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":null,"pages":null},"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":null,"pages":null},"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}
Pub Date : 2021-03-04DOI: 10.1007/s11203-022-09282-8
Kim Christensen, M. S. Nielsen, M. Podolskij
{"title":"High-dimensional estimation of quadratic variation based on penalized realized variance","authors":"Kim Christensen, M. S. Nielsen, M. Podolskij","doi":"10.1007/s11203-022-09282-8","DOIUrl":"https://doi.org/10.1007/s11203-022-09282-8","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79665183","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 : 2021-03-01DOI: 10.1007/s11203-020-09234-0
Viktor Schulmann
{"title":"Estimation of stopping times for stopped self-similar random processes","authors":"Viktor Schulmann","doi":"10.1007/s11203-020-09234-0","DOIUrl":"https://doi.org/10.1007/s11203-020-09234-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84655555","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 : 2021-02-15DOI: 10.1007/s11203-021-09238-4
Kristi Kuljus, B. Ranneby
{"title":"Maximum spacing estimation for continuous time Markov chains and semi-Markov processes","authors":"Kristi Kuljus, B. Ranneby","doi":"10.1007/s11203-021-09238-4","DOIUrl":"https://doi.org/10.1007/s11203-021-09238-4","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72871915","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 : 2021-01-13DOI: 10.1007/s11203-020-09233-1
E. Khmaladze
{"title":"How to test that a given process is an Ornstein–Uhlenbeck process","authors":"E. Khmaladze","doi":"10.1007/s11203-020-09233-1","DOIUrl":"https://doi.org/10.1007/s11203-020-09233-1","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79085158","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 : 2021-01-11DOI: 10.1007/s11203-020-09236-y
L. Sakhanenko, M. DeLaura, David C. Zhu
{"title":"Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI)","authors":"L. Sakhanenko, M. DeLaura, David C. Zhu","doi":"10.1007/s11203-020-09236-y","DOIUrl":"https://doi.org/10.1007/s11203-020-09236-y","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76424499","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 : 2021-01-07DOI: 10.1007/s11203-020-09232-2
A. Abu-Awwad, V. Maume-Deschamps, P. Ribéreau
{"title":"Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach","authors":"A. Abu-Awwad, V. Maume-Deschamps, P. Ribéreau","doi":"10.1007/s11203-020-09232-2","DOIUrl":"https://doi.org/10.1007/s11203-020-09232-2","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80639578","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 : 2021-01-06DOI: 10.1007/s11203-020-09230-4
M. Burnashev
{"title":"On Neyman–Pearson minimax detection of Poisson process intensity","authors":"M. Burnashev","doi":"10.1007/s11203-020-09230-4","DOIUrl":"https://doi.org/10.1007/s11203-020-09230-4","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81391866","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}