
Hybrid estimators for stochastic differential equations from reduced data2018/05/19English7
Design for estimation of the drift parameter in fractional diffusion systems2012/05/26English7
An Asymptotic Expansion Scheme for Optimal Investment Problems2004/01/01English7
Global property of error density estimation in nonlinear autoregressive time series models2010/01/05English7
Nonparametric regression on random fields with random design using wavelet method2015/04/09English7
Stein estimation of Poisson process intensities2007/12/07English7
Estimating the Hurst Parameter2007/01/01English7
A branching particle approximation to a filtering micromovement model of asset price2011/03/01English6
Exact and approximate EM estimation of mutually exciting hawkes processes2013/02/23English6
A functional limit theorem for η-weakly dependent processes and its applications2007/12/11English6
The Empirical Process for Bivariate Sequences with Long Memory2005/09/01English6
Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes2006/11/08English6
Recursive parameter estimation: convergence2007/05/11English6
A note on wavelet density deconvolution for weakly dependent data2007/07/06English6
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation2015/08/21English6