Pages that link to "Item:Q180823"
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The following pages link to Statistical Inference for Stochastic Processes (Q180823):
Displaying 50 items.
- An inverse problem for infinitely divisible moving average random fields (Q2316341) (← links)
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
- Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
- Nonparametric estimation in fractional SDE (Q2330959) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions (Q2330964) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- On a Poissonian change-point model with variable jump size (Q2350911) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
- Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
- Predicting extinction or explosion in a Galton-Watson branching process (Q2392827) (← links)
- Asymptotic normality of recursive estimators under strong mixing conditions (Q2392828) (← links)
- Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762) (← links)
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points (Q2412766) (← links)
- Time series analysis of covariance based on linear transfer function models (Q2417983) (← links)
- Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality (Q2417985) (← links)
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
- Estimation of the mean in partially observed branching processes with general immigration (Q2417990) (← links)
- Goodness-of-fit test for switching diffusion (Q2430994) (← links)
- A simple estimator for discrete-time samples from affine stochastic delay differential equations (Q2430995) (← links)
- Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (Q2430996) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- Drift estimation for a periodic mean reversion process (Q2431002) (← links)
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003) (← links)
- Statistical estimation for reflected skew processes (Q2431005) (← links)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
- On goodness-of-fit testing for ergodic diffusion process with shift parameter (Q2450912) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Parameter estimation for the stochastic SIS epidemic model (Q2450914) (← links)
- Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)
- Discrete periodic sampling with jitter and almost periodically correlated processes (Q2475286) (← links)
- Bayesian nonparametric estimation for reinforced Markov renewal processes (Q2475287) (← links)
- Invariance principles for non-isotropic long memory random fields (Q2475288) (← links)
