Two-step wavelet-based estimation for Gaussian mixed fractional processes
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-018-9190-Z
Second-order properties of thresholded realized power variations of FJA additive processes
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-019-09198-W
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/s11203-020-09213-5
Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-017-9169-1
A minimal contrast estimator for the linear fractional stable motion
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/s11203-020-09216-2
Statistical analysis of some evolution equations driven by space-only noise
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-019-09205-0
Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-019-09200-5
On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-018-9189-5
Nonparametric Gaussian inference for stable processes
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-018-9193-9
Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/s11203-020-09210-8
Time series analysis of covariance based on linear transfer function models
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-018-9182-Z
Estimation of the mean in partially observed branching processes with general immigration
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-017-9170-8
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/s11203-019-09206-z
Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-018-9192-X
Oscillating Gaussian processes
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/s11203-020-09212-6
Testing nonstationary and absolutely regular nonlinear time series models
来源期刊:Statistical Inference for Stochastic ProcessesDOI:10.1007/S11203-018-9194-8