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 #51 to #100.

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  1. Exact inference for random Dirichlet means: Label: en
  2. Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA: Label: en
  3. Information criteria for small diffusions via the theory of Malliavin-Watanabe: Label: en
  4. Asymptotic normality of cross-correlogram estimates of the response function: Label: en
  5. Nonparametric density estimation for nonmixing approximable stochastic processes: Label: en
  6. Invariance principles for non-isotropic long memory random fields: Label: en
  7. Bayesian nonparametric estimation for reinforced Markov renewal processes: Label: en
  8. Discrete periodic sampling with jitter and almost periodically correlated processes: Label: en
  9. Change point testing for the drift parameters of a periodic mean reversion process: Label: en
  10. Parameter estimation for the stochastic SIS epidemic model: Label: en
  11. Second-order continuous-time non-stationary Gaussian autoregression: Label: en
  12. On goodness-of-fit testing for ergodic diffusion process with shift parameter: Label: en
  13. A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise: Label: en
  14. Statistical estimation for reflected skew processes: Label: en
  15. Estimating discontinuous periodic signals in a time inhomogeneous diffusion: Label: en
  16. Drift estimation for a periodic mean reversion process: Label: en
  17. Local Whittle likelihood estimators and tests for non-Gaussian stationary processes: Label: en
  18. Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE: Label: en
  19. Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process: Label: en
  20. A simple estimator for discrete-time samples from affine stochastic delay differential equations: Label: en
  21. Goodness-of-fit test for switching diffusion: Label: en
  22. Estimation of the mean in partially observed branching processes with general immigration: Label: en
  23. Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter: Label: en
  24. Parametric inference for discretely observed subordinate diffusions: Label: en
  25. On conditional least squares estimation for affine diffusions based on continuous time observations: Label: en
  26. Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality: Label: en
  27. Time series analysis of covariance based on linear transfer function models: Label: en
  28. The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points: Label: en
  29. Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise: Label: en
  30. Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph: Label: en
  31. Autoregressive functions estimation in nonlinear bifurcating autoregressive models: Label: en
  32. Periodic autoregressive stochastic volatility: Label: en
  33. On rate-optimal nonparametric wavelet regression with long memory moving average errors: Label: en
  34. Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion: Label: en
  35. Asymptotic normality of recursive estimators under strong mixing conditions: Label: en
  36. Predicting extinction or explosion in a Galton-Watson branching process: Label: en
  37. Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion: Label: en
  38. Goodness-of-fit testing for fractional diffusions: Label: en
  39. Hybrid multi-step estimators for stochastic differential equations based on sampled data: Label: en
  40. Asymptotic behavior of mixed power variations and statistical estimation in mixed models: Label: en
  41. On a Poissonian change-point model with variable jump size: Label: en
  42. Quadratic random coefficient autoregression with linear-in-parameters volatility: Label: en
  43. Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes: Label: en
  44. Limit theorems for bifurcating integer-valued autoregressive processes: Label: en
  45. Difference based estimators and infill statistics: Label: en
  46. Testing nonstationary and absolutely regular nonlinear time series models: Label: en
  47. Nonparametric Gaussian inference for stable processes: Label: en
  48. Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions: Label: en
  49. The Dantzig selector for a linear model of diffusion processes: Label: en
  50. Second-order properties of thresholded realized power variations of FJA additive processes: Label: en

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