Pages that link to "Item:Q180823"

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

Displaying 50 items.

• Asymptotic normality of kernel type density estimators for random fields (Q849860) (← links)
• \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861) (← links)
• Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
• A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
• Nonparametric regression estimation for random fields in a fixed-design (Q882908) (← links)
• Estimating the Hurst parameter (Q882909) (← links)
• The heat equation with initial data corrupted by measurement error and missing data (Q882910) (← links)
• Identifying the anisotropical function of a \(d\)-dimensional Gaussian self-similar process with stationary increments (Q882911) (← links)
• Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
• Testing for the mean of random curves: a penalization approach (Q882913) (← links)
• Deterministic noises that can be statistically distinguished from the random ones (Q882914) (← links)
• Second-order efficient test for inhomogeneous Poisson processes (Q882916) (← links)
• Strong consistency of kernel density estimates for Markov chains failure rates (Q946282) (← links)
• Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process (Q946283) (← links)
• Sequential change-point detection for mixing random sequences under composite hypotheses (Q946284) (← links)
• Survival analysis in Johnson-Mehl tessellation (Q946285) (← links)
• Strong convergence rates for the estimation of a covariance operator for associated samples (Q946287) (← links)
• Consistent estimation of covariation under nonsynchronicity (Q946288) (← links)
• Spatial point process models of defensive strategies: detecting changes (Q995835) (← links)
• Estimating some characteristics of the conditional distribution in nonparametric functional models (Q995836) (← links)
• Inference for shot noise (Q995837) (← links)
• A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences (Q995838) (← links)
• On-line tracking of a smooth regression function (Q995841) (← links)
• Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← links)
• On the identifiability of minimal VARMA representations (Q1281920) (← links)
• Note on functional large deviation principle for fractional ARIMA processes (Q1281921) (← links)
• Can we estimate the density's derivative with suroptimal rate (Q1281922) (← links)
• Nonparametric estimation in a model with a trend (Q1281924) (← links)
• Stationary distribution function estimation for ergodic diffusion process (Q1281925) (← links)
• Asymptotic expansion of \(M_-\)-estimator over Wiener space (Q1281926) (← links)
• Seasonal space-time models for climate systems (Q1412238) (← links)
• Deconvolving multivariate density from random field (Q1412239) (← links)
• Partial and recombined estimators for nonlinear additive models (Q1412241) (← links)
• On uniform laws of large numbers for ergodic diffusions and consistency of estimators (Q1412242) (← links)
• Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise (Q1421723) (← links)
• \(L^p\)-loss and limit distribution for predicting integrals of some non-Gaussian second order processes (Q1421724) (← links)
• Prediction of continuous time autoregressive processes via the reproducing kernel spaces (Q1421726) (← links)
• Modelization and nonparametric estimation for dynamical systems with noise (Q1421727) (← links)
• Nonparametric estimation of regression functions in point process models (Q1421728) (← links)
• On Castellana-Leadbetter's condition for diffusion density estimation (Q1567083) (← links)
• A convenient way to characterize equivalent martingale measures in incomplete markets (Q1567084) (← links)
• Sequential variational testing hypotheses on the Wiener process under delayed observations (Q1567087) (← links)
• Asymptotic properties of the maximum likelihood estimator for stochastic PDEs disturbed by small noise (Q1567088) (← links)
• Efficient estimation in a semiparametric autoregressive model (Q1567089) (← links)
• Estimating the density of the residuals in autoregressive models (Q1580836) (← links)
• Characterizing efficient empirical estimators for local interaction Gibbs fields (Q1580837) (← links)
• Statistical analysis of a spatial counting process modelling crystallization of polymers (Q1580838) (← links)
• Nonparametric estimation for semi-Markov processes based on its hazard rate functions (Q1580839) (← links)
• Asymptotic normality of the minimum non-Hilbertian distance estimators for a diffusion process with small noise (Q1580840) (← links)