Entity usage

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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

List of pages that use a given entity

Showing below up to 50 results in range #101 to #150.

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  1. Hybrid multi-step estimators for stochastic differential equations based on sampled data: Label: en
  2. Asymptotic behavior of mixed power variations and statistical estimation in mixed models: Label: en
  3. On a Poissonian change-point model with variable jump size: Label: en
  4. Quadratic random coefficient autoregression with linear-in-parameters volatility: Label: en
  5. Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes: Label: en
  6. Limit theorems for bifurcating integer-valued autoregressive processes: Label: en
  7. Difference based estimators and infill statistics: Label: en
  8. Testing nonstationary and absolutely regular nonlinear time series models: Label: en
  9. Nonparametric Gaussian inference for stable processes: Label: en
  10. Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions: Label: en
  11. The Dantzig selector for a linear model of diffusion processes: Label: en
  12. Second-order properties of thresholded realized power variations of FJA additive processes: Label: en
  13. Data driven time scale in Gaussian quasi-likelihood inference: Label: en
  14. Nonparametric estimation in fractional SDE: Label: en
  15. Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions: Label: en
  16. On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes: Label: en
  17. An inverse problem for infinitely divisible moving average random fields: Label: en
  18. Empirical \(L^2\)-distance test statistics for ergodic diffusions: Label: en
  19. Robust adaptive efficient estimation for semi-Markov nonparametric regression models: Label: en
  20. Two-step wavelet-based estimation for Gaussian mixed fractional processes: Label: en
  21. Shrinkage estimation for multivariate time series: Label: en
  22. Hypotheses testing and posterior concentration rates for semi-Markov processes: Label: en
  23. Nonparametric estimation for i.i.d. paths of fractional SDE: Label: en
  24. Asymptotic distribution of the score test for detecting marks in Hawkes processes: Label: en
  25. SPHARMA approximations for stationary functional time series on the sphere: Label: en
  26. Estimating FARIMA models with uncorrelated but non-independent error terms: Label: en
  27. Asymptotic properties of conditional least-squares estimators for array time series: Label: en
  28. On smooth change-point location estimation for Poisson processes: Label: en
  29. Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process: Label: en
  30. A minimal contrast estimator for the linear fractional stable motion: Label: en
  31. Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem: Label: en
  32. An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter: Label: en
  33. Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise: Label: en
  34. Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion: Label: en
  35. Parameter identification for the Hermite Ornstein-Uhlenbeck process: Label: en
  36. Preface: Label: en
  37. Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion: Label: en
  38. Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations: Label: en
  39. Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination: Label: en
  40. Estimation of stationary probability of semi-Markov chains: Label: en
  41. Martingale estimation functions for Bessel processes: Label: en
  42. Contrast estimation for noisy observations of diffusion processes via closed-form density expansions: Label: en
  43. Detection and identification of changes of hidden Markov chains: asymptotic theory: Label: en
  44. Likelihood theory for the graph Ornstein-Uhlenbeck process: Label: en
  45. Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes: Label: en
  46. Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend: Label: en
  47. Adaptive efficient analysis for big data ergodic diffusion models: Label: en
  48. Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps: Label: en
  49. MAP and Bayes tests in sparse vectors detection: Label: en
  50. Estimation of the position and time of emission of a source: Label: en

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