The following pages link to (Q3292891):
Displayed 50 items.
- Estimation and reconstruction for zero-one Markov processes (Q594513) (← links)
- An EM algorithm for estimation in Markov-modulated Poisson processes (Q672068) (← links)
- Estimating the observation parameters of a switching Poisson stream at random moments (Q684662) (← links)
- Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations (Q759721) (← links)
- Inference for earthquake models: A self-correcting model (Q796230) (← links)
- On likelihood estimation for a discretely observed jump process (Q817921) (← links)
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process (Q861540) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Detecting change-points in Markov chains (Q1020703) (← links)
- Direct maximization of the likelihood of a hidden Markov model (Q1023760) (← links)
- Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains (Q1023985) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Some remarks on the construction of independent identically distributed random variables. Markov chains and martingales (Q1055080) (← links)
- Continuous-time Markov chains as models for animal behaviour (Q1056702) (← links)
- Maximum likelihood identification of neural point process systems (Q1111960) (← links)
- Codon preference and primary sequence structure in protein-coding regions (Q1111970) (← links)
- Statistical analysis of queueing systems (Q1118266) (← links)
- Bayesian analysis for finite Markov chains (Q1125535) (← links)
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes (Q1148093) (← links)
- Tracking of transition rates in Markov processes (Q1187146) (← links)
- Maximum likelihood estimation for Markov processes (Q1226364) (← links)
- Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case (Q1238569) (← links)
- The efficiency criteria problem for stochastic processes (Q1248316) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Inference for a binary lattice Markov process (Q1284589) (← links)
- Maximum likelihood estimation for single server queues from waiting time data (Q1357714) (← links)
- Statistical inference for a finite optimal stopping problem with unknown transition probabilities (Q1423869) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- Maximum likelihood estimation for generalized semi-Markov processes (Q1911472) (← links)
- Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (Q1915124) (← links)
- Inference from a sequential design: proof of a conjecture by Ford and Silvey (Q1962192) (← links)
- Balanced importance resampling for Markov chains (Q1969150) (← links)
- Central limit theorem for the estimator of the value of an optimal stopping problem (Q2387145) (← links)
- Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics (Q2388359) (← links)
- Informational models and their uses (Q2393807) (← links)
- Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
- Likelihood-look-ahead inference on the equilibrium distribution of Markov chains (Q2493866) (← links)
- Asymptotic normality of the maximum likelihood estimate in Markov processes (Q2530683) (← links)
- Nonparametric estimation in Markov processes (Q2535158) (← links)
- Estimation of the transition distributions of a Markov renewal process (Q2539514) (← links)
- Note on minimum contrast estimates for Markov processes (Q2557086) (← links)
- Limit theorems for sums of heavy-tailed variables with random dependent weights (Q2642484) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)