Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces2021/11/29English1
Strong convergence rates for the estimation of a covariance operator for associated samples2006/11/03English1
Corrections to “On the Nonparametric Prediction of Conditionally Stationary Sequences”, by S. Caires and J.A. Ferreira in Statistical Inference for Stochastic Processes 8 (2005), 151–184.2006/05/01English1
On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator2016/01/14English1
Estimation of the lead–lag parameter between two stochastic processes driven by fractional Brownian motions2019/01/11English1
Estimating linear functionals of a sparse family of Poisson means2018/02/07English1
On conditional least squares estimation for affine diffusions based on continuous time observations2018/02/05English1
Polygonal smoothing of the empirical distribution function2018/04/28English1
Statistical inference of 2-type critical Galton–Watson processes with immigration2016/10/06English1
Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models2017/04/09English1
Author Index2004/01/01English1
Simultaneous Testing of Change-Point Location and of a Regular Parameter by Poisson Observations2020/02/11English1
Moderate deviations for parameters estimation in a geometrically ergodic Heston process2017/02/08English1
The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes.2020/07/29English1
Parameter identification for the Hermite Ornstein–Uhlenbeck process2020/06/07English1
Finite-sample properties of estimators for first and second order autoregressive processes2021/12/05English1
Estimation of the position and time of emission of a source2021/11/10English1
Optimal linear interpolation of multiple missing values2022/02/04English1
Improved estimation method for high dimension semimartingale regression models based on discrete data2021/10/09English1
Asymptotic distribution of the score test for detecting marks in hawkes processes2021/05/19English1
On Stein’s lemma in hypotheses testing in general non-asymptotic case2022/08/24English1
Localization of two radioactive sources on the plane2023/09/19English1
Randomized consistent statistical inference for random processes and fields2022/03/07English1
Testing for Superiority among Two Time Series2005/09/01English1
Information geometry of small diffusions2007/06/22English1
The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data2007/01/01English1
Robust and efficient specification tests in Markov-switching autoregressive models2022/08/30English
A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations2024/02/26English
Statistical inference for discretely sampled stochastic functional differential equations with small noise2023/12/07English
The distribution of the maximum likelihood estimates of the change point and their relation to random walks2023/12/19English