发布求助
文献互助 智能选刊 最新文献

Statistical Inference for Stochastic Processes最新文献

筛选
英文 中文
Robust and efficient specification tests in Markov-switching autoregressive models 马尔可夫切换自回归模型的鲁棒和高效规范检验
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-08-30 DOI: 10.1007/s11203-022-09277-5
M. Chiba
{"title":"Robust and efficient specification tests in Markov-switching autoregressive models","authors":"M. Chiba","doi":"10.1007/s11203-022-09277-5","DOIUrl":"https://doi.org/10.1007/s11203-022-09277-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86599771","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: 0
On Stein’s lemma in hypotheses testing in general non-asymptotic case 关于一般非渐近情况下假设检验中的Stein引理
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-08-24 DOI: 10.1007/s11203-022-09278-4
M. Burnashev
{"title":"On Stein’s lemma in hypotheses testing in general non-asymptotic case","authors":"M. Burnashev","doi":"10.1007/s11203-022-09278-4","DOIUrl":"https://doi.org/10.1007/s11203-022-09278-4","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76754589","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
Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data 涉及功能混合数据的经验条件过程和条件u过程的弱收敛性
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-07-25 DOI: 10.1007/s11203-022-09276-6
S. Bouzebda, B. Nemouchi
{"title":"Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data","authors":"S. Bouzebda, B. Nemouchi","doi":"10.1007/s11203-022-09276-6","DOIUrl":"https://doi.org/10.1007/s11203-022-09276-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75983679","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: 15
Threshold estimation for jump-diffusions under small noise asymptotics 小噪声渐近条件下跳跃扩散的阈值估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-07-20 DOI: 10.1007/s11203-023-09286-y
Mitsuki Kobayashi, Y. Shimizu
{"title":"Threshold estimation for jump-diffusions under small noise asymptotics","authors":"Mitsuki Kobayashi, Y. Shimizu","doi":"10.1007/s11203-023-09286-y","DOIUrl":"https://doi.org/10.1007/s11203-023-09286-y","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78578039","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: 0
A chi-square type test for time-invariant fiber pathways of the brain 脑纤维通路时不变的卡方检验
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-04-11 DOI: 10.1007/s11203-022-09268-6
J. Goo, L. Sakhanenko, David C. Zhu
{"title":"A chi-square type test for time-invariant fiber pathways of the brain","authors":"J. Goo, L. Sakhanenko, David C. Zhu","doi":"10.1007/s11203-022-09268-6","DOIUrl":"https://doi.org/10.1007/s11203-022-09268-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76145365","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: 0
A functional central limit theorem on non-stationary random fields with nested spatial structure 具有嵌套空间结构的非平稳随机场的一个泛函中心极限定理
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-03-26 DOI: 10.1007/s11203-022-09273-9
Leshun Xu, Alan Lee, T. Lumley
{"title":"A functional central limit theorem on non-stationary random fields with nested spatial structure","authors":"Leshun Xu, Alan Lee, T. Lumley","doi":"10.1007/s11203-022-09273-9","DOIUrl":"https://doi.org/10.1007/s11203-022-09273-9","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76214365","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: 0
Parameter estimation for ergodic linear SDEs from partial and discrete observations 基于部分和离散观测的遍历线性SDEs参数估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-03-24 DOI: 10.1007/s11203-023-09288-w
Masahiro Kurisaki
{"title":"Parameter estimation for ergodic linear SDEs from partial and discrete observations","authors":"Masahiro Kurisaki","doi":"10.1007/s11203-023-09288-w","DOIUrl":"https://doi.org/10.1007/s11203-023-09288-w","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89218182","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: 0
MAP and Bayes tests in sparse vectors detection 稀疏向量检测中的MAP和Bayes测试
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-03-08 DOI: 10.1007/s11203-022-09271-x
G. Yuri
{"title":"MAP and Bayes tests in sparse vectors detection","authors":"G. Yuri","doi":"10.1007/s11203-022-09271-x","DOIUrl":"https://doi.org/10.1007/s11203-022-09271-x","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75776770","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: 0
Randomized consistent statistical inference for random processes and fields 随机过程和领域的随机一致统计推断
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-03-07 DOI: 10.1007/s11203-022-09270-y
A. Tempelman
{"title":"Randomized consistent statistical inference for random processes and fields","authors":"A. Tempelman","doi":"10.1007/s11203-022-09270-y","DOIUrl":"https://doi.org/10.1007/s11203-022-09270-y","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81056948","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
Quasi-likelihood analysis and its applications 准似然分析及其应用
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2022-02-23 DOI: 10.1007/s11203-021-09266-0
N. Yoshida
{"title":"Quasi-likelihood analysis and its applications","authors":"N. Yoshida","doi":"10.1007/s11203-021-09266-0","DOIUrl":"https://doi.org/10.1007/s11203-021-09266-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86423060","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
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信