The following pages link to (Q3894827):
Displaying 50 items.
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Parameter estimation of discrete multivariate phase-type distributions (Q340108) (← links)
- Some conditional results for conditionally strong mixing sequences of random variables (Q365815) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Monotone dependence in graphical models for multivariate Markov chains (Q379959) (← links)
- On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Conditional limit theorems for conditionally linearly negative quadrant dependent random variables (Q420584) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
- A simple nonparametric method to estimate the expected time to cross a threshold (Q511571) (← links)
- Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes (Q556428) (← links)
- Estimation and reconstruction for zero-one Markov processes (Q594513) (← links)
- Conditional limit theorems for conditionally negatively associated random variables (Q604819) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Conditional versions of limit theorems for conditionally associated random variables (Q624584) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- Conditional independence, conditional mixing and conditional association (Q730762) (← links)
- A class of Box-Cox transformation models for recurrent event data (Q746111) (← links)
- A single server queue with random arrivals and balking: Confidence interval estimation (Q756337) (← links)
- Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations (Q759721) (← links)
- A note on statistical inference for a class of diffusions and approximate diffusions (Q760738) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Inference for the diffusion models of neuronal activity (Q788449) (← links)
- The least squares estimation of the transition probabilities of binary processes on the basis of sample paths (Q802262) (← links)
- Estimating change rates of genetic markers using serial samples: applications to the transposon IS6110 in Mycobacterium tuberculosis (Q849454) (← links)
- Pointwise universal consistency of nonparametric density estimators (Q850715) (← links)
- Some edge correction methods for marked spatio-temporal point process models (Q901615) (← links)
- Minimax sequential estimation plans for exponential-type processes (Q909397) (← links)
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308) (← links)
- Modeling laboratory data from clinical trials (Q961195) (← links)
- Stochastic dynamics of stimulus encoding in schizophrenia: theory, testing, and application (Q972226) (← links)
- Locally optimal designs for the simple death process (Q988942) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- Time series analysis via mechanistic models (Q1018622) (← links)
- Bayesian nearest-neighbor analysis via record value statistics and nonhomogeneous spatial Poisson processes (Q1020105) (← links)
- Detecting change-points in Markov chains (Q1020703) (← links)
- A note on asymptotic inference in a class of non-stationary processes (Q1056179) (← links)
- Continuous-time Markov chains as models for animal behaviour (Q1056702) (← links)
- Inference for goodness-of-fit problems with nuisance parameters (Q1057021) (← links)
- On efficient stopping times (Q1060518) (← links)
- Some convergence theorems on a supercritical Galton-Watson process (Q1069569) (← links)
- Asymptotic statistical inference for a stochastic heat flow problem (Q1074277) (← links)
- Asymptotic properties of maximum likelihood estimators from dependent observations (Q1082739) (← links)
- Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Statistical inference for G/M/1 queueing system (Q1110969) (← links)
- Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
- Estimation of parameters for Hilbert space-valued partially observable stochastic processes (Q1111295) (← links)
