JOURNAL ARTICLE published 1999 in Statistical Inference for Stochastic Processes

Authors: Priscilla E. Greenwood | Wolfgang Wefelmeyer

Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise

JOURNAL ARTICLE published July 2017 in Statistical Inference for Stochastic Processes

Research funded by Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada (CA) (7969)

Authors: Wooyong Lee | Priscilla E. Greenwood | Nancy Heckman | Wolfgang Wefelmeyer

Reversible Markov Chains and Optimality of Symmetrized Empirical Estimators

JOURNAL ARTICLE published February 1999 in Bernoulli

Authors: Priscilla E. Greenwood | Wolfgang Wefelmeyer

Root-n consistency in weighted L 1-spaces for density estimators of invertible linear processes

JOURNAL ARTICLE published October 2008 in Statistical Inference for Stochastic Processes

Authors: Anton Schick | Wolfgang Wefelmeyer

Asymptotic Normality of Kernel Type Density Estimators for Random Fields

JOURNAL ARTICLE published July 2006 in Statistical Inference for Stochastic Processes

Authors: István Fazekas | Alexey Chuprunov

Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields

JOURNAL ARTICLE published 1 August 1996 in The Annals of Statistics

Authors: Priscilla E. Greenwood | Ian W. McKeague | Wolfgang Wefelmeyer

Local Whittle likelihood estimators and tests for non-Gaussian stationary processes

JOURNAL ARTICLE published October 2010 in Statistical Inference for Stochastic Processes

Authors: Tomohito Naito | Kohei Asai | Tomoyuki Amano | Masanobu Taniguchi

Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process

JOURNAL ARTICLE published June 2010 in Statistical Inference for Stochastic Processes

Authors: Denis Bosq

Moment convergence of Z-estimators

JOURNAL ARTICLE published October 2017 in Statistical Inference for Stochastic Processes

Research funded by Grant-in-Aid for Scientific Research (C) (24540152) | MIUR Italy (PRIN 2009JW2STY)

Authors: Ilia Negri | Yoichi Nishiyama

Efficiency of Empirical Estimators for Markov Chains

JOURNAL ARTICLE published 1 February 1995 in The Annals of Statistics

Authors: P. E. Greenwood | W. Wefelmeyer

Proving consistency of non-standard kernel estimators

JOURNAL ARTICLE published July 2012 in Statistical Inference for Stochastic Processes

Authors: David M. Mason

Difference based estimators and infill statistics

JOURNAL ARTICLE published April 2015 in Statistical Inference for Stochastic Processes

Authors: José R. León | Carenne Ludeña

Asymptotic normality of recursive estimators under strong mixing conditions

JOURNAL ARTICLE published July 2013 in Statistical Inference for Stochastic Processes

Authors: Aboubacar Amiri

Nonparametric spectral density estimation under local differential privacy

JOURNAL ARTICLE published 25 March 2024 in Statistical Inference for Stochastic Processes

Research funded by Deutsche Forschungsgemeinschaft (DFG DE 502/27-1)

Authors: Martin Kroll

Statistical inference on stationary shot noise random fields

JOURNAL ARTICLE published October 2023 in Statistical Inference for Stochastic Processes

Authors: Antoine Lerbet

Hybrid estimators for stochastic differential equations from reduced data

JOURNAL ARTICLE published July 2018 in Statistical Inference for Stochastic Processes

Research funded by Japan Society for the Promotion of Science (JP24300107,JP17H01100)

Authors: Yusuke Kaino | Masayuki Uchida

Comparison of the LS-based estimators and the MLE for the fractional Ornstein–Uhlenbeck process

JOURNAL ARTICLE published July 2020 in Statistical Inference for Stochastic Processes

Authors: Katsuto Tanaka

Histograms for stationary linear random fields

JOURNAL ARTICLE published October 2014 in Statistical Inference for Stochastic Processes

Authors: Michel Carbon

Randomized consistent statistical inference for random processes and fields

JOURNAL ARTICLE published October 2022 in Statistical Inference for Stochastic Processes

Authors: Arkady Tempelman

Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process

JOURNAL ARTICLE published October 2013 in Statistical Inference for Stochastic Processes

Authors: Katsuto Tanaka