Statistical Inference for Stochastic Processes

Title Publication Date Language Citations
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
Statistical inference on stationary shot noise random fields2023/07/07English
Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths2024/04/29English
The continuous-time hidden Markov model based on discretization. Properties of estimators and applications2023/06/23English
On consistency for time series model selection2022/12/27English
Wavelet eigenvalue regression in high dimensions2022/09/18English
Statistical estimation and nonlinear filtering in environmental pollution2023/12/02English
Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials2023/12/02English
Threshold estimation for jump-diffusions under small noise asymptotics2023/02/20English
Contrast estimation for noisy observations of diffusion processes via closed-form density expansions2021/10/05English
Testing the equality of the laws of two strictly stationary processes2022/02/23English
On minimax robust testing of composite hypotheses on Poisson process intensity2022/01/29English
How to test that a given process is an Ornstein–Uhlenbeck process2021/01/13English
Martingale estimation functions for Bessel processes2021/08/04English
Polynomials under Ornstein–Uhlenbeck noise and an application to inference in stochastic Hodgkin–Huxley systems2020/09/13English
Parametric inference for discretely observed subordinate diffusions2017/07/12English
Statistical inference for quantiles in the frequency domain2017/08/24English
Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions2018/10/28English
Inference in a multivariate generalized mean-reverting process with a change-point2019/08/06English
Stability of the filter with Poisson observations2014/12/30English
Quadratic random coefficient autoregression with linear-in-parameters volatility2014/11/07English
Misparametrization subsets for penalized least squares model selection2014/06/13English
Limit theorems for bifurcating integer-valued autoregressive processes2014/08/29English
Spot estimation for fractional Ornstein–Uhlenbeck stochastic volatility model: consistency and central limit theorem2020/03/27English
Preface2020/06/23English
A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes2022/01/08English