Identification and estimation of superposed Neyman–Scott spatial cluster processes

JOURNAL ARTICLE published August 2014 in Annals of the Institute of Statistical Mathematics

Authors: Ushio Tanaka | Yosihiko Ogata

Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic

JOURNAL ARTICLE published December 2023 in Annals of the Institute of Statistical Mathematics

Authors: Conor Kresin | Frederic Schoenberg

Estimation variances for estimators of product densities and pair correlation functions of planar point processes

JOURNAL ARTICLE published 1993 in Annals of the Institute of Statistical Mathematics

Authors: D. Stoyan | U. Bertram | H. Wendrock

Parameter estimation of HFMD infection in Malaysia with SIR model

JOURNAL ARTICLE published 30 June 2023 in Annals of Mathematical Modeling

Empirical Smoothing Parameter Selection in Adaptive Estimation

JOURNAL ARTICLE published 1 December 1992 in The Annals of Statistics

Authors: Kun Jin

Efficient parameter estimation for self-similar processes

JOURNAL ARTICLE published 1 April 2006 in The Annals of Statistics

Authors: Rainer Dahlhaus

Efficient Parameter Estimation for Self-Similar Processes

JOURNAL ARTICLE published 1 December 1989 in The Annals of Statistics

Authors: Rainer Dahlhaus

A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes

JOURNAL ARTICLE published 1 March 1982 in The Annals of Statistics

Authors: Yuzo Hosoya | Masanobu Taniguchi

Parameter Estimation of Autoregressive Integrated Processes by Least Squares

JOURNAL ARTICLE published 1 March 1980 in The Annals of Statistics

Authors: Hironao Kawashima

Correction: A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes

JOURNAL ARTICLE published 1 June 1993 in The Annals of Statistics

Authors: Yuzo Hosoya | Masanobu Taniguchi

Consistency of likelihood estimation for Gibbs point processes

JOURNAL ARTICLE published 1 April 2017 in The Annals of Statistics

Authors: David Dereudre | Frédéric Lavancier

Parameter Estimation for Geometric Lévy Processes with Constant Volatility

JOURNAL ARTICLE published 30 January 2024 in Annals of Data Science

Authors: Sher Chhetri | Hongwei Long | Cory Ball

Poisson limits of sums of point processes and a particle-survivor model

JOURNAL ARTICLE published 1 February 2007 in The Annals of Applied Probability

Authors: Matthew O. Jones | Richard F. Serfozo

Empirical Bayes Estimation of a Binomial Parameter Via Mixtures of Dirichlet Processes

JOURNAL ARTICLE published 1 May 1979 in The Annals of Statistics

Authors: Donald A. Berry | Ronald Christensen

Linear Model Selection Based on Risk Estimation

JOURNAL ARTICLE published June 1997 in Annals of the Institute of Statistical Mathematics

Authors: J. H. Venter | J. L. J. Snyman

The asymptotic behaviour of maximum likelihood estimators for stationary point processes

JOURNAL ARTICLE published December 1978 in Annals of the Institute of Statistical Mathematics

Authors: Yoshiko Ogata

Quantum parameter estimation in the Unruh–DeWitt detector model

JOURNAL ARTICLE published September 2016 in Annals of Physics

Research funded by Templeton foundation (36838)

Authors: Xiang Hao | Yinzhong Wu

Minimum Hellinger Distance Estimation of Parameter in the Random Censorship Model

JOURNAL ARTICLE published 1 June 1991 in The Annals of Statistics

Authors: Song Yang

Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns

JOURNAL ARTICLE published September 1989 in Annals of the Institute of Statistical Mathematics

Authors: Yosihiko Ogata | Masaharu Tanemura

Estimation of the Hurst parameter from discrete noisy data

JOURNAL ARTICLE published 1 October 2007 in The Annals of Statistics

Authors: Arnaud Gloter | Marc Hoffmann