Imagen de Portada

Estimation of the intercept parameter in integrated Galton-Watson processes

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Lu, Yang
Formato:	Preprint
Publicado:	2026
Materias:	Statistics Theory 62M10
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Two step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
por: Fujimori, Kou, et al.
Publicado: (2024)

Estimation of the long-run variance of nonlinear time series with an application to change point analysis
por: Characiejus, Vaidotas, et al.
Publicado: (2024)

Pivotal inference for linear predictions in stationary processes
por: Dette, Holger, et al.
Publicado: (2025)

Testing for unspecified periodicities in binary time series
por: Schmidtke, Finn, et al.
Publicado: (2024)

Prokhorov Metric Convergence of the Partial Sum Process for Reconstructed Functional Data
por: Kutta, Tim, et al.
Publicado: (2025)

Multiscale Change Point Detection for Functional Time Series
por: Kutta, Tim, et al.
Publicado: (2025)

TWIN: Two window inspection for online change point detection
por: Bastian, Patrick, et al.
Publicado: (2025)

On filter-type estimation of discretely sampled cyclic long-memory processes
por: Ayache, Antoine, et al.
Publicado: (2024)

Residual spectrum: Brain functional connectivity detection beyond coherence
por: Goto, Yuichi, et al.
Publicado: (2023)

Anomaly Detection based on Markov Data: A Statistical Depth Approach
por: Fernández, Carlos, et al.
Publicado: (2024)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
por: Heinrichs, Florian
Publicado: (2025)

Forecasting High Dimensional Time Series with Dynamic Dimension Reduction
por: Peña, Daniel, et al.
Publicado: (2025)

Estimation methods of Matrix-valued AR model
por: Kołodziejski, Kamil
Publicado: (2025)

Sequential Outlier Detection in Non-Stationary Time Series
por: Heinrichs, Florian, et al.
Publicado: (2025)

Nonparametric Vector Quantile Autoregression
por: González-Sanz, Alberto, et al.
Publicado: (2025)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
por: Żuławiński, Wojciech, et al.
Publicado: (2023)

A robust and scalable estimation for high-dimensional volatility models
por: Chen, Kejun, et al.
Publicado: (2025)

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
por: Tchouanti, Josué, et al.
Publicado: (2024)

Fractionally integrated curve time series with cointegration
por: Seo, Won-Ki, et al.
Publicado: (2022)

A Note on Local Linear Regression for Time Series in Banach Spaces
por: Heinrichs, Florian
Publicado: (2025)

Optimal break tests for large linear time series models
por: Gupta, Abhimanyu, et al.
Publicado: (2025)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
por: Hill, Jonathan B., et al.
Publicado: (2022)

Concentration inequalities for high-dimensional linear processes with dependent innovations
por: Mendes, Eduardo Fonseca, et al.
Publicado: (2023)

Parametric generalized spectrum for heavy-tailed time series
por: Goto, Yuichi, et al.
Publicado: (2026)

Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
por: Bibinger, Markus, et al.
Publicado: (2022)

Wavelet Based Periodic Autoregressive Moving Average Models
por: Davis, Rhea, et al.
Publicado: (2024)

Coherent forecasting of NoGeAR(1) model
por: Andrews, Divya Kuttenchalil, et al.
Publicado: (2024)

Jump detection in high-frequency order prices
por: Bibinger, Markus, et al.
Publicado: (2024)

Mixed orthogonality graphs for continuous-time stationary processes
por: Fasen-Hartmann, Vicky, et al.
Publicado: (2023)

Subsample-Based Estimation under Dynamic Contamination
por: Yang, Yukai, et al.
Publicado: (2026)

Maximal Ancillarity, Semiparametric Efficiency, and the Elimination of Nuisances
por: Hallin, Marc, et al.
Publicado: (2026)

Unlocking the Regression Space
por: Giraitis, Liudas, et al.
Publicado: (2025)

Sparse Estimation for High-Dimensional Lévy-driven Ornstein--Uhlenbeck Processes from Discrete Observations
por: Dexheimer, Niklas, et al.
Publicado: (2026)

Counterfactual Forecasting for Panel Data
por: Deb, Navonil, et al.
Publicado: (2025)

At the edge of Donsker's Theorem: Asymptotics of multiscale scan statistics
por: Köhne, Johann, et al.
Publicado: (2025)

Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
por: Kühnert, Sebastian, et al.
Publicado: (2024)

Adaptive estimation of irregular mean and covariance functions
por: Golovkine, Steven, et al.
Publicado: (2021)

Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
por: Kirch, Claudia, et al.
Publicado: (2024)

Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
por: Amorino, Chiara, et al.
Publicado: (2024)

Identification and Estimation of Multi-order Tensor Factor Models
por: Cen, Zetai
Publicado: (2025)