Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
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
Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise2016/06/20English2
Time series analysis of covariance based on linear transfer function models2018/03/19English2
The value of the high, low and close in the estimation of Brownian motion2020/12/04English2
Estimation of weak ARMA models with regime changes2019/07/12English2
Recursive nonparametric regression estimation for dependent strong mixing functional data2020/07/27English2
Hypotheses testing and posterior concentration rates for semi-Markov processes2021/07/02English2
Nonparametric signal detection with small type I and type II error probabilities2011/01/15English2
Goodness-of-fit test for switching diffusion2010/04/17English2
A Kalman particle filter for online parameter estimation with applications to affine models2021/03/03English2
Nonparametric Gaussian inference for stable processes2018/11/28English2
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models2019/09/12English2
Empirical $$L^2$$ L 2 -distance test statistics for ergodic diffusions2018/02/21English2
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process2020/05/07English2
Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI)2021/01/11English2
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models2020/09/25English2
Confidence regions for the intensity function of a cyclic Poisson process2007/12/11English2
Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case2015/03/13English2
Cox process functional learning2015/02/18English2
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations2021/09/09English2
Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes2021/08/16English2
Detection and identification of changes of hidden Markov chains: asymptotic theory2021/10/06English2
Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination2021/11/02English2
Non-uniform spacings processes2011/03/01English2
Wavelet estimation in diffusions with periodicity2012/09/26English2
Asymptotic theory of parameter estimation by a contrast function based on interpolation error2015/03/15English2