Pub Date : 2020-09-28DOI: 10.1007/s11203-021-09244-6
Alessia Caponera
{"title":"SPHARMA approximations for stationary functional time series on the sphere","authors":"Alessia Caponera","doi":"10.1007/s11203-021-09244-6","DOIUrl":"https://doi.org/10.1007/s11203-021-09244-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"1 1","pages":"609 - 634"},"PeriodicalIF":0.8,"publicationDate":"2020-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90324865","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 : 2020-09-25DOI: 10.1007/s11203-020-09228-y
F. Comte, V. Genon-Catalot
{"title":"Nonparametric estimation for i.i.d. Gaussian continuous time moving average models","authors":"F. Comte, V. Genon-Catalot","doi":"10.1007/s11203-020-09228-y","DOIUrl":"https://doi.org/10.1007/s11203-020-09228-y","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"1 1","pages":"149 - 177"},"PeriodicalIF":0.8,"publicationDate":"2020-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83186087","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 : 2020-09-15DOI: 10.1007/s11203-022-09285-5
Axel Bücher, H. Dette, Florian Heinrichs
{"title":"A portmanteau-type test for detecting serial correlation in locally stationary functional time series","authors":"Axel Bücher, H. Dette, Florian Heinrichs","doi":"10.1007/s11203-022-09285-5","DOIUrl":"https://doi.org/10.1007/s11203-022-09285-5","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"49 1","pages":"1-24"},"PeriodicalIF":0.8,"publicationDate":"2020-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88161585","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 : 2020-09-13DOI: 10.1007/s11203-020-09226-0
R. Höpfner
{"title":"Polynomials under Ornstein–Uhlenbeck noise and an application to inference in stochastic Hodgkin–Huxley systems","authors":"R. Höpfner","doi":"10.1007/s11203-020-09226-0","DOIUrl":"https://doi.org/10.1007/s11203-020-09226-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"78 1","pages":"35 - 59"},"PeriodicalIF":0.8,"publicationDate":"2020-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76557042","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 : 2020-09-06DOI: 10.1007/s11203-020-09227-z
Chiara Amorino, A. Gloter
{"title":"Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function","authors":"Chiara Amorino, A. Gloter","doi":"10.1007/s11203-020-09227-z","DOIUrl":"https://doi.org/10.1007/s11203-020-09227-z","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"11 1","pages":"61 - 148"},"PeriodicalIF":0.8,"publicationDate":"2020-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75561058","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 : 2020-08-05DOI: 10.1007/s11203-020-09225-1
D. Dehay, Khalil El Waled, V. Monsan
{"title":"Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations","authors":"D. Dehay, Khalil El Waled, V. Monsan","doi":"10.1007/s11203-020-09225-1","DOIUrl":"https://doi.org/10.1007/s11203-020-09225-1","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"11 1","pages":"17 - 33"},"PeriodicalIF":0.8,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73138990","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 : 2020-07-24DOI: 10.1007/s11203-021-09250-8
Nicole Hufnagel, Jeannette H. C. Woerner
{"title":"Martingale estimation functions for Bessel processes","authors":"Nicole Hufnagel, Jeannette H. C. Woerner","doi":"10.1007/s11203-021-09250-8","DOIUrl":"https://doi.org/10.1007/s11203-021-09250-8","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"110 1","pages":"337 - 353"},"PeriodicalIF":0.8,"publicationDate":"2020-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87700571","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 : 2020-07-01DOI: 10.1007/s11203-020-09220-6
C. Tudor, N. Yoshida
{"title":"Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion","authors":"C. Tudor, N. Yoshida","doi":"10.1007/s11203-020-09220-6","DOIUrl":"https://doi.org/10.1007/s11203-020-09220-6","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"24 1","pages":"435 - 463"},"PeriodicalIF":0.8,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79107746","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 : 2020-06-13DOI: 10.1007/s11203-020-09218-0
K. Bertin, N. Klutchnikoff, Fabien Panloup, Maylis Varvenne
{"title":"Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion","authors":"K. Bertin, N. Klutchnikoff, Fabien Panloup, Maylis Varvenne","doi":"10.1007/s11203-020-09218-0","DOIUrl":"https://doi.org/10.1007/s11203-020-09218-0","url":null,"abstract":"","PeriodicalId":43294,"journal":{"name":"Statistical Inference for Stochastic Processes","volume":"34 1","pages":"271 - 300"},"PeriodicalIF":0.8,"publicationDate":"2020-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78774315","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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