Pub Date : 2022-02-04DOI: 10.1007/s11203-022-09269-5
T. McElroy, D. Politis
{"title":"Optimal linear interpolation of multiple missing values","authors":"T. McElroy, D. Politis","doi":"10.1007/s11203-022-09269-5","DOIUrl":"https://doi.org/10.1007/s11203-022-09269-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-02-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83104465","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 : 2022-01-29DOI: 10.1007/s11203-021-09265-1
M. Burnashev
{"title":"On minimax robust testing of composite hypotheses on Poisson process intensity","authors":"M. Burnashev","doi":"10.1007/s11203-021-09265-1","DOIUrl":"https://doi.org/10.1007/s11203-021-09265-1","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89929113","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 : 2022-01-21DOI: 10.1007/s11203-021-09267-z
Hongjiang Qian, Zhexin Wen, G. Yin
{"title":"Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps","authors":"Hongjiang Qian, Zhexin Wen, G. Yin","doi":"10.1007/s11203-021-09267-z","DOIUrl":"https://doi.org/10.1007/s11203-021-09267-z","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83401506","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 : 2022-01-18DOI: 10.1007/s11203-021-09259-z
R. Khasminskii, N. Krylov
{"title":"On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients","authors":"R. Khasminskii, N. Krylov","doi":"10.1007/s11203-021-09259-z","DOIUrl":"https://doi.org/10.1007/s11203-021-09259-z","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89608542","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 : 2022-01-08DOI: 10.1007/s11203-021-09264-2
Katerina Papagiannouli
{"title":"A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes","authors":"Katerina Papagiannouli","doi":"10.1007/s11203-021-09264-2","DOIUrl":"https://doi.org/10.1007/s11203-021-09264-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90909055","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 : 2021-12-05DOI: 10.1007/s11203-021-09262-4
Sigrunn H. Sørbye, Pedro G. Nicolau, H. Rue
{"title":"Finite-sample properties of estimators for first and second order autoregressive processes","authors":"Sigrunn H. Sørbye, Pedro G. Nicolau, H. Rue","doi":"10.1007/s11203-021-09262-4","DOIUrl":"https://doi.org/10.1007/s11203-021-09262-4","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89184470","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 : 2021-11-29DOI: 10.1007/s11203-021-09263-3
M. Harel, J. Ngatchou-Wandji, Livasoa Andriamampionona, V. Harison
{"title":"Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces","authors":"M. Harel, J. Ngatchou-Wandji, Livasoa Andriamampionona, V. Harison","doi":"10.1007/s11203-021-09263-3","DOIUrl":"https://doi.org/10.1007/s11203-021-09263-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91363639","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 : 2021-11-10DOI: 10.1007/s11203-021-09260-6
O. Chernoyarov, S. Dachian, C. Farinetto, Y. Kutoyants
{"title":"Estimation of the position and time of emission of a source","authors":"O. Chernoyarov, S. Dachian, C. Farinetto, Y. Kutoyants","doi":"10.1007/s11203-021-09260-6","DOIUrl":"https://doi.org/10.1007/s11203-021-09260-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79292060","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 : 2021-11-02DOI: 10.1007/s11203-021-09254-4
Kevin W. Lu
{"title":"Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination","authors":"Kevin W. Lu","doi":"10.1007/s11203-021-09254-4","DOIUrl":"https://doi.org/10.1007/s11203-021-09254-4","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88799664","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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