arbiter
JournalsPricingAccount
← All journals

Statistical Inference for Stochastic Processes

Springer International Publishing

Finance & Accounting
ABDC C
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Hidden ergodic Ornstein–Uhlenbeck process and adaptive filter
Yury A. Kutoyants
20252 citations
Adaptive Elastic-Net estimation for sparse diffusion processes
Alessandro De Gregorio et al.
20251 citations
Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
Terry Easlick & Wei Sun
20251 citations
Quasi-Bayesian information criterion of SEM for diffusion processes based on high-frequency data
Shogo Kusano & Masayuki Uchida
20251 citations
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
Yozo Tonaki et al.
20251 citations
Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths
Eddy-Michel Ella-Mintsa
20250 citations
Maximum spacing estimation for hidden Markov models
Kristi Kuljus & Bo Ranneby
20250 citations
Guided simulation of conditioned chemical reaction networks
Marc Corstanje & Frank van der Meulen
20250 citations
Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data
Mustapha Mohammedi et al.
20250 citations
Statistical learning for $$\psi $$-weakly dependent processes
Mamadou Lamine Diop & William Kengne
20250 citations
Random effects estimation in a fractional diffusion model based on continuous observations
Nesrine Chebli et al.
20250 citations
Adaptive exact recovery in sparse nonparametric models
Natalia Stepanova & Marie Turcicova
20250 citations
Nonparametric estimation for periodic stochastic differential equations driven by fractional G-Brownian motion
Changhong Guo et al.
20250 citations
On Conditional least squares estimation for the $$ AD (1,n)$$ model based on discrete-time observations
Mohamed Ben Alaya et al.
20250 citations
Quantile-crossing spectrum and spline autoregression estimation
Ta‐Hsin Li
20250 citations
Statistical inference in SEM for diffusion processes with jumps based on high-frequency data
Shogo Kusano & Masayuki Uchida
20250 citations
The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case
Shohei Nakajima
20250 citations
Non parametric estimation of the jump coefficient of a diffusion with jumps
Émeline Schmisser
20250 citations
Nonparametric density estimation for the small jumps of Lévy processes
Céline Duval et al.
20250 citations
Marginal expected shortfall risk measure for time series
Yuri Goegebeur et al.
20250 citations

Search evidence from this journal →

Start a search

Access requires your institution's subscription. Ask your librarian →