Pages that link to "Item:Q180823"
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The following pages link to Statistical Inference for Stochastic Processes (Q180823):
Displaying 50 items.
- Estimating joint distributions of Markov chains (Q1600681) (← links)
- A stochastic filtering approach to survival analysis (Q1600682) (← links)
- Nonparametric density estimation in hidden Markov models (Q1600683) (← links)
- Estimation of local smoothness coefficients for continuous time processes (Q1600684) (← links)
- Small noise asymptotics of the Bayesian estimator in nonidentifiable models (Q1600685) (← links)
- Polygonal smoothing of the empirical distribution function (Q1656844) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- Statistical inference for SPDEs: an overview (Q1656846) (← links)
- Estimating linear functionals of a sparse family of Poisson means (Q1656848) (← links)
- Estimation of cusp location of stochastic processes: a survey (Q1656849) (← links)
- Translation invariant statistical experiments with independent increments (Q1656850) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Analysis of variance for high-dimensional time series (Q1656856) (← links)
- Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
- Foreword from the editors (Q1687321) (← links)
- Circular autocorrelation of stationary circular Markov processes (Q1687322) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Asymptotic normality of quadratic forms of martingale differences (Q1687324) (← links)
- Time series regression models with locally stationary disturbance (Q1687325) (← links)
- The asymptotics of misspecified MLEs for some stochastic processes: a survey (Q1687326) (← links)
- Statistical inference for quantiles in the frequency domain (Q1687327) (← links)
- Moment convergence of \(Z\)-estimators (Q1687328) (← links)
- Trajectory fitting estimators for SPDEs driven by additive noise (Q1744219) (← links)
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
- A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
- Non-parametric estimation of the spiking rate in systems of interacting neurons (Q1744222) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Nonparametric estimation for irregularly sampled Lévy processes (Q1744225) (← links)
- Statistical inference of 2-type critical Galton-Watson processes with immigration (Q1744226) (← links)
- Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230) (← links)
- Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- On large deviations in testing simple hypotheses for locally stationary Gaussian processes (Q1757895) (← links)
- Wavelet estimation in diffusions with periodicity (Q1757897) (← links)
- Asymptotic expansion for small diffusions applied to option pricing (Q1771230) (← links)
- General asymptotic confidence bands based on kernel-type function estimators (Q1771231) (← links)
- Estimation of the mean of a Wiener sheet (Q1771232) (← links)
- Optimal design in nonparametric life testing (Q1771233) (← links)
- Nonparametric spatial prediction (Q1771234) (← links)
- Sequential identification of linear dynamic systems with memory (Q1778997) (← links)
- Classical method of moments for partially and discretely observed ergodic models (Q1778998) (← links)
- On the maximum of some conditional and integrated Gaussian fields and their statistical applications (Q1778999) (← links)
- Statistical inference with fractional Brownian motion (Q1779000) (← links)
- On time-reversibility and estimating functions for Markov processes (Q1779001) (← links)
- Estimation of cusp location by Poisson observations (Q1810755) (← links)
- A nonparametric estimation problem from indirect observations (Q1810757) (← links)
