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Showing below up to 50 results in range #1 to #50.

1. A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations: Label: en
2. On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE: Label: en
3. The distribution of the maximum likelihood estimates of the change point and their relation to random walks: Label: en
4. Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials: Label: en
5. Weak convergence of the conditional U-statistics for locally stationary functional time series: Label: en
6. Consistency and asymptotic normality in a class of nearly unstable processes: Label: en
7. Inference in generalized exponential O-U processes: Label: en
8. Statistical inference on stationary shot noise random fields: Label: en
9. The continuous-time hidden Markov model based on discretization. Properties of estimators and applications: Label: en
10. Conditioning diffusions with respect to incomplete observations: Label: en
11. INAR approximation of bivariate linear birth and death process: Label: en
12. On consistency for time series model selection: Label: en
13. On the \(\alpha\)-lazy version of Markov chains in estimation and testing problems: Label: en
14. Threshold estimation for jump-diffusions under small noise asymptotics: Label: en
15. High-dimensional estimation of quadratic variation based on penalized realized variance: Label: en
16. Parameter estimation for ergodic linear SDEs from partial and discrete observations: Label: en
17. A portmanteau-type test for detecting serial correlation in locally stationary functional time series: Label: en
18. On the integrated mean squared error of wavelet density estimation for linear processes: Label: en
19. Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise: Label: en
20. Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations: Label: en
21. Asymptotic expansion of an estimator for the Hurst coefficient: Label: en
22. Localization of two radioactive sources on the plane: Label: en
23. Second-order robustness for time series inference: Label: en
24. A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection: Label: en
25. Inference in generalized exponential O-U processes with change-point: Label: en
26. A functional central limit theorem on non-stationary random fields with nested spatial structure: Label: en
27. Testing the equality of the laws of two strictly stationary processes: Label: en
28. Large deviation inequalities of Bayesian estimator in nonlinear regression models: Label: en
29. Sparse estimation for generalized exponential marked Hawkes process: Label: en
30. Robust and efficient specification tests in Markov-switching autoregressive models: Label: en
31. On Stein's lemma in hypotheses testing in general non-asymptotic case: Label: en
32. Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data: Label: en
33. Wavelet eigenvalue regression in high dimensions: Label: en
34. Randomized consistent statistical inference for random processes and fields: Label: en
35. Finite-sample properties of estimators for first and second order autoregressive processes: Label: en
36. Improved estimation method for high dimension semimartingale regression models based on discrete data: Label: en
37. A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes: Label: en
38. Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces: Label: en
39. Optimal linear interpolation of multiple missing values: Label: en
40. A chi-square type test for time-invariant fiber pathways of the brain: Label: en
41. On minimax robust testing of composite hypotheses on Poisson process intensity: Label: en
42. On the non-parametric prediction of conditionally stationary sequences: Label: en
43. Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations: Label: en
44. Testing for superiority among two time series: Label: en
45. The empirical process for bivariate sequences with long memory: Label: en
46. Estimation and simulation of autoregressive Hilbertian processes with exogenous variables: Label: en
47. Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price: Label: en
48. On modeling change points in non-homogeneous Poisson processes: Label: en
49. Bayesian nonparametric analysis for a generalized Dirichlet process prior: Label: en
50. Estimation of the defect status on visual field longitudinal data: Label: en