# Statistical Inference for Stochastic Processes

1998 - 2015

Current editor(s): Denis Bosq

From Springer
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Volume 18, issue 3, 2015

Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind pp. 205-227
Ehsan Azmoodeh and Lauri Viitasaari
Adaptive pointwise estimation for pure jump Lévy processes pp. 229-256
Mélina Bec and Claire Lacour
Cox process functional learning pp. 257-277
Gérard Biau, Benoît Cadre and Quentin Paris
Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations pp. 279-291
Yaozhong Hu, Chihoon Lee, Myung Lee and Jian Song
Stability of the filter with Poisson observations pp. 293-313
Zhiqiang Li and Jie Xiong
Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process pp. 315-332
Katsuto Tanaka

Volume 18, issue 2, 2015

Quadratic random coefficient autoregression with linear-in-parameters volatility pp. 99-125
Abdelhakim Aknouche
On a Poissonian change-point model with variable jump size pp. 127-150
Sergueï Dachian and Lin Yang
Asymptotic behavior of mixed power variations and statistical estimation in mixed models pp. 151-175
Marco Dozzi, Yuliya Mishura and Georgiy Shevchenko
Hybrid multi-step estimators for stochastic differential equations based on sampled data pp. 177-204
Kengo Kamatani and Masayuki Uchida

Volume 18, issue 1, 2015

Difference based estimators and infill statistics pp. 1-31
José León and Carenne Ludeña
Limit theorems for bifurcating integer-valued autoregressive processes pp. 33-67
Bernard Bercu and Vassili Blandin
Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes pp. 69-98
Dominique Dehay

Volume 17, issue 3, 2014

On stationarity and second-order properties of bilinear random fields pp. 221-244
Abdelouahab Bibi and Karima Kimouche
Histograms for stationary linear random fields pp. 245-266
Michel Carbon
AIC type statistics for discretely observed ergodic diffusion processes pp. 267-282
Takayuki Fujii and Masayuki Uchida
Misparametrization subsets for penalized least squares model selection pp. 283-294
Xavier Guyon and Cécile Hardouin
On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes pp. 295-319
Kleptsyna M. and Yu. Kutoyants

Volume 17, issue 2, 2014

Central limit theorems for empirical product densities of stationary point processes pp. 121-138
Lothar Heinrich and Stella Klein
On asymptotic distribution of parameter free tests for ergodic diffusion processes pp. 139-161
Yury Kutoyants
Truncated stochastic approximation with moving bounds: convergence pp. 163-179
Teo Sharia
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations pp. 181-219
Masayuki Uchida and Nakahiro Yoshida

Volume 17, issue 1, 2014

Change point testing for the drift parameters of a periodic mean reversion process pp. 1-18
Herold Dehling, Brice Franke, Thomas Kott and Reg Kulperger
Second-order continuous-time non-stationary Gaussian autoregression pp. 19-49
Lin N. and Lototsky S.
On goodness-of-fit testing for ergodic diffusion process with shift parameter pp. 51-73
Ilia Negri and Li Zhou
Parameter estimation for the stochastic SIS epidemic model pp. 75-98
Jiafeng Pan, Alison Gray, David Greenhalgh and Xuerong Mao
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise pp. 99-120
Andreas Neuenkirch and Samy Tindel

Volume 16, issue 3, 2013

Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process pp. 173-192
Katsuto Tanaka
On the asymptotic normality of frequency polygons for strongly mixing spatial processes pp. 193-206
Mohamed El Machkouri
A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models pp. 207-236
Joseph Ngatchou-Wandji and Michel Harel
Maximum likelihood estimation for small noise multiscale diffusions pp. 237-266
Konstantinos Spiliopoulos and Alexandra Chronopoulou

Volume 16, issue 2, 2013

Asymptotic normality of recursive estimators under strong mixing conditions pp. 81-96
Aboubacar Amiri
Spectral characterization of the quadratic variation of mixed Brownian–fractional Brownian motion pp. 97-112
Ehsan Azmoodeh and Esko Valkeila
Predicting extinction or explosion in a Galton–Watson branching process pp. 113-125
Peter Guttorp and Michael Perlman
On rate-optimal nonparametric wavelet regression with long memory moving average errors pp. 127-145
Linyuan Li and Kewei Lu
Goodness-of-fit testing for fractional diffusions pp. 147-159
Mark Podolskij and Katrin Wasmuth
Local linear estimation for stochastic processes driven by $$\alpha$$ α -stable L $$\acute{\mathbf{e}}$$ e ´ vy motion pp. 161-171
Yunyan Wang and Lixin Zhang

Volume 16, issue 1, 2013

On the Cramér–von Mises test with parametric hypothesis for poisson processes pp. 1-13
Dabye A.
Improved estimation in a non-Gaussian parametric regression pp. 15-28
Evgeny Pchelintsev
On inference for fractional differential equations pp. 29-61
Alexandra Chronopoulou and Samy Tindel
Exact and approximate EM estimation of mutually exciting hawkes processes pp. 63-80
Jamie Olson and Kathleen Carley

Volume 15, issue 3, 2012

Non-parametric estimation of the diffusion coefficient from noisy data pp. 193-223
Emeline Schmisser
On large deviations in testing simple hypotheses for locally stationary Gaussian processes pp. 225-239
Inder Tecuapetla-Gómez and Michael Nussbaum
Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases pp. 241-256
Abdelhakim Aknouche
Wavelet estimation in diffusions with periodicity pp. 257-284
Michael Diether

Volume 15, issue 2, 2012

Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models pp. 105-125
On the dependency for asymptotically independent estimates pp. 127-132
Design for estimation of the drift parameter in fractional diffusion systems pp. 133-149
Alexandre Brouste, Marina Kleptsyna and Alexandre Popier
Proving consistency of non-standard kernel estimators pp. 151-176
David Mason
A functional central limit theorem for empirical processes under a strong mixing condition pp. 177-192
Cristina Tone

Volume 15, issue 1, 2012

Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size pp. 1-26
Jean-Christophe Breton and Jean-François Coeurjolly
Estimation of the instantaneous volatility pp. 27-59
Alexander Alvarez, Fabien Panloup, Monique Pontier and Nicolas Savy
Asymptotic inference of unstable periodic ARCH processes pp. 61-79
Abdelhakim Aknouche and Eid Al-Eid
On parameter estimation of threshold autoregressive models pp. 81-104
Ngai Chan and Yury Kutoyants
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