Pages that link to "Item:Q180823"
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The following pages link to Statistical Inference for Stochastic Processes (Q180823):
Displaying 50 items.
- Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- Asymptotic theory of parameter estimation by a contrast function based on interpolation error (Q265669) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
- A kriging procedure for processes indexed by graphs (Q300775) (← links)
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (Q300780) (← links)
- The Gumbel test and jumps in the volatility process (Q300783) (← links)
- On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator (Q329052) (← links)
- Integral curves from noisy diffusion MRI data with closed-form uncertainty estimates (Q329055) (← links)
- Classification error in multiclass discrimination from Markov data (Q329059) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
- On the asymptotic normality of frequency polygons for strongly mixing spatial processes (Q376706) (← links)
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
- Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
- Central limit theorems for empirical product densities of stationary point processes (Q398572) (← links)
- On asymptotic distribution of parameter free tests for ergodic diffusion processes (Q398574) (← links)
- Truncated stochastic approximation with moving bounds: convergence (Q398576) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Estimation of the instantaneous volatility (Q411549) (← links)
- A functional central limit theorem for empirical processes under a strong mixing condition (Q438672) (← links)
- On the dependency for asymptotically independent estimates (Q438673) (← links)
- Design for estimation of the drift parameter in fractional diffusion systems (Q438676) (← links)
- Proving consistency of non-standard kernel estimators (Q438677) (← links)
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
- Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields (Q453773) (← links)
- Nonparametric signal detection with small type I and type II error probabilities (Q453775) (← links)
- Spectral estimation on the sphere with needlets: high frequency asymptotics (Q453778) (← links)
- Sequential stochastic assignment under uncertainty: estimation and convergence (Q453780) (← links)
- Estimating the order of mean-square derivatives with quadratic variations (Q453781) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
- Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
- Non-uniform spacings processes (Q453785) (← links)
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- On stationarity and second-order properties of bilinear random fields (Q466054) (← links)
- Histograms for stationary linear random fields (Q466055) (← links)
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes (Q466061) (← links)
- Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
