Image de couverture de livre

Nonparametric estimation of trawl processes: Theory and applications

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Sauri, Orimar, Veraart, Almut E. D.
Format:	Preprint
Publié:	2022
Sujets:	Statistics Theory Methodology 62G05, 62G20, 60F05, 60G10, 60G57, 60E07
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
par: Mehta, Shreya, et autres
Publié: (2025)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
par: Daayeb, Hanen, et autres
Publié: (2025)

Edge-indexed network time series with graph Ornstein-Uhlenbeck dynamics
par: Chen, Jiaming, et autres
Publié: (2026)

Nonparametric density estimation for stationary processes under multiplicative measurement errors
par: Dang, Duc Trong, et autres
Publié: (2024)

Deconvolution of Arbitrary Distribution Functions and Densities
par: Kaiser, Henrik
Publié: (2025)

Estimation of the invariant measure of a multidimensional diffusion from noisy observations
par: Maillet, Raphaël, et autres
Publié: (2024)

On nonparametric estimation of the interaction function in particle system models
par: Belomestny, Denis, et autres
Publié: (2024)

Insights into Tail-Based and Order Statistics
par: Almani, Hamidreza Maleki
Publié: (2025)

Decompounding Under General Mixing Distributions
par: Belomestny, Denis, et autres
Publié: (2024)

A hybrid-Hill estimator enabled by heavy-tailed block maxima
par: Neves, Claudia, et autres
Publié: (2025)

Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
par: Amorino, Chiara, et autres
Publié: (2024)

Local asymptotic normality for discretely observed McKean-Vlasov diffusions
par: Heidari, Akram, et autres
Publié: (2025)

Modified weighted power variations of the Hermite process and applications to integrated volatility
par: Ayache, Antoine, et autres
Publié: (2026)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
par: Belzile, Léo R., et autres
Publié: (2025)

Statistical Inference for Quasi-Infinitely Divisible Distributions via Fourier Methods
par: Panov, Vladimir, et autres
Publié: (2025)

Modified wavelet variation for the Hermite processes
par: Loosveldt, Laurent, et autres
Publié: (2024)

Sharp Convergence Rates of Empirical Unbalanced Optimal Transport for Spatio-Temporal Point Processes
par: Struleva, Marina, et autres
Publié: (2025)

Distribution-free Measures of Association based on Optimal Transport
par: Deb, Nabarun, et autres
Publié: (2024)

Predictive Inference via Kernel Density Estimates
par: Hilbert, Torey
Publié: (2026)

Nonparametric Estimation via Expected Order Statistics
par: Lando, Tommaso, et autres
Publié: (2026)

Asymptotic theory and statistical inference for the samples problems with heavy-tailed data using the functional empirical process
par: Camara, Abdoulaye, et autres
Publié: (2025)

Adaptive Thresholds for Monitoring and Screening in Imbalanced Samples: Optimality and Boosting Sensitivity
par: Steland, Ansgar
Publié: (2025)

Measuring Extreme Tail Association
par: Das, Bikramjit, et autres
Publié: (2026)

Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
par: Amorino, Chiara, et autres
Publié: (2024)

Estimating Lagged (Cross-)Covariance Operators of $L^p$-$m$-approximable Processes in Cartesian Product Hilbert Spaces
par: Kühnert, Sebastian
Publié: (2024)

Statistical Inference for Bures-Wasserstein Flows
par: Santoro, Leonardo V., et autres
Publié: (2023)

On the dependence between a Wiener process and its running maxima and running minima processes
par: Dąbrowski, Karol, et autres
Publié: (2021)

Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
par: Mazhar, Othmane, et autres
Publié: (2026)

Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
par: Petersson, Andreas, et autres
Publié: (2025)

Some asymptotic behaviors for the plug-in estimator of entropy
par: Yu, Zhenhong, et autres
Publié: (2024)

Joint FCLT for Sample Quantile and Measures of Dispersion for Functionals of Mixing Processes
par: Bräutigam, Marcel, et autres
Publié: (2021)

Bayesian Mixtures Models with Repulsive and Attractive Atoms
par: Beraha, Mario, et autres
Publié: (2023)

The limit joint distributions of some statistics used in testing the quality of random number generators
par: Savelov, M. P.
Publié: (2025)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
par: Pumi, Guilherme, et autres
Publié: (2025)

The Gaussian central limit theorem for a stationary time series with infinite variance
par: Matsui, Muneya, et autres
Publié: (2025)

Learning to reflect: A unifying approach for data-driven stochastic control strategies
par: Christensen, Sören, et autres
Publié: (2021)

Deconvolution of distribution functions without integral transforms
par: Kaiser, Henrik
Publié: (2025)

Graphical models for infinite measures with applications to extremes
par: Engelke, Sebastian, et autres
Publié: (2022)

Nonparametric inference for Poisson-Laguerre tessellations
par: van der Jagt, Thomas, et autres
Publié: (2025)

Practical properties of the CUSUM process
par: Baron, Michael, et autres
Publié: (2025)