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Markov Chains in Continuous Time BOOK CHAPTER published 1980 in Statistical Inference for Stochastic Processes |
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Introductory Examples of Stochastic Models BOOK CHAPTER published 1980 in Statistical Inference for Stochastic Processes |
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WITHDRAWN: Partially adaptive estimation of autoregressive processes via a normal mixture JOURNAL ARTICLE published September 2001 in Journal of Statistical Planning and Inference |
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Corrigendum to “A class of correlated weighted Poisson processes” [J. Statist. Plann. Inference 142 (1) (2012) 366–375] JOURNAL ARTICLE published December 2018 in Journal of Statistical Planning and Inference |
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Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths JOURNAL ARTICLE published 29 April 2024 in Statistical Inference for Stochastic Processes |
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Global property of error density estimation in nonlinear autoregressive time series models JOURNAL ARTICLE published April 2010 in Statistical Inference for Stochastic Processes |
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Quadratic random coefficient autoregression with linear-in-parameters volatility JOURNAL ARTICLE published July 2015 in Statistical Inference for Stochastic Processes |
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Some statistical results on autoregressive conditionally heteroscedastic models JOURNAL ARTICLE published May 1998 in Journal of Statistical Planning and Inference |
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Estimation of stopping times for stopped self-similar random processes JOURNAL ARTICLE published July 2021 in Statistical Inference for Stochastic Processes |
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Martingale estimation functions for Bessel processes JOURNAL ARTICLE published July 2022 in Statistical Inference for Stochastic Processes Research funded by Deutsche Forschungsgemeinschaft (GRK 2131) |
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Partially adaptive estimation of autoregressive processes via a normal mixture JOURNAL ARTICLE published July 2002 in Journal of Statistical Planning and Inference |
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Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes JOURNAL ARTICLE published April 2015 in Statistical Inference for Stochastic Processes |
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Large sample inference for conditional exponential families with applications to nonlinear time series JOURNAL ARTICLE published February 1994 in Journal of Statistical Planning and Inference |
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Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables JOURNAL ARTICLE published September 2005 in Statistical Inference for Stochastic Processes |
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Retraction notice to “Convergence of weighted sums for arrays of negatively dependent random variables and its applications” [J. Statist. Plann. Inference 140(9) (2010) 2461–2469] JOURNAL ARTICLE published July 2019 in Journal of Statistical Planning and Inference |
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Erratum “Generalized polygonal designs with block size 3 and JOURNAL ARTICLE published January 2010 in Journal of Statistical Planning and Inference |
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Estimation for a scale parameter with known coefficient of variation JOURNAL ARTICLE published October 1998 in Statistical Papers |
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Erratum to “Nonparametric estimation of bivariate distribution under right truncation with application to panic disorder” [J. Statist. Plann. Inference 139 (4) (2009) 1559–1568] JOURNAL ARTICLE published June 2009 in Journal of Statistical Planning and Inference |
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Statistical Inference in Random Coefficient Regression Models Using Panel Data BOOK CHAPTER published 1971 in Statistical Inference in Random Coefficient Regression Models |
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Parameter estimation in first-order autoregressive model for statistical process monitoring in the presence of data autocorrelation JOURNAL ARTICLE published August 2011 in Journal of Statistical Planning and Inference |
![Cite](javascript:showCiteBox("10.1016/j.jspi.2009.07.007", "Erratum “Generalized polygonal designs with block size 3 and <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" overflow="scroll"><mml:mi>λ</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:math>” by I. Iqbal et al. [J. Statist. Plann. Inference 139 (2009) 3200–3219]");){kind=link}