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Statistical Inference for Stochastic Processes最新文献

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On the $$alpha $$-lazy version of Markov chains in estimation and testing problems 关于$$alpha $$ -lazy版本的马尔可夫链在估计和测试中的问题
IF 0.8 Q3 Mathematics Pub Date : 2021-05-20 DOI: 10.1007/s11203-022-09283-7
S. Fried, Geoffrey Wolfer
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引用次数: 1
Adaptive efficient analysis for big data ergodic diffusion models 大数据遍历扩散模型的自适应高效分析
IF 0.8 Q3 Mathematics Pub Date : 2021-03-27 DOI: 10.1007/s11203-021-09241-9
L. Galtchouk, S. Pergamenshchikov
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引用次数: 4
High-dimensional estimation of quadratic variation based on penalized realized variance 基于惩罚实现方差的二次方差高维估计
IF 0.8 Q3 Mathematics Pub Date : 2021-03-04 DOI: 10.1007/s11203-022-09282-8
Kim Christensen, M. S. Nielsen, M. Podolskij
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引用次数: 2
Estimation of stopping times for stopped self-similar random processes 停止自相似随机过程的停止时间估计
IF 0.8 Q3 Mathematics Pub Date : 2021-03-01 DOI: 10.1007/s11203-020-09234-0
Viktor Schulmann
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引用次数: 1
Maximum spacing estimation for continuous time Markov chains and semi-Markov processes 连续时间马尔可夫链和半马尔可夫过程的最大间距估计
IF 0.8 Q3 Mathematics Pub Date : 2021-02-15 DOI: 10.1007/s11203-021-09238-4
Kristi Kuljus, B. Ranneby
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引用次数: 1
How to test that a given process is an Ornstein–Uhlenbeck process 如何测试一个给定的过程是一个Ornstein-Uhlenbeck过程
IF 0.8 Q3 Mathematics Pub Date : 2021-01-13 DOI: 10.1007/s11203-020-09233-1
E. Khmaladze
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引用次数: 0
Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI) 基于高角分辨率扩散成像(HARDI)的张量场非参数模型
IF 0.8 Q3 Mathematics Pub Date : 2021-01-11 DOI: 10.1007/s11203-020-09236-y
L. Sakhanenko, M. DeLaura, David C. Zhu
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引用次数: 1
EM algorithm for stochastic hybrid systems 随机混合系统的EM算法
IF 0.8 Q3 Mathematics Pub Date : 2021-01-07 DOI: 10.1007/s11203-020-09231-3
M. Fukasawa
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引用次数: 0
Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach 时空最大稳定过程的半参数估计:一种基于f -图的方法
IF 0.8 Q3 Mathematics Pub Date : 2021-01-07 DOI: 10.1007/s11203-020-09232-2
A. Abu-Awwad, V. Maume-Deschamps, P. Ribéreau
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引用次数: 1
On Neyman–Pearson minimax detection of Poisson process intensity 泊松过程强度的Neyman-Pearson极小极大检测
IF 0.8 Q3 Mathematics Pub Date : 2021-01-06 DOI: 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}
引用次数: 3
期刊
Statistical Inference for Stochastic Processes
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