Keywords: 62M05; 93C30; 62G05; Piecewise deterministic process; Average number of crossings; Plug-in estimators;
مقالات ISI (ترجمه نشده)
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Keywords: 62M05; 62F12; 60F99; Moderate deviation; Maximum likelihood estimation; Markov process;
Keywords: 62G20; 91B30; 62M05; Ruin probability; Small claims; Cramér approximation; Delta method; Asymptotic confidence interval;
Keywords: Stochastic approximation; Series of observations; Loss systems; Multiservice observations; Modified procedure; Efficiency; 62L20; 62M05; 62M10; 62L10; 62L12;
Keywords: 60J80; 62M05; 92D25; Dynamical systems; Two-sex biological populations; Branching models; Non-parametric statistical inference;
On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees
Keywords: 62M05; Preferential attachment model; Complex networks; Statistical inference; Asymptotic normality;
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
Keywords: primary; 62M05; secondary; 62G07; 60H10; 35H10; Adaptive bandwidth selection; Hypoelliptic diffusion; Kernel density estimation; Partial observations;
Keywords: Gamma diffusion process; Computational statistical inference; Trend function; Exogenous factors; Application to electricity consumption in Spain60J60; 62M05
Keywords: 62H12; 62J12; 62M05; 62P10; Bivariate zero-inflated Poisson; Generalized linear model; MCEM algorithm; Missing data;
Keywords: 62M05; 60K37; 62F12; Recurrent regime; Maximum likelihood estimation; Random walk in random environment;
Keywords: 62F12; 62M10; 62M05; Functional autoregressive processes; Local asymptotic normality; Hajek bound; Maximum likelihood estimator; Efficiency;
Keywords: 62F12; 62M05; 60H10; 60J60Stochastic differential equation with homogeneous coefficients; Drift parameter; Strong consistency; Discretized model
Keywords: 62M05; 62F12; 60J25; Ballistic regime; Branching process in random environment; Maximum likelihood estimation; Random walk in random environment;
Keywords: 60J05; 62M05; 62M10; Hidden Markov models; Sequential Monte Carlo methods; Maximum likelihood estimation;
Keywords: primary; 62F15; 62M05; secondary; 60J60; Asymptotic mixed normality; Bayes type estimator; Convergence of moments; Discrete time observation; Maximum likelihood type estimator; Polynomial type large deviation inequality;
Keywords: 62G07; 62M05; Diffusion process; Mixed models; Nonparametric estimation; Random effects;
Keywords: 62M05; 62F12; 60J10EDC; BIC; AIC; Order estimation; BEKK-GARCH
On the large deviation principle for maximum likelihood estimator of α-Brownian bridge
Keywords: 60F10; 62M05; Large deviation principle; Maximum likelihood estimator; α-Brownian bridge;
Semimartingale: Itô or not ?
Keywords: primary; 62F12; 62M05; secondary; 60H10; 60J60; Semimartingale; Itô; Discrete sampling; High frequency; Absolute continuity; Cantor set;
On the multi-step MLE-process for ergodic diffusion
Keywords: 62M05; Parameter estimation; Ergodic diffusion process; One-step and two-step MLE-processes;
Least squares estimators for stochastic differential equations driven by small Lévy noises
Keywords: primary; 62F12; 62M05; secondary; 60G52; 60J75; Asymptotic distribution; Consistency; Discrete observations; Least squares method; Stochastic differential equations; Parameter estimation;
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
Keywords: primary; 62M10; secondary; 62M05; Markov-switching bilinear processes; Stationarity; Invertibility; Quasi-maximum likelihood; Strong consistency;
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
Keywords: primary; 62F12; 62M05; secondary; 60J80; 60G52; Stable Cox-Ingersoll-Ross model; Conditional least squares estimators; Weighted conditional least squares estimators; Branching process with immigration; Exponential ergodicity; Strong mixing property;
Stochastic modeling in biological populations with sexual reproduction through branching models: Application to Coho salmon populations
Keywords: Mathematical modeling; Branching models; Two-sex populations; Bayesian inference; Bivariate power series distributions family; 60J80; 62M05;
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
Keywords: primary; 62F12; 62M05; secondary; 60G52; 60J75; Asymptotic distribution of LSE; Consistency of LSE; Discrete observations; Least squares method; Stochastic processes; Parameter estimation; Small Lévy noises;
Berry–Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
Keywords: 62F12; 62M05; 60F05; 60H10Berry–Esseen bound; Inhomogeneous diffusion; Law of iterated logarithm; Precise asymptotics
Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence
Keywords: primary; 62G07; 62F12; secondary; 62M05; Quadratic error; Central limit theorem; Nadaraya-Watson regression estimator; U-statistics;
Parameter estimation of a bivariate compound Poisson process
Keywords: primary; 62M05; 62P05; secondary; 60G51; Dependence modelling; Lévy copula; Lévy measure; Lévy process; Maximum likelihood estimation; Multivariate compound Poisson process;
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
Keywords: primary; 62M10; secondary; 62M05; PGARCH models; PARMA-PGARCH models; Least squares estimation; Strong consistency; Asymptotic normality;
Wiener processes with random effects for degradation data
Keywords: 62G20; 62M05; 62N05Bootstrap; Degradation; EM algorithm; Empirical processes; Random effects; Reliability; Wiener process
Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
Keywords: 62M05; 62F12
On parameter estimation for switching diffusion process
Keywords: 62F10; 62F12; 62M05;
Variance estimation in the central limit theorem for Markov chains
Keywords: 62M05; 60F05; 60J10; 62F12Markov chain estimation; Central limit theorem; Variance estimation
Least squares estimator for Ornstein–Uhlenbeck processes driven by αα-stable motions
Keywords: 60G52; 62M05; 65C30; 93E24Asymptotic distribution of LSE; Consistency of LSE; Discrete observation; Least squares method; Generalized Ornstein–Uhlenbeck processes; Parameter estimation; αα-stable processes
Hypotheses testing: Poisson versus stress-release
Keywords: 62M05; Poisson process; Self-correcting process; Stress-release process; Hypotheses testing; Wald test; Likelihood ratio test; Score-function test; Unit-root AR process;
Nonparametric estimation for pure jump Lévy processes based on high frequency data
Keywords: 62G05; 62M05; 60G51Adaptive nonparametric estimation; High frequency data; Lévy processes; Projection estimators
Maximum likelihood drift estimation for multiscale diffusions
Keywords: 62M05; 74Q99; 70K65Multiscale diffusions; Averaging; Homogenization; Maximum likelihood
Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
Keywords: Stochastic diffusion process; Rayleigh model; Estimation; Simulation; Electricity production in the Maghreb; 60J60; 62M05;
Large deviations in testing fractional Ornstein-Uhlenbeck models
Keywords: primary; 62F12; 62M05; secondary; 60F05; 60H10;
A two-state regime switching autoregressive model with an application to river flow analysis
Keywords: 60G07; 62F15; 62M05; 62M09Change point detection; Reversible jump MCMC; Regime switching autoregressive model; River flow analysis
Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion
Keywords: 60J10; 62M05; 62F12; Order of Markov chain; Model selection; Efficient determination criterion;
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
Keywords: Primary 62F12; 62M05; secondary 60F05; 60H10; Itô stochastic differential equation; Ornstein-Uhlenbeck process; Approximate minimum contrast estimators; Symmetric estimators; Discrete observations; Moment problem; Rate of weak convergence; Berry-Esse
Bayesian hierarchical models in manufacturing bulk service queues
Keywords: 60K25; 62F15; 62M05; Hierarchical Bayesian analysis; Bulk service queues; Congestion in manufacturing systems; Markov Chain Monte Carlo integration; Numerical inversion of transforms; Simulation;
Fitting timeseries by continuous-time Markov chains: A quadratic programming approach
Keywords: 05.10.Gg; 02.50.Ga; 05.45.Tp; 36.20.Ey; 92.60.Bh; 02.30.Zz60J27; 60J22; 62M10; 62M05; 49N45Markov chains; Embedding problem; Inverse problems; Timeseries analysis
Forecasting total natural-gas consumption in Spain by using the stochastic Gompertz innovation diffusion model
Keywords: 60J60; 62M05; Stochastic Gompertz, logistic and lognormal models; Natural-gas consumption; Estimation and prediction;