:: Library Catalog

Εξώφυλλο

Αποθηκεύτηκε σε:

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Ralchenko, Kostiantyn, Shokrollahi, Foad, Sottinen, Tommi
Μορφή:	Preprint
Έκδοση:	2024
Θέματα:	Probability 60G15, 60G22, 62F12, 62M09
Διαθέσιμο Online:	https://arxiv.org/abs/2408.02449
Ετικέτες:	Προσθήκη ετικέτας Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!

Παρόμοια τεκμήρια

Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
από: Mishura, Yuliya, κ.ά.
Έκδοση: (2024)

Parameter Estimation for multi-mixed Fractional Ornstein--Uhlenbeck Processes by Generalized Method of Moments
από: Almani, Hamidreza Maleki, κ.ά.
Έκδοση: (2024)

The multivariate fractional Ornstein-Uhlenbeck process
από: Dugo, Ranieri, κ.ά.
Έκδοση: (2024)

Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
από: Leahy, James-Michael, κ.ά.
Έκδοση: (2024)

Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
από: Alazemi, Fares, κ.ά.
Έκδοση: (2024)

Statistical Estimations for Non-Ergodic Vasicek Model Driven by Two Types of Gaussian Processes
από: Chen, Yong, κ.ά.
Έκδοση: (2023)

Drift parameter estimation in the double mixed fractional Brownian model via solutions of Fredholm equations with singular kernels
από: Mishura, Yuliya, κ.ά.
Έκδοση: (2026)

Data driven modeling of multiple interest rates with generalized Vasicek-type models
από: Ilmonen, Pauliina, κ.ά.
Έκδοση: (2025)

Statistical Inference for Homogenization Limits Driven by Wiener or Hermite Processes
από: Alonso-Martin, Pablo Ramses
Έκδοση: (2026)

The nonexplosive solution of explosive autoregressions
από: Häusler, Erich, κ.ά.
Έκδοση: (2024)

Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
από: Čoupek, Petr, κ.ά.
Έκδοση: (2024)

Multivariate Rough Volatility
από: Dugo, Ranieri, κ.ά.
Έκδοση: (2024)

M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
από: Shimizu, Yasutaka
Έκδοση: (2025)

Learning from Neighbors with PHIBP: Predicting Infectious Disease Dynamics in Data-Sparse Environments
από: Fong, Edwin, κ.ά.
Έκδοση: (2025)

Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes
από: Alonso-Martin, Pablo Ramses, κ.ά.
Έκδοση: (2024)

Lévy Area Analysis and Parameter Estimation for fOU Processes via Non-Geometric Rough Path Theory
από: Qian, Zhongmin, κ.ά.
Έκδοση: (2018)

Modified weighted power variations of the Hermite process and applications to integrated volatility
από: Ayache, Antoine, κ.ά.
Έκδοση: (2026)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
από: Barczy, Matyas, κ.ά.
Έκδοση: (2021)

Stopping on the last success with unknown odds: Impossibility barriers and quantitative oracle bounds
από: Paindaveine, Davy
Έκδοση: (2026)

Estimating the hyperuniformity exponent of point processes
από: Mastrilli, Gabriel, κ.ά.
Έκδοση: (2024)

Bayesian nonparametric inference on a Fréchet class
από: Dreassi, Emanuela, κ.ά.
Έκδοση: (2025)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
από: Ginovyan, Mamikon S.
Έκδοση: (2026)

On a new family of weighted Gaussian processes: an application to bat telemetry data
από: Gonzalez, Jose Hermenegildo Ramirez, κ.ά.
Έκδοση: (2024)

Nonparametric estimation of the jump rate in mean field interacting systems of neurons
από: Duarte, Aline, κ.ά.
Έκδοση: (2025)

Tests for the mean of high-dimensional data
από: Ferger, Dietmar
Έκδοση: (2026)

Hölder regularity and roughness: construction and examples
από: Bayraktar, Erhan, κ.ά.
Έκδοση: (2023)

On stable central limit theorems for multivariate discrete-time martingales
από: Häusler, Erich, κ.ά.
Έκδοση: (2024)

On optimal prediction of missing functional data with memory
από: Ilmonen, Pauliina, κ.ά.
Έκδοση: (2022)

Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise
από: Haress, El Mehdi, κ.ά.
Έκδοση: (2023)

Pre-averaging fractional processes contaminated by noise, with an application to turbulence
από: Chen, David, κ.ά.
Έκδοση: (2022)

Quasihelix properties of selected Volterra Gaussian processes
από: Mishura, Yuliya, κ.ά.
Έκδοση: (2026)

Statistical Prediction of Peaks Over a Threshold
από: Padoan, Simone A., κ.ά.
Έκδοση: (2025)

Likelihood asymptotics of stationary Gaussian arrays
από: Chong, Carsten H., κ.ά.
Έκδοση: (2025)

Inference for SDEs driven by Hermite processes
από: Coupek, Petr, κ.ά.
Έκδοση: (2025)

Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process
από: Tudor, Ciprian A., κ.ά.
Έκδοση: (2024)

On Construction, Properties and Simulation of Haar-Based Multifractional Processes
από: Ayache, Antoine, κ.ά.
Έκδοση: (2025)

On consistency of Bayesian parameter estimations for a class of ergodic Markov models
από: Nurieva, A. I., κ.ά.
Έκδοση: (2022)

"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
από: Chen, Richard Y.
Έκδοση: (2024)

Cluster size distributions of discrete random fields
από: Cheng, Dan, κ.ά.
Έκδοση: (2026)

Entropy of Wiener integrals with respect to fractional Brownian motion
από: Bodnarchuk, Iryna, κ.ά.
Έκδοση: (2025)