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Statistical Inference for Stochastic Processes最新文献

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High-dimensional estimation of quadratic variation based on penalized realized variance 基于惩罚实现方差的二次方差高维估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-03-04 DOI: 10.1007/s11203-022-09282-8
Kim Christensen, M. S. Nielsen, M. Podolskij
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引用次数: 2
Estimation of stopping times for stopped self-similar random processes 停止自相似随机过程的停止时间估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-03-01 DOI: 10.1007/s11203-020-09234-0
Viktor Schulmann
{"title":"Estimation of stopping times for stopped self-similar random processes","authors":"Viktor Schulmann","doi":"10.1007/s11203-020-09234-0","DOIUrl":"https://doi.org/10.1007/s11203-020-09234-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"19 1","pages":"477 - 498"},"PeriodicalIF":0.8,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84655555","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
Maximum spacing estimation for continuous time Markov chains and semi-Markov processes 连续时间马尔可夫链和半马尔可夫过程的最大间距估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-02-15 DOI: 10.1007/s11203-021-09238-4
Kristi Kuljus, B. Ranneby
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引用次数: 1
How to test that a given process is an Ornstein–Uhlenbeck process 如何测试一个给定的过程是一个Ornstein-Uhlenbeck过程
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-01-13 DOI: 10.1007/s11203-020-09233-1
E. Khmaladze
{"title":"How to test that a given process is an Ornstein–Uhlenbeck process","authors":"E. Khmaladze","doi":"10.1007/s11203-020-09233-1","DOIUrl":"https://doi.org/10.1007/s11203-020-09233-1","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"19 1","pages":"405 - 419"},"PeriodicalIF":0.8,"publicationDate":"2021-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79085158","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
Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI) 基于高角分辨率扩散成像(HARDI)的张量场非参数模型
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-01-11 DOI: 10.1007/s11203-020-09236-y
L. Sakhanenko, M. DeLaura, David C. Zhu
{"title":"Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI)","authors":"L. Sakhanenko, M. DeLaura, David C. Zhu","doi":"10.1007/s11203-020-09236-y","DOIUrl":"https://doi.org/10.1007/s11203-020-09236-y","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"384 1","pages":"445 - 476"},"PeriodicalIF":0.8,"publicationDate":"2021-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76424499","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
EM algorithm for stochastic hybrid systems 随机混合系统的EM算法
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-01-07 DOI: 10.1007/s11203-020-09231-3
M. Fukasawa
{"title":"EM algorithm for stochastic hybrid systems","authors":"M. Fukasawa","doi":"10.1007/s11203-020-09231-3","DOIUrl":"https://doi.org/10.1007/s11203-020-09231-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"17 1","pages":"223 - 239"},"PeriodicalIF":0.8,"publicationDate":"2021-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79101117","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
Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach 时空最大稳定过程的半参数估计:一种基于f -图的方法
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-01-07 DOI: 10.1007/s11203-020-09232-2
A. Abu-Awwad, V. Maume-Deschamps, P. Ribéreau
{"title":"Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach","authors":"A. Abu-Awwad, V. Maume-Deschamps, P. Ribéreau","doi":"10.1007/s11203-020-09232-2","DOIUrl":"https://doi.org/10.1007/s11203-020-09232-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"26 1","pages":"241 - 276"},"PeriodicalIF":0.8,"publicationDate":"2021-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80639578","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 Neyman–Pearson minimax detection of Poisson process intensity 泊松过程强度的Neyman-Pearson极小极大检测
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2021-01-06 DOI: 10.1007/s11203-020-09230-4
M. Burnashev
{"title":"On Neyman–Pearson minimax detection of Poisson process intensity","authors":"M. Burnashev","doi":"10.1007/s11203-020-09230-4","DOIUrl":"https://doi.org/10.1007/s11203-020-09230-4","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"18 1","pages":"211 - 221"},"PeriodicalIF":0.8,"publicationDate":"2021-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81391866","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
The value of the high, low and close in the estimation of Brownian motion 布朗运动估计中的高、低、近值
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-12-04 DOI: 10.1007/s11203-020-09229-x
Kurt Riedel
{"title":"The value of the high, low and close in the estimation of Brownian motion","authors":"Kurt Riedel","doi":"10.1007/s11203-020-09229-x","DOIUrl":"https://doi.org/10.1007/s11203-020-09229-x","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"85 1","pages":"179 - 210"},"PeriodicalIF":0.8,"publicationDate":"2020-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81019376","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 smooth change-point location estimation for Poisson Processes 泊松过程的光滑变点定位估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-09-29 DOI: 10.1007/s11203-021-09240-w
Arij Amiri, S. Dachian
{"title":"On smooth change-point location estimation for Poisson Processes","authors":"Arij Amiri, S. Dachian","doi":"10.1007/s11203-021-09240-w","DOIUrl":"https://doi.org/10.1007/s11203-021-09240-w","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"61 1","pages":"499 - 524"},"PeriodicalIF":0.8,"publicationDate":"2020-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77947991","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
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