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Showing below up to 50 results in range #1 to #50.

1. Consistency and asymptotic normality in a class of nearly unstable processes: Label: en
2. Inference in generalized exponential O-U processes: Label: en
3. Statistical inference on stationary shot noise random fields: Label: en
4. The continuous-time hidden Markov model based on discretization. Properties of estimators and applications: Label: en
5. Conditioning diffusions with respect to incomplete observations: Label: en
6. INAR approximation of bivariate linear birth and death process: Label: en
7. On consistency for time series model selection: Label: en
8. On the \(\alpha\)-lazy version of Markov chains in estimation and testing problems: Label: en
9. Threshold estimation for jump-diffusions under small noise asymptotics: Label: en
10. High-dimensional estimation of quadratic variation based on penalized realized variance: Label: en
11. Parameter estimation for ergodic linear SDEs from partial and discrete observations: Label: en
12. A portmanteau-type test for detecting serial correlation in locally stationary functional time series: Label: en
13. On the integrated mean squared error of wavelet density estimation for linear processes: Label: en
14. Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise: Label: en
15. Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations: Label: en
16. Asymptotic expansion of an estimator for the Hurst coefficient: Label: en
17. Localization of two radioactive sources on the plane: Label: en
18. Second-order robustness for time series inference: Label: en
19. A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection: Label: en
20. Inference in generalized exponential O-U processes with change-point: Label: en
21. A functional central limit theorem on non-stationary random fields with nested spatial structure: Label: en
22. Testing the equality of the laws of two strictly stationary processes: Label: en
23. Large deviation inequalities of Bayesian estimator in nonlinear regression models: Label: en
24. Sparse estimation for generalized exponential marked Hawkes process: Label: en
25. Robust and efficient specification tests in Markov-switching autoregressive models: Label: en
26. On Stein's lemma in hypotheses testing in general non-asymptotic case: Label: en
27. Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data: Label: en
28. Wavelet eigenvalue regression in high dimensions: Label: en
29. Randomized consistent statistical inference for random processes and fields: Label: en
30. Finite-sample properties of estimators for first and second order autoregressive processes: Label: en
31. Improved estimation method for high dimension semimartingale regression models based on discrete data: Label: en
32. A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes: Label: en
33. Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces: Label: en
34. Optimal linear interpolation of multiple missing values: Label: en
35. A chi-square type test for time-invariant fiber pathways of the brain: Label: en
36. On minimax robust testing of composite hypotheses on Poisson process intensity: Label: en
37. On the non-parametric prediction of conditionally stationary sequences: Label: en
38. Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations: Label: en
39. Testing for superiority among two time series: Label: en
40. The empirical process for bivariate sequences with long memory: Label: en
41. Estimation and simulation of autoregressive Hilbertian processes with exogenous variables: Label: en
42. Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price: Label: en
43. On modeling change points in non-homogeneous Poisson processes: Label: en
44. Bayesian nonparametric analysis for a generalized Dirichlet process prior: Label: en
45. Estimation of the defect status on visual field longitudinal data: Label: en
46. Exact inference for random Dirichlet means: Label: en
47. Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA: Label: en
48. Information criteria for small diffusions via the theory of Malliavin-Watanabe: Label: en
49. Asymptotic normality of cross-correlogram estimates of the response function: Label: en
50. Nonparametric density estimation for nonmixing approximable stochastic processes: Label: en