scientific article; zbMATH DE number 3174032

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Extremal financial risk models and portfolio evaluation
Detecting change-points in Markov chains
Direct maximization of the likelihood of a hidden Markov model
Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
Efficient estimation of copula-based semiparametric Markov models
Some remarks on the construction of independent identically distributed random variables. Markov chains and martingales
Continuous-time Markov chains as models for animal behaviour
Maximum likelihood identification of neural point process systems
Codon preference and primary sequence structure in protein-coding regions
Statistical analysis of queueing systems
Bayesian analysis for finite Markov chains
Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
Asymptotic inference for stochastic processes
The asymptotic behaviour of maximum likelihood estimators for stationary point processes
Tracking of transition rates in Markov processes
Maximum likelihood estimation for Markov processes
Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case
The efficiency criteria problem for stochastic processes
Smoothing non-Gaussian time series with autoregressive structure.
Inference for a binary lattice Markov process
Maximum likelihood estimation for single server queues from waiting time data
Statistical inference for a finite optimal stopping problem with unknown transition probabilities
Some properties of multivariate INAR(1) processes
Self-exciting threshold binomial autoregressive processes
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
Modeling zero inflation in count data time series with bounded support
Modeling rating transitions with instantaneous default
Moderate deviation principle for maximum likelihood estimator for Markov processes
Log-symmetric regression models under the presence of non-informative left- or right-censored observations
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
Resonances in a chaotic attractor crisis of the Lorenz flow
Regression theory for categorical time series
Estimation for a class of generalized state-space time series models.
The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
Maximum likelihood estimation for generalized semi-Markov processes
Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
Stochastic methodology for the study of an epidemic decay phase, based on a branching model
Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes
Inference from a sequential design: proof of a conjecture by Ford and Silvey
Balanced importance resampling for Markov chains
Maximum spacing estimation for continuous time Markov chains and semi-Markov processes
On the theory of periodic multivariate INAR processes
A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
Two sample tests for semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis
First-order random coefficient mixed-thinning integer-valued autoregressive model
Bayesian empirical likelihood inference and order shrinkage for autoregressive models
Statistical inference for the covariates-driven binomial AR(1) process
Testing hypothesis on transition distributions of a Markov sequence
Fisher information matrix of binary time series
Local stationarity and time-inhomogeneous Markov chains
First-order random coefficients integer-valued threshold autoregressive processes
Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
Extreme value autoregressive model and its applications
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
Optimal design of measurements on queueing systems
Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data
Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
Central limit theorem for the estimator of the value of an optimal stopping problem
Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics
Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
Informational models and their uses
Novel advancements in the Markov chain stock model: analysis and inference
Parametric inference for discretely observed subordinate diffusions
A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error
Closed-form likelihood expansions for multivariate diffusions
A convergence result in the estimation of Markov chains with application to compound options
MTD models for aggregate data from higher order Markov chains
Asymptotic normality for discretely observed Markov jump processes with an absorbing state
Likelihood-look-ahead inference on the equilibrium distribution of Markov chains
Asymptotic normality of the maximum likelihood estimate in Markov processes
Nonparametric estimation in Markov processes
Estimation of the transition distributions of a Markov renewal process
Note on minimum contrast estimates for Markov processes
Bivariate binomial autoregressive models
Limit theorems for sums of heavy-tailed variables with random dependent weights
Self-exciting threshold models for time series of counts with a finite range
The discretely observed immigration-death process: likelihood inference and spatiotemporal applications
Quantifying Model Uncertainties in Complex Systems
Integer-valued self-exciting threshold autoregressive processes
Vector equilibrium correction models with non‐linear discontinuous adjustments
The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
On multi-step MLE-process for Markov sequences
Fitting DNA sequences through log-linear modelling with linear constraints
Estimation inM/E_r/1 queueing systems
Sequential estimation for continuous time finite markov processes
Heavy-traffic fluid limits for periodic infinite-server queues
Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process
Inference for pth-order random coefficient integer-valued autoregressive processes
Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
Some Results on the Estimation of a Higher Order Markov Chain
An improved divergence information criterion for the determination of the order of an AR process
Statistical Inference of Adaptive Designs with Binary Responses
ML, PL, QL in Markov Chain Models
Information Theory, Relative Entropy and Statistics
MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES
Development of Specific hypothesis tests for estimated markov chains
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
Efficient sequential estimation in a markov branching process with immigration

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