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Statistical Inference for Stochastic Processes最新文献

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Nonparametric spectral density estimation under local differential privacy 局部微分隐私下的非参数谱密度估计
Statistical Inference for Stochastic Processes Pub Date : 2024-03-25 DOI: 10.1007/s11203-024-09308-3
Martin Kroll
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引用次数: 0
A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations 从 suprema 观测中获得奥恩斯坦-乌伦贝克参数的伪似然估计器
Statistical Inference for Stochastic Processes Pub Date : 2024-02-26 DOI: 10.1007/s11203-024-09307-4
Christophette Blanchet-Scalliet, Diana Dorobantu, Benoit Nieto
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引用次数: 0
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