The following pages link to (Q3319574):
Displaying 48 items.
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
- Estimating inter-group interaction radius for point processes with nested spatial structures (Q452647) (← links)
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Identification of multitype branching processes (Q817989) (← links)
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
- On the identification of a supercritical branching process (Q1009543) (← links)
- Variance estimation in the central limit theorem for Markov chains (Q1015870) (← links)
- Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) (Q1077118) (← links)
- Quelques propriétés spectrales des opérateurs positifs. (Some spectral properties of positive operators) (Q1101663) (← links)
- Spectral density estimation for \(p\)-adic stationary processes (Q1128333) (← links)
- On pathwise behavior of queues (Q1200800) (← links)
- Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940) (← links)
- Absolute continuity, singular measures and asymptotics for estimators (Q1345569) (← links)
- On failing to cooperate when monitoring is private (Q1604522) (← links)
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models (Q1767484) (← links)
- Empirical quantile process under type-II progressive censoring (Q1770070) (← links)
- Identification of filtered white noises (Q1805757) (← links)
- On spectral and random measures associated to discrete and continuous-time processes (Q1871266) (← links)
- When can the two-armed bandit algorithm be trusted? (Q1879915) (← links)
- Poissonian products of random weights: uniform convergence and related measures (Q1884105) (← links)
- Random \(n\)-ary sequence and mapping uniformly distributed (Q1892153) (← links)
- Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464) (← links)
- A parametric study for the first-order signed integer-valued autoregressive process (Q2320804) (← links)
- Asymptotic properties of the algebraic moment range process (Q2460683) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Degree two Brownian sheet in dimension three (Q2494403) (← links)
- Semiparametric estimation of a two-component mixture model (Q2500451) (← links)
- Théorèmes limites avec poids pour les martingales vectorielles (Q2701804) (← links)
- Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion (Q2701810) (← links)
- Estimation of the coefficients of a diffusion from discrete observations (Q3030066) (← links)
- Central limit theorem for sampled sums of dependent random variables (Q3085583) (← links)
- A multidimensional central limit theorem for random walks on hypergroups (Q3148772) (← links)
- Spectral properties of the Möbius function and a random Möbius model (Q3465646) (← links)
- Statistical properties of Pauli matrices going through noisy channels (Q3653089) (← links)
- DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (Q3799522) (← links)
- Asymptotic Distribution of the Maximum Likelihood Ratio Test for Gene Detection (Q3842740) (← links)
- Asymptotic Properties of Takacs-Fiksel Estimation Method for GIBBS Point Processes (Q4211736) (← links)
- Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics (Q4299586) (← links)
- ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS (Q4449082) (← links)
- Deux méthodes d'estimation pour les paramètres de processus moyenne mobile spatiaux (Q4488793) (← links)
- The likelihood ratio test for the number of components in a mixture with Markov regime (Q4504586) (← links)
- Empirical Estimator of Stationary Distribution for Semi-Markov Processes (Q4681060) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)
- Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)
- Maximnm contrast estimation for diffusion processes from discrete observations (Q5753408) (← links)
- About the absolute continuity and orthogonality for two probability measures. (Q5930644) (← links)
