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Statistical Inference for Stochastic Processes最新文献

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SPHARMA approximations for stationary functional time series on the sphere 球上平稳泛函时间序列的SPHARMA近似
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-09-28 DOI: 10.1007/s11203-021-09244-6
Alessia Caponera
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引用次数: 9
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models 高斯连续时间移动平均模型的非参数估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-09-25 DOI: 10.1007/s11203-020-09228-y
F. Comte, V. Genon-Catalot
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引用次数: 2
A portmanteau-type test for detecting serial correlation in locally stationary functional time series 检测局部平稳函数时间序列序列相关性的组合检验
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-09-15 DOI: 10.1007/s11203-022-09285-5
Axel Bücher, H. Dette, Florian Heinrichs
{"title":"A portmanteau-type test for detecting serial correlation in locally stationary functional time series","authors":"Axel Bücher, H. Dette, Florian Heinrichs","doi":"10.1007/s11203-022-09285-5","DOIUrl":"https://doi.org/10.1007/s11203-022-09285-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"49 1","pages":"1-24"},"PeriodicalIF":0.8,"publicationDate":"2020-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88161585","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
Polynomials under Ornstein–Uhlenbeck noise and an application to inference in stochastic Hodgkin–Huxley systems Ornstein-Uhlenbeck噪声下的多项式及其在随机Hodgkin-Huxley系统推理中的应用
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-09-13 DOI: 10.1007/s11203-020-09226-0
R. Höpfner
{"title":"Polynomials under Ornstein–Uhlenbeck noise and an application to inference in stochastic Hodgkin–Huxley systems","authors":"R. Höpfner","doi":"10.1007/s11203-020-09226-0","DOIUrl":"https://doi.org/10.1007/s11203-020-09226-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"78 1","pages":"35 - 59"},"PeriodicalIF":0.8,"publicationDate":"2020-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76557042","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
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function 利用对比函数联合估计遍历跳跃扩散过程的挥发性和漂移参数
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-09-06 DOI: 10.1007/s11203-020-09227-z
Chiara Amorino, A. Gloter
{"title":"Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function","authors":"Chiara Amorino, A. Gloter","doi":"10.1007/s11203-020-09227-z","DOIUrl":"https://doi.org/10.1007/s11203-020-09227-z","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"11 1","pages":"61 - 148"},"PeriodicalIF":0.8,"publicationDate":"2020-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75561058","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
Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations 离散时间观测信号加噪声高斯模型的有效参数估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-08-05 DOI: 10.1007/s11203-020-09225-1
D. Dehay, Khalil El Waled, V. Monsan
{"title":"Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations","authors":"D. Dehay, Khalil El Waled, V. Monsan","doi":"10.1007/s11203-020-09225-1","DOIUrl":"https://doi.org/10.1007/s11203-020-09225-1","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"11 1","pages":"17 - 33"},"PeriodicalIF":0.8,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73138990","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
Recursive nonparametric regression estimation for dependent strong mixing functional data 相关强混合函数数据的递归非参数回归估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-07-27 DOI: 10.1007/s11203-020-09223-3
Y. Slaoui
{"title":"Recursive nonparametric regression estimation for dependent strong mixing functional data","authors":"Y. Slaoui","doi":"10.1007/s11203-020-09223-3","DOIUrl":"https://doi.org/10.1007/s11203-020-09223-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"33 1","pages":"665 - 697"},"PeriodicalIF":0.8,"publicationDate":"2020-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83224913","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
Martingale estimation functions for Bessel processes 贝塞尔过程的鞅估计函数
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-07-24 DOI: 10.1007/s11203-021-09250-8
Nicole Hufnagel, Jeannette H. C. Woerner
{"title":"Martingale estimation functions for Bessel processes","authors":"Nicole Hufnagel, Jeannette H. C. Woerner","doi":"10.1007/s11203-021-09250-8","DOIUrl":"https://doi.org/10.1007/s11203-021-09250-8","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"110 1","pages":"337 - 353"},"PeriodicalIF":0.8,"publicationDate":"2020-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87700571","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 expansion of the quadratic variation of a mixed fractional Brownian motion 混合分数布朗运动二次变分的渐近展开式
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-07-01 DOI: 10.1007/s11203-020-09220-6
C. Tudor, N. Yoshida
{"title":"Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion","authors":"C. Tudor, N. Yoshida","doi":"10.1007/s11203-020-09220-6","DOIUrl":"https://doi.org/10.1007/s11203-020-09220-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"24 1","pages":"435 - 463"},"PeriodicalIF":0.8,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79107746","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 estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion 分数布朗运动驱动的随机微分方程平稳密度的自适应估计
IF 0.8
Statistical Inference for Stochastic Processes Pub Date : 2020-06-13 DOI: 10.1007/s11203-020-09218-0
K. Bertin, N. Klutchnikoff, Fabien Panloup, Maylis Varvenne
{"title":"Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion","authors":"K. Bertin, N. Klutchnikoff, Fabien Panloup, Maylis Varvenne","doi":"10.1007/s11203-020-09218-0","DOIUrl":"https://doi.org/10.1007/s11203-020-09218-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"34 1","pages":"271 - 300"},"PeriodicalIF":0.8,"publicationDate":"2020-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78774315","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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