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~isPartOf:"Statistical Inference for Stochastic Processes"
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Bayesian estimators
2
Compound Poisson process
2
Poisson process
2
Asymptotic relative efficiency
1
Bayesian estimator
1
Change-point
1
Confidence bands
1
Confidence intervals
1
Continuous-time diffusion
1
Cramér–von Mises test
1
Cyclic intensity function
1
Extreme value distribution
1
Gibbs distribution
1
Gumbel distribution
1
H-splines
1
Inhomogeneous Poisson process
1
Intensity estimation
1
Intensity function
1
Kernel density estimation
1
Limit distribution
1
Limit likelihood ratio
1
Limiting distribution
1
Limiting likelihood ratio process
1
Limiting mean squared error
1
Malliavin calculus
1
Maximum likelihood estimator
1
Monte Carlo testing
1
Non-regularity
1
Nonlinear threshold models
1
Nonparametric estimation
1
Parametric basic hypothesis
1
Partially distribution free test
1
Periodic intensity function
1
Poisson point process
1
Poisson processes
1
Primary 60F05
1
Primary 60G55
1
Primary 62G30
1
Primary 62M30
1
Primary: 62M30
1
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Chan, Ngai
1
Cressie, Noel
1
Dabye, A.
1
Dachian, S.
1
Dachian, Sergueï
1
Dias, Ronaldo
1
Ferreira, Clécio
1
Garcia, Nancy
1
Helmers, Roelof
1
Irwin, Mark
1
Kessler, Mathieu
1
Kh, Fazli
1
Kornak, John
1
Kutoyants, Yury
1
Mateu, Jorge
1
Montes, Francisco
1
Negri, Ilia
1
Privault, Nicolas
1
Réveillac, Anthony
1
Sørensen, Michael
1
Wang, Qiying
1
Zitikis, Ričardas
1
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Statistical Inference for Stochastic Processes
Physica A: Statistical Mechanics and its Applications
52
Statistics & Probability Letters
50
Annals of the Institute of Statistical Mathematics
47
MPRA Paper
42
Insurance / Mathematics & economics
35
Stochastic Processes and their Applications
27
European journal of operational research : EJOR
25
Computational Statistics & Data Analysis
24
Metrika
24
Risks : open access journal
22
Computational Statistics
20
Insurance: Mathematics and Economics
18
Journal of Applied Statistics
18
Risks
18
Scandinavian actuarial journal
16
Working Paper
16
Management Science
15
Mathematics and Computers in Simulation (MATCOM)
15
Statistical Papers / Springer
15
CEPR Discussion Papers
14
Discussion Paper
14
Astin bulletin : the journal of the International Actuarial Association
13
IZA Discussion Papers
13
Stata Journal
13
Applied economics letters
12
CESifo Working Paper
12
Economics letters
12
Mathematical Methods of Operations Research
12
IMF Working Papers
11
Journal of Multivariate Analysis
11
Natural Hazards
11
CESifo Working Paper Series
10
International journal of production economics
10
SOI - Working Papers
10
Working paper
10
CESifo working papers
9
NBER working paper series
9
Operations research letters
9
Economics Letters
8
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RePEc
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1
On the Cramér–von Mises test with parametric hypothesis for
poisson
processes
Dabye, A.
- In:
Statistical Inference for Stochastic Processes
16
(
2013
)
1
,
pp. 1-13
The problem of the goodness of-fit testing for inhomogeneous
Poisson
process with parametric basic hypothesis is …
Persistent link: https://www.econbiz.de/10010634179
Saved in:
2
On parameter estimation of threshold autoregressive models
Chan, Ngai
;
Kutoyants, Yury
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
1
,
pp. 81-104
Persistent link: https://www.econbiz.de/10010539196
Saved in:
3
On compound
Poisson
processes arising in change-point type statistical models as limiting likelihood ratios
Dachian, Sergueï
;
Negri, Ilia
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
3
,
pp. 255-271
Persistent link: https://www.econbiz.de/10009325266
Saved in:
4
Confidence regions for the intensity function of a cyclic
Poisson
process
Helmers, Roelof
;
Wang, Qiying
;
Zitikis, Ričardas
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 21-36
Persistent link: https://www.econbiz.de/10005615994
Saved in:
5
Stein estimation of
Poisson
process intensities
Privault, Nicolas
;
Réveillac, Anthony
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10005616028
Saved in:
6
Penalized maximum likelihood estimation for a function of the intensity of a
Poisson
point process
Dias, Ronaldo
;
Ferreira, Clécio
;
Garcia, Nancy
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
1
,
pp. 11-34
Persistent link: https://www.econbiz.de/10005184568
Saved in:
7
Second-Order Efficient Test for Inhomogeneous
Poisson
Processes
Kh, Fazli
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
2
,
pp. 181-208
Persistent link: https://www.econbiz.de/10005616039
Saved in:
8
Spatial Point Process Models of Defensive Strategies: Detecting Changes
Kornak, John
;
Irwin, Mark
;
Cressie, Noel
- In:
Statistical Inference for Stochastic Processes
9
(
2006
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10005184595
Saved in:
9
On Time-Reversibility and Estimating Functions for Markov Processes
Kessler, Mathieu
;
Sørensen, Michael
- In:
Statistical Inference for Stochastic Processes
8
(
2005
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10005616014
Saved in:
10
Estimation of Cusp Location by
Poisson
Observations
Dachian, S.
- In:
Statistical Inference for Stochastic Processes
6
(
2003
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10005169110
Saved in:
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