| Publication | Date of Publication | Type |
|---|
| Adaptive Elastic-net estimation for ergodic diffusion processes | 2026-02-18 | Paper |
Adaptive elastic-net estimation for sparse diffusion processes
Statistical Inference for Stochastic Processes | 2026-01-15 | Paper |
| clarify | 2023-09-21 | Software |
| Sub-National COVID-19 Incidence and Determinants Dataset | 2022-09-19 | Dataset |
Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
Journal of the Italian Statistical Society | 2020-09-29 | Paper |
| Estimation of Lévy CARMA models in the \texttt{yuima} package: application on the financial time series | 2020-07-08 | Paper |
Empirical \(L^2\)-distance test statistics for ergodic diffusions
Statistical Inference for Stochastic Processes | 2019-07-26 | Paper |
Discrete-time approximation of a COGRAPH(\(p,q\)) model and its estimation
Journal of Time Series Analysis | 2018-09-28 | Paper |
Simulation and Inference for Stochastic Processes with YUIMA
Use R! | 2018-07-18 | Paper |
On penalized estimation for dynamical systems with small noise
Electronic Journal of Statistics | 2018-05-28 | Paper |
On penalized estimation for dynamical systems with small noise
Electronic Journal of Statistics | 2018-05-28 | Paper |
Implementation of Lévy CARMA model in \texttt{yuima} package
Computational Statistics | 2016-01-29 | Paper |
Multivariate matching methods that are monotonic imbalance bounding
Journal of the American Statistical Association | 2015-06-17 | Paper |
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
Computational Statistics | 2015-02-27 | Paper |
On a family of test statistics for discretely observed diffusion processes
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Adaptive LASSO-type estimation for multivariate diffusion processes
Econometric Theory | 2012-08-30 | Paper |
Estimation for the change point of volatility in a stochastic differential equation
Stochastic Processes and their Applications | 2012-03-22 | Paper |
Least-squares change-point estimation for the telegraph process observed at discrete times
Statistics | 2011-12-21 | Paper |
Estimation for the discretely observed telegraph process
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
Parametric estimation for the standard and geometric telegraph process observed at discrete times
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Parametric estimation for the standard and geometric telegraph process observed at discrete times
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Divergences test statistics for discretely observed diffusion processes
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Divergences test statistics for discretely observed diffusion processes
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Clustering of discretely observed diffusion processes
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Clustering of discretely observed diffusion processes
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
| Adaptive LASSO-type estimation for ergodic diffusion processes | 2010-02-05 | Paper |
Missing data imputation, matching and other applications of random recursive partitioning
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Parametric estimation for partially hidden diffusion processes sampled at discrete times
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Parametric estimation for partially hidden diffusion processes sampled at discrete times
Stochastic Processes and their Applications | 2009-05-06 | Paper |
On Rényi information for ergodic diffusion processes
Information Sciences | 2009-03-24 | Paper |
Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
IFSM Representation of Brownian Motion with Applications to Simulation
Math Everywhere | 2008-01-04 | Paper |
Simulation and inference for stochastic differential equations. With R examples.
Springer Series in Statistics | 2008-01-03 | Paper |
Approximating distribution functions by iterated function systems
Journal of Applied Mathematics and Decision Sciences | 2006-08-28 | Paper |
Approximating distribution functions by iterated function systems
Journal of Applied Mathematics and Decision Sciences | 2006-08-28 | Paper |
Efficient Estimation of Dynamical Systems
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
A comparative simulation study on the IFS distribution function estimator
Nonlinear Analysis. Real World Applications | 2005-11-14 | Paper |
| scientific article; zbMATH DE number 2158441 (Why is no real title available?) | 2005-04-18 | Paper |
| scientific article; zbMATH DE number 2158441 (Why is no real title available?) | 2005-04-18 | Paper |
| scientific article; zbMATH DE number 2143155 (Why is no real title available?) | 2005-03-10 | Paper |
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics!
Statistical Methods and Applications | 2005-03-03 | Paper |
Approximating distribution functions by iterated function systems
Journal of Applied Mathematics and Decision Sciences | 2005-01-01 | Paper |
Approximating distribution functions by iterated function systems
Journal of Applied Mathematics and Decision Sciences | 2005-01-01 | Paper |
| Average treatment effect estimation via random recursive partitioning | 2004-11-09 | Paper |
Semiparametric hypotheses testing for dynamical systems with small noise
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Statistical analysis of the inhomogeneous telegrapher's process
Statistics & Probability Letters | 2002-12-05 | Paper |
Statistical analysis of stochastic resonance with ergodic diffusion noise
Stochastics and Stochastic Reports | 2002-01-01 | Paper |
Semiparametric estimation of the state of a dynamical system with small noise
Statistical Inference for Stochastic Processes | 2001-07-12 | Paper |
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
Journal of Nonparametric Statistics | 2001-05-20 | Paper |
