Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach

statistical inference via empirical bayes approach for stationary and dynamic contingency tables

چکیده ندارد.

Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes

Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametri...

Statistical Inference for Time - Varying Arch Processes

In this paper the class of ARCH(∞) models is generalized to the nonstationary class of ARCH(∞) models with time-varying coefficients. For fixed time points, a stationary approximation is given leading to the notation “locally stationary ARCH(∞) process.” The asymptotic properties of weighted quasi-likelihood estimators of time-varying ARCH(p) processes (p < ∞) are studied, including asymptotic ...

Statistical Inference for Stable Point Processes

Statistical Inference for Partially Observed Diffusion Processes

I would like to express my gratitude to my supervisor Susanne Ditlevsen, for scientific advise and her never failing positivity toward her students. Also a very special thanks to Omiros Papaspilioupoulos who has been a big inspiration and for his patience during numerous Skype conversations; always encouraging and full of support and good ideas. Great thanks are also due to Mathieu Kessler for ...