Subordinated Wright-Fisher Priors
Fuente:
arXiv
Saved in:
| Main Authors: | Judd, Nathan A., Spanò, Dario |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Statistical inference for rough volatility: Central limit theorems
by: Chong, Carsten, et al.
Published: (2022)
by: Chong, Carsten, et al.
Published: (2022)
Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025)
by: Chong, Carsten H., et al.
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)
Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
by: Altmeyer, Randolf, et al.
Published: (2025)
by: Altmeyer, Randolf, et al.
Published: (2025)
Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
by: Petersson, Andreas, et al.
Published: (2025)
by: Petersson, Andreas, et al.
Published: (2025)
Minimax estimation of the structure factor of spatial point processes
by: Mastrilli, Gabriel
Published: (2025)
by: Mastrilli, Gabriel
Published: (2025)
Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)
by: Ansari, Jonathan, et al.
Published: (2024)
Frontiers to the learning of nonparametric hidden Markov models
by: Abraham, Kweku, et al.
Published: (2023)
by: Abraham, Kweku, et al.
Published: (2023)
Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
by: Mazhar, Othmane, et al.
Published: (2026)
by: Mazhar, Othmane, et al.
Published: (2026)
The multivariate fractional Ornstein-Uhlenbeck process
by: Dugo, Ranieri, et al.
Published: (2024)
by: Dugo, Ranieri, et al.
Published: (2024)
Predictive Inference via Kernel Density Estimates
by: Hilbert, Torey
Published: (2026)
by: Hilbert, Torey
Published: (2026)
A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)
by: Neves, Claudia, et al.
Published: (2025)
Nonparametric estimation of the jump rate in mean field interacting systems of neurons
by: Duarte, Aline, et al.
Published: (2025)
by: Duarte, Aline, et al.
Published: (2025)
Statistical algorithms for low-frequency diffusion data: A PDE approach
by: Giordano, Matteo, et al.
Published: (2024)
by: Giordano, Matteo, et al.
Published: (2024)
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: The correlated case
by: Douissi, Soukaina, et al.
Published: (2025)
by: Douissi, Soukaina, et al.
Published: (2025)
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)
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)
Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)
by: Pumi, Guilherme, et al.
Published: (2022)
Local asymptotic normality for discretely observed McKean-Vlasov diffusions
by: Heidari, Akram, et al.
Published: (2025)
by: Heidari, Akram, et al.
Published: (2025)
Convergence of the extended Kalman filter with small and state-dependent noise
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
Fractional Cointegration of Geometric Functionals
by: Caponera, Alessia, et al.
Published: (2025)
by: Caponera, Alessia, et al.
Published: (2025)
Improved performance guarantees for Tukey's median
by: Minsker, Stanislav, et al.
Published: (2024)
by: Minsker, Stanislav, et al.
Published: (2024)
On nonparametric estimation of the interaction function in particle system models
by: Belomestny, Denis, et al.
Published: (2024)
by: Belomestny, Denis, et al.
Published: (2024)
Concentration of Truncated Signatures of Gaussian Rough Paths
by: Lechiheb, Atef
Published: (2025)
by: Lechiheb, Atef
Published: (2025)
Rank tests for time-varying covariance matrices observed under noise
by: Reiß, Markus, et al.
Published: (2026)
by: Reiß, Markus, et al.
Published: (2026)
Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
by: Amorino, Chiara, et al.
Published: (2024)
by: Amorino, Chiara, et al.
Published: (2024)
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations
by: Pasemann, Gregor, et al.
Published: (2024)
by: Pasemann, Gregor, et al.
Published: (2024)
Multivariate change estimation for a stochastic heat equation from local measurements
by: Tiepner, Anton, et al.
Published: (2024)
by: Tiepner, Anton, et al.
Published: (2024)
"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
by: Chen, Richard Y.
Published: (2024)
by: Chen, Richard Y.
Published: (2024)
A statistical framework for analyzing shape in a time series of random geometric objects
by: van Delft, Anne, et al.
Published: (2023)
by: van Delft, Anne, et al.
Published: (2023)
Sharp Convergence Rates of Empirical Unbalanced Optimal Transport for Spatio-Temporal Point Processes
by: Struleva, Marina, et al.
Published: (2025)
by: Struleva, Marina, et al.
Published: (2025)
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)
Restricted Path Characteristic Function Determines the Law of Stochastic Processes
by: Li, Siran, et al.
Published: (2024)
by: Li, Siran, 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)
High-dimensional Bayesian filtering through deep density approximation
by: Bågmark, Kasper, et al.
Published: (2025)
by: Bågmark, Kasper, et al.
Published: (2025)
Nonlinear filtering based on density approximation and deep BSDE prediction
by: Bågmark, Kasper, et al.
Published: (2025)
by: Bågmark, Kasper, 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)
Electricity Price Prediction Using Multi-Kernel Gaussian Process Regression Combined with Kernel-Based Support Vector Regression
by: Das, Abhinav, et al.
Published: (2024)
by: Das, Abhinav, et al.
Published: (2024)
A Two-Stage Bayesian Framework for Multi-Fidelity Online Updating of Spatial Fragility Fields
by: Braik, Abdullah M., et al.
Published: (2026)
by: Braik, Abdullah M., et al.
Published: (2026)
Similar Items
-
Statistical inference for rough volatility: Central limit theorems
by: Chong, Carsten, et al.
Published: (2022) -
Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025) -
Estimating the hyperuniformity exponent of point processes
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) -
Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
by: Altmeyer, Randolf, et al.
Published: (2025)