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On the Asymptotic Stability of the Intrinsic and Fractional Bayes Factors for Testing Some Diffusion Models

Sivaganesan, S.; Lingham, Rama - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 500-516

Persistent link: https://www.econbiz.de/10005169305

On some joint laws in fluctuations of sums of random variables

Saran, Jagdish - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 773-791

Persistent link: https://www.econbiz.de/10005616273

Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk

Kuang, Nenghui; Xie, Huantian - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 75-91

We estimate the drift parameter in a simple linear model driven by sub-fractional Brownian motion. We construct a maximum likelihood estimator (MLE) for the drift parameter by using a random walk approximation of the sub-fractional Brownian motion and study the asymptotic behaviors of the...

Persistent link: https://www.econbiz.de/10011152093

A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial

Aoyama, Kazuki; Shimizu, Kunio; Ong, S. - In: Annals of the Institute of Statistical Mathematics 60 (2008) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10005395669

Randomized group up and down experiments

Antognini, Alessandro; Bortot, Paola; Giovagnoli, Alessandra - In: Annals of the Institute of Statistical Mathematics 60 (2008) 1, pp. 45-59

Persistent link: https://www.econbiz.de/10005395738