Pages that link to "Item:Q180823"
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The following pages link to Statistical Inference for Stochastic Processes (Q180823):
Displaying 50 items.
- Stability of the filter with Poisson observations (Q500868) (← links)
- Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
- Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
- Cox process functional learning (Q500875) (← links)
- Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443) (← links)
- Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
- On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Information geometry of small diffusions (Q623479) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- Recursive parameter estimation: convergence (Q623481) (← links)
- Non parametric estimation of smooth stationary covariance functions by interpolation methods (Q623485) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
- On estimation of parameters for spatial autoregressive model (Q623489) (← links)
- Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- \(L^{1}\)-convergence of smoothing densities in non-parametric state space models (Q623496) (← links)
- Parameter estimation in diagonalizable bilinear stochastic parabolic equations (Q625294) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator (Q625298) (← links)
- Asymptotic behavior of maximum likelihood estimators in a branching diffusion model (Q625301) (← links)
- Maximum likelihood estimator for hidden Markov models in continuous time (Q625302) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- Confidence regions for the intensity function of a cyclic Poisson process (Q625308) (← links)
- Stein estimation of Poisson process intensities (Q625309) (← links)
- Strong law of large numbers for pairwise positive quadrant dependent random variables (Q625310) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313) (← links)
- New tests for jumps in semimartingale models (Q625314) (← links)
- Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
- Frequency polygons for continuous random fields (Q625317) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- A latent process model for time series of attributed random graphs (Q644965) (← links)
- On estimation of delay location (Q644966) (← links)
- Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963) (← links)
- Sieve estimates via neural network for strong mixing processes (Q701964) (← links)
- Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967) (← links)
- An asymptotic expansion scheme for optimal investment problems (Q701968) (← links)
- Testing epidemic changes of infinite dimensional parameters (Q849858) (← links)
- Sequential kernel estimation of the conditional intensity of nonstationary point processes (Q849859) (← links)
