Pages that link to "Item:Q180823"

The following pages link to Statistical Inference for Stochastic Processes (Q180823):

Displaying 50 items.

• Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
• Asymptotic normality of cross-correlogram estimates of the response function (Q2481685) (← links)
• Information criteria for small diffusions via the theory of Malliavin-Watanabe (Q2481686) (← links)
• Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA (Q2481687) (← links)
• Exact inference for random Dirichlet means (Q2492806) (← links)
• Estimation of the defect status on visual field longitudinal data (Q2492807) (← links)
• Bayesian nonparametric analysis for a generalized Dirichlet process prior (Q2492808) (← links)
• On modeling change points in non-homogeneous Poisson processes (Q2492809) (← links)
• Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price (Q2492810) (← links)
• Estimation and simulation of autoregressive Hilbertian processes with exogenous variables (Q2573221) (← links)
• The empirical process for bivariate sequences with long memory (Q2573222) (← links)
• Testing for superiority among two time series (Q2573250) (← links)
• Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations (Q2573251) (← links)
• On the non-parametric prediction of conditionally stationary sequences (Q2573252) (← links)
• On minimax robust testing of composite hypotheses on Poisson process intensity (Q2676872) (← links)
• A chi-square type test for time-invariant fiber pathways of the brain (Q2676874) (← links)
• Optimal linear interpolation of multiple missing values (Q2676875) (← links)
• Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces (Q2676876) (← links)
• A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (Q2676877) (← links)
• Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
• Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
• Randomized consistent statistical inference for random processes and fields (Q2676881) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
• On Stein's lemma in hypotheses testing in general non-asymptotic case (Q2694802) (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
• Sparse estimation for generalized exponential marked Hawkes process (Q2694805) (← links)
• Large deviation inequalities of Bayesian estimator in nonlinear regression models (Q2694806) (← links)
• Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
• A functional central limit theorem on non-stationary random fields with nested spatial structure (Q2694809) (← links)
• Special issue: 19th Rencontres Franco-Belges de statisticiens. CIRM, Marseille, France, November 19--21, 1998 (Q5933663) (← links)
• The generalized multifractional Brownian motion (Q5933664) (← links)
• Linear processes, long-range dependence and asymptotic expansions (Q5933665) (← links)
• Marcinkiewicz-Zygmund strong laws for infinite variance time series. (Q5933666) (← links)
• Convergence of random spectral measures and applications to invariance principles. (Q5933667) (← links)
• Long memory with seasonal effects (Q5933668) (← links)
• Robustness of the \(R/S\) statistic for fractional stable noises (Q5933669) (← links)
• Wavelet estimator of long-range dependent processes. (Q5933670) (← links)
• Identification of the Hurst index of a step fractional Brownian motion (Q5933671) (← links)
• Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. (Q5933672) (← links)
• Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (Q5933673) (← links)
• The average periodogram for nonstationary vector time series (Q5933674) (← links)
• Approximation of some processes (Q5933675) (← links)
• Parameter estimation and optimal filtering for fractional type stochastic systems (Q5933676) (← links)
• Estimating the diffusion coefficient for diffusions driven by fBm (Q5933677) (← links)
• Large and moderate deviations for estimators of quadratic variational processes of diffusions. (Q5933678) (← links)
• Histograms and associated point processes (Q5933679) (← links)
• Estimation of time varying linear systems (Q5933680) (← links)
• Stepwise estimation of random processes (Q5933681) (← links)
• Infill asymptotics inside increasing domains for the least squares estimator in linear models (Q5937002) (← links)