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
Contrast estimation for noisy observations of diffusion processes via closed-form density expansions 通过封闭形式密度展开的扩散过程的噪声观测的对比估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-10-05 DOI: 10.1007/s11203-021-09256-2
Salima El Kolei, F. Navarro
{"title":"Contrast estimation for noisy observations of diffusion processes via closed-form density expansions","authors":"Salima El Kolei, F. Navarro","doi":"10.1007/s11203-021-09256-2","DOIUrl":"https://doi.org/10.1007/s11203-021-09256-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"95 1","pages":"303 - 336"},"PeriodicalIF":0.8,"publicationDate":"2021-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84373448","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
Estimation of stationary probability of semi-Markov Chains 半马尔可夫链平稳概率的估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-09-30 DOI: 10.1007/s11203-021-09255-3
N. Limnios, Bei Wu
{"title":"Estimation of stationary probability of semi-Markov Chains","authors":"N. Limnios, Bei Wu","doi":"10.1007/s11203-021-09255-3","DOIUrl":"https://doi.org/10.1007/s11203-021-09255-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"7 1","pages":"355 - 364"},"PeriodicalIF":0.8,"publicationDate":"2021-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79226444","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
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations 离散观测中遍历扩散过程参数变化的自适应试验
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-09-09 DOI: 10.1007/s11203-021-09249-1
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
{"title":"Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations","authors":"Yozo Tonaki, Yusuke Kaino, Masayuki Uchida","doi":"10.1007/s11203-021-09249-1","DOIUrl":"https://doi.org/10.1007/s11203-021-09249-1","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"38 1","pages":"397 - 430"},"PeriodicalIF":0.8,"publicationDate":"2021-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84926265","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
Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend 带趋势的混合分数布朗运动参数一致估计的两种方法
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-08-19 DOI: 10.1007/s11203-021-09252-6
A. Kukush, S. Lohvinenko, Y. Mishura, K. Ralchenko
{"title":"Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend","authors":"A. Kukush, S. Lohvinenko, Y. Mishura, K. Ralchenko","doi":"10.1007/s11203-021-09252-6","DOIUrl":"https://doi.org/10.1007/s11203-021-09252-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"29 1","pages":"159 - 187"},"PeriodicalIF":0.8,"publicationDate":"2021-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78004445","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
Wavelet eigenvalue regression in high dimensions 高维小波特征值回归
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-08-09 DOI: 10.1007/s11203-022-09279-3
P. Abry, B. C. Boniece, G. Didier, H. Wendt
{"title":"Wavelet eigenvalue regression in high dimensions","authors":"P. Abry, B. C. Boniece, G. Didier, H. Wendt","doi":"10.1007/s11203-022-09279-3","DOIUrl":"https://doi.org/10.1007/s11203-022-09279-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"122 1","pages":"1-32"},"PeriodicalIF":0.8,"publicationDate":"2021-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87235986","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
Sparse estimation for generalized exponential marked Hawkes process 广义指数标记Hawkes过程的稀疏估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-07-29 DOI: 10.1007/s11203-022-09274-8
Masato Goda
{"title":"Sparse estimation for generalized exponential marked Hawkes process","authors":"Masato Goda","doi":"10.1007/s11203-022-09274-8","DOIUrl":"https://doi.org/10.1007/s11203-022-09274-8","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"207 1","pages":"139-169"},"PeriodicalIF":0.8,"publicationDate":"2021-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72403161","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
Shrinkage estimation for multivariate time series 多变量时间序列的收缩估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-07-18 DOI: 10.1007/s11203-021-09248-2
Yan Liu, Yoshiyuki Tanida, M. Taniguchi
{"title":"Shrinkage estimation for multivariate time series","authors":"Yan Liu, Yoshiyuki Tanida, M. Taniguchi","doi":"10.1007/s11203-021-09248-2","DOIUrl":"https://doi.org/10.1007/s11203-021-09248-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"13 1","pages":"733 - 751"},"PeriodicalIF":0.8,"publicationDate":"2021-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87511147","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
Asymptotic properties of conditional least-squares estimators for array time series 阵列时间序列的条件最小二乘估计的渐近性质
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-06-02 DOI: 10.1007/s11203-021-09242-8
Rajae Azrak, G. Mélard
{"title":"Asymptotic properties of conditional least-squares estimators for array time series","authors":"Rajae Azrak, G. Mélard","doi":"10.1007/s11203-021-09242-8","DOIUrl":"https://doi.org/10.1007/s11203-021-09242-8","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"6 1","pages":"525 - 547"},"PeriodicalIF":0.8,"publicationDate":"2021-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81973040","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
On the $$alpha $$-lazy version of Markov chains in estimation and testing problems 关于$$alpha $$ -lazy版本的马尔可夫链在估计和测试中的问题
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-05-20 DOI: 10.1007/s11203-022-09283-7
S. Fried, Geoffrey Wolfer
{"title":"On the $$alpha $$-lazy version of Markov chains in estimation and testing problems","authors":"S. Fried, Geoffrey Wolfer","doi":"10.1007/s11203-022-09283-7","DOIUrl":"https://doi.org/10.1007/s11203-022-09283-7","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"111 2 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2021-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91010639","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
Adaptive efficient analysis for big data ergodic diffusion models 大数据遍历扩散模型的自适应高效分析
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-03-27 DOI: 10.1007/s11203-021-09241-9
L. Galtchouk, S. Pergamenshchikov
{"title":"Adaptive efficient analysis for big data ergodic diffusion models","authors":"L. Galtchouk, S. Pergamenshchikov","doi":"10.1007/s11203-021-09241-9","DOIUrl":"https://doi.org/10.1007/s11203-021-09241-9","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"92 1","pages":"127 - 158"},"PeriodicalIF":0.8,"publicationDate":"2021-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80355603","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: 4
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