Pages that link to "Item:Q180823"
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The following pages link to Statistical Inference for Stochastic Processes (Q180823):
Displaying 50 items.
- On a problem of statistical inference in null recurrent diffusions (Q1810758) (← links)
- Prediction problems for square-transformed stationary processes (Q1810759) (← links)
- Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator (Q1810761) (← links)
- Asymptotically efficient estimation of the derivative of the invariant density (Q1810762) (← links)
- Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (Q1857351) (← links)
- Likelihood ratio processes for Markovian particle systems with killing and jumps (Q1857352) (← links)
- Relative asymptotic efficiency of the maximum pseudolikelihood estimate for Gauss-Markov random fields (Q1857354) (← links)
- Rates in the empirical central limit theorem for stationary weakly dependent random fields. (Q1857355) (← links)
- Minimax bounds in nonparametric estimation of multidimensional deterministic dynamical systems (Q1857363) (← links)
- Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic SDE (Q1857364) (← links)
- On a partially observed illness-death model (Q1857365) (← links)
- On determination of the order of a Markov chain (Q1857366) (← links)
- Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates (Q1857367) (← links)
- Iterative approximation of statistical distributions and relation to information geometry (Q1857369) (← links)
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process (Q1862204) (← links)
- Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises (Q1862205) (← links)
- The likelihood of the parameters of a continuous time vector autoregressive model (Q1862206) (← links)
- Estimation of mean and covariance operator of autoregressive processes in Banach spaces (Q1862207) (← links)
- Impact of bursty traffic on queues (Q1862208) (← links)
- General autoregressive models with long-memory noise (Q1862209) (← links)
- On inference for fractional differential equations (Q1943988) (← links)
- Exact and approximate EM estimation of mutually exciting Hawkes processes (Q1943990) (← links)
- Improved estimation in a non-Gaussian parametric regression (Q1943992) (← links)
- On the Cramér-von Mises test with parametric hypothesis for Poisson processes (Q1943993) (← links)
- Adaptive estimation of the lag of a long-memory process (Q1962688) (← links)
- Efficient density estimation for ergodic diffusion processes (Q1962689) (← links)
- Optimal rate for nonparametric estimation in deterministic dynamical systems (Q1962690) (← links)
- Estimation of the diffusion coefficient from crossings (Q1962691) (← links)
- Asymptotic expansions for the stochastic approximation averaging procedure in continuous time (Q1962692) (← links)
- Birth and death on a flow: Local time and estimation of a position-dependent death rate. (Q1969413) (← links)
- Nonparametric estimation for Gibbs random fields specified through one-point systems (Q1969414) (← links)
- Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case (Q1969415) (← links)
- Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process (Q1969416) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Statistical analysis of some evolution equations driven by space-only noise (Q1984646) (← links)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
- Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
- Simultaneous testing of change-point location and of a regular parameter by Poisson observations (Q2023464) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Oscillating Gaussian processes (Q2023470) (← links)
- Parametric inference for hypoelliptic ergodic diffusions with full observations (Q2023472) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
- The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes. (Q2040938) (← links)
