The following pages link to (Q3292891):
Displaying 50 items.
- On multi-step MLE-process for Markov sequences (Q310050) (← links)
- Heavy-traffic fluid limits for periodic infinite-server queues (Q333458) (← links)
- Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949) (← links)
- Inference for ecological dynamical systems: a case study of two endemic diseases (Q428238) (← links)
- Estimation of the infection parameter of an epidemic modeled by a branching process (Q470501) (← links)
- Estimation and reconstruction for zero-one Markov processes (Q594513) (← links)
- Testing the order of Markov dependence in DNA sequences (Q631473) (← 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)
- Modeling rating transitions (Q743774) (← 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)
- Left-censored dementia incidences in estimating cohort effects (Q825201) (← 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)
- Negative binomial time series models based on expectation thinning operators (Q963878) (← 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)
- Some properties of multivariate INAR(1) processes (Q1615111) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
- Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
- Modeling rating transitions with instantaneous default (Q1670151) (← links)
- Moderate deviation principle for maximum likelihood estimator for Markov processes (Q1686369) (← links)
- Log-symmetric regression models under the presence of non-informative left- or right-censored observations (Q1694373) (← links)
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
- Resonances in a chaotic attractor crisis of the Lorenz flow (Q1747679) (← links)
