Pub Date : 2019-09-12DOI: 10.1007/s11203-019-09206-z
A. Ivanov, N. Leonenko, I. V. Orlovskyi
{"title":"On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models","authors":"A. Ivanov, N. Leonenko, I. V. Orlovskyi","doi":"10.1007/s11203-019-09206-z","DOIUrl":"https://doi.org/10.1007/s11203-019-09206-z","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"119 1","pages":"129 - 169"},"PeriodicalIF":0.8,"publicationDate":"2019-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11203-019-09206-z","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72503796","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-08-06DOI: 10.1007/s11203-019-09204-1
S. Nkurunziza, Lei Shen
{"title":"Inference in a multivariate generalized mean-reverting process with a change-point","authors":"S. Nkurunziza, Lei Shen","doi":"10.1007/s11203-019-09204-1","DOIUrl":"https://doi.org/10.1007/s11203-019-09204-1","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"24 1","pages":"199 - 226"},"PeriodicalIF":0.8,"publicationDate":"2019-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74188056","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-07-29DOI: 10.1007/s11203-019-09205-0
Igor Cialenco, Hyun-Jung Kim, S. Lototsky
{"title":"Statistical analysis of some evolution equations driven by space-only noise","authors":"Igor Cialenco, Hyun-Jung Kim, S. Lototsky","doi":"10.1007/s11203-019-09205-0","DOIUrl":"https://doi.org/10.1007/s11203-019-09205-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"128 1","pages":"83 - 103"},"PeriodicalIF":0.8,"publicationDate":"2019-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78012947","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-07-29DOI: 10.1007/s11203-019-09203-2
Yusuke Kaino, Shogo H. Nakakita, Masayuki Uchida
{"title":"Hybrid estimation for ergodic diffusion processes based on noisy discrete observations","authors":"Yusuke Kaino, Shogo H. Nakakita, Masayuki Uchida","doi":"10.1007/s11203-019-09203-2","DOIUrl":"https://doi.org/10.1007/s11203-019-09203-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"8 1","pages":"171 - 198"},"PeriodicalIF":0.8,"publicationDate":"2019-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81454877","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-07-12DOI: 10.1007/s11203-019-09202-3
Y. Boubacar Maïnassara, L. Rabehasaina
{"title":"Estimation of weak ARMA models with regime changes","authors":"Y. Boubacar Maïnassara, L. Rabehasaina","doi":"10.1007/s11203-019-09202-3","DOIUrl":"https://doi.org/10.1007/s11203-019-09202-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"315 1","pages":"1 - 52"},"PeriodicalIF":0.8,"publicationDate":"2019-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80013348","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-06-25DOI: 10.1007/s11203-019-09199-9
Q. Clairon, A. Samson
{"title":"Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations","authors":"Q. Clairon, A. Samson","doi":"10.1007/s11203-019-09199-9","DOIUrl":"https://doi.org/10.1007/s11203-019-09199-9","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"104 1","pages":"105 - 127"},"PeriodicalIF":0.8,"publicationDate":"2019-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77123866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-06-19DOI: 10.1007/s11203-019-09200-5
Radomyra Shevchenko, C. Tudor
{"title":"Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean","authors":"Radomyra Shevchenko, C. Tudor","doi":"10.1007/s11203-019-09200-5","DOIUrl":"https://doi.org/10.1007/s11203-019-09200-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"20 1","pages":"227 - 247"},"PeriodicalIF":0.8,"publicationDate":"2019-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74628636","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-06-12DOI: 10.1007/s11203-021-09247-3
V. Barbu, G. Gayraud, N. Limnios, I. Votsi
{"title":"Hypotheses testing and posterior concentration rates for semi-Markov processes","authors":"V. Barbu, G. Gayraud, N. Limnios, I. Votsi","doi":"10.1007/s11203-021-09247-3","DOIUrl":"https://doi.org/10.1007/s11203-021-09247-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"17 1","pages":"707 - 732"},"PeriodicalIF":0.8,"publicationDate":"2019-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84383248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-21DOI: 10.1007/s11203-021-09239-3
Jian He, A. Khedher, P. Spreij
{"title":"A Kalman particle filter for online parameter estimation with applications to affine models","authors":"Jian He, A. Khedher, P. Spreij","doi":"10.1007/s11203-021-09239-3","DOIUrl":"https://doi.org/10.1007/s11203-021-09239-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"34 1","pages":"353 - 403"},"PeriodicalIF":0.8,"publicationDate":"2019-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77461731","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-04-30DOI: 10.1007/s11203-021-09245-5
Simon Clinet, W. Dunsmuir, G. Peters, Kylie-Anne Richards
{"title":"Asymptotic distribution of the score test for detecting marks in hawkes processes","authors":"Simon Clinet, W. Dunsmuir, G. Peters, Kylie-Anne Richards","doi":"10.1007/s11203-021-09245-5","DOIUrl":"https://doi.org/10.1007/s11203-021-09245-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"145 1","pages":"635 - 668"},"PeriodicalIF":0.8,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86966658","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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