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Statistical Inference for Stochastic Processes最新文献

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Improved estimation method for high dimension semimartingale regression models based on discrete data 基于离散数据的高维半鞅回归模型的改进估计方法
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-10-09 DOI: 10.1007/s11203-021-09258-0
E. Pchelintsev, S. Pergamenshchikov, M. Leshchinskaya
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引用次数: 1
Detection and identification of changes of hidden Markov chains: asymptotic theory 隐马尔可夫链变化的检测与辨识:渐近理论
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-10-06 DOI: 10.1007/s11203-021-09253-5
Savas Dayanik, K. Yamazaki
{"title":"Detection and identification of changes of hidden Markov chains: asymptotic theory","authors":"Savas Dayanik, K. Yamazaki","doi":"10.1007/s11203-021-09253-5","DOIUrl":"https://doi.org/10.1007/s11203-021-09253-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79867182","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
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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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
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