Huzak, Miljenko; Strunjak, Snježana Lubura; Štrok, Andreja Vlahek An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model. (English) Zbl 07900166 Glas. Mat., III. Ser. 59, No. 1, 213-258 (2024). MSC: 62M05 62F12 60J60 PDFBibTeX XMLCite \textit{M. Huzak} et al., Glas. Mat., III. Ser. 59, No. 1, 213--258 (2024; Zbl 07900166) Full Text: DOI arXiv
Christensen, Sören; Strauch, Claudia; Trottner, Lukas Learning to reflect: a unifying approach for data-driven stochastic control strategies. (English) Zbl 07874412 Bernoulli 30, No. 3, 2074-2101 (2024). MSC: 62M05 62G07 60G51 PDFBibTeX XMLCite \textit{S. Christensen} et al., Bernoulli 30, No. 3, 2074--2101 (2024; Zbl 07874412) Full Text: DOI arXiv Link
Pilipovic, Predrag; Samson, Adeline; Ditlevsen, Susanne Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes. (English) Zbl 1539.62258 Ann. Stat. 52, No. 2, 842-867 (2024). MSC: 62M05 62H12 60H10 62F12 60H35 65C30 PDFBibTeX XMLCite \textit{P. Pilipovic} et al., Ann. Stat. 52, No. 2, 842--867 (2024; Zbl 1539.62258) Full Text: DOI arXiv
Hu, Yanyan; Xi, Fubao; Zhu, Min Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift. (English) Zbl 1539.62255 Stochastics 96, No. 1, 766-798 (2024). MSC: 62M05 60H10 62F12 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastics 96, No. 1, 766--798 (2024; Zbl 1539.62255) Full Text: DOI
Cialenco, Igor; Kim, Hyun-Jung; Pasemann, Gregor Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach. (English) Zbl 07858456 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 326-351 (2024). MSC: 62M05 62G05 62F12 60F05 60H15 PDFBibTeX XMLCite \textit{I. Cialenco} et al., Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 326--351 (2024; Zbl 07858456) Full Text: DOI arXiv
Gloter, Arnaud; Yoshida, Nakahiro Non-adaptive estimation for degenerate diffusion processes. (English) Zbl 07854695 Theory Probab. Math. Stat. 110, 75-99 (2024). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{A. Gloter} and \textit{N. Yoshida}, Theory Probab. Math. Stat. 110, 75--99 (2024; Zbl 07854695) Full Text: DOI
Bitseki Penda, S. Valère Kernel estimation of the transition density in bifurcating Markov chains. (English) Zbl 1537.62035 J. Stat. Plann. Inference 231, Article ID 106138, 17 p. (2024). MSC: 62M05 62G07 62G20 60J80 60F05 62P10 PDFBibTeX XMLCite \textit{S. V. Bitseki Penda}, J. Stat. Plann. Inference 231, Article ID 106138, 17 p. (2024; Zbl 1537.62035) Full Text: DOI arXiv
El Idrissi, Yazid Janati; Le Corff, Sylvain; Petetin, Yohan Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach. (English) Zbl 07824089 Bernoulli 30, No. 2, 911-935 (2024). MSC: 62M05 60J22 PDFBibTeX XMLCite \textit{Y. J. El Idrissi} et al., Bernoulli 30, No. 2, 911--935 (2024; Zbl 07824089) Full Text: DOI arXiv Link
Oga, Akihiro; Koike, Yuta Drift estimation for a multi-dimensional diffusion process using deep neural networks. (English) Zbl 07812480 Stochastic Processes Appl. 170, Article ID 104240, 25 p. (2024). MSC: 62M05 62G08 62G05 62G20 68T07 PDFBibTeX XMLCite \textit{A. Oga} and \textit{Y. Koike}, Stochastic Processes Appl. 170, Article ID 104240, 25 p. (2024; Zbl 07812480) Full Text: DOI arXiv
Mohammadi, Neda; Santoro, Leonardo V.; Panaretos, Victor M. Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective. (English) Zbl 07785670 Stochastic Processes Appl. 167, Article ID 104239, 42 p. (2024). MSC: 62M05 62G08 PDFBibTeX XMLCite \textit{N. Mohammadi} et al., Stochastic Processes Appl. 167, Article ID 104239, 42 p. (2024; Zbl 07785670) Full Text: DOI arXiv OA License
Sei, Tomonari Constructing Markov chains with given dependence and marginal stationary distributions. arXiv:2407.17682 Preprint, arXiv:2407.17682 [math.ST] (2024). MSC: 62M05 60J10 62B11 BibTeX Cite \textit{T. Sei}, ``Constructing Markov chains with given dependence and marginal stationary distributions'', Preprint, arXiv:2407.17682 [math.ST] (2024) Full Text: arXiv OA License
Chevallier, Julien; Löcherbach, Eva; Ost, Guilherme Inferring the dependence graph density of binary graphical models in high dimension. arXiv:2406.07066 Preprint, arXiv:2406.07066 [math.ST] (2024). MSC: 62M05 60J10 60K35 62F12 BibTeX Cite \textit{J. Chevallier} et al., ``Inferring the dependence graph density of binary graphical models in high dimension'', Preprint, arXiv:2406.07066 [math.ST] (2024) Full Text: arXiv OA License
Dabye, Ali Souleymane; Ogouyandjou, Carlos; Rafiou, Djelili Alabi On Bayesian estimation in change-point problems for Poisson source localization on the plane in non standard situation. (English. French summary) Zbl 07874200 Afr. Stat. 18, No. 2, 3475-3502 (2023). MSC: 62M05 60G55 62F15 PDFBibTeX XMLCite \textit{A. S. Dabye} et al., Afr. Stat. 18, No. 2, 3475--3502 (2023; Zbl 07874200) Full Text: DOI Link
Janczura, Joanna; Magdziarz, Marcin; Metzler, Ralf Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation. (English) Zbl 1540.62106 Chaos 33, No. 10, Article ID 103125, 12 p. (2023). MSC: 62M05 60G22 60G52 PDFBibTeX XMLCite \textit{J. Janczura} et al., Chaos 33, No. 10, Article ID 103125, 12 p. (2023; Zbl 1540.62106) Full Text: DOI
Yang, Shanchao; Xie, Jiaying; Luo, Shuyi; Li, Zhiyong; Yang, Xin Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process. (English) Zbl 1537.62036 J. Inequal. Appl. 2023, Paper No. 154, 27 p. (2023). MSC: 62M05 62M10 60E15 62G05 62P05 PDFBibTeX XMLCite \textit{S. Yang} et al., J. Inequal. Appl. 2023, Paper No. 154, 27 p. (2023; Zbl 1537.62036) Full Text: DOI OA License
Nzokem, A. H.; Montshiwa, V. T. The Ornstein-Uhlenbeck process and variance gamma process: parameter estimation and simulations. (English) Zbl 07829891 Thai J. Math. 21, Spec. Iss.: Annual Meeting in Mathematics 2022, 160-168 (2023). MSC: 62M05 91G30 60G10 PDFBibTeX XMLCite \textit{A. H. Nzokem} and \textit{V. T. Montshiwa}, Thai J. Math. 21, 160--168 (2023; Zbl 07829891) Full Text: Link
Abraham, Kweku; Gassiat, Elisabeth; Naulet, Zacharie Fundamental limits for learning hidden Markov model parameters. (English) Zbl 07820096 IEEE Trans. Inf. Theory 69, No. 3, 1777-1794 (2023). MSC: 62M05 62C20 PDFBibTeX XMLCite \textit{K. Abraham} et al., IEEE Trans. Inf. Theory 69, No. 3, 1777--1794 (2023; Zbl 07820096) Full Text: DOI arXiv
Mies, Fabian; Podolskij, Mark Estimation of mixed fractional stable processes using high-frequency data. (English) Zbl 1539.62256 Ann. Stat. 51, No. 5, 1946-1964 (2023). MSC: 62M05 60G51 60G22 60F05 62F12 PDFBibTeX XMLCite \textit{F. Mies} and \textit{M. Podolskij}, Ann. Stat. 51, No. 5, 1946--1964 (2023; Zbl 1539.62256) Full Text: DOI arXiv Link
Wang, Jiayi; Qi, Zhengling; Wong, Raymond K. W. Projected state-action balancing weights for offline reinforcement learning. (English) Zbl 1539.62259 Ann. Stat. 51, No. 4, 1639-1665 (2023). MSC: 62M05 62D20 62G05 62G20 68T05 90C40 PDFBibTeX XMLCite \textit{J. Wang} et al., Ann. Stat. 51, No. 4, 1639--1665 (2023; Zbl 1539.62259) Full Text: DOI arXiv Link
Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. Flexible Bayesian inference for diffusion processes using splines. (English) Zbl 1538.62253 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023). MSC: 62M05 60J60 62F15 62-08 65C40 PDFBibTeX XMLCite \textit{P. A. Jenkins} et al., Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023; Zbl 1538.62253) Full Text: DOI arXiv OA License
Di Crescenzo, Antonio; Paraggio, Paola; Román-Román, Patricia; Torres-Ruiz, Francisco Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean. (English) Zbl 1538.62251 Stat. Pap. 64, No. 5, 1391-1438 (2023). MSC: 62M05 60J60 92D25 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Stat. Pap. 64, No. 5, 1391--1438 (2023; Zbl 1538.62251) Full Text: DOI arXiv OA License
Fernandes, Clément; Pieczynski, Wojciech Non-stationary data segmentation with hidden evidential semi-Markov chains. (English) Zbl 1533.62059 Int. J. Approx. Reasoning 162, Article ID 109025, 16 p. (2023). MSC: 62M05 PDFBibTeX XMLCite \textit{C. Fernandes} and \textit{W. Pieczynski}, Int. J. Approx. Reasoning 162, Article ID 109025, 16 p. (2023; Zbl 1533.62059) Full Text: DOI
Kuljus, Kristi; Lember, Jüri Pairwise Markov models and hybrid segmentation approach. (English) Zbl 1517.62076 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 67, 32 p. (2023). MSC: 62M05 62M20 60J10 PDFBibTeX XMLCite \textit{K. Kuljus} and \textit{J. Lember}, Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 67, 32 p. (2023; Zbl 1517.62076) Full Text: DOI OA License
Trong, Dang Duc; Hung, Thai Phuc Parameter estimation for diffusion process from perturbed discrete observations. (English) Zbl 07713662 Commun. Stat., Simulation Comput. 52, No. 3, 925-944 (2023). MSC: 62M05 62M10 62F12 62G07 PDFBibTeX XMLCite \textit{D. D. Trong} and \textit{T. P. Hung}, Commun. Stat., Simulation Comput. 52, No. 3, 925--944 (2023; Zbl 07713662) Full Text: DOI
Shu, Huisheng; Jiang, Ziwei; Zhang, Xuekang Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises. (English) Zbl 1524.62395 Stat. Probab. Lett. 199, Article ID 109851, 8 p. (2023). MSC: 62M05 62F12 62P05 PDFBibTeX XMLCite \textit{H. Shu} et al., Stat. Probab. Lett. 199, Article ID 109851, 8 p. (2023; Zbl 1524.62395) Full Text: DOI
Koul, Hira L.; Perera, Indeewara; Balakrishna, Narayana A class of minimum distance estimators in Markovian multiplicative error models. (English) Zbl 07705110 Sankhyā, Ser. B 85, No. 1, Suppl., S87-S115 (2023). MSC: 62M05 62M10 PDFBibTeX XMLCite \textit{H. L. Koul} et al., Sankhyā, Ser. B 85, No. 1, S87--S115 (2023; Zbl 07705110) Full Text: DOI Link
Wang, Jixia; Xiao, Xiaofang; Li, Chao Least squares estimations for approximate fractional Vasicek model driven by a semimartingale. (English) Zbl 1540.62108 Math. Comput. Simul. 208, 207-218 (2023). MSC: 62M05 60G22 62F12 91G20 PDFBibTeX XMLCite \textit{J. Wang} et al., Math. Comput. Simul. 208, 207--218 (2023; Zbl 1540.62108) Full Text: DOI
Duchemin, Quentin; De Castro, Yohann; Lacour, Claire Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains. (English) Zbl 07666805 Bernoulli 29, No. 2, 929-956 (2023). MSC: 62M05 60Jxx 60Fxx 62E10 PDFBibTeX XMLCite \textit{Q. Duchemin} et al., Bernoulli 29, No. 2, 929--956 (2023; Zbl 07666805) Full Text: DOI arXiv Link
Tonaki, Yozo; Uchida, Masayuki Change point inference in ergodic diffusion processes based on high frequency data. (English) Zbl 07663000 Stochastic Processes Appl. 158, 1-39 (2023). MSC: 62M05 62M02 60J60 PDFBibTeX XMLCite \textit{Y. Tonaki} and \textit{M. Uchida}, Stochastic Processes Appl. 158, 1--39 (2023; Zbl 07663000) Full Text: DOI arXiv
Abdulle, Assyr; Garegnani, Giacomo; Pavliotis, Grigorios A.; Stuart, Andrew M.; Zanoni, Andrea Drift estimation of multiscale diffusions based on filtered data. (English) Zbl 1534.62124 Found. Comput. Math. 23, No. 1, 33-84 (2023). MSC: 62M05 60H10 62F15 65C30 74Q10 PDFBibTeX XMLCite \textit{A. Abdulle} et al., Found. Comput. Math. 23, No. 1, 33--84 (2023; Zbl 1534.62124) Full Text: DOI arXiv OA License
Abraham, Kweku; Gassiat, Elisabeth; Naulet, Zacharie Frontiers to the learning of nonparametric hidden Markov models. arXiv:2306.16293 Preprint, arXiv:2306.16293 [math.ST] (2023). MSC: 62M05 62G05 62G07 BibTeX Cite \textit{K. Abraham} et al., ``Frontiers to the learning of nonparametric hidden Markov models'', Preprint, arXiv:2306.16293 [math.ST] (2023) Full Text: arXiv OA License
Schauer, Moritz; van der Meulen, Frank Compositionality in algorithms for smoothing. arXiv:2303.13865 Preprint, arXiv:2303.13865 [math.CT] (2023). MSC: 62M05 18M35 18M05 BibTeX Cite \textit{M. Schauer} and \textit{F. van der Meulen}, ``Compositionality in algorithms for smoothing'', Preprint, arXiv:2303.13865 [math.CT] (2023) Full Text: arXiv OA License
Jin, Lu; Dimitrov, Marko; Ni, Ying Valuation and optimal strategies for American options under a Markovian regime-switching model. (English) Zbl 07819611 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 121-144 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{L. Jin} et al., Springer Proc. Math. Stat. 408, 121--144 (2022; Zbl 07819611) Full Text: DOI
Pouzo, Demian; Psaradakis, Zacharias; Sola, Martin Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities. (English) Zbl 07792832 Econometrica 90, No. 4, 1681-1710 (2022). MSC: 62M05 62F12 62P20 PDFBibTeX XMLCite \textit{D. Pouzo} et al., Econometrica 90, No. 4, 1681--1710 (2022; Zbl 07792832) Full Text: DOI arXiv
Olivella, Santiago; Pratt, Tyler; Imai, Kosuke Dynamic stochastic blockmodel regression for network data: application to international militarized conflicts. (English) Zbl 1506.62360 J. Am. Stat. Assoc. 117, No. 539, 1068-1081 (2022). MSC: 62M05 93E03 62H22 62P25 91D30 PDFBibTeX XMLCite \textit{S. Olivella} et al., J. Am. Stat. Assoc. 117, No. 539, 1068--1081 (2022; Zbl 1506.62360) Full Text: DOI arXiv
Boyko, Vyacheslav; Krumscheid, Sebastian; Vercauteren, Nikki Statistical learning of nonlinear stochastic differential equations from nonstationary time series using variational clustering. (English) Zbl 1506.62359 Multiscale Model. Simul. 20, No. 4, 1251-1283 (2022). MSC: 62M05 60H10 62M10 62H30 PDFBibTeX XMLCite \textit{V. Boyko} et al., Multiscale Model. Simul. 20, No. 4, 1251--1283 (2022; Zbl 1506.62359) Full Text: DOI arXiv
Can, Ceren Eda; Ergun, Gul; Soyer, Refik Bayesian analysis of proportions via a hidden Markov model. (English) Zbl 1505.62494 Methodol. Comput. Appl. Probab. 24, No. 4, 3121-3139 (2022). MSC: 62M05 62F15 60J10 91B70 91B84 PDFBibTeX XMLCite \textit{C. E. Can} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3121--3139 (2022; Zbl 1505.62494) Full Text: DOI
Aeckerle-Willems, Cathrine; Strauch, Claudia Sup-norm adaptive drift estimation for multivariate nonreversible diffusions. (English) Zbl 1539.62253 Ann. Stat. 50, No. 6, 3484-3509 (2022). MSC: 62M05 60F05 60J60 62G20 PDFBibTeX XMLCite \textit{C. Aeckerle-Willems} and \textit{C. Strauch}, Ann. Stat. 50, No. 6, 3484--3509 (2022; Zbl 1539.62253) Full Text: DOI Link
Giordano, Matteo; Ray, Kolyan Nonparametric Bayesian inference for reversible multidimensional diffusions. (English) Zbl 1539.62254 Ann. Stat. 50, No. 5, 2872-2898 (2022). MSC: 62M05 60J60 62F15 62G05 62G20 PDFBibTeX XMLCite \textit{M. Giordano} and \textit{K. Ray}, Ann. Stat. 50, No. 5, 2872--2898 (2022; Zbl 1539.62254) Full Text: DOI arXiv
Baghdadi, Ali; Manouchehri, Narges; Patterson, Zachary; Bouguila, Nizar Shifted-scaled Dirichlet-based hierarchical Dirichlet process hidden Markov models with variational inference learning. (English) Zbl 07616606 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 263-292 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{A. Baghdadi} et al., in: Hidden Markov models and applications. Cham: Springer. 263--292 (2022; Zbl 07616606) Full Text: DOI
Manouchehri, Narges; Bouguila, Nizar Multivariate beta-based hierarchical Dirichlet process hidden Markov models in medical applications. (English) Zbl 07616605 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 235-261 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{N. Manouchehri} and \textit{N. Bouguila}, in: Hidden Markov models and applications. Cham: Springer. 235--261 (2022; Zbl 07616605) Full Text: DOI
Manouchehri, Narges; Dalhoumi, Oumayma; Amayri, Manar; Bouguila, Nizar Multivariate beta-based hidden Markov models applied to human activity recognition. (English) Zbl 07616604 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 211-233 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{N. Manouchehri} et al., in: Hidden Markov models and applications. Cham: Springer. 211--233 (2022; Zbl 07616604) Full Text: DOI
Hou, Wenjuan; Fan, Wentao; Amayri, Manar; Bouguila, Nizar A novel continuous hidden Markov model for modeling positive sequential data. (English) Zbl 07616603 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 199-210 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{W. Hou} et al., in: Hidden Markov models and applications. Cham: Springer. 199--210 (2022; Zbl 07616603) Full Text: DOI
Nasfi, Rim; Bouguila, Nizar Online learning of inverted Beta-Liouville HMMs for anomaly detection in crowd scenes. (English) Zbl 07616602 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 177-198 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{R. Nasfi} and \textit{N. Bouguila}, in: Hidden Markov models and applications. Cham: Springer. 177--198 (2022; Zbl 07616602) Full Text: DOI
Vemuri, Ravi Teja; Azam, Muhammad; Patterson, Zachary; Bouguila, Nizar Bayesian inference of hidden Markov models using Dirichlet mixtures. (English) Zbl 07616601 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 157-176 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{R. T. Vemuri} et al., in: Hidden Markov models and applications. Cham: Springer. 157--176 (2022; Zbl 07616601) Full Text: DOI
Ali, Samr; Bouguila, Nizar Hidden Markov models: discrete feature selection in activity recognition. (English) Zbl 07616600 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 103-155 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{S. Ali} and \textit{N. Bouguila}, in: Hidden Markov models and applications. Cham: Springer. 103--155 (2022; Zbl 07616600) Full Text: DOI
Ali, Samr; Rahman, Md. Hafizur; Bouguila, Nizar Fire detection in images with discrete hidden Markov models. (English) Zbl 07616599 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 81-101 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{S. Ali} et al., in: Hidden Markov models and applications. Cham: Springer. 81--101 (2022; Zbl 07616599) Full Text: DOI
Diomedi, Stefano; Vaccari, Francesco Edoardo; Hadjidimitrakis, Kostas; Fattori, Patrizia Using HMM to model neural dynamics and decode useful signals for neuroprosthetic control. (English) Zbl 07616598 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 59-79 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{S. Diomedi} et al., in: Hidden Markov models and applications. Cham: Springer. 59--79 (2022; Zbl 07616598) Full Text: DOI
Xian, Zixiang; Azam, Muhammad; Amayri, Manar; Fan, Wentao; Bouguila, Nizar Bounded asymmetric Gaussian mixture-based hidden Markov models. (English) Zbl 07616597 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 33-58 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{Z. Xian} et al., in: Hidden Markov models and applications. Cham: Springer. 33--58 (2022; Zbl 07616597) Full Text: DOI
Ali, Samr; Bouguila, Nizar A roadmap to hidden Markov models and a review of its application in occupancy estimation. (English) Zbl 07616596 Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 1-31 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{S. Ali} and \textit{N. Bouguila}, in: Hidden Markov models and applications. Cham: Springer. 1--31 (2022; Zbl 07616596) Full Text: DOI
Chesneau, Christophe; El Kolei, Salima; Navarro, Fabien Parametric estimation of hidden Markov models by least squares type estimation and deconvolution. (English) Zbl 1497.62220 Stat. Pap. 63, No. 5, 1615-1648 (2022). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{C. Chesneau} et al., Stat. Pap. 63, No. 5, 1615--1648 (2022; Zbl 1497.62220) Full Text: DOI HAL
Jiang, Hui; Shao, Jin; Wang, Shaochen Asymptotic behaviours for maximum likelihood estimator of drift parameter in \(\alpha\)-Wiener bridge process. (English) Zbl 1497.62221 Statistics 56, No. 5, 1048-1071 (2022). MSC: 62M05 62N02 62F12 60F10 60F15 PDFBibTeX XMLCite \textit{H. Jiang} et al., Statistics 56, No. 5, 1048--1071 (2022; Zbl 1497.62221) Full Text: DOI
Dexheimer, Niklas; Strauch, Claudia; Trottner, Lukas Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk. (English. French summary) Zbl 07599769 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2029-2064 (2022). MSC: 62M05 62G20 60G10 60J25 62G05 PDFBibTeX XMLCite \textit{N. Dexheimer} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2029--2064 (2022; Zbl 07599769) Full Text: DOI Link
Zhang, Xuekang; Shu, Huisheng Trajectory fitting estimation for a class of SDEs with small Lévy noises. (English) Zbl 1496.62144 Braz. J. Probab. Stat. 36, No. 3, 579-592 (2022). MSC: 62M05 60H10 62F12 62E20 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{H. Shu}, Braz. J. Probab. Stat. 36, No. 3, 579--592 (2022; Zbl 1496.62144) Full Text: DOI
Dexheimer, Niklas; Strauch, Claudia Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations. (English) Zbl 1496.62141 Stochastic Processes Appl. 153, 321-362 (2022). MSC: 62M05 60J60 62G07 62G20 PDFBibTeX XMLCite \textit{N. Dexheimer} and \textit{C. Strauch}, Stochastic Processes Appl. 153, 321--362 (2022; Zbl 1496.62141) Full Text: DOI arXiv OA License
Lu, Kevin W.; Paine, Phillip J.; Preston, Simon P.; Wood, Andrew T. A. Approximate maximum likelihood estimation for one-dimensional diffusions observed on a fine grid. (English) Zbl 1496.62143 Scand. J. Stat. 49, No. 3, 1085-1114 (2022). MSC: 62M05 60H10 62F12 62E20 PDFBibTeX XMLCite \textit{K. W. Lu} et al., Scand. J. Stat. 49, No. 3, 1085--1114 (2022; Zbl 1496.62143) Full Text: DOI
Ljungdahl, Mathias Mørck; Podolskij, Mark Multidimensional parameter estimation of heavy-tailed moving averages. (English) Zbl 1496.62142 Scand. J. Stat. 49, No. 2, 593-624 (2022). MSC: 62M05 62F10 62F12 60F05 PDFBibTeX XMLCite \textit{M. M. Ljungdahl} and \textit{M. Podolskij}, Scand. J. Stat. 49, No. 2, 593--624 (2022; Zbl 1496.62142) Full Text: DOI arXiv
Chernoyarov, O. V.; Dabye, A. S.; Diop, F. N.; Kutoyants, Y. A. Non asymptotic expansions of the MME in the case of Poisson observations. (English) Zbl 07596192 Metrika 85, No. 8, 927-950 (2022). MSC: 62M05 62G05 62G20 PDFBibTeX XMLCite \textit{O. V. Chernoyarov} et al., Metrika 85, No. 8, 927--950 (2022; Zbl 07596192) Full Text: DOI arXiv
Lin, Yiqi; Song, Xinyuan Order selection for regression-based hidden Markov model. (English) Zbl 1520.62103 J. Multivariate Anal. 192, Article ID 105061, 20 p. (2022). MSC: 62M05 62F12 62J07 62-08 PDFBibTeX XMLCite \textit{Y. Lin} and \textit{X. Song}, J. Multivariate Anal. 192, Article ID 105061, 20 p. (2022; Zbl 1520.62103) Full Text: DOI
Tran, Ngoc Khue; Ngo, Hoang-Long LAMN property for multivariate inhomogeneous diffusions with discrete observations. (English) Zbl 07578469 Electron. J. Stat. 16, No. 2, 4275-4331 (2022). MSC: 62M05 62F12 60H07 60J60 PDFBibTeX XMLCite \textit{N. K. Tran} and \textit{H.-L. Ngo}, Electron. J. Stat. 16, No. 2, 4275--4331 (2022; Zbl 07578469) Full Text: DOI Link
Kobayashi, Mitsuki; Shimizu, Yasutaka Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise. (English) Zbl 1493.62502 Jpn. J. Stat. Data Sci. 5, No. 1, 217-240 (2022). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{M. Kobayashi} and \textit{Y. Shimizu}, Jpn. J. Stat. Data Sci. 5, No. 1, 217--240 (2022; Zbl 1493.62502) Full Text: DOI arXiv
Garcin, Matthieu A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework. (English) Zbl 1493.62500 Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022). MSC: 62M05 91G20 62M10 60G22 62F10 PDFBibTeX XMLCite \textit{M. Garcin}, Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022; Zbl 1493.62500) Full Text: DOI arXiv
Sidrow, Evan; Heckman, Nancy; Fortune, Sarah M. E.; Trites, Andrew W.; Murphy, Ian; Auger-Méthé, Marie Modelling multi-scale, state-switching functional data with hidden Markov models. (English. French summary) Zbl 1492.62129 Can. J. Stat. 50, No. 1, 327-356 (2022). MSC: 62M05 62M10 62R10 62P12 PDFBibTeX XMLCite \textit{E. Sidrow} et al., Can. J. Stat. 50, No. 1, 327--356 (2022; Zbl 1492.62129) Full Text: DOI arXiv
Chen, Yuming; Sanz-Alonso, Daniel; Willett, Rebecca Autodifferentiable ensemble Kalman filters. (English) Zbl 1493.62499 SIAM J. Math. Data Sci. 4, No. 2, 801-833 (2022). MSC: 62M05 68T09 68T07 86-08 PDFBibTeX XMLCite \textit{Y. Chen} et al., SIAM J. Math. Data Sci. 4, No. 2, 801--833 (2022; Zbl 1493.62499) Full Text: DOI arXiv
Song, Kunyang; Song, Yuping; Wang, Hanchao Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models. (English) Zbl 1487.62102 Probab. Uncertain. Quant. Risk 7, No. 1, 31-44 (2022). MSC: 62M05 62G05 62E20 62P05 PDFBibTeX XMLCite \textit{K. Song} et al., Probab. Uncertain. Quant. Risk 7, No. 1, 31--44 (2022; Zbl 1487.62102) Full Text: DOI
Nakajima, Shohei; Shimizu, Yasutaka Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1487.62101 Stat. Probab. Lett. 187, Article ID 109476, 7 p. (2022). MSC: 62M05 60H10 60G22 62F12 PDFBibTeX XMLCite \textit{S. Nakajima} and \textit{Y. Shimizu}, Stat. Probab. Lett. 187, Article ID 109476, 7 p. (2022; Zbl 1487.62101) Full Text: DOI
Lu, Kevin W. Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination. (English) Zbl 1493.62503 Stat. Inference Stoch. Process. 25, No. 2, 365-396 (2022). MSC: 62M05 60G51 60G10 62F10 60E10 60H05 PDFBibTeX XMLCite \textit{K. W. Lu}, Stat. Inference Stoch. Process. 25, No. 2, 365--396 (2022; Zbl 1493.62503) Full Text: DOI arXiv
Liu, Hefei; Song, Xinyuan; Zhang, Baoxue Varying-coefficient hidden Markov models with zero-effect regions. (English) Zbl 07533773 Comput. Stat. Data Anal. 173, Article ID 107482, 17 p. (2022). MSC: 62M05 62F15 62P10 PDFBibTeX XMLCite \textit{H. Liu} et al., Comput. Stat. Data Anal. 173, Article ID 107482, 17 p. (2022; Zbl 07533773) Full Text: DOI
Pohle, Jennifer; Adam, Timo; Beumer, Larissa T. Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. (English) Zbl 07533765 Comput. Stat. Data Anal. 172, Article ID 107479, 15 p. (2022). MSC: 62M05 62M10 62P12 PDFBibTeX XMLCite \textit{J. Pohle} et al., Comput. Stat. Data Anal. 172, Article ID 107479, 15 p. (2022; Zbl 07533765) Full Text: DOI arXiv
Hu, Yaozhong; Xi, Yuejuan Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. (English) Zbl 1486.62236 J. Comput. Appl. Math. 411, Article ID 114264, 17 p. (2022). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{Y. Xi}, J. Comput. Appl. Math. 411, Article ID 114264, 17 p. (2022; Zbl 1486.62236) Full Text: DOI arXiv
Yoshida, Nakahiro Quasi-likelihood analysis and its applications. (English) Zbl 1502.62086 Stat. Inference Stoch. Process. 25, No. 1, 43-60 (2022). MSC: 62M05 62F12 60J60 60F10 62M40 PDFBibTeX XMLCite \textit{N. Yoshida}, Stat. Inference Stoch. Process. 25, No. 1, 43--60 (2022; Zbl 1502.62086) Full Text: DOI OA License
Ivanovs, Jevgenijs; Podolskij, Mark Optimal estimation of the supremum and occupation times of a self-similar Lévy process. (English) Zbl 1493.62501 Electron. J. Stat. 16, No. 1, 892-934 (2022). MSC: 62M05 62G20 60F05 62G15 60G18 60G51 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{M. Podolskij}, Electron. J. Stat. 16, No. 1, 892--934 (2022; Zbl 1493.62501) Full Text: DOI Link
Zakrad, Az-eddine; Nasroallah, Abdelaziz Estimation of steady-state quantities of an HMM with some rarely generated emissions. (English) Zbl 1483.62145 Monte Carlo Methods Appl. 28, No. 1, 27-44 (2022). MSC: 62M05 62G05 65C05 PDFBibTeX XMLCite \textit{A.-e. Zakrad} and \textit{A. Nasroallah}, Monte Carlo Methods Appl. 28, No. 1, 27--44 (2022; Zbl 1483.62145) Full Text: DOI
Schouten, Rianne M.; Bueno, Marcos L. P.; Duivesteijn, Wouter; Pechenizkiy, Mykola Mining sequences with exceptional transition behaviour of varying order using quality measures based on information-theoretic scoring functions. (English) Zbl 1514.62158 Data Min. Knowl. Discov. 36, No. 1, 379-413 (2022). MSC: 62M05 62P10 PDFBibTeX XMLCite \textit{R. M. Schouten} et al., Data Min. Knowl. Discov. 36, No. 1, 379--413 (2022; Zbl 1514.62158) Full Text: DOI OA License
Kirkby, J. L.; Nguyen, Dang H.; Nguyen, Duy; Nguyen, Nhu N. Maximum likelihood estimation of diffusions by continuous time Markov chain. (English) Zbl 07476377 Comput. Stat. Data Anal. 168, Article ID 107408, 20 p. (2022). MSC: 62M05 60J27 60J60 62P05 91G20 PDFBibTeX XMLCite \textit{J. L. Kirkby} et al., Comput. Stat. Data Anal. 168, Article ID 107408, 20 p. (2022; Zbl 07476377) Full Text: DOI arXiv
De Gooijer, Jan G.; Henter, Gustav Eje; Yuan, Ao Kernel-based hidden Markov conditional densities. (English) Zbl 07476354 Comput. Stat. Data Anal. 169, Article ID 107431, 17 p. (2022). MSC: 62M05 62G07 62M10 62P20 PDFBibTeX XMLCite \textit{J. G. De Gooijer} et al., Comput. Stat. Data Anal. 169, Article ID 107431, 17 p. (2022; Zbl 07476354) Full Text: DOI OA License
Hayashi, Masahito Information geometry approach to parameter estimation in hidden Markov model. (English) Zbl 07467723 Bernoulli 28, No. 1, 307-342 (2022). Reviewer: Krzysztof Bartoszek (Linköping) MSC: 62M05 60J05 PDFBibTeX XMLCite \textit{M. Hayashi}, Bernoulli 28, No. 1, 307--342 (2022; Zbl 07467723) Full Text: DOI arXiv Link
Singh, Rahul; Zhang, Qinsheng; Chen, Yongxin Learning hidden Markov models from aggregate observations. (English) Zbl 1493.62504 Automatica 137, Article ID 110100, 10 p. (2022). MSC: 62M05 91D20 PDFBibTeX XMLCite \textit{R. Singh} et al., Automatica 137, Article ID 110100, 10 p. (2022; Zbl 1493.62504) Full Text: DOI arXiv
Park, Seongyu; Thapa, Samudrajit; Kim, Yeongjin; Lomholt, Michael A.; Jeon, Jae-Hyung Bayesian inference of Lévy walks via hidden Markov models. (English) Zbl 1519.62017 J. Phys. A, Math. Theor. 54, No. 48, Article ID 484001, 23 p. (2021). MSC: 62M05 60G51 62F15 PDFBibTeX XMLCite \textit{S. Park} et al., J. Phys. A, Math. Theor. 54, No. 48, Article ID 484001, 23 p. (2021; Zbl 1519.62017) Full Text: DOI arXiv OA License
Ay, Atilla; Soyer, Refik; Landon, Joshua; Özekici, Süleyman Bayesian analysis of doubly stochastic Markov processes in reliability. (English) Zbl 1524.62388 Probab. Eng. Inf. Sci. 35, No. 3, 708-729 (2021). MSC: 62M05 62F15 60J28 62N05 60K10 PDFBibTeX XMLCite \textit{A. Ay} et al., Probab. Eng. Inf. Sci. 35, No. 3, 708--729 (2021; Zbl 1524.62388) Full Text: DOI
Shen, Guangjun; Yu, Qian; Tang, Zheng The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean. (English) Zbl 1524.62394 Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 517-534 (2021). MSC: 62M05 62F12 60G15 PDFBibTeX XMLCite \textit{G. Shen} et al., Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 517--534 (2021; Zbl 1524.62394) Full Text: DOI
Alsenafi, Abdulaziz; Al-Foraih, Mishari; Es-Sebaiy, Khalifa Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters. (English) Zbl 07533454 AIMS Math. 6, No. 11, 12780-12794 (2021). MSC: 62M05 60G22 62F12 PDFBibTeX XMLCite \textit{A. Alsenafi} et al., AIMS Math. 6, No. 11, 12780--12794 (2021; Zbl 07533454) Full Text: DOI arXiv OA License
Morvai, Gusztáv; Weiss, Benjamin Intermittent estimation for finite alphabet finitarily Markovian processes with exponential tails. (English) Zbl 1538.62255 Kybernetika 57, No. 4, 628-646 (2021). MSC: 62M05 60G10 62G05 PDFBibTeX XMLCite \textit{G. Morvai} and \textit{B. Weiss}, Kybernetika 57, No. 4, 628--646 (2021; Zbl 1538.62255) Full Text: DOI
Yu, Qian Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter. (English) Zbl 1477.62226 Stat. Pap. 62, No. 2, 795-815 (2021). MSC: 62M05 62F12 60G22 60F05 62E20 PDFBibTeX XMLCite \textit{Q. Yu}, Stat. Pap. 62, No. 2, 795--815 (2021; Zbl 1477.62226) Full Text: DOI
Xie, Huantian; Kuang, Nenghui Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process. (English) Zbl 1480.62170 Methodol. Comput. Appl. Probab. 23, No. 4, 1409-1417 (2021). MSC: 62M05 62L12 60H10 62F12 PDFBibTeX XMLCite \textit{H. Xie} and \textit{N. Kuang}, Methodol. Comput. Appl. Probab. 23, No. 4, 1409--1417 (2021; Zbl 1480.62170) Full Text: DOI
Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions. (English) Zbl 1477.62224 Stat. Pap. 62, No. 3, 1519-1555 (2021). MSC: 62M05 62H30 62J05 62H12 62F35 PDFBibTeX XMLCite \textit{A. Punzo} et al., Stat. Pap. 62, No. 3, 1519--1555 (2021; Zbl 1477.62224) Full Text: DOI
Delattre, Maud A review on asymptotic inference in stochastic differential equations with mixed effects. (English) Zbl 1476.62173 Jpn. J. Stat. Data Sci. 4, No. 1, 543-575 (2021). MSC: 62M05 62F12 62G20 60H10 PDFBibTeX XMLCite \textit{M. Delattre}, Jpn. J. Stat. Data Sci. 4, No. 1, 543--575 (2021; Zbl 1476.62173) Full Text: DOI arXiv HAL
Kaino, Yusuke; Uchida, Masayuki Adaptive estimator for a parabolic linear SPDE with a small noise. (English) Zbl 1477.62223 Jpn. J. Stat. Data Sci. 4, No. 1, 513-541 (2021). MSC: 62M05 60H15 62F12 PDFBibTeX XMLCite \textit{Y. Kaino} and \textit{M. Uchida}, Jpn. J. Stat. Data Sci. 4, No. 1, 513--541 (2021; Zbl 1477.62223) Full Text: DOI arXiv
Jørgensen, Emil S.; Sørensen, Michael Prediction-based estimation for diffusion models with high-frequency data. (English) Zbl 1477.62222 Jpn. J. Stat. Data Sci. 4, No. 1, 483-511 (2021). MSC: 62M05 60J60 60H10 62E20 62F12 PDFBibTeX XMLCite \textit{E. S. Jørgensen} and \textit{M. Sørensen}, Jpn. J. Stat. Data Sci. 4, No. 1, 483--511 (2021; Zbl 1477.62222) Full Text: DOI arXiv
Yu, Qian; Shen, Guangjun; Xu, Wentao Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations. (English) Zbl 1493.62505 Stoch. Dyn. 21, No. 7, Article ID 2150047, 23 p. (2021). MSC: 62M05 60G22 62F12 PDFBibTeX XMLCite \textit{Q. Yu} et al., Stoch. Dyn. 21, No. 7, Article ID 2150047, 23 p. (2021; Zbl 1493.62505) Full Text: DOI
Lu, Shaochuan Bayesian multiple changepoint detection for stochastic models in continuous time. (English) Zbl 1480.62078 Bayesian Anal. 16, No. 2, 521-544 (2021). MSC: 62M05 62G10 62P35 86A15 60J76 PDFBibTeX XMLCite \textit{S. Lu}, Bayesian Anal. 16, No. 2, 521--544 (2021; Zbl 1480.62078) Full Text: DOI
Ascolani, Filippo; Lijoi, Antonio; Ruggiero, Matteo Predictive inference with Fleming-Viot-driven dependent Dirichlet processes. (English) Zbl 1475.62229 Bayesian Anal. 16, No. 2, 371-395 (2021). MSC: 62M05 60G57 62F15 62G05 PDFBibTeX XMLCite \textit{F. Ascolani} et al., Bayesian Anal. 16, No. 2, 371--395 (2021; Zbl 1475.62229) Full Text: DOI arXiv
Kim, Jihyun; Park, Joon Y.; Wang, Bin Estimation of volatility functions in jump diffusions using truncated bipower increments. (English) Zbl 1479.62066 Econom. Theory 37, No. 5, 926-958 (2021). MSC: 62M05 62G07 60J60 62P05 PDFBibTeX XMLCite \textit{J. Kim} et al., Econom. Theory 37, No. 5, 926--958 (2021; Zbl 1479.62066) Full Text: DOI
Dean, Thomas A.; Singh, Sumeetpal S.; Jasra, Ajay Asymptotic behaviour of the posterior distribution in approximate Bayesian computation. (English) Zbl 1478.62234 Stochastic Anal. Appl. 39, No. 5, 944-979 (2021). MSC: 62M05 62F12 62F15 PDFBibTeX XMLCite \textit{T. A. Dean} et al., Stochastic Anal. Appl. 39, No. 5, 944--979 (2021; Zbl 1478.62234) Full Text: DOI Link
Spade, David A. A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers. (English) Zbl 1477.62225 Braz. J. Probab. Stat. 35, No. 3, 466-483 (2021). MSC: 62M05 60J22 65C05 65C40 PDFBibTeX XMLCite \textit{D. A. Spade}, Braz. J. Probab. Stat. 35, No. 3, 466--483 (2021; Zbl 1477.62225) Full Text: DOI
Hu, Yaozhong; Xi, Yuejuan Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations. (English) Zbl 1474.62297 Stat. Probab. Lett. 174, Article ID 109099, 8 p. (2021). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{Y. Xi}, Stat. Probab. Lett. 174, Article ID 109099, 8 p. (2021; Zbl 1474.62297) Full Text: DOI arXiv
Amiri, Arij; Dachian, Sergueï On smooth change-point location estimation for Poisson processes. (English) Zbl 1478.62232 Stat. Inference Stoch. Process. 24, No. 3, 499-524 (2021). MSC: 62M05 60G55 62F12 62F15 62R10 PDFBibTeX XMLCite \textit{A. Amiri} and \textit{S. Dachian}, Stat. Inference Stoch. Process. 24, No. 3, 499--524 (2021; Zbl 1478.62232) Full Text: DOI arXiv OA License
Narci, Romain; Delattre, Maud; Larédo, Catherine; Vergu, Elisabeta Inference for partially observed epidemic dynamics guided by Kalman filtering techniques. (English) Zbl 07422876 Comput. Stat. Data Anal. 164, Article ID 107319, 23 p. (2021). MSC: 62M05 62P10 92D30 62-08 PDFBibTeX XMLCite \textit{R. Narci} et al., Comput. Stat. Data Anal. 164, Article ID 107319, 23 p. (2021; Zbl 07422876) Full Text: DOI arXiv HAL
Monthus, Cécile Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media. (English) Zbl 1539.62257 J. Stat. Mech. Theory Exp. 2021, No. 6, Article ID 063211, 36 p. (2021). MSC: 62M05 60F10 82C05 82C41 PDFBibTeX XMLCite \textit{C. Monthus}, J. Stat. Mech. Theory Exp. 2021, No. 6, Article ID 063211, 36 p. (2021; Zbl 1539.62257) Full Text: DOI arXiv HAL
Duchi, John C.; Glynn, Peter W.; Namkoong, Hongseok Statistics of robust optimization: a generalized empirical likelihood approach. (English) Zbl 1473.62292 Math. Oper. Res. 46, No. 3, 946-969 (2021). MSC: 62M05 62G05 62G35 62L20 PDFBibTeX XMLCite \textit{J. C. Duchi} et al., Math. Oper. Res. 46, No. 3, 946--969 (2021; Zbl 1473.62292) Full Text: DOI arXiv