Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
A frequency-domain test for long range dependence2017/06/30English2
Adaptive efficient analysis for big data ergodic diffusion models2021/03/27English2
Asymptotic properties of conditional least-squares estimators for array time series2021/06/02English2
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function2020/09/06English2
Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails2020/03/27English2
Survival analysis in Johnson–Mehl Tessellation2007/03/09English2
Translation invariant statistical experiments with independent increments2018/02/26English1
Moment convergence of Z-estimators2016/07/16English1
Time series regression models with locally stationary disturbance2017/01/17English1
On the asymptotic normality of frequency polygons for strongly mixing spatial processes2013/10/01English1
Predicting extinction or explosion in a Galton–Watson branching process2013/06/12English1
Spectral estimation on the sphere with needlets: high frequency asymptotics2011/01/18English1
Strong law of large numbers for pairwise positive quadrant dependent random variables2008/04/23English1
The normal approximation rate for the drift estimator of multidimensional diffusions2009/01/07English1
Asymptotic behavior of maximum likelihood estimators in a branching diffusion model2008/07/01English1
Rates of strong uniform convergence of the k T -occupation time density estimator2009/10/01English1
Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE2010/06/01English1
Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes2006/07/01English1
Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe2004/01/01English1
A portmanteau-type test for detecting serial correlation in locally stationary functional time series2023/01/17English1
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion2020/06/13English1
Optimal iterative threshold-kernel estimation of jump diffusion processes2020/03/26English1
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes2010/10/01English1
Spectral characterization of the quadratic variation of mixed Brownian–fractional Brownian motion2013/06/20English1
Statistical Inference with Fractional Brownian Motion2005/01/01English1
Asymptotic Expansion for Small Diffusions Applied to Option Pricing2004/01/01English1
On the $$\alpha $$-lazy version of Markov chains in estimation and testing problems2022/12/05English1
Quasi-likelihood analysis and its applications2022/02/23English1
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise2023/11/21English1
Inference in generalized exponential O–U processes with change-point2023/09/01English1