Statistical Inference for Stochastic Processes

1998 - 2025

Current editor(s): Denis Bosq, Yury A. Kutoyants and Marc Hallin

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Fast likelihood calculations for emerging epidemics pp. 1-25: Frank Ball and Peter Neal
Maximum spacing estimation for hidden Markov models pp. 1-31: Kristi Kuljus and Bo Ranneby
Hidden ergodic Ornstein–Uhlenbeck process and adaptive filter pp. 1-39: Yury A. Kutoyants
Correction: Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise pp. 1-1: El Mehdi Haress and Alexandre Richard
Discretely observed Brownian motion governed by telegraph signal process: Estimation and application to finance pp. 1-17: Surya Teja Eada, Vladimir Pozdnyakov and Jun Yan
Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission pp. 1-30: Terry Easlick and Wei Sun
Non parametric estimation of the jump coefficient of a diffusion with jumps pp. 1-32: Émeline Schmisser

Quasi-maximum likelihood estimation of long-memory linear processes pp. 457-483: Jean-Marc Bardet and Yves Gael Tchabo MBienkeu
Parameter estimation for second-order SPDEs in multiple space dimensions pp. 485-583: Patrick Bossert
Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths pp. 585-640: Eddy Ella-Mintsa
Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise pp. 641-691: El Mehdi Haress and Alexandre Richard
Projection-based white noise and goodness-of-fit tests for functional time series pp. 693-724: Mihyun Kim, Piotr Kokoszka and Gregory Rice
Nonparametric spectral density estimation under local differential privacy pp. 725-759: Martin Kroll
Quasi-likelihood analysis for Student-Lévy regression pp. 761-794: Hiroki Masuda, Lorenzo Mercuri and Yuma Uehara
A model specification test for nonlinear stochastic diffusions with delay pp. 795-812: Zongwu Cai, Hongwei Mei and Rui Wang
Integer-valued autoregressive models based on quasi Pólya thinning operator pp. 813-838: Jean Peyhardi
Viking: variational Bayesian variance tracking pp. 839-860: Joseph de Vilmarest and Olivier Wintenberger

Weak convergence of the conditional U-statistics for locally stationary functional time series pp. 227-304: Inass Soukarieh and Salim Bouzebda
Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials pp. 305-333: Hamid El Maroufy, Souad Ichi, Mohamed El Omari and Yousri Slaoui
The distribution of the maximum likelihood estimates of the change point and their relation to random walks pp. 335-372: Stergios B. Fotopoulos
Statistical estimation and nonlinear filtering in environmental pollution pp. 373-390: Qizhu Liang, Jie Xiong and Xingqiu Zhao
On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE pp. 391-405: Nicolas Marie
A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations pp. 407-425: Christophette Blanchet-Scalliet, Diana Dorobantu and Benoit Nieto
Statistical inference for discretely sampled stochastic functional differential equations with small noise pp. 427-456: Hiroki Nemoto and Yasutaka Shimizu

Localization of two radioactive sources on the plane pp. 1-23: O. V. Chernoyarov, S. Dachian, C. Farinetto and Yu. A. Kutoyants
A Cramér–von Mises test for a class of mean time dependent CHARN models with application to change-point detection pp. 25-61: Joseph Ngatchou-Wandji and Marwa Ltaifa
Inference in generalized exponential O–U processes with change-point pp. 63-102: Yunhong Lyu and Sévérien Nkurunziza
Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations pp. 103-122: Kohei Chiba and Tetsuya Takabatake
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise pp. 123-179: Yozo Tonaki, Yusuke Kaino and Masayuki Uchida
Asymptotic expansion of an estimator for the Hurst coefficient pp. 181-211: Yuliya Mishura, Hayate Yamagishi and Nakahiro Yoshida
Second-order robustness for time series inference pp. 213-225: Xiaofei Xu, Yan Liu and Masanobu Taniguchi

INAR approximation of bivariate linear birth and death process pp. 459-497: Zezhun Chen, Angelos Dassios and George Tzougas
Conditioning diffusions with respect to incomplete observations pp. 499-523: Bernard Delyon and Jean-Louis Marchand
The continuous-time hidden Markov model based on discretization. Properties of estimators and applications pp. 525-550: María Luz Gámiz, Nikolaos Limnios and Mari Carmen Segovia-García
Statistical inference on stationary shot noise random fields pp. 551-580: Antoine Lerbet
Inference in generalized exponential O–U processes pp. 581-618: Yunhong Lyu and Sévérien Nkurunziza
Consistency and asymptotic normality in a class of nearly unstable processes pp. 619-641: Marie Badreau and Frédéric Proïa

On the integrated mean squared error of wavelet density estimation for linear processes pp. 235-254: Aleksandr Beknazaryan, Hailin Sang and Peter Adamic
A portmanteau-type test for detecting serial correlation in locally stationary functional time series pp. 255-278: Axel Bücher, Holger Dette and Florian Heinrichs
Parameter estimation for ergodic linear SDEs from partial and discrete observations pp. 279-330: Masahiro Kurisaki
High-dimensional estimation of quadratic variation based on penalized realized variance pp. 331-359: Kim Christensen, Mikkel Slot Nielsen and Mark Podolskij
Threshold estimation for jump-diffusions under small noise asymptotics pp. 361-411: Mitsuki Kobayashi and Yasutaka Shimizu
On the $$\alpha $$ α -lazy version of Markov chains in estimation and testing problems pp. 413-435: Sela Fried
On consistency for time series model selection pp. 437-458: William Kengne

Wavelet eigenvalue regression in high dimensions pp. 1-32: Patrice Abry, B. Cooper Boniece, Gustavo Didier and Herwig Wendt
Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data pp. 33-88: Salim Bouzebda and Boutheina Nemouchi
On Stein’s lemma in hypotheses testing in general non-asymptotic case pp. 89-97: M. V. Burnashev
Robust and efficient specification tests in Markov-switching autoregressive models pp. 99-137: Masaru Chiba
Sparse estimation for generalized exponential marked Hawkes process pp. 139-169: Masatoshi Goda
Large deviation inequalities of Bayesian estimator in nonlinear regression models pp. 171-191: Yu Miao and Yanyan Tang
Testing the equality of the laws of two strictly stationary processes pp. 193-214: Denys Pommeret, Laurence Reboul and Anne-francoise Yao
A functional central limit theorem on non-stationary random fields with nested spatial structure pp. 215-234: Leshun Xu, Alan Lee and Thomas Lumley