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Bayesian estimation of nonlinear Hawkes processes 非线性霍克斯过程的贝叶斯估计
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1631
Déborah Sulem, V. Rivoirard, Judith Rousseau
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引用次数: 2
Optimal weighted pooling for inference about the tail index and extreme quantiles 尾部指数和极端量值推断的最优加权集合
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1632
A. Daouia, Simone A. Padoan, Gilles Stupfler
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引用次数: 2
Empirical likelihood ratio tests for non-nested model selection based on predictive losses 基于预测损失的非嵌套模型选择的经验似然比检验
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1640
Jiancheng Jiang, Xuejun Jiang, Haofeng Wang
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引用次数: 0
Strong and weak convergence for the averaging principle of DDSDE with singular drift 具有奇异漂移的 DDSDE 平均原理的强收敛性和弱收敛性
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1646
Mengyu Cheng, Zimo Hao, Michael Röckner
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引用次数: 0
Bayesian multiscale analysis of the Cox model 考克斯模型的贝叶斯多尺度分析
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1643
Bo Y.-C. Ning, Ismaël Castillo
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引用次数: 0
A recursive distributional equation for the stable tree 稳定树的递归分布方程
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1623
Nicholas Chee, Franz Rembart, Matthias Winkel
{"title":"A recursive distributional equation for the stable tree","authors":"Nicholas Chee, Franz Rembart, Matthias Winkel","doi":"10.3150/23-bej1623","DOIUrl":"https://doi.org/10.3150/23-bej1623","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141045743","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mean stationarity test in time series: A signal variance-based approach 时间序列的平均静止性检验：基于信号方差的方法
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1630
Hon Kiu To, Kin Wai Chan
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引用次数: 1
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions 局部渐近混合正态性的马利亚文微积分技术及其在次椭圆扩散中的应用
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1621
Masaaki Fukasawa, Teppei Ogihara
{"title":"Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions","authors":"Masaaki Fukasawa, Teppei Ogihara","doi":"10.3150/23-bej1621","DOIUrl":"https://doi.org/10.3150/23-bej1621","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141044765","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Variance estimation for sequential Monte Carlo algorithms: A backward sampling approach 连续蒙特卡罗算法的方差估计：后向采样法
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-05-01 DOI: 10.3150/23-bej1586
Yazid Janati El Idrissi, Sylvain Le Corff, Y. Petetin
{"title":"Variance estimation for sequential Monte Carlo algorithms: A backward sampling approach","authors":"Yazid Janati El Idrissi, Sylvain Le Corff, Y. Petetin","doi":"10.3150/23-bej1586","DOIUrl":"https://doi.org/10.3150/23-bej1586","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141055645","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","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 functional ARMA models 函数式 ARMA 模型的估计
IF 1.5 2区 数学
Bernoulli Pub Date : 2024-02-01 DOI: 10.3150/23-bej1591
T. Kuenzer
{"title":"Estimation of functional ARMA models","authors":"T. Kuenzer","doi":"10.3150/23-bej1591","DOIUrl":"https://doi.org/10.3150/23-bej1591","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139687292","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","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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