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Estimation and testing in generalized mean-reverting processes with change-point

JOURNAL ARTICLE published April 2018 in Statistical Inference for Stochastic Processes

Research funded by Natural Sciences and Engineering Research Council of Canada (303512)

Authors: Sévérien Nkurunziza | Pei Patrick Zhang

https://doi.org/10.1007/s11203-016-9151-3 Actions

Non-parametric estimation of the diffusion coefficient from noisy data

JOURNAL ARTICLE published October 2012 in Statistical Inference for Stochastic Processes

Authors: Emeline Schmisser

https://doi.org/10.1007/s11203-012-9072-8 Actions

Sparse estimation for generalized exponential marked Hawkes process

JOURNAL ARTICLE published April 2023 in Statistical Inference for Stochastic Processes

Authors: Masatoshi Goda

https://doi.org/10.1007/s11203-022-09274-8 Actions

Monitoring parameter changes for random coefficient autoregressive models

JOURNAL ARTICLE published September 2010 in Journal of the Korean Statistical Society

Authors: Okyoung Na | Jiyeon Lee | Sangyeol Lee

https://doi.org/10.1016/j.jkss.2010.03.006 Actions

Parameter Expansion and Efficient Inference

JOURNAL ARTICLE published 1 November 2010 in Statistical Science

Authors: Andrew Lewandowski | Chuanhai Liu | Scott Vander Wiel

https://doi.org/10.1214/10-sts348 Actions

Generalized Functions and Generalized Stochastic Processes

BOOK CHAPTER published 1980 in Statistical Inference for Stochastic Processes

https://doi.org/10.1016/b978-0-12-080250-0.50023-3 Actions

CARMA(p,q) generalized random processes

JOURNAL ARTICLE published December 2010 in Journal of Statistical Planning and Inference

Authors: Peter J. Brockwell | Jan Hannig

https://doi.org/10.1016/j.jspi.2010.04.028 Actions

Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations

JOURNAL ARTICLE published October 2015 in Statistical Inference for Stochastic Processes

Authors: Yaozhong Hu | Chihoon Lee | Myung Hee Lee | Jian Song

https://doi.org/10.1007/s11203-014-9112-7 Actions

Bayesian curve estimation by polynomial of random order

JOURNAL ARTICLE published July 1998 in Journal of Statistical Planning and Inference

Authors: Bani.K. Mallick

https://doi.org/10.1016/s0378-3758(97)00179-1 Actions

On estimation of parameters for spatial autoregressive model

JOURNAL ARTICLE published October 2008 in Statistical Inference for Stochastic Processes

Authors: Youri Davydov | Vygantas Paulauskas

https://doi.org/10.1007/s11203-008-9022-7 Actions

Parameter estimation for ergodic linear SDEs from partial and discrete observations

JOURNAL ARTICLE published July 2023 in Statistical Inference for Stochastic Processes

Authors: Masahiro Kurisaki

https://doi.org/10.1007/s11203-023-09288-w Actions

Parameter estimation in diagonalizable bilinear stochastic parabolic equations

JOURNAL ARTICLE published October 2009 in Statistical Inference for Stochastic Processes

Authors: Igor Cialenco | Sergey V. Lototsky

https://doi.org/10.1007/s11203-008-9031-6 Actions

A Random Coefficient Investment Model

BOOK CHAPTER published 1971 in Statistical Inference in Random Coefficient Regression Models

Authors: P. A. V. B. Swamy

https://doi.org/10.1007/978-3-642-80653-7_5 Actions

Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects

JOURNAL ARTICLE published April 2015 in Journal of Statistical Planning and Inference

Research funded by National Natural Science Foundation of China (71371118) | National Social Science Fund of China (14BJY012) | Program for Changjiang Scholars and Innovative Research Team in University (PCSIRTIRT13077) | State Key Program of National Natural Science of China (71331006)

Authors: Yuanqing Zhang | Dianmei Shen

https://doi.org/10.1016/j.jspi.2014.11.001 Actions

On parameter estimation for locally stationary long-memory processes

JOURNAL ARTICLE published March 2009 in Journal of Statistical Planning and Inference

Authors: Jan Beran

https://doi.org/10.1016/j.jspi.2008.05.047 Actions

Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise

JOURNAL ARTICLE published July 2020 in Statistical Inference for Stochastic Processes

Authors: Alexandre Brouste | Chunhao Cai | Marius Soltane | Longmin Wang

https://doi.org/10.1007/s11203-020-09217-1 Actions

Estimation in Discrete Parameter Models

JOURNAL ARTICLE published 1 May 2012 in Statistical Science

Authors: Christine Choirat | Raffaello Seri

https://doi.org/10.1214/11-sts371 Actions

On improved interval estimation for the generalized variance

JOURNAL ARTICLE published March 1998 in Journal of Statistical Planning and Inference

Authors: George Iliopoulos | Stavros Kourouklis

https://doi.org/10.1016/s0378-3758(97)00090-6 Actions

Parameter estimation of the generalized Pareto distribution—Part I

JOURNAL ARTICLE published June 2010 in Journal of Statistical Planning and Inference

Authors: P. de Zea Bermudez | Samuel Kotz

https://doi.org/10.1016/j.jspi.2008.11.019 Actions

Parameter estimation of the generalized Pareto distribution—Part II

JOURNAL ARTICLE published June 2010 in Journal of Statistical Planning and Inference

Authors: P. de Zea Bermudez | Samuel Kotz

https://doi.org/10.1016/j.jspi.2008.11.020 Actions
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