Pub Date : 2021-10-05DOI: 10.1007/s11203-021-09256-2
Salima El Kolei, F. Navarro
{"title":"Contrast estimation for noisy observations of diffusion processes via closed-form density expansions","authors":"Salima El Kolei, F. Navarro","doi":"10.1007/s11203-021-09256-2","DOIUrl":"https://doi.org/10.1007/s11203-021-09256-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"95 1","pages":"303 - 336"},"PeriodicalIF":0.8,"publicationDate":"2021-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84373448","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 : 2021-09-30DOI: 10.1007/s11203-021-09255-3
N. Limnios, Bei Wu
{"title":"Estimation of stationary probability of semi-Markov Chains","authors":"N. Limnios, Bei Wu","doi":"10.1007/s11203-021-09255-3","DOIUrl":"https://doi.org/10.1007/s11203-021-09255-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"7 1","pages":"355 - 364"},"PeriodicalIF":0.8,"publicationDate":"2021-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79226444","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 : 2021-08-19DOI: 10.1007/s11203-021-09252-6
A. Kukush, S. Lohvinenko, Y. Mishura, K. Ralchenko
{"title":"Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend","authors":"A. Kukush, S. Lohvinenko, Y. Mishura, K. Ralchenko","doi":"10.1007/s11203-021-09252-6","DOIUrl":"https://doi.org/10.1007/s11203-021-09252-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"29 1","pages":"159 - 187"},"PeriodicalIF":0.8,"publicationDate":"2021-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78004445","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 : 2021-08-09DOI: 10.1007/s11203-022-09279-3
P. Abry, B. C. Boniece, G. Didier, H. Wendt
{"title":"Wavelet eigenvalue regression in high dimensions","authors":"P. Abry, B. C. Boniece, G. Didier, H. Wendt","doi":"10.1007/s11203-022-09279-3","DOIUrl":"https://doi.org/10.1007/s11203-022-09279-3","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"122 1","pages":"1-32"},"PeriodicalIF":0.8,"publicationDate":"2021-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87235986","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 : 2021-07-18DOI: 10.1007/s11203-021-09248-2
Yan Liu, Yoshiyuki Tanida, M. Taniguchi
{"title":"Shrinkage estimation for multivariate time series","authors":"Yan Liu, Yoshiyuki Tanida, M. Taniguchi","doi":"10.1007/s11203-021-09248-2","DOIUrl":"https://doi.org/10.1007/s11203-021-09248-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"13 1","pages":"733 - 751"},"PeriodicalIF":0.8,"publicationDate":"2021-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87511147","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 : 2021-06-02DOI: 10.1007/s11203-021-09242-8
Rajae Azrak, G. Mélard
{"title":"Asymptotic properties of conditional least-squares estimators for array time series","authors":"Rajae Azrak, G. Mélard","doi":"10.1007/s11203-021-09242-8","DOIUrl":"https://doi.org/10.1007/s11203-021-09242-8","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"6 1","pages":"525 - 547"},"PeriodicalIF":0.8,"publicationDate":"2021-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81973040","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 : 2021-05-20DOI: 10.1007/s11203-022-09283-7
S. Fried, Geoffrey Wolfer
{"title":"On the $$alpha $$-lazy version of Markov chains in estimation and testing problems","authors":"S. Fried, Geoffrey Wolfer","doi":"10.1007/s11203-022-09283-7","DOIUrl":"https://doi.org/10.1007/s11203-022-09283-7","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"111 2 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2021-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91010639","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 : 2021-03-27DOI: 10.1007/s11203-021-09241-9
L. Galtchouk, S. Pergamenshchikov
{"title":"Adaptive efficient analysis for big data ergodic diffusion models","authors":"L. Galtchouk, S. Pergamenshchikov","doi":"10.1007/s11203-021-09241-9","DOIUrl":"https://doi.org/10.1007/s11203-021-09241-9","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"92 1","pages":"127 - 158"},"PeriodicalIF":0.8,"publicationDate":"2021-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80355603","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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