Liu, Bowen; Zhang, Jing; Chen, Xiaopeng Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process. (Chinese. English summary) Zbl 07895230 Chin. J. Appl. Probab. Stat. 40, No. 1, 1-17 (2024). MSC: 62M09 PDFBibTeX XMLCite \textit{B. Liu} et al., Chin. J. Appl. Probab. Stat. 40, No. 1, 1--17 (2024; Zbl 07895230) Full Text: DOI
Pekalp, Mustafa Hilmi; Aydoğdu, Halil Parametric estimations of the mean value and variance functions in geometric process. (English) Zbl 07881061 J. Comput. Appl. Math. 449, Article ID 115969, 8 p. (2024). MSC: 62M09 60K05 62F10 62F12 62N05 PDFBibTeX XMLCite \textit{M. H. Pekalp} and \textit{H. Aydoğdu}, J. Comput. Appl. Math. 449, Article ID 115969, 8 p. (2024; Zbl 07881061) Full Text: DOI
Takabatake, Tetsuya Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations. (English) Zbl 1537.62037 Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024). MSC: 62M09 60G22 62F12 62M15 62P05 PDFBibTeX XMLCite \textit{T. Takabatake}, Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024; Zbl 1537.62037) Full Text: DOI arXiv
Chiba, Kohei; Takabatake, Tetsuya Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations. (English) Zbl 07806017 Stat. Inference Stoch. Process. 27, No. 1, 103-122 (2024). MSC: 62M09 PDFBibTeX XMLCite \textit{K. Chiba} and \textit{T. Takabatake}, Stat. Inference Stoch. Process. 27, No. 1, 103--122 (2024; Zbl 07806017) Full Text: DOI arXiv
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process. arXiv:2403.00967 Preprint, arXiv:2403.00967 [math.PR] (2024). MSC: 62M09 60F05 62H12 BibTeX Cite \textit{C. A. Tudor} and \textit{N. Yoshida}, ``Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process'', Preprint, arXiv:2403.00967 [math.PR] (2024) Full Text: arXiv OA License
Araya, Héctor; Torres, Soledad; Rubilar, Rolando Stochastic differential equations driven by small general Gaussian noise: non parametric estimation. (English) Zbl 07856285 Mat. Contemp. 58, 220-233 (2023). MSC: 62M09 62G05 60H30 PDFBibTeX XMLCite \textit{H. Araya} et al., Mat. Contemp. 58, 220--233 (2023; Zbl 07856285) Full Text: DOI
Chigansky, Pavel; Kleptsyna, Marina Estimation of the Hurst parameter from continuous noisy data. (English) Zbl 07784476 Electron. J. Stat. 17, No. 2, 2343-2385 (2023). MSC: 62M09 60G22 62F12 PDFBibTeX XMLCite \textit{P. Chigansky} and \textit{M. Kleptsyna}, Electron. J. Stat. 17, No. 2, 2343--2385 (2023; Zbl 07784476) Full Text: DOI arXiv Link
Hu, Yuchen; Wager, Stefan Off-policy evaluation in partially observed Markov decision processes under sequential ignorability. (English) Zbl 1539.62260 Ann. Stat. 51, No. 4, 1561-1585 (2023). MSC: 62M09 62D20 62G20 68T05 90C40 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{S. Wager}, Ann. Stat. 51, No. 4, 1561--1585 (2023; Zbl 1539.62260) Full Text: DOI arXiv Link
Tudor, Ciprian A.; Yoshida, Nakahiro High order asymptotic expansion for Wiener functionals. (English) Zbl 07738480 Stochastic Processes Appl. 164, 443-492 (2023). MSC: 62M09 60F05 62H12 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 164, 443--492 (2023; Zbl 07738480) Full Text: DOI arXiv HAL
Koné, Moussa; Monsan, Vincent Wavelet estimation of the covariance of almost periodically correlated processes and study of asymptotic properties in a context of weak dependence. (English) Zbl 1538.62258 Far East J. Theor. Stat. 67, No. 1, 49-94 (2023). MSC: 62M09 42C40 62G20 PDFBibTeX XMLCite \textit{M. Koné} and \textit{V. Monsan}, Far East J. Theor. Stat. 67, No. 1, 49--94 (2023; Zbl 1538.62258) Full Text: DOI OA License
Nakajima, Shohei; Shimizu, Yasutaka Asymptotic inference for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1517.62077 Jpn. J. Stat. Data Sci. 6, No. 1, 431-455 (2023). MSC: 62M09 60G22 62F12 PDFBibTeX XMLCite \textit{S. Nakajima} and \textit{Y. Shimizu}, Jpn. J. Stat. Data Sci. 6, No. 1, 431--455 (2023; Zbl 1517.62077) Full Text: DOI Link
Araya, Héctor; Bahamonde, Natalia; Roa, Tania; Torres, Soledad Parameter estimation for a discrete time model driven by fractional Poisson process. (English) Zbl 07706249 Commun. Stat., Theory Methods 52, No. 10, 3452-3477 (2023). MSC: 62M09 62F10 62F12 PDFBibTeX XMLCite \textit{H. Araya} et al., Commun. Stat., Theory Methods 52, No. 10, 3452--3477 (2023; Zbl 07706249) Full Text: DOI
Besalú, Mireia; Melis, Guadalupe Gómez Second Order Markov multistate models. arXiv:2304.07837 Preprint, arXiv:2304.07837 [math.ST] (2023). MSC: 62M09 62N02 60J10 BibTeX Cite \textit{M. Besalú} and \textit{G. G. Melis}, ``Second Order Markov multistate models'', Preprint, arXiv:2304.07837 [math.ST] (2023) Full Text: arXiv OA License
Bibinger, Markus Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise. arXiv:2301.01965 Preprint, arXiv:2301.01965 [math.ST] (2023). MSC: 62M09 60J65 60F05 BibTeX Cite \textit{M. Bibinger}, ``Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise'', Preprint, arXiv:2301.01965 [math.ST] (2023) Full Text: arXiv OA License
Solev, V. N. Estimation of a function in a Gaussian stationary noise. (English. Russian original) Zbl 1509.62322 J. Math. Sci., New York 268, No. 5, 711-720 (2022); translation from Zap. Nauchn. Semin. POMI 495, 277-290 (2020). MSC: 62M09 62M15 60G15 PDFBibTeX XMLCite \textit{V. N. Solev}, J. Math. Sci., New York 268, No. 5, 711--720 (2022; Zbl 1509.62322); translation from Zap. Nauchn. Semin. POMI 495, 277--290 (2020) Full Text: DOI
Thapa, Samudrajit; Park, Seongyu; Kim, Yeongjin; Jeon, Jae-Hyung; Metzler, Ralf; Lomholt, Michael A. Bayesian inference of scaled versus fractional Brownian motion. (English) Zbl 1506.62361 J. Phys. A, Math. Theor. 55, No. 19, Article ID 194003, 21 p. (2022). MSC: 62M09 60G22 60J65 62F15 PDFBibTeX XMLCite \textit{S. Thapa} et al., J. Phys. A, Math. Theor. 55, No. 19, Article ID 194003, 21 p. (2022; Zbl 1506.62361) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Nonparametric estimation of trend for SDEs with delay driven by a fractional Brownian motion with small noise. (English) Zbl 1524.62400 Stochastic Anal. Appl. 40, No. 6, 967-977 (2022). MSC: 62M09 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 6, 967--977 (2022; Zbl 1524.62400) Full Text: DOI arXiv
Zhao, Huiyan; Zhang, Chongqi; Guo, Yu; Lin, Sheng Least squares estimator for a class of subdiffusion processes. (English) Zbl 07565495 Commun. Stat., Theory Methods 51, No. 15, 5342-5363 (2022). MSC: 62M09 62F12 PDFBibTeX XMLCite \textit{H. Zhao} et al., Commun. Stat., Theory Methods 51, No. 15, 5342--5363 (2022; Zbl 07565495) Full Text: DOI
Agterberg, Joshua; Lubberts, Zachary; Priebe, Carey E. Entrywise estimation of singular vectors of low-rank matrices with heteroskedasticity and dependence. (English) Zbl 1505.62495 IEEE Trans. Inf. Theory 68, No. 7, 4618-4650 (2022). MSC: 62M09 PDFBibTeX XMLCite \textit{J. Agterberg} et al., IEEE Trans. Inf. Theory 68, No. 7, 4618--4650 (2022; Zbl 1505.62495) Full Text: DOI arXiv
Figueroa-López, José E.; Gong, Ruoting; Han, Yuchen Estimation of tempered stable Lévy models of infinite variation. (English) Zbl 1493.62506 Methodol. Comput. Appl. Probab. 24, No. 2, 713-747 (2022). MSC: 62M09 60G51 91G05 PDFBibTeX XMLCite \textit{J. E. Figueroa-López} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 713--747 (2022; Zbl 1493.62506) Full Text: DOI arXiv
Shevchenko, Radomyra; Woerner, Jeannette H. C. Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case. (English) Zbl 1490.62221 Stochastic Anal. Appl. 40, No. 4, 589-609 (2022). MSC: 62M09 60G22 60H10 PDFBibTeX XMLCite \textit{R. Shevchenko} and \textit{J. H. C. Woerner}, Stochastic Anal. Appl. 40, No. 4, 589--609 (2022; Zbl 1490.62221) Full Text: DOI arXiv
Pekalp, Mustafa Hilmi; Aydoğdu, Halil; Türkman, Kamil Feridun Discriminating between some lifetime distributions in geometric counting processes. (English) Zbl 1524.62399 Commun. Stat., Simulation Comput. 51, No. 3, 715-737 (2022). MSC: 62M09 62N05 90B25 PDFBibTeX XMLCite \textit{M. H. Pekalp} et al., Commun. Stat., Simulation Comput. 51, No. 3, 715--737 (2022; Zbl 1524.62399) Full Text: DOI
Pekalp, Mustafa Hilmi; Karaduman, Melike Özlem; Aydoğdu, Halil Estimation of the mean value function for gamma trend renewal process. (English) Zbl 1489.62265 Commun. Stat., Simulation Comput. 51, No. 6, 3441-3456 (2022). MSC: 62M09 60K05 62N05 PDFBibTeX XMLCite \textit{M. H. Pekalp} et al., Commun. Stat., Simulation Comput. 51, No. 6, 3441--3456 (2022; Zbl 1489.62265) Full Text: DOI
Koch, Erwan; Robert, Christian Y. Stochastic derivative estimation for max-stable random fields. (English) Zbl 1507.62278 Eur. J. Oper. Res. 302, No. 2, 575-588 (2022). MSC: 62M09 60G70 62G32 62M40 PDFBibTeX XMLCite \textit{E. Koch} and \textit{C. Y. Robert}, Eur. J. Oper. Res. 302, No. 2, 575--588 (2022; Zbl 1507.62278) Full Text: DOI arXiv OA License
Kříž, Pavel; Šnupárková, Jana Pathwise least-squares estimator for linear SPDEs with additive fractional noise. (English) Zbl 1493.62508 Electron. J. Stat. 16, No. 1, 1561-1594 (2022). MSC: 62M09 60H15 60G22 PDFBibTeX XMLCite \textit{P. Kříž} and \textit{J. Šnupárková}, Electron. J. Stat. 16, No. 1, 1561--1594 (2022; Zbl 1493.62508) Full Text: DOI arXiv Link
Prakasa Rao, B. L. S. Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. (English) Zbl 1493.62511 Stochastic Anal. Appl. 40, No. 2, 236-245 (2022). MSC: 62M09 60G15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 2, 236--245 (2022; Zbl 1493.62511) Full Text: DOI
McGoff, Kevin; Mukherjee, Sayan; Nobel, Andrew B. Gibbs posterior convergence and the thermodynamic formalism. (English) Zbl 1493.62510 Ann. Appl. Probab. 32, No. 1, 461-496 (2022). MSC: 62M09 37D35 PDFBibTeX XMLCite \textit{K. McGoff} et al., Ann. Appl. Probab. 32, No. 1, 461--496 (2022; Zbl 1493.62510) Full Text: DOI arXiv
Basak, Arpita; Choudhury, Amit Bayesian inference and prediction in single server M/M/1 queuing model based on queue length. (English) Zbl 1497.62222 Commun. Stat., Simulation Comput. 50, No. 6, 1576-1588 (2021). MSC: 62M09 60K25 62F15 90B22 PDFBibTeX XMLCite \textit{A. Basak} and \textit{A. Choudhury}, Commun. Stat., Simulation Comput. 50, No. 6, 1576--1588 (2021; Zbl 1497.62222) Full Text: DOI
Chen, Yong; Li, Ying Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the Hurst parameter \(H \in (0, \frac{1}{2})\). (English) Zbl 1533.62060 Commun. Stat., Theory Methods 50, No. 13, 2996-3013 (2021). MSC: 62M09 60G22 60H07 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Li}, Commun. Stat., Theory Methods 50, No. 13, 2996--3013 (2021; Zbl 1533.62060) Full Text: DOI
Lehéricy, Luc Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models. (English) Zbl 1493.62509 Electron. J. Stat. 15, No. 2, 4916-4965 (2021). MSC: 62M09 62G20 62G35 PDFBibTeX XMLCite \textit{L. Lehéricy}, Electron. J. Stat. 15, No. 2, 4916--4965 (2021; Zbl 1493.62509) Full Text: DOI arXiv Link
Prakasa Rao, B. L. S. Maximum likelihood estimation for sub-fractional Vasicek model. (English) Zbl 1477.62231 Random Oper. Stoch. Equ. 29, No. 4, 265-277 (2021). MSC: 62M09 60G22 62F12 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 29, No. 4, 265--277 (2021; Zbl 1477.62231) Full Text: DOI arXiv
Baldé, Maoudo Faramba; Es-Sebaiy, Khalifa Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 1515.62080 Mod. Stoch., Theory Appl. 8, No. 3, 329-347 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M09 60G15 60G22 60H07 62F12 PDFBibTeX XMLCite \textit{M. F. Baldé} and \textit{K. Es-Sebaiy}, Mod. Stoch., Theory Appl. 8, No. 3, 329--347 (2021; Zbl 1515.62080) Full Text: DOI
Gaitan, Rodrigo Saul; Lii, Keh-Shin On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data. (English) Zbl 1493.62507 J. Time Ser. Anal. 42, No. 5-6, 711-736 (2021). MSC: 62M09 60G55 PDFBibTeX XMLCite \textit{R. S. Gaitan} and \textit{K.-S. Lii}, J. Time Ser. Anal. 42, No. 5--6, 711--736 (2021; Zbl 1493.62507) Full Text: DOI
Solev, V. N. Estimation of a vector-valued function in a stationary Gaussian noise. (English. Russian original) Zbl 1478.62243 J. Math. Sci., New York 258, No. 6, 927-934 (2021); translation from Zap. Nauchn. Semin. POMI 486, 275-285 (2019). MSC: 62M09 62C20 60G15 PDFBibTeX XMLCite \textit{V. N. Solev}, J. Math. Sci., New York 258, No. 6, 927--934 (2021; Zbl 1478.62243); translation from Zap. Nauchn. Semin. POMI 486, 275--285 (2019) Full Text: DOI
Bonnet, Anna; Martinez Herrera, Miguel; Sangnier, Maxime Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition. (English) Zbl 1478.62239 Stat. Probab. Lett. 179, Article ID 109214, 7 p. (2021). MSC: 62M09 60G55 PDFBibTeX XMLCite \textit{A. Bonnet} et al., Stat. Probab. Lett. 179, Article ID 109214, 7 p. (2021; Zbl 1478.62239) Full Text: DOI arXiv HAL
Comte, Fabienne; Marie, Nicolas Nonparametric estimation for i.i.d. paths of fractional SDE. (English) Zbl 1477.62230 Stat. Inference Stoch. Process. 24, No. 3, 669-705 (2021). MSC: 62M09 62G05 62G08 60G22 60H07 PDFBibTeX XMLCite \textit{F. Comte} and \textit{N. Marie}, Stat. Inference Stoch. Process. 24, No. 3, 669--705 (2021; Zbl 1477.62230) Full Text: DOI arXiv HAL
Muszkieta, Monika; Janczura, Joanna; Weron, Aleksander Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach. (English) Zbl 1508.62211 Appl. Math. Comput. 396, Article ID 125902, 17 p. (2021). MSC: 62M09 60G22 65C35 PDFBibTeX XMLCite \textit{M. Muszkieta} et al., Appl. Math. Comput. 396, Article ID 125902, 17 p. (2021; Zbl 1508.62211) Full Text: DOI
Haress, El Mehdi; Hu, Yaozhong Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations. (English) Zbl 1471.62452 Stat. Inference Stoch. Process. 24, No. 2, 327-351 (2021). MSC: 62M09 60F05 60G10 60G22 60H10 60H30 PDFBibTeX XMLCite \textit{E. M. Haress} and \textit{Y. Hu}, Stat. Inference Stoch. Process. 24, No. 2, 327--351 (2021; Zbl 1471.62452) Full Text: DOI arXiv
Arfè, Andrea; Peluso, Stefano; Muliere, Pietro The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes. (English) Zbl 1469.62331 Stat. Inference Stoch. Process. 24, No. 1, 1-15 (2021). MSC: 62M09 62G05 60G50 PDFBibTeX XMLCite \textit{A. Arfè} et al., Stat. Inference Stoch. Process. 24, No. 1, 1--15 (2021; Zbl 1469.62331) Full Text: DOI arXiv
Kreiß, Alexander Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes. (English) Zbl 1469.62332 Bernoulli 27, No. 3, 1666-1694 (2021). MSC: 62M09 60G55 62G08 62N02 PDFBibTeX XMLCite \textit{A. Kreiß}, Bernoulli 27, No. 3, 1666--1694 (2021; Zbl 1469.62332) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 1458.62190 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62M09 60G22 60G51 60H15 62G07 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 1458.62190) Full Text: DOI
Neuhaus, John M.; McCulloch, Charles E. Robust estimation for longitudinal data under outcome-dependent visit processes. (English) Zbl 1521.62136 Aust. N. Z. J. Stat. 62, No. 2, 212-231 (2020). MSC: 62M09 62H12 62J12 62N02 62P10 PDFBibTeX XMLCite \textit{J. M. Neuhaus} and \textit{C. E. McCulloch}, Aust. N. Z. J. Stat. 62, No. 2, 212--231 (2020; Zbl 1521.62136) Full Text: DOI
Biçer, Hayrinisa Demirci Statistical inference for geometric process with the two-parameter Lindley distribution. (English) Zbl 1489.62263 Commun. Stat., Simulation Comput. 49, No. 11, 2979-3000 (2020). MSC: 62M09 60K05 62F12 PDFBibTeX XMLCite \textit{H. D. Biçer}, Commun. Stat., Simulation Comput. 49, No. 11, 2979--3000 (2020; Zbl 1489.62263) Full Text: DOI
Qian, Elizabeth; Kramer, Boris; Peherstorfer, Benjamin; Willcox, Karen Lift & learn: physics-informed machine learning for large-scale nonlinear dynamical systems. (English) Zbl 1493.62512 Physica D 406, Article ID 132401, 10 p. (2020). MSC: 62M09 35K58 37C15 PDFBibTeX XMLCite \textit{E. Qian} et al., Physica D 406, Article ID 132401, 10 p. (2020; Zbl 1493.62512) Full Text: DOI arXiv
Khmaladze, Estate V. Projection approach to distribution-free testing for point processes. Regular models. (English) Zbl 1458.62189 Trans. A. Razmadze Math. Inst. 174, No. 2, 155-173 (2020). MSC: 62M09 60G55 60G44 62G10 PDFBibTeX XMLCite \textit{E. V. Khmaladze}, Trans. A. Razmadze Math. Inst. 174, No. 2, 155--173 (2020; Zbl 1458.62189) Full Text: Link
McGoff, Kevin; Nobel, Andrew B. Empirical risk minimization and complexity of dynamical models. (English) Zbl 1459.62165 Ann. Stat. 48, No. 4, 2031-2054 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M09 62R40 PDFBibTeX XMLCite \textit{K. McGoff} and \textit{A. B. Nobel}, Ann. Stat. 48, No. 4, 2031--2054 (2020; Zbl 1459.62165) Full Text: DOI arXiv Euclid
Melo, Moizes; Alencar, Airlane Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data. (English) Zbl 1456.62174 J. Time Ser. Anal. 41, No. 6, 830-857 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{M. Melo} and \textit{A. Alencar}, J. Time Ser. Anal. 41, No. 6, 830--857 (2020; Zbl 1456.62174) Full Text: DOI
Liu, Chenguang Statistical inference for a partially observed interacting system of Hawkes processes. (English) Zbl 1447.62098 Stochastic Processes Appl. 130, No. 9, 5636-5694 (2020). MSC: 62M09 62H12 60G55 60J74 60K35 PDFBibTeX XMLCite \textit{C. Liu}, Stochastic Processes Appl. 130, No. 9, 5636--5694 (2020; Zbl 1447.62098) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion. (English) Zbl 1443.62237 Random Oper. Stoch. Equ. 28, No. 2, 113-122 (2020). MSC: 62M09 62G07 60G22 60G15 60H15 35R60 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 28, No. 2, 113--122 (2020; Zbl 1443.62237) Full Text: DOI
Chung, Ray S. W.; So, Mike K. P.; Chu, Amanda M. Y.; Chan, Thomas W. C. Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions. (English) Zbl 1510.62347 Comput. Stat. Data Anal. 150, Article ID 106977, 23 p. (2020). MSC: 62M09 62F15 62F12 62M10 62P12 62-08 PDFBibTeX XMLCite \textit{R. S. W. Chung} et al., Comput. Stat. Data Anal. 150, Article ID 106977, 23 p. (2020; Zbl 1510.62347) Full Text: DOI
Figueroa-López, José E.; Li, Cheng Optimal kernel estimation of spot volatility of stochastic differential equations. (English) Zbl 1441.62225 Stochastic Processes Appl. 130, No. 8, 4693-4720 (2020). MSC: 62M09 62G05 60G22 60J65 60F05 PDFBibTeX XMLCite \textit{J. E. Figueroa-López} and \textit{C. Li}, Stochastic Processes Appl. 130, No. 8, 4693--4720 (2020; Zbl 1441.62225) Full Text: DOI arXiv
Hoyos, Milena Mixed first- and second-order cointegrated continuous time models with mixed stock and flow data. (English) Zbl 1478.62242 J. Time Ser. Anal. 41, No. 2, 249-267 (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62M09 60H10 PDFBibTeX XMLCite \textit{M. Hoyos}, J. Time Ser. Anal. 41, No. 2, 249--267 (2020; Zbl 1478.62242) Full Text: DOI
Panloup, Fabien; Tindel, Samy; Varvenne, Maylis A general drift estimation procedure for stochastic differential equations with additive fractional noise. (English) Zbl 1439.62186 Electron. J. Stat. 14, No. 1, 1075-1136 (2020). MSC: 62M09 62F12 60G22 60H15 PDFBibTeX XMLCite \textit{F. Panloup} et al., Electron. J. Stat. 14, No. 1, 1075--1136 (2020; Zbl 1439.62186) Full Text: DOI arXiv Euclid
Mishra, M. N.; Prakasa Rao, B. L. S. Parametric estimation for cusp-type signal driven by fractional Brownian motion. (English) Zbl 1436.62408 Stochastic Anal. Appl. 38, No. 1, 62-75 (2020). Reviewer: Kurt Marti (München) MSC: 62M09 60G22 60H10 62F10 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 38, No. 1, 62--75 (2020; Zbl 1436.62408) Full Text: DOI
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1498.62164 Stochastics 91, No. 8, 1067-1091 (2019). MSC: 62M09 60G22 60H10 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastics 91, No. 8, 1067--1091 (2019; Zbl 1498.62164) Full Text: DOI arXiv
Mishra, M. N.; Prakasa Rao, B. L. S. Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by mixed fractional Brownian motion. (English) Zbl 1462.62518 J. Indian Stat. Assoc. 57, No. 1, 1-18 (2019). MSC: 62M09 60G22 62E20 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, J. Indian Stat. Assoc. 57, No. 1, 1--18 (2019; Zbl 1462.62518) Full Text: Link
Ha, Jung-Su; Park, Young-Jin; Chae, Hyeok-Joo; Park, Soon-Seo; Choi, Han-Lim Adaptive path-integral autoencoder: representation learning and planning for dynamical systems. (English) Zbl 1459.62164 J. Stat. Mech. Theory Exp. 2019, No. 12, Article ID 124008, 15 p. (2019). MSC: 62M09 62L12 62-04 94A12 PDFBibTeX XMLCite \textit{J.-S. Ha} et al., J. Stat. Mech. Theory Exp. 2019, No. 12, Article ID 124008, 15 p. (2019; Zbl 1459.62164) Full Text: DOI arXiv
Kruczek, Piotr; Żuławiński, Wojciech; Pagacz, Patrycja; Wyłomańska, Agnieszka Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution. (English) Zbl 1488.62133 Math. Appl. (Warsaw) 47, No. 2, 259-292 (2019). MSC: 62M09 60G22 60E07 PDFBibTeX XMLCite \textit{P. Kruczek} et al., Math. Appl. (Warsaw) 47, No. 2, 259--292 (2019; Zbl 1488.62133) Full Text: DOI
Duník, Jindřich; Straka, Ondřej Design of Rao-Blackwellized point-mass smoother for conditionally linear and Gaussian models. (English) Zbl 07160279 IEEE Trans. Signal Process. 67, No. 23, 6053-6066 (2019). MSC: 62M09 62F15 PDFBibTeX XMLCite \textit{J. Duník} and \textit{O. Straka}, IEEE Trans. Signal Process. 67, No. 23, 6053--6066 (2019; Zbl 07160279) Full Text: DOI
Stindl, Tom; Chen, Feng Modeling extreme negative returns using marked renewal Hawkes processes. (English) Zbl 1434.62177 Extremes 22, No. 4, 705-728 (2019). MSC: 62M09 60G55 62P05 91B84 62M20 62M10 PDFBibTeX XMLCite \textit{T. Stindl} and \textit{F. Chen}, Extremes 22, No. 4, 705--728 (2019; Zbl 1434.62177) Full Text: DOI
Fenoy, Mar; Ibarrola, Pilar; Seoane-Sepúlveda, Juan B. Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time. (English) Zbl 1432.62286 Stat. Pap. 60, No. 6, 2013-2030 (2019). MSC: 62M09 62H12 60G15 62L12 PDFBibTeX XMLCite \textit{M. Fenoy} et al., Stat. Pap. 60, No. 6, 2013--2030 (2019; Zbl 1432.62286) Full Text: DOI
Vicuña, M. Ignacia; Palma, Wilfredo; Olea, Ricardo Minimum distance estimation of locally stationary moving average processes. (English) Zbl 1496.62146 Comput. Stat. Data Anal. 140, 1-20 (2019). MSC: 62M09 60G10 PDFBibTeX XMLCite \textit{M. I. Vicuña} et al., Comput. Stat. Data Anal. 140, 1--20 (2019; Zbl 1496.62146) Full Text: DOI
Chiba, Kohei Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions. (English) Zbl 1432.62285 Stat. Inference Stoch. Process. 22, No. 3, 323-357 (2019). MSC: 62M09 60G22 PDFBibTeX XMLCite \textit{K. Chiba}, Stat. Inference Stoch. Process. 22, No. 3, 323--357 (2019; Zbl 1432.62285) Full Text: DOI arXiv
Silva, Rodrigo B.; Barreto-Souza, Wagner Flexible and robust mixed Poisson INGARCH models. (English) Zbl 1431.62350 J. Time Ser. Anal. 40, No. 5, 788-814 (2019). MSC: 62M09 62M10 62P10 PDFBibTeX XMLCite \textit{R. B. Silva} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 40, No. 5, 788--814 (2019; Zbl 1431.62350) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion. (English) Zbl 1464.62372 Stochastic Anal. Appl. 37, No. 5, 799-810 (2019). MSC: 62M09 62G07 60G22 60H10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 37, No. 5, 799--810 (2019; Zbl 1464.62372) Full Text: DOI arXiv
Bercu, Bernard; Laulin, Lucile On the multi-dimensional elephant random walk. (English) Zbl 1421.62116 J. Stat. Phys. 175, No. 6, 1146-1163 (2019). MSC: 62M09 60G44 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{L. Laulin}, J. Stat. Phys. 175, No. 6, 1146--1163 (2019; Zbl 1421.62116) Full Text: DOI arXiv
Martin, Ole; Vetter, Mathias Laws of large numbers for Hayashi-Yoshida-type functionals. (English) Zbl 1419.62217 Finance Stoch. 23, No. 3, 451-500 (2019). MSC: 62M09 60F05 60G48 62P05 PDFBibTeX XMLCite \textit{O. Martin} and \textit{M. Vetter}, Finance Stoch. 23, No. 3, 451--500 (2019; Zbl 1419.62217) Full Text: DOI arXiv
Fukasawa, Masaaki; Takabatake, Tetsuya Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations. (English) Zbl 1466.62382 Bernoulli 25, No. 3, 1870-1900 (2019). MSC: 62M09 62F12 62M15 60G18 60G22 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{T. Takabatake}, Bernoulli 25, No. 3, 1870--1900 (2019; Zbl 1466.62382) Full Text: DOI arXiv Euclid
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion. (English) Zbl 1460.62140 Stochastic Anal. Appl. 37, No. 2, 271-280 (2019). MSC: 62M09 62G07 60G22 60G15 60H10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 37, No. 2, 271--280 (2019; Zbl 1460.62140) Full Text: DOI
Belomestny, Denis; Panov, Vladimir; Woerner, Jeannette H. C. Low-frequency estimation of continuous-time moving average Lévy processes. (English) Zbl 1426.62252 Bernoulli 25, No. 2, 902-931 (2019). MSC: 62M09 60G51 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Bernoulli 25, No. 2, 902--931 (2019; Zbl 1426.62252) Full Text: DOI arXiv Euclid
Nandi, Swagata; Kundu, Debasis Estimating the fundamental frequency using modified Newton-Raphson algorithm. (English) Zbl 1418.62296 Statistics 53, No. 2, 440-458 (2019). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62M09 62E20 62F12 94A12 PDFBibTeX XMLCite \textit{S. Nandi} and \textit{D. Kundu}, Statistics 53, No. 2, 440--458 (2019; Zbl 1418.62296) Full Text: DOI arXiv
Guo, Ziyang; Shi, Dawei; Quevedo, Daniel E.; Shi, Ling Secure state estimation against integrity attacks: a Gaussian mixture model approach. (English) Zbl 1414.62349 IEEE Trans. Signal Process. 67, No. 1, 194-207 (2019). MSC: 62M09 62B10 62H30 PDFBibTeX XMLCite \textit{Z. Guo} et al., IEEE Trans. Signal Process. 67, No. 1, 194--207 (2019; Zbl 1414.62349) Full Text: DOI
Masuda, Hiroki Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process. (English) Zbl 1450.62106 Stochastic Processes Appl. 129, No. 3, 1013-1059 (2019). MSC: 62M09 62F12 60G51 60H10 PDFBibTeX XMLCite \textit{H. Masuda}, Stochastic Processes Appl. 129, No. 3, 1013--1059 (2019; Zbl 1450.62106) Full Text: DOI arXiv
Song, Wheyming Tina The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis. (English) Zbl 1430.62190 Eur. J. Oper. Res. 275, No. 3, 1072-1082 (2019). MSC: 62M09 65C05 62F10 62M10 PDFBibTeX XMLCite \textit{W. T. Song}, Eur. J. Oper. Res. 275, No. 3, 1072--1082 (2019; Zbl 1430.62190) Full Text: DOI
Liu, Chenguang Central limit theorem for a partially observed interacting system of Hawkes processes. arXiv:1906.08080 Preprint, arXiv:1906.08080 [math.ST] (2019). MSC: 62M09 60J75 60K35 BibTeX Cite \textit{C. Liu}, ``Central limit theorem for a partially observed interacting system of Hawkes processes'', Preprint, arXiv:1906.08080 [math.ST] (2019) Full Text: arXiv OA License
Bosq, D. Detecting instants of jumps and estimating their intensity in the context of \(p\) derivatives with continuous or discrete data. (English) Zbl 1508.62209 Commun. Stat., Theory Methods 47, No. 13, 3234-3251 (2018). MSC: 62M09 60J74 60J76 60F17 PDFBibTeX XMLCite \textit{D. Bosq}, Commun. Stat., Theory Methods 47, No. 13, 3234--3251 (2018; Zbl 1508.62209) Full Text: DOI
Peng, Qidi; Zhao, Ran A general class of multifractional processes and stock price informativeness. (English) Zbl 1416.62473 Chaos Solitons Fractals 115, 248-267 (2018). MSC: 62M09 62F12 62P05 PDFBibTeX XMLCite \textit{Q. Peng} and \textit{R. Zhao}, Chaos Solitons Fractals 115, 248--267 (2018; Zbl 1416.62473) Full Text: DOI arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Maximum likelihood estimation for Gaussian process with nonlinear drift. (English) Zbl 1420.62364 Nonlinear Anal., Model. Control 23, No. 1, 120-140 (2018). MSC: 62M09 60G15 60G22 62F12 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Nonlinear Anal., Model. Control 23, No. 1, 120--140 (2018; Zbl 1420.62364) Full Text: DOI
Prakasa Rao, B. L. S. Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. (English) Zbl 1424.62133 Theory Stoch. Process. 23, No. 1, 89-92 (2018). MSC: 62M09 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Theory Stoch. Process. 23, No. 1, 89--92 (2018; Zbl 1424.62133) Full Text: arXiv Link
Castro, Rui M.; Tánczos, Ervin On adaptive sensing for high-dimensional signal inference. (English) Zbl 1437.62326 Nieuw Arch. Wiskd. (5) 19, No. 3, 187-195 (2018). MSC: 62M09 62M07 94A12 PDFBibTeX XMLCite \textit{R. M. Castro} and \textit{E. Tánczos}, Nieuw Arch. Wiskd. (5) 19, No. 3, 187--195 (2018; Zbl 1437.62326)
Schamberg, Gabriel; Ba, Demba; Coleman, Todd P. A modularized efficient framework for non-Markov time series estimation. (English) Zbl 1414.62350 IEEE Trans. Signal Process. 66, No. 12, 3140-3154 (2018). MSC: 62M09 62M20 90C25 90C90 PDFBibTeX XMLCite \textit{G. Schamberg} et al., IEEE Trans. Signal Process. 66, No. 12, 3140--3154 (2018; Zbl 1414.62350) Full Text: DOI arXiv
Guo, Wei; Xu, Tao; Tang, Keming; Yu, Jianjiang; Chen, Shuangshuang Online sequential extreme learning machine with generalized regularization and adaptive forgetting factor for time-varying system prediction. (English) Zbl 1428.62381 Math. Probl. Eng. 2018, Article ID 6195387, 22 p. (2018). MSC: 62M09 62M20 68T05 PDFBibTeX XMLCite \textit{W. Guo} et al., Math. Probl. Eng. 2018, Article ID 6195387, 22 p. (2018; Zbl 1428.62381) Full Text: DOI
Hardt, Moritz; Ma, Tengyu; Recht, Benjamin Gradient descent learns linear dynamical systems. (English) Zbl 1461.62150 J. Mach. Learn. Res. 19, Paper No. 29, 44 p. (2018). MSC: 62M09 37M10 62J05 62M15 90C26 PDFBibTeX XMLCite \textit{M. Hardt} et al., J. Mach. Learn. Res. 19, Paper No. 29, 44 p. (2018; Zbl 1461.62150) Full Text: arXiv Link
Prakasa Rao, B. L. S. Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion. (English) Zbl 1401.62137 Stochastic Anal. Appl. 36, No. 4, 600-612 (2018). MSC: 62M09 62F12 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 36, No. 4, 600--612 (2018; Zbl 1401.62137) Full Text: DOI
Brouste, Alexandre; Masuda, Hiroki Efficient estimation of stable Lévy process with symmetric jumps. (English) Zbl 1443.62235 Stat. Inference Stoch. Process. 21, No. 2, 289-307 (2018). MSC: 62M09 60G51 PDFBibTeX XMLCite \textit{A. Brouste} and \textit{H. Masuda}, Stat. Inference Stoch. Process. 21, No. 2, 289--307 (2018; Zbl 1443.62235) Full Text: DOI arXiv
Beran, Jan; Steffens, Britta; Ghosh, Sucharita On local trigonometric regression under dependence. (English) Zbl 1416.62471 J. Time Ser. Anal. 39, No. 4, 592-617 (2018). MSC: 62M09 62M10 62G20 PDFBibTeX XMLCite \textit{J. Beran} et al., J. Time Ser. Anal. 39, No. 4, 592--617 (2018; Zbl 1416.62471) Full Text: DOI
Kulkarni, Ankur A. Local and networked mean-square estimation with high dimensional log-concave noise. (English) Zbl 1464.62371 IEEE Trans. Inf. Theory 64, No. 4, Part 1, 2759-2773 (2018). MSC: 62M09 60F05 62M20 PDFBibTeX XMLCite \textit{A. A. Kulkarni}, IEEE Trans. Inf. Theory 64, No. 4, Part 1, 2759--2773 (2018; Zbl 1464.62371) Full Text: DOI
Solev, V. N. Adaptive estimation of function observed in Gaussian stationary noise. (English. Russian original) Zbl 1388.62244 J. Math. Sci., New York 229, No. 6, 772-781 (2018); translation from Zap. Nauchn. Semin. POMI 454, 261-275 (2017). MSC: 62M09 60G15 60G10 PDFBibTeX XMLCite \textit{V. N. Solev}, J. Math. Sci., New York 229, No. 6, 772--781 (2018; Zbl 1388.62244); translation from Zap. Nauchn. Semin. POMI 454, 261--275 (2017) Full Text: DOI
Comte, F.; Duval, C. Statistical inference for renewal processes. (English) Zbl 1468.62332 Scand. J. Stat. 45, No. 1, 164-193 (2018). Reviewer: Mathias Trabs (Hamburg) MSC: 62M09 62G07 60K15 PDFBibTeX XMLCite \textit{F. Comte} and \textit{C. Duval}, Scand. J. Stat. 45, No. 1, 164--193 (2018; Zbl 1468.62332) Full Text: DOI HAL
Garg, Mansi; Dewan, Isha On estimation of limiting variance of partial sums of functions of associated random variables. (English) Zbl 1377.62176 J. Stat. Plann. Inference 192, 1-17 (2018). MSC: 62M09 62G05 62G09 PDFBibTeX XMLCite \textit{M. Garg} and \textit{I. Dewan}, J. Stat. Plann. Inference 192, 1--17 (2018; Zbl 1377.62176) Full Text: DOI
Chiba, Kohei LAN property for stochastic differential equations driven by fractional Brownian motion of Hurst parameter \(H\in(1/4,1/2)\). arXiv:1804.04108 Preprint, arXiv:1804.04108 [math.ST] (2018). MSC: 62M09 62F12 BibTeX Cite \textit{K. Chiba}, ``LAN property for stochastic differential equations driven by fractional Brownian motion of Hurst parameter $H\in(1/4,1/2)$'', Preprint, arXiv:1804.04108 [math.ST] (2018) Full Text: arXiv OA License
Mishra, Mahendra Nath; Prakasa Rao, Bhagavatula Lakshmi Surya Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for mixed fractional Ornstein-Uhlenbeck type process. (English) Zbl 1448.62063 Bull. Inf. Cybern. 49, 67-80 (2017). MSC: 62M09 62F10 62F15 60F10 60J60 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Bull. Inf. Cybern. 49, 67--80 (2017; Zbl 1448.62063) Full Text: DOI Link
Yair, Or; Talmon, Ronen; Coifman, Ronald R.; Kevrekidis, Ioannis G. Reconstruction of normal forms by learning informed observation geometries from data. (English) Zbl 1407.62306 Proc. Natl. Acad. Sci. USA 114, No. 38, E7865-E7874 (2017). MSC: 62M09 62G99 PDFBibTeX XMLCite \textit{O. Yair} et al., Proc. Natl. Acad. Sci. USA 114, No. 38, E7865--E7874 (2017; Zbl 1407.62306) Full Text: DOI arXiv
Perera, K. Estimation of the parameters of a chirp type model with stationary residuals. (English) Zbl 1431.62349 J. Probab. Stat. 2017, Article ID 6219149, 14 p. (2017). MSC: 62M09 62F12 PDFBibTeX XMLCite \textit{K. Perera}, J. Probab. Stat. 2017, Article ID 6219149, 14 p. (2017; Zbl 1431.62349) Full Text: DOI OA License
Prakasa Rao, B. L. S. Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion. (English) Zbl 06829784 Stochastic Anal. Appl. 35, No. 6, 943-953 (2017). MSC: 62M09 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 35, No. 6, 943--953 (2017; Zbl 06829784) Full Text: DOI
Dang, Thi To Nhu; Istas, Jacques Estimation of the Hurst and the stability indices of a \(H\)-self-similar stable process. (English) Zbl 1459.62163 Electron. J. Stat. 11, No. 2, 4103-4150 (2017). MSC: 62M09 60G18 60G22 60G52 62F12 62E20 PDFBibTeX XMLCite \textit{T. T. N. Dang} and \textit{J. Istas}, Electron. J. Stat. 11, No. 2, 4103--4150 (2017; Zbl 1459.62163) Full Text: DOI arXiv Euclid
Ramprasath, L. Role of stylized features in constructing better estimators. (English) Zbl 1373.62439 Commun. Stat., Theory Methods 46, No. 15, 7612-7620 (2017). MSC: 62M09 62M10 62C15 62F12 62P05 PDFBibTeX XMLCite \textit{L. Ramprasath}, Commun. Stat., Theory Methods 46, No. 15, 7612--7620 (2017; Zbl 1373.62439) Full Text: DOI
Ouakasse, Abdelhamid; Mélard, Guy A new recursive estimation method for single input single output models. (English) Zbl 1369.62217 J. Time Ser. Anal. 38, No. 3, 417-457 (2017). MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{A. Ouakasse} and \textit{G. Mélard}, J. Time Ser. Anal. 38, No. 3, 417--457 (2017; Zbl 1369.62217) Full Text: DOI
Jokiel-Rokita, Alicja; Topolnicki, Rafał Estimation of the ratio of a geometric process. (English) Zbl 1368.62242 Appl. Math. 44, No. 1, 105-121 (2017). MSC: 62M09 62F12 60K20 PDFBibTeX XMLCite \textit{A. Jokiel-Rokita} and \textit{R. Topolnicki}, Appl. Math. 44, No. 1, 105--121 (2017; Zbl 1368.62242) Full Text: DOI
Masuda, Hiroki; Uehara, Yuma Two-step estimation of ergodic Lévy driven SDE. (English) Zbl 1369.62216 Stat. Inference Stoch. Process. 20, No. 1, 105-137 (2017). MSC: 62M09 60G51 60H10 PDFBibTeX XMLCite \textit{H. Masuda} and \textit{Y. Uehara}, Stat. Inference Stoch. Process. 20, No. 1, 105--137 (2017; Zbl 1369.62216) Full Text: DOI arXiv