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~isPartOf:"Statistical Inference for Stochastic Processes"
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V-uniform ergodicity
2
Affine stochastic delay differential equation
1
Bayes estimator
1
Chernoff bound
1
Covariance estimation
1
Diffusion coefficient
1
Error density estimation
1
Fractional Brownian motion
1
Geostatistics
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Hoeffding bound
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Inference for Gaussian processes
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Likelihood ratio
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Locally stationary Gaussian processes
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Rosenthal inequality
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Spline interpolation
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Schick, Anton
2
Azrak, Rajae
1
Blanke, Delphine
1
Cheng, Fuxia
1
Chiann, Chang
1
Choi, In-Bong
1
Davydov, Youri
1
Doukhan, Paul
1
Elogne, S.
1
Gushchin, Alexander
1
Küchler, Uwe
1
Lang, Gabriel
1
Morettin, Pedro
1
Mélard, Guy
1
Nussbaum, Michael
1
Perrin, O.
1
Reiß, Markus
1
Schmisser, Emeline
1
Taniguchi, Masanobu
1
Tecuapetla-Gómez, Inder
1
Thomas-Agnan, C.
1
Vial, Céline
1
Wefelmeyer, Wolfgang
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Statistical Inference for Stochastic Processes
Physica A: Statistical Mechanics and its Applications
68
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
67
MPRA Paper
29
Stochastic Processes and their Applications
26
Computational Statistics
24
Statistics & Probability Letters
23
Journal of econometrics
22
Mathematical Methods of Operations Research
20
Annals of the Institute of Statistical Mathematics
19
IMF Working Papers
17
Discussion Paper / Tilburg University, Center for Economic Research
12
Mathematics of operations research
12
Discussion paper / Tinbergen Institute
11
Journal of mathematical economics
11
Working Paper
11
Working paper ... der DFG-KollegforscherInnengruppe Postwachstumsgesellschaften
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Mathematics and Computers in Simulation (MATCOM)
10
Economic modelling
9
European journal of operational research : EJOR
9
Operations research letters
9
Tinbergen Institute Discussion Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Beyond uneconomic growth : economics, equity and the ecological predicament
8
Dynamic games and applications : DGA
8
Economics Bulletin
8
Economics letters
8
Energy
8
IMK Working Paper
8
Journal of Econometrics
8
Metrika
8
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
8
The empirical economics letters : a monthly international journal of economics
8
CESifo working papers
7
CREATES Research Papers
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Demographic Research
7
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7
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1
Non-parametric estimation of the diffusion coefficient from noisy data
Schmisser, Emeline
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
3
,
pp. 193-223
> )<Subscript> t ≥ 0</Subscript> is assumed to be strictly
stationary
, β-mixing and ergodic. In order to reduce the noise effect, we …
Persistent link: https://www.econbiz.de/10010992889
Saved in:
2
On large deviations in testing simple hypotheses for locally
stationary
Gaussian processes
Tecuapetla-Gómez, Inder
;
Nussbaum, Michael
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
3
,
pp. 225-239
We derive a large deviation result for the log-likelihood ratio for testing simple hypotheses in locally
stationary
…
Persistent link: https://www.econbiz.de/10010992897
Saved in:
3
On estimation of delay location
Gushchin, Alexander
;
Küchler, Uwe
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
3
,
pp. 273-305
Persistent link: https://www.econbiz.de/10009325265
Saved in:
4
Estimating the order of mean-square derivatives with quadratic variations
Blanke, Delphine
;
Vial, Céline
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10008925514
Saved in:
5
Global property of error density estimation in nonlinear autoregressive time series models
Cheng, Fuxia
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10008533935
Saved in:
6
Non parametric estimation of smooth
stationary
covariance functions by interpolation methods
Elogne, S.
;
Perrin, O.
;
Thomas-Agnan, C.
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
2
,
pp. 177-205
Persistent link: https://www.econbiz.de/10005616055
Saved in:
7
Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients
Azrak, Rajae
;
Mélard, Guy
- In:
Statistical Inference for Stochastic Processes
9
(
2006
)
3
,
pp. 279-330
Persistent link: https://www.econbiz.de/10005616044
Saved in:
8
Prediction Problems for Square-Transformed
Stationary
Processes
Choi, In-Bong
;
Taniguchi, Masanobu
- In:
Statistical Inference for Stochastic Processes
6
(
2003
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10005169133
Saved in:
9
Rates in the Empirical Central Limit Theorem for
Stationary
Weakly Dependent Random Fields
Doukhan, Paul
;
Lang, Gabriel
- In:
Statistical Inference for Stochastic Processes
5
(
2002
)
2
,
pp. 199-228
Persistent link: https://www.econbiz.de/10005169108
Saved in:
10
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
Reiß, Markus
- In:
Statistical Inference for Stochastic Processes
5
(
2002
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10005169135
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