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Statistical Inference for Stochastic Processes

最近発刊の雑誌の目次より: Statistical Inference for Stochastic Processes © Springer
  • Nonparametric density estimation for nonmixing approximable Stochastic Processes
    Statistical Inference for Stochastic Processes, Vol. 10, No. 3. (October 2007), pp. 209-221.
    by Lardjane, Salim
  • Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes
    Statistical Inference for Stochastic Processes, Vol. 10, No. 3. (October 2007), pp. 223-253.
    by Dehay, Dominique, Monsan, Vincent
  • Invariance principles for non-isotropic long memory random fields
    Statistical Inference for Stochastic Processes, Vol. 10, No. 3. (October 2007), pp. 255-282.
    by Lavancier, Frederic
  • Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes
    Statistical Inference for Stochastic Processes, Vol. 10, No. 3. (October 2007), pp. 283-303.
    by Bulla, Paolo, Muliere, Pietro
  • Bootstrapping the Empirical Distribution Function of a Spatial Process
    Statistical Inference for Stochastic Processes, Vol. 10, No. 2. (July 2007), pp. 107-145.
    by Zhu, Jun, Lahiri,
  • Testing for the Mean of Random Curves: A Penalization Approach
    Statistical Inference for Stochastic Processes, Vol. 10, No. 2. (July 2007), pp. 147-163.
    by Mas, Andre
  • Deterministic Noises that can be Statistically Distinguished from the Random Ones
    Statistical Inference for Stochastic Processes, Vol. 10, No. 2. (July 2007), pp. 165-179.
    by Davydov, Youri, Zitikis, Ricardas
  • Second-Order Efficient Test for Inhomogeneous Poisson Processes
    Statistical Inference for Stochastic Processes, Vol. 10, No. 2. (July 2007), pp. 181-208.
    by Kh, Fazli
  • A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion
    Statistical Inference for Stochastic Processes, Vol. 10, No. 1. (January 2007), pp. 1-27.
    by Ayache, Antoine, Bertrand, Pierre, Vehel, Jacques
  • Nonparametric Regression Estimation for Random Fields in a Fixed-Design
    Statistical Inference for Stochastic Processes, Vol. 10, No. 1. (January 2007), pp. 29-47.
    by Machkouri, Mohamed
  • Estimating the Hurst Parameter
    Statistical Inference for Stochastic Processes, Vol. 10, No. 1. (January 2007), pp. 49-73.
    by Berzin, Corinne, Leon, Jose
  • The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data
    Statistical Inference for Stochastic Processes, Vol. 10, No. 1. (January 2007), pp. 75-95.
    by Hesse,
  • Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments
    Statistical Inference for Stochastic Processes, Vol. 10, No. 1. (January 2007), pp. 97-106.
    by Istas, Jacques
  • Testing Epidemic Changes of Infinite Dimensional Parameters
    Statistical Inference for Stochastic Processes, Vol. 9, No. 2. (July 2006), pp. 111-134.
    by Rackauskas, Alfredas, Suquet, Charles
  • Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes
    Statistical Inference for Stochastic Processes, Vol. 9, No. 2. (July 2006), pp. 135-160.
    by Grillenzoni, Carlo
  • Asymptotic Normality of Kernel Type Density Estimators for Random Fields
    Statistical Inference for Stochastic Processes, Vol. 9, No. 2. (July 2006), pp. 161-178.
    by Fazekas, Istvan, Chuprunov, Alexey
  • M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
    Statistical Inference for Stochastic Processes, Vol. 9, No. 2. (July 2006), pp. 179-225.
    by Shimizu, Yasutaka
  • Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes
    Statistical Inference for Stochastic Processes, Vol. 9, No. 1. (May 2006), pp. 1-16.
    by Galtchouk, , Pergamenshchikov,
  • On-line Tracking of a Smooth Regression Function
    Statistical Inference for Stochastic Processes, Vol. 9, No. 1. (May 2006), pp. 17-30.
    by Goldentayer, Lev, Liptser, Robert
  • Spatial Point Process Models of Defensive Strategies: Detecting Changes
    Statistical Inference for Stochastic Processes, Vol. 9, No. 1. (May 2006), pp. 31-46.
    by Kornak, John, Irwin, Mark, Cressie, Noel
  • Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models
    Statistical Inference for Stochastic Processes, Vol. 9, No. 1. (May 2006), pp. 47-76.
    by Ferraty, Frederic, Laksaci, Ali, Vieu, Philippe
  • Inference for Shot Noise
    Statistical Inference for Stochastic Processes, Vol. 9, No. 1. (May 2006), pp. 77-96.
    by Xiao, Yuanhui, Lund, Robert
  • A Note on the Strong Approximation of the Smoothed Empirical Process of -mixing Sequences
    Statistical Inference for Stochastic Processes, Vol. 9, No. 1. (May 2006), pp. 97-107.
    by Mojirsheibani, Majid
  • Introduction
    Statistical Inference for Stochastic Processes, Vol. 8, No. 3. (January 2005), pp. 225-225.
    by Michael Wiper
  • Exact Inference for Random Dirichlet Means
    Statistical Inference for Stochastic Processes, Vol. 8, No. 3. (January 2005), pp. 227-254.
    by Nils Hjort, Andrea Ongaro
  • Estimation of the Defect Status on Visual Field Longitudinal Data
    Statistical Inference for Stochastic Processes, Vol. 8, No. 3. (January 2005), pp. 255-281.
    by M Ibanez, Amelia Simo
  • Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior
    Statistical Inference for Stochastic Processes, Vol. 8, No. 3. (January 2005), pp. 283-309.
    by Antonio Lijoi, Ramses Mena, Igor Prunster
  • On Modeling Change Points in Non-Homogeneous Poisson Processes
    Statistical Inference for Stochastic Processes, Vol. 8, No. 3. (January 2005), pp. 311-329.
    by Fabrizio Ruggeri, Siva Sivaganesan
  • Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
    Statistical Inference for Stochastic Processes, Vol. 8, No. 3. (January 2005), pp. 331-354.
    by Yong Zeng
  • Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables
    Statistical Inference for Stochastic Processes, Vol. 8, No. 2., 185.
    by Julien Damon, Serge Guillas
  • The Empirical Process for Bivariate Sequences with Long Memory
    Statistical Inference for Stochastic Processes, Vol. 8, No. 2., 205.
    by D Marinucci
  • Sequential Identification of Linear Dynamic Systems with Memory
    Statistical Inference for Stochastic Processes, Vol. 8, No. 1., 1.
    by Uwe Kuchler, Vyacheslav Vasiliev
  • Classical Method of Moments for Partially and Discretely Observed Ergodic Models
    Statistical Inference for Stochastic Processes, Vol. 8, No. 1., 25.
    by Hiroki Masuda
  • On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications
    Statistical Inference for Stochastic Processes, Vol. 8, No. 1., 51.
    by Luisa Beghin
  • Statistical Inference with Fractional Brownian Motion
    Statistical Inference for Stochastic Processes, Vol. 8, No. 1., 71.
    by Alexander Kukush, Yulia Mishura, Esko Valkeila
  • On Time-Reversibility and Estimating Functions for Markov Processes
    Statistical Inference for Stochastic Processes, Vol. 8, No. 1., 95.
    by Mathieu Kessler, Michael Sorensen
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