Abry, Patrice; Boniece, B. Cooper; Didier, Gustavo; Wendt, Herwig Wavelet eigenvalue regression in high dimensions. (English) Zbl 07672038 Stat. Inference Stoch. Process. 26, No. 1, 1-32 (2023). MSC: 62H25 60B20 42C40 60G18 PDFBibTeX XMLCite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 26, No. 1, 1--32 (2023; Zbl 07672038) Full Text: DOI arXiv
Courgeau, Valentin; Veraart, Almut E. D. Likelihood theory for the graph Ornstein-Uhlenbeck process. (English) Zbl 07535462 Stat. Inference Stoch. Process. 25, No. 2, 227-260 (2022). MSC: 62Mxx PDFBibTeX XMLCite \textit{V. Courgeau} and \textit{A. E. D. Veraart}, Stat. Inference Stoch. Process. 25, No. 2, 227--260 (2022; Zbl 07535462) Full Text: DOI arXiv
Khmaladze, Estate V. How to test that a given process is an Ornstein-Uhlenbeck process. (English) Zbl 1475.62228 Stat. Inference Stoch. Process. 24, No. 2, 405-419 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M02 60G55 60H10 PDFBibTeX XMLCite \textit{E. V. Khmaladze}, Stat. Inference Stoch. Process. 24, No. 2, 405--419 (2021; Zbl 1475.62228) Full Text: DOI
Abry, Patrice; Didier, Gustavo; Li, Hui Two-step wavelet-based estimation for Gaussian mixed fractional processes. (English) Zbl 1420.62366 Stat. Inference Stoch. Process. 22, No. 2, 157-185 (2019). MSC: 62M10 60G18 42C40 60G22 62H12 62P10 PDFBibTeX XMLCite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 22, No. 2, 157--185 (2019; Zbl 1420.62366) Full Text: DOI arXiv
Bolyog, Beáta; Pap, Gyula On conditional least squares estimation for affine diffusions based on continuous time observations. (English) Zbl 1428.60113 Stat. Inference Stoch. Process. 22, No. 1, 41-75 (2019). MSC: 60J60 62F12 PDFBibTeX XMLCite \textit{B. Bolyog} and \textit{G. Pap}, Stat. Inference Stoch. Process. 22, No. 1, 41--75 (2019; Zbl 1428.60113) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{K. Körmendi} and \textit{G. Pap}, Stat. Inference Stoch. Process. 21, No. 1, 169--190 (2018; Zbl 1391.60212) Full Text: DOI arXiv
Prior, Ana; Kleptsyna, Marina; Milheiro-Oliveira, Paula On maximum likelihood estimation of the drift matrix of a degenerated O-U process. (English) Zbl 1362.62049 Stat. Inference Stoch. Process. 20, No. 1, 57-78 (2017). MSC: 62F12 62M05 60H10 60J60 PDFBibTeX XMLCite \textit{A. Prior} et al., Stat. Inference Stoch. Process. 20, No. 1, 57--78 (2017; Zbl 1362.62049) Full Text: DOI
Kitromilidou, Stella; Fokianos, Konstantinos Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. (English) Zbl 1349.62409 Stat. Inference Stoch. Process. 19, No. 3, 337-361 (2016). MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{S. Kitromilidou} and \textit{K. Fokianos}, Stat. Inference Stoch. Process. 19, No. 3, 337--361 (2016; Zbl 1349.62409) Full Text: DOI
Dehay, Dominique Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes. (English) Zbl 1308.62039 Stat. Inference Stoch. Process. 18, No. 1, 69-98 (2015). MSC: 62F12 62F10 60H10 PDFBibTeX XMLCite \textit{D. Dehay}, Stat. Inference Stoch. Process. 18, No. 1, 69--98 (2015; Zbl 1308.62039) Full Text: DOI HAL
Cialenco, Igor; Lototsky, Sergey V. Parameter estimation in diagonalizable bilinear stochastic parabolic equations. (English) Zbl 1205.62143 Stat. Inference Stoch. Process. 12, No. 3, 203-219 (2009). MSC: 62M99 60H15 62F10 PDFBibTeX XMLCite \textit{I. Cialenco} and \textit{S. V. Lototsky}, Stat. Inference Stoch. Process. 12, No. 3, 203--219 (2009; Zbl 1205.62143) Full Text: DOI arXiv