Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
Sparse estimation for generalized exponential marked Hawkes process2022/04/13English
Preface2022/04/01English
Conditioning diffusions with respect to incomplete observations2023/05/11English
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations2019/07/29English
Analysis of variance for high-dimensional time series2018/07/01English
Foreword from the editors…2018/06/15English
Testing nonstationary and absolutely regular nonlinear time series models2018/12/18English
LAMN in a class of parametric models for null recurrent diffusions2018/02/10English
On the dependency for asymptotically independent estimates2012/06/05English
Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process2010/04/23English
Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion2017/01/26English
Difference based estimators and infill statistics2014/07/26English
On maximum likelihood estimation of the drift matrix of a degenerated O–U process2016/05/28English
Shrinkage estimation for multivariate time series2021/07/18English
On minimax cardinal spline interpolation2022/01/03English
Estimation of stopping times for stopped self-similar random processes2021/03/01English
Maximum spacing estimation for continuous time Markov chains and semi-Markov processes2021/02/15English
Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations2020/08/05English
Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type2004/01/01English
Sieve Estimates via Neural Network for Strong Mixing Processes2004/01/01English
On large deviations in testing simple hypotheses for locally stationary Gaussian processes2012/09/25English
L1-convergence of smoothing densities in non-parametric state space models2007/12/18English
Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments2008/12/16English
Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA2004/01/01English
Volume Contents2005/12/01English
Estimation of the Defect Status on Visual Field Longitudinal Data2005/12/01English
Introduction2005/12/01English
Author Index2005/12/01English
Asymptotic expansion of an estimator for the Hurst coefficient2023/09/25English
A Cramér–von Mises test for a class of mean time dependent CHARN models with application to change-point detection2023/08/23English