Pergamenchtchikov, Serguei; Tartakovsky, Alexander G. Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. (English) Zbl 06860591 Stat. Inference Stoch. Process. 21, No. 1, 217-259 (2018). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nkurunziza, Sévérien; Zhang, Pei Patrick Estimation and testing in generalized mean-reverting processes with change-point. (English) Zbl 06860590 Stat. Inference Stoch. Process. 21, No. 1, 191-215 (2018). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Körmendi, Kristóf; Pap, Gyula Statistical inference of 2-type critical Galton-Watson processes with immigration. (English) Zbl 1391.60212 Stat. Inference Stoch. Process. 21, No. 1, 169-190 (2018). MSC: 60J80 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kappus, Johanna Nonparametric estimation for irregularly sampled Lévy processes. (English) Zbl 1405.62113 Stat. Inference Stoch. Process. 21, No. 1, 141-167 (2018). Reviewer: Claudia Kirch (Magdeburg) MSC: 62M05 60G51 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jin, Sixian; Peng, Qidi; Schellhorn, Henry Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients. (English) Zbl 06860587 Stat. Inference Stoch. Process. 21, No. 1, 113-140 (2018). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hodara, P.; Krell, N.; Löcherbach, E. Non-parametric estimation of the spiking rate in systems of interacting neurons. (English) Zbl 1393.62012 Stat. Inference Stoch. Process. 21, No. 1, 81-111 (2018). MSC: 62G05 60J25 62M05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter A non-parametric Bayesian approach to decompounding from high frequency data. (English) Zbl 1395.62079 Stat. Inference Stoch. Process. 21, No. 1, 53-79 (2018). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62G07 62F15 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Dozzi, Marco; Kozachenko, Yuriy; Mishura, Yuliya; Ralchenko, Kostiantyn Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation. (English) Zbl 1395.60042 Stat. Inference Stoch. Process. 21, No. 1, 21-52 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60G22 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Cialenco, Igor; Gong, Ruoting; Huang, Yicong Trajectory fitting estimators for SPDEs driven by additive noise. (English) Zbl 1393.60065 Stat. Inference Stoch. Process. 21, No. 1, 1-19 (2018). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35Q30 65L09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv