Statistical Inference for Stochastic Processes

1998 - 2025

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

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Nonparametric density estimation for nonmixing approximable Stochastic Processes pp. 209-221: Salim Lardjane
Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes pp. 223-253: Dominique Dehay and Vincent Monsan
Invariance principles for non-isotropic long memory random fields pp. 255-282: Frédéric Lavancier
Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes pp. 283-303: Paolo Bulla and Pietro Muliere

Bootstrapping the Empirical Distribution Function of a Spatial Process pp. 107-145: Jun Zhu and S. Lahiri
Testing for the Mean of Random Curves: A Penalization Approach pp. 147-163: André Mas
Deterministic Noises that can be Statistically Distinguished from the Random Ones pp. 165-179: Youri Davydov and Ričardas Zitikis
Second-Order Efficient Test for Inhomogeneous Poisson Processes pp. 181-208: Fazli Kh

A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion pp. 1-27: Antoine Ayache, Pierre Bertrand and Jacques Véhel
Nonparametric Regression Estimation for Random Fields in a Fixed-Design pp. 29-47: Mohamed Machkouri
Estimating the Hurst Parameter pp. 49-73: Corinne Berzin and José León
The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data pp. 75-95: C. Hesse
Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments pp. 97-106: Jacques Istas

Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations pp. 227-277: Yasutaka Shimizu and Nakahiro Yoshida
Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients pp. 279-330: Rajae Azrak and Guy Mélard

Testing Epidemic Changes of Infinite Dimensional Parameters pp. 111-134: Alfredas Račkauskas and Charles Suquet
Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes pp. 135-160: Carlo Grillenzoni
Asymptotic Normality of Kernel Type Density Estimators for Random Fields pp. 161-178: István Fazekas and Alexey Chuprunov
M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps pp. 179-225: Yasutaka Shimizu

Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes pp. 1-16: L. Galtchouk and Sergey Pergamenshchikov
On-line Tracking of a Smooth Regression Function pp. 17-30: Lev Goldentayer and Robert Liptser
Spatial Point Process Models of Defensive Strategies: Detecting Changes pp. 31-46: John Kornak, Mark Irwin and Noel Cressie
Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models pp. 47-76: Frédéric Ferraty, Ali Laksaci and Philippe Vieu
Inference for Shot Noise pp. 77-96: Yuanhui Xiao and Robert Lund
A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences pp. 97-107: Majid Mojirsheibani

Introduction pp. 225-225: Michael Wiper
Exact Inference for Random Dirichlet Means pp. 227-254: Nils Hjort and Andrea Ongaro
Estimation of the Defect Status on Visual Field Longitudinal Data pp. 255-281: M. Ibáñez and Amelia Simó
Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior pp. 283-309: Antonio Lijoi, Ramsés Mena and Igor Prünster
On Modeling Change Points in Non-Homogeneous Poisson Processes pp. 311-329: Fabrizio Ruggeri and Siva Sivaganesan
Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price pp. 331-354: Yong Zeng

Testing for Superiority among Two Time Series pp. 109-135: Hira Koul and Fang Li
Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations pp. 137-149: Herold Dehling and Olimjon Sharipov
On the Non-parametric Prediction of Conditionally Stationary Sequences pp. 151-184: S. Caires and J. Ferreira
Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables pp. 185-204: Julien Damon and Serge Guillas
The Empirical Process for Bivariate Sequences with Long Memory pp. 205-223: D. Marinucci

Sequential Identification of Linear Dynamic Systems with Memory pp. 1-24: Uwe Küchler and Vyacheslav Vasiliev
Classical Method of Moments for Partially and Discretely Observed Ergodic Models pp. 25-50: Hiroki Masuda
On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications pp. 51-70: Luisa Beghin
Statistical Inference with Fractional Brownian Motion pp. 71-93: Alexander Kukush, Yulia Mishura and Esko Valkeila
On Time-Reversibility and Estimating Functions for Markov Processes pp. 95-107: Mathieu Kessler and Michael Sørensen

Asymptotic Expansion for Small Diffusions Applied to Option Pricing pp. 189-223: Masayuki Uchida and Nakahiro Yoshida
General Asymptotic Confidence Bands Based on Kernel-type Function Estimators pp. 225-277: Paul Deheuvels and David Mason
Estimation of the Mean of a Wiener Sheet pp. 279-304: Sándor Baran, Gyula Pap and Martien Van Zuijlen
Optimal Design in Nonparametric Life Testing pp. 305-325: C. Ceci and L. Mazliak
Nonparametric Spatial Prediction pp. 327-349: Gérard Biau and Benoît Cadre

Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type pp. 95-113: A. Szimayer and R. Maller
Sieve Estimates via Neural Network for Strong Mixing Processes pp. 115-135: Jiantong Zhang
Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions pp. 137-151: M. Kessler and Anders Rahbek
An Asymptotic Expansion Scheme for Optimal Investment Problems pp. 153-188: Akihiko Takahashi and Nakahiro Yoshida

Asymptotic Normality of Cross-correlogram Estimates of the Response Function pp. 1-34: Valery Buldygin, Frederic Utzet and Vladimir Zaiats
Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe pp. 35-67: Masayuki Uchida and Nakahiro Yoshida
Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA pp. 69-93: Mario Francisco-Fernandez and Juan Vilar-Fernandez