Saved in:
| Main Authors: | Bosserhoff, Frank, Francisci, Giacomo, Stelzer, Robert |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2603.06062 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Parametric generalized spectrum for heavy-tailed time series
by: Goto, Yuichi, et al.
Published: (2026)
by: Goto, Yuichi, et al.
Published: (2026)
Continuous Time Locally Stationary Wavelet Processes
by: Palasciano, Henry Antonio, et al.
Published: (2023)
by: Palasciano, Henry Antonio, et al.
Published: (2023)
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
by: Bibinger, Markus, et al.
Published: (2022)
by: Bibinger, Markus, et al.
Published: (2022)
Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
by: Easlick, Terry, et al.
Published: (2023)
by: Easlick, Terry, et al.
Published: (2023)
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
by: Pilipovic, Predrag, et al.
Published: (2022)
by: Pilipovic, Predrag, et al.
Published: (2022)
Privacy Guarantees in Posterior Sampling under Contamination
by: Hu, Shenggang, et al.
Published: (2024)
by: Hu, Shenggang, et al.
Published: (2024)
A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)
by: Pumi, Guilherme, et al.
Published: (2025)
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)
by: Pumi, Guilherme, et al.
Published: (2026)
M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
by: Shimizu, Yasutaka
Published: (2025)
by: Shimizu, Yasutaka
Published: (2025)
Estimating the hyperuniformity exponent of point processes
by: Mastrilli, Gabriel, et al.
Published: (2024)
by: Mastrilli, Gabriel, et al.
Published: (2024)
Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)
by: Ginovyan, Mamikon S.
Published: (2026)
Nearly unstable family of stochastic processes given by stochastic differential equations with time delay
by: Benke, János Marcell, et al.
Published: (2019)
by: Benke, János Marcell, et al.
Published: (2019)
Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
by: Aknouche, Abdelhakim, et al.
Published: (2026)
by: Aknouche, Abdelhakim, et al.
Published: (2026)
The Bernstein-von Mises theorem for Bayesian one-pass online learning
by: Lee, Jeyong, et al.
Published: (2026)
by: Lee, Jeyong, et al.
Published: (2026)
Online Bernstein-von Mises theorem
by: Lee, Jeyong, et al.
Published: (2025)
by: Lee, Jeyong, et al.
Published: (2025)
Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025)
by: Chong, Carsten H., et al.
Published: (2025)
Shrinkage priors for circulant correlation structure models
by: Okudo, Michiko, et al.
Published: (2025)
by: Okudo, Michiko, et al.
Published: (2025)
Two-Step Mixed-Type Multivariate Bayesian Sparse Variable Selection with Shrinkage Priors
by: Wang, Shao-Hsuan, et al.
Published: (2022)
by: Wang, Shao-Hsuan, et al.
Published: (2022)
High-dimensional linear regression inference via $\ell^2$ weak convergence
by: Fujimori, Kou, et al.
Published: (2026)
by: Fujimori, Kou, et al.
Published: (2026)
Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)
by: Pumi, Guilherme, et al.
Published: (2022)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
Adaptive Bayes estimator for stochastic differential equations with jumps under small noise asymptotics
by: Suzuki, Shuntaro, et al.
Published: (2024)
by: Suzuki, Shuntaro, et al.
Published: (2024)
Statistical comparison of Hidden Markov Models via Fragment Analysis
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
by: Kirch, Claudia, et al.
Published: (2024)
by: Kirch, Claudia, et al.
Published: (2024)
Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)
by: Yang, Yukai, et al.
Published: (2026)
A Bayesian approach to functional regression: theory and computation
by: Berrendero, José R., et al.
Published: (2023)
by: Berrendero, José R., et al.
Published: (2023)
Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
by: Kim, Seongmin, et al.
Published: (2025)
by: Kim, Seongmin, et al.
Published: (2025)
Sparse Estimation for High-Dimensional Lévy-driven Ornstein--Uhlenbeck Processes from Discrete Observations
by: Dexheimer, Niklas, et al.
Published: (2026)
by: Dexheimer, Niklas, et al.
Published: (2026)
Ergodic Estimation and Model Assessment for Dynamic Exceedance Times
by: Sande, Åsmund Hausken
Published: (2024)
by: Sande, Åsmund Hausken
Published: (2024)
On consistency of Bayesian parameter estimations for a class of ergodic Markov models
by: Nurieva, A. I., et al.
Published: (2022)
by: Nurieva, A. I., et al.
Published: (2022)
Likelihood inference of the non-stationary Hawkes process with non-exponential kernel
by: Kwan, Tsz-Kit Jeffrey, et al.
Published: (2024)
by: Kwan, Tsz-Kit Jeffrey, et al.
Published: (2024)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
Confidence intervals for causal effects in sequential decision making
by: Vovk, Vladimir, et al.
Published: (2026)
by: Vovk, Vladimir, et al.
Published: (2026)
Parameters estimation of a Threshold Chan-Karolyi-Longstaff-Sanders process from continuous and discrete observations
by: Mazzonetto, Sara, et al.
Published: (2025)
by: Mazzonetto, Sara, et al.
Published: (2025)
Lévy Area Analysis and Parameter Estimation for fOU Processes via Non-Geometric Rough Path Theory
by: Qian, Zhongmin, et al.
Published: (2018)
by: Qian, Zhongmin, et al.
Published: (2018)
Maximum likelihood estimation of mean functions for Gaussian processes under small noise asymptotics
by: Kobayashi, Mitsuki, et al.
Published: (2025)
by: Kobayashi, Mitsuki, et al.
Published: (2025)
Improved estimators in Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)
by: Seifollahi, Solmaz, et al.
Published: (2024)
Estimation and inference in error-in-operator model
by: Spokoiny, Vladimir
Published: (2025)
by: Spokoiny, Vladimir
Published: (2025)
Similar Items
-
Parametric generalized spectrum for heavy-tailed time series
by: Goto, Yuichi, et al.
Published: (2026) -
Continuous Time Locally Stationary Wavelet Processes
by: Palasciano, Henry Antonio, et al.
Published: (2023) -
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
by: Bibinger, Markus, et al.
Published: (2022) -
Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
by: Easlick, Terry, et al.
Published: (2023) -
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
by: Pilipovic, Predrag, et al.
Published: (2022)