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                             147 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A chi-square type test for time-invariant fiber pathways of the brain Goo, Juna

3 p. 449-469
artikel
2 A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models Ngatchou-Wandji, Joseph
2013
3 p. 207-236
artikel
3 Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions Meulen, Frank van der
2017
3 p. 603-628
artikel
4 Adaptive pointwise estimation for pure jump Lévy processes Bec, Mélina
2014
3 p. 229-256
artikel
5 A frequency-domain test for long range dependence Gromykov, Gennadi
2017
3 p. 513-526
artikel
6 A functional limit theorem for η-weakly dependent processes and its applications Bardet, Jean-Marc
2007
3 p. 265-280
artikel
7 AIC type statistics for discretely observed ergodic diffusion processes Fujii, Takayuki
2014
3 p. 267-282
artikel
8 A latent process model for time series of attributed random graphs Lee, N. H.
2011
3 p. 231-253
artikel
9 A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes Papagiannouli, Katerina

3 p. 505-535
artikel
10 Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions Harel, Michel
2018
3 p. 499-523
artikel
11 Asymptotic Behaviour of Trajectory Fitting Estimators for Certain Non-ergodic SDE Hans M. Dietz
2001
3 p. 249-258
10 p.
artikel
12 Asymptotic distribution of the score test for detecting marks in hawkes processes Clinet, Simon

3 p. 635-668
artikel
13 Asymptotic Expansion for Small Diffusions Applied to Option Pricing Masayuki Uchida
2004
3 p. 189-223
35 p.
artikel
14 Asymptotic normality of quadratic forms of martingale differences Giraitis, Liudas
2016
3 p. 315-327
artikel
15 Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Noni.i.d. Case Alexander G. Tartakovsky
1998
3 p. 265-295
31 p.
artikel
16 Asymptotic properties of conditional least-squares estimators for array time series Azrak, Rajae

3 p. 525-547
artikel
17 Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients Azrak, Rajae
2006
3 p. 279-330
artikel
18 Asymptotics for random functions moderated by dependent noise Steland, Ansgar
2015
3 p. 363-387
artikel
19 Author Index 2004
3 p. 351-352
2 p.
artikel
20 Author Index 2001
3 p. 319-319
1 p.
artikel
21 Author Index 2002
3 p. 335-335
1 p.
artikel
22 Author Index 2003
3 p. 309-309
1 p.
artikel
23 Authors index 2000
3 p. 289-289
1 p.
artikel
24 Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes Bulla, Paolo
2006
3 p. 283-303
artikel
25 Birth and Death on a Flow: Local Time and Estimation of a PositionDependent Death Rate R. HÖpfner
1998
3 p. 225-243
19 p.
artikel
26 Circular autocorrelation of stationary circular Markov processes Abe, Toshihiro
2016
3 p. 275-290
artikel
27 Classification error in multiclass discrimination from Markov data Christensen, Sören
2015
3 p. 321-336
artikel
28 Conditioning diffusions with respect to incomplete observations Delyon, Bernard

3 p. 499-523
artikel
29 Consistency and asymptotic normality in a class of nearly unstable processes Badreau, Marie

3 p. 619-641
artikel
30 Cox process functional learning Biau, Gérard
2015
3 p. 257-277
artikel
31 Data driven time scale in Gaussian quasi-likelihood inference Eguchi, Shoichi
2019
3 p. 383-430
artikel
32 Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes Dehay, Dominique
2006
3 p. 223-253
artikel
33 Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process Tanaka, Katsuto
2013
3 p. 173-192
artikel
34 Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails Gushchin, Alexander

3 p. 553-570
artikel
35 Drift estimation for a periodic mean reversion process Dehling, Herold
2010
3 p. 175-192
artikel
36 Estimating discontinuous periodic signals in a time inhomogeneous diffusion Höpfner, Reinhard
2010
3 p. 193-230
artikel
37 Estimating FARIMA models with uncorrelated but non-independent error terms Boubacar Maïnassara, Yacouba

3 p. 549-608
artikel
38 Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces Denis Bosq
2002
3 p. 287-306
20 p.
artikel
39 Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations Shimizu, Yasutaka
2006
3 p. 227-277
artikel
40 Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion Lejay, Antoine
2017
3 p. 539-551
artikel
41 Estimation of the lead–lag parameter between two stochastic processes driven by fractional Brownian motions Chiba, Kohei
2019
3 p. 323-357
artikel
42 Estimation of the Mean of a Wiener Sheet Sándor Baran
2004
3 p. 279-304
26 p.
artikel
43 Estimation of Time Varying Linear Systems Chang Chiann
1999
3 p. 253-285
33 p.
artikel
44 Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion Levine, Michael
2008
3 p. 221-250
artikel
45 Extension of the KalmanBucy Filter to Elementary Linear Systems with Fractional Brownian Noises M.L. Kleptsyna
2002
3 p. 249-271
23 p.
artikel
46 Finite-sample properties of estimators for first and second order autoregressive processes Sørbye, Sigrunn H.

3 p. 577-598
artikel
47 Foreword from the Editors Hallin, Marc
2017
3 p. 273-274
artikel
48 General Asymptotic Confidence Bands Based on Kernel-type Function Estimators Paul Deheuvels
2004
3 p. 225-277
53 p.
artikel
49 General Autoregressive Models with Long-Memory Noise Mohamed Boutahar
2002
3 p. 321-333
13 p.
artikel
50 Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models Aknouche, Abdelhakim
2017
3 p. 485-511
artikel
51 Histograms and Associated Point Processes Pierre Jacob
1999
3 p. 227-251
25 p.
artikel
52 Histograms for stationary linear random fields Carbon, Michel
2014
3 p. 245-266
artikel
53 Hypotheses testing and posterior concentration rates for semi-Markov processes Votsi, I.

3 p. 707-732
artikel
54 Impact of Bursty Traffic on Queues Philippe Nain
2002
3 p. 307-320
14 p.
artikel
55 Improved estimation method for high dimension semimartingale regression models based on discrete data Pchelintsev, Evgeny

3 p. 537-576
artikel
56 INAR approximation of bivariate linear birth and death process Chen, Zezhun

3 p. 459-497
artikel
57 Inference in generalized exponential O–U processes Lyu, Yunhong

3 p. 581-618
artikel
58 Infill Asymptotics Inside Increasing Domains for the Least Squares Estimator in Linear Models István Fazekas
2000
3 p. 199-223
25 p.
artikel
59 Integral curves from noisy diffusion MRI data with closed-form uncertainty estimates Carmichael, Owen
2015
3 p. 289-319
artikel
60 Invariance principles for non-isotropic long memory random fields Lavancier, Frédéric
2007
3 p. 255-282
artikel
61 Iterative Approximation of Statistical Distributions and Relation to Information Geometry C. T. J. Dodson
2001
3 p. 307-318
12 p.
artikel
62 Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions Hacène Djellout
1999
3 p. 195-225
31 p.
artikel
63 L1-convergence of smoothing densities in non-parametric state space models Monbet, Valérie
2007
3 p. 311-325
artikel
64 Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion Holbach, Simon
2017
3 p. 527-538
artikel
65 Local Whittle likelihood estimators and tests for non-Gaussian stationary processes Naito, Tomohito
2010
3 p. 163-174
artikel
66 Lp-Loss and Limit Distribution for Predicting Integrals of Some Non-Gaussian Second Order Processes Jacques Istas
2003
3 p. 237-246
10 p.
artikel
67 Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions Kitromilidou, Stella
2015
3 p. 337-361
artikel
68 Maximum likelihood estimation for small noise multiscale diffusions Spiliopoulos, Konstantinos
2013
3 p. 237-266
artikel
69 Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process Tanaka, Katsuto
2014
3 p. 315-332
artikel
70 Minimax Bounds in Nonparametric Estimation of Multidimensional Deterministic Dynamical Systems Berlinet, Alain

3 p. 229-248
artikel
71 Minimax Bounds in Nonparametric Estimation of Multidimensional Deterministic Dynamical Systems Alain Berlinet
2001
3 p. 229-248
20 p.
artikel
72 Misparametrization subsets for penalized least squares model selection Guyon, Xavier
2014
3 p. 283-294
artikel
73 Modelization and Nonparametric Estimation for Dynamical Systems with Noise D. Blanke
2003
3 p. 267-290
24 p.
artikel
74 Moderate deviations for parameters estimation in a geometrically ergodic Heston process Roy de Chaumaray, Marie du
2017
3 p. 553-567
artikel
75 Moment convergence of Z-estimators Negri, Ilia
2016
3 p. 387-397
artikel
76 Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases Aknouche, Abdelhakim
2012
3 p. 241-256
artikel
77 Nonparametric density estimation for nonmixing approximable Stochastic Processes Lardjane, Salim
2006
3 p. 209-221
artikel
78 Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Dion, Charlotte

3 p. 489-515
artikel
79 Nonparametric Estimation for Gibbs Random Fields Specified Through OnePoint Systems S. Dachian
1998
3 p. 245-264
20 p.
artikel
80 Nonparametric estimation for I.I.D. paths of fractional SDE Comte, Fabienne

3 p. 669-705
artikel
81 Nonparametric estimation in fractional SDE Comte, Fabienne
2019
3 p. 359-382
artikel
82 Nonparametric Estimation of Regression Functions in Point Process Models Sebastian Döhler
2003
3 p. 291-307
17 p.
artikel
83 Non-parametric estimation of the diffusion coefficient from noisy data Schmisser, Emeline
2012
3 p. 193-223
artikel
84 Nonparametric Gaussian inference for stable processes Mies, Fabian
2018
3 p. 525-555
artikel
85 Nonparametric Spatial Prediction Gérard Biau
2004
3 p. 327-349
23 p.
artikel
86 On a Partially Observed Illness-Death Model Lakhdar Aggoun
2001
3 p. 259-271
13 p.
artikel
87 On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes Kleptsyna, M.
2014
3 p. 295-319
artikel
88 On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios Dachian, Sergueï
2011
3 p. 255-271
artikel
89 On Determination of the Order of a Markov Chain L. C. Zhao
2001
3 p. 273-282
10 p.
artikel
90 On Estimating a Dynamic Function of a Stochastic System with Averaging R. Liptser
2000
3 p. 225-249
25 p.
artikel
91 On estimation of delay location Gushchin, Alexander A.
2011
3 p. 273-305
artikel
92 On estimation of parameters for spatial autoregressive model Davydov, Youri
2008
3 p. 237-247
artikel
93 On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator Ben Abdeddaiem, Maroua
2016
3 p. 259-287
artikel
94 On large deviations in testing simple hypotheses for locally stationary Gaussian processes Tecuapetla-Gómez, Inder
2012
3 p. 225-239
artikel
95 On minimax robust testing of composite hypotheses on Poisson process intensity Burnashev, M. V.

3 p. 431-448
artikel
96 On smooth change-point location estimation for Poisson Processes Amiri, Arij

3 p. 499-524
artikel
97 On stationarity and second-order properties of bilinear random fields Bibi, Abdelouahab
2014
3 p. 221-244
artikel
98 On the asymptotic normality of frequency polygons for strongly mixing spatial processes El Machkouri, Mohamed
2013
3 p. 193-206
artikel
99 On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion J. H. van Zanten
2000
3 p. 251-262
12 p.
artikel
100 Optimal Design in Nonparametric Life Testing C. Ceci
2004
3 p. 305-325
21 p.
artikel
101 Optimal iterative threshold-kernel estimation of jump diffusion processes Figueroa-López, José E.

3 p. 517-552
artikel
102 Optimal linear interpolation of multiple missing values McElroy, Tucker S.

3 p. 471-483
artikel
103 Oscillating Gaussian processes Ilmonen, Pauliina

3 p. 571-593
artikel
104 Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind Azmoodeh, Ehsan
2014
3 p. 205-227
artikel
105 Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations Hu, Yaozhong
2014
3 p. 279-291
artikel
106 Parameter estimation for stochastic equations with additive fractional Brownian sheet Sottinen, Tommi
2007
3 p. 221-236
artikel
107 Parameter estimation for the Langevin equation with stationary-increment Gaussian noise Sottinen, Tommi
2017
3 p. 569-601
artikel
108 Parameter estimation in diagonalizable bilinear stochastic parabolic equations Cialenco, Igor
2008
3 p. 203-219
artikel
109 Parametric estimation for the standard and geometric telegraph process observed at discrete times Gregorio, Alessandro De
2007
3 p. 249-263
artikel
110 Parametric inference for hypoelliptic ergodic diffusions with full observations Melnykova, Anna

3 p. 595-635
artikel
111 Prediction of Continuous Time Autoregressive Processes via the Reproducing Kernel Spaces Fatiha Mokhtari
2003
3 p. 247-266
20 p.
artikel
112 Prediction of Continuous Time Processes by C[0,1]Valued Autoregressive Process Besnik Pumo
1998
3 p. 297-309
13 p.
artikel
113 Quasi-likelihood analysis for the stochastic differential equation with jumps Ogihara, T.
2011
3 p. 189-229
artikel
114 Randomized consistent statistical inference for random processes and fields Tempelman, Arkady

3 p. 599-627
artikel
115 Rates of strong uniform convergence of the kT-occupation time density estimator Labrador, Boris
2009
3 p. 269-283
artikel
116 Recursive nonparametric regression estimation for dependent strong mixing functional data Slaoui, Yousri

3 p. 665-697
artikel
117 Root-n consistency in weighted L1-spaces for density estimators of invertible linear processes Schick, Anton
2008
3 p. 281-310
artikel
118 Second-order properties of thresholded realized power variations of FJA additive processes Figueroa-López, José E.
2019
3 p. 431-474
artikel
119 Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models Akashi, Fumiya
2017
3 p. 291-313
artikel
120 Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient Peter Hall
2000
3 p. 263-276
14 p.
artikel
121 Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates Gabriel Lang
2001
3 p. 283-306
24 p.
artikel
122 Semiparametric Estimation of the State of a Dynamical System with Small Noise Stefano Maria Iacus
2000
3 p. 277-288
12 p.
artikel
123 Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise V. Konev
2003
3 p. 215-235
21 p.
artikel
124 Shrinkage estimation for multivariate time series Liu, Yan

3 p. 733-751
artikel
125 Simultaneous Testing of Change-Point Location and of a Regular Parameter by Poisson Observations Dachian, Sergueï

3 p. 465-487
artikel
126 SPHARMA approximations for stationary functional time series on the sphere Caponera, Alessia

3 p. 609-634
artikel
127 Stability of the filter with Poisson observations Li, Zhiqiang
2014
3 p. 293-313
artikel
128 Statistical Analysis of the Fractional OrnsteinUhlenbeck Type Process M.L. Kleptsyna
2002
3 p. 229-248
20 p.
artikel
129 Statistical estimation for reflected skew processes Bardou, Olivier
2010
3 p. 231-248
artikel
130 Statistical inference for quantiles in the frequency domain Liu, Yan
2017
3 p. 369-386
artikel
131 Statistical inference on stationary shot noise random fields Lerbet, Antoine

3 p. 551-580
artikel
132 Stepwise Estimation of Random Processes Yingcai Su
1999
3 p. 287-308
22 p.
artikel
133 Testing nonstationary and absolutely regular nonlinear time series models Ngatchou-Wandji, Joseph
2019
3 p. 557-593
artikel
134 The asymptotics of misspecified MLEs for some stochastic processes: a survey Kutoyants, Yury A.
2017
3 p. 347-367
artikel
135 The continuous-time hidden Markov model based on discretization. Properties of estimators and applications Gámiz, María Luz

3 p. 525-550
artikel
136 The Dantzig selector for a linear model of diffusion processes Fujimori, Kou
2018
3 p. 475-498
artikel
137 The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model J. Roderick McCrorie
2002
3 p. 273-286
14 p.
artikel
138 The normal approximation rate for the drift estimator of multidimensional diffusions Bianchi, Annamaria
2009
3 p. 251-268
artikel
139 The robust focused information criterion for strong mixing stochastic processes with L2-differentiable parametric densities Pandhare, S. C.

3 p. 637-663
artikel
140 Time series regression models with locally stationary disturbance Hirukawa, Junichi
2017
3 p. 329-346
artikel
141 Volume contents 2000
3 p. 291-292
2 p.
artikel
142 Volume Contents 2004
3 p. 353-354
2 p.
artikel
143 Volume Contents 2001
3 p. 321-322
2 p.
artikel
144 Volume Contents 2002
3 p. 337-338
2 p.
artikel
145 Volume Contents 2003
3 p. 311-312
2 p.
artikel
146 Wavelet estimation in diffusions with periodicity Diether, Michael
2012
3 p. 257-284
artikel
147 Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces Harel, Michel

3 p. 485-504
artikel
                             147 gevonden resultaten
 
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