Pages that link to "Item:Q180823"
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The following pages link to Statistical Inference for Stochastic Processes (Q180823):
Displaying 50 items.
- Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations (Q2040939) (← links)
- Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems (Q2040940) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (Q2040942) (← links)
- The value of the high, low and close in the estimation of Brownian motion (Q2040943) (← links)
- On Neyman-Pearson minimax detection of Poisson process intensity (Q2040944) (← links)
- EM algorithm for stochastic hybrid systems (Q2040945) (← links)
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← links)
- Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
- Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) (← links)
- A Kalman particle filter for online parameter estimation with applications to affine models (Q2046297) (← links)
- How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
- Maximum spacing estimation for continuous time Markov chains and semi-Markov processes (Q2046299) (← links)
- Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI) (Q2046301) (← links)
- Estimation of stopping times for stopped self-similar random processes (Q2046303) (← links)
- On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients (Q2137731) (← links)
- On minimax cardinal spline interpolation (Q2137732) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Estimation of the position and time of emission of a source (Q2137734) (← links)
- MAP and Bayes tests in sparse vectors detection (Q2137736) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Detection and identification of changes of hidden Markov chains: asymptotic theory (Q2144194) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Martingale estimation functions for Bessel processes (Q2144197) (← links)
- Estimation of stationary probability of semi-Markov chains (Q2144198) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
- Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
- Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion (Q2194048) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) (← links)
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056) (← links)
- On smooth change-point location estimation for Poisson processes (Q2243552) (← links)
- Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
- Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
- Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
- Hypotheses testing and posterior concentration rates for semi-Markov processes (Q2243560) (← links)
- Shrinkage estimation for multivariate time series (Q2243561) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Robust adaptive efficient estimation for semi-Markov nonparametric regression models (Q2316338) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
