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Statistical Inference for Stochastic Processes最新文献

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On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models 连续时间非线性回归模型中线性随机噪声谱密度参数的Whittle估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-09-12 DOI: 10.1007/s11203-019-09206-z
A. Ivanov, N. Leonenko, I. V. Orlovskyi
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引用次数: 2
Inference in a multivariate generalized mean-reverting process with a change-point 具有变点的多元广义均值回归过程的推理
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-08-06 DOI: 10.1007/s11203-019-09204-1
S. Nkurunziza, Lei Shen
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引用次数: 2
Statistical analysis of some evolution equations driven by space-only noise 纯空间噪声驱动演化方程的统计分析
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-07-29 DOI: 10.1007/s11203-019-09205-0
Igor Cialenco, Hyun-Jung Kim, S. Lototsky
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引用次数: 6
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations 基于噪声离散观测的遍历扩散过程混合估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-07-29 DOI: 10.1007/s11203-019-09203-2
Yusuke Kaino, Shogo H. Nakakita, Masayuki Uchida
{"title":"Hybrid estimation for ergodic diffusion processes based on noisy discrete observations","authors":"Yusuke Kaino, Shogo H. Nakakita, Masayuki Uchida","doi":"10.1007/s11203-019-09203-2","DOIUrl":"https://doi.org/10.1007/s11203-019-09203-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"8 1","pages":"171 - 198"},"PeriodicalIF":0.8,"publicationDate":"2019-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81454877","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Estimation of weak ARMA models with regime changes 具有状态变化的弱ARMA模型的估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-07-12 DOI: 10.1007/s11203-019-09202-3
Y. Boubacar Maïnassara, L. Rabehasaina
{"title":"Estimation of weak ARMA models with regime changes","authors":"Y. Boubacar Maïnassara, L. Rabehasaina","doi":"10.1007/s11203-019-09202-3","DOIUrl":"https://doi.org/10.1007/s11203-019-09202-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"315 1","pages":"1 - 52"},"PeriodicalIF":0.8,"publicationDate":"2019-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80013348","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations 部分观测椭圆型和准椭圆型线性随机微分方程估计的最优控制
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-06-25 DOI: 10.1007/s11203-019-09199-9
Q. Clairon, A. Samson
{"title":"Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations","authors":"Q. Clairon, A. Samson","doi":"10.1007/s11203-019-09199-9","DOIUrl":"https://doi.org/10.1007/s11203-019-09199-9","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"104 1","pages":"105 - 127"},"PeriodicalIF":0.8,"publicationDate":"2019-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77123866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean 具有周期均值的Rosenblatt Ornstein-Uhlenbeck过程的参数估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-06-19 DOI: 10.1007/s11203-019-09200-5
Radomyra Shevchenko, C. Tudor
{"title":"Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean","authors":"Radomyra Shevchenko, C. Tudor","doi":"10.1007/s11203-019-09200-5","DOIUrl":"https://doi.org/10.1007/s11203-019-09200-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"20 1","pages":"227 - 247"},"PeriodicalIF":0.8,"publicationDate":"2019-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74628636","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Hypotheses testing and posterior concentration rates for semi-Markov processes 半马尔可夫过程的假设检验和后验浓度率
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-06-12 DOI: 10.1007/s11203-021-09247-3
V. Barbu, G. Gayraud, N. Limnios, I. Votsi
{"title":"Hypotheses testing and posterior concentration rates for semi-Markov processes","authors":"V. Barbu, G. Gayraud, N. Limnios, I. Votsi","doi":"10.1007/s11203-021-09247-3","DOIUrl":"https://doi.org/10.1007/s11203-021-09247-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"17 1","pages":"707 - 732"},"PeriodicalIF":0.8,"publicationDate":"2019-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84383248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
A Kalman particle filter for online parameter estimation with applications to affine models 一种用于在线参数估计的卡尔曼粒子滤波器及其在仿射模型中的应用
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-05-21 DOI: 10.1007/s11203-021-09239-3
Jian He, A. Khedher, P. Spreij
{"title":"A Kalman particle filter for online parameter estimation with applications to affine models","authors":"Jian He, A. Khedher, P. Spreij","doi":"10.1007/s11203-021-09239-3","DOIUrl":"https://doi.org/10.1007/s11203-021-09239-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"34 1","pages":"353 - 403"},"PeriodicalIF":0.8,"publicationDate":"2019-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77461731","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Asymptotic distribution of the score test for detecting marks in hawkes processes 霍克斯过程中检测标记的分数检验的渐近分布
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2019-04-30 DOI: 10.1007/s11203-021-09245-5
Simon Clinet, W. Dunsmuir, G. Peters, Kylie-Anne Richards
{"title":"Asymptotic distribution of the score test for detecting marks in hawkes processes","authors":"Simon Clinet, W. Dunsmuir, G. Peters, Kylie-Anne Richards","doi":"10.1007/s11203-021-09245-5","DOIUrl":"https://doi.org/10.1007/s11203-021-09245-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"145 1","pages":"635 - 668"},"PeriodicalIF":0.8,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86966658","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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