Di Crescenzo, Antonio; Paraggio, Paola; Torres-Ruiz, Francisco A Bertalanffy-Richards growth model perturbed by a time-dependent pattern, statistical analysis and applications. (English) Zbl 07912555 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108258, 24 p. (2024). MSC: 62P10 60J80 62M05 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108258, 24 p. (2024; Zbl 07912555) Full Text: DOI
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
Ahmad, Jamaal; Bladt, Mogens Aggregate Markov models in life insurance: estimation via the EM algorithm. (English) Zbl 07896849 Scand. Actuar. J. 2024, No. 6, 533-560 (2024). MSC: 91B30 62M05 60J27 60J28 91G70 PDFBibTeX XMLCite \textit{J. Ahmad} and \textit{M. Bladt}, Scand. Actuar. J. 2024, No. 6, 533--560 (2024; Zbl 07896849) Full Text: DOI arXiv
Ning, Ning; Ionides, Edward Systemic infinitesimal over-dispersion on graphical dynamic models. (English) Zbl 07889773 Stat. Comput. 34, No. 5, Paper No. 147, 19 p. (2024). MSC: 62-08 62H22 62M05 60J27 PDFBibTeX XMLCite \textit{N. Ning} and \textit{E. Ionides}, Stat. Comput. 34, No. 5, Paper No. 147, 19 p. (2024; Zbl 07889773) Full Text: DOI arXiv
Chau, H.; Kirkby, J. L.; D. H. Nguyen; D. Nguyen; N. Nguyen; T. Nguyen An efficient method to simulate diffusion bridges. (English) Zbl 07889757 Stat. Comput. 34, No. 4, Paper No. 131, 22 p. (2024). MSC: 62-08 60J60 60H10 62M05 PDFBibTeX XMLCite \textit{H. Chau} et al., Stat. Comput. 34, No. 4, Paper No. 131, 22 p. (2024; Zbl 07889757) Full Text: DOI
Ghezal, Ahmed; Cavicchioli, Maddalena; Zemmouri, Imane On the existence of stationary threshold bilinear processes. (English) Zbl 07889375 Stat. Pap. 65, No. 6, 3739-3767 (2024). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Ghezal} et al., Stat. Pap. 65, No. 6, 3739--3767 (2024; Zbl 07889375) Full Text: DOI OA License
Iguchi, Yuga; Beskos, Alexandros; Graham, Matthew M. Parameter inference for degenerate diffusion processes. (English) Zbl 07879397 Stochastic Processes Appl. 174, Article ID 104384, 40 p. (2024). MSC: 60H10 62M05 60J60 62M10 PDFBibTeX XMLCite \textit{Y. Iguchi} et al., Stochastic Processes Appl. 174, Article ID 104384, 40 p. (2024; Zbl 07879397) 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
Kutoyants, Yury A. Volatility estimation of hidden Markov processes and adaptive filtration. (English) Zbl 07869148 Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M05 62F12 93E11 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024; Zbl 07869148) Full Text: DOI arXiv
Al-Ghattas, Omar; Bao, Jiajun; Sanz-Alonso, Daniel Ensemble Kalman filters with resampling. (English) Zbl 1540.62117 SIAM/ASA J. Uncertain. Quantif. 12, 411-441 (2024). MSC: 62M20 60G35 62F15 62M05 PDFBibTeX XMLCite \textit{O. Al-Ghattas} et al., SIAM/ASA J. Uncertain. Quantif. 12, 411--441 (2024; Zbl 1540.62117) Full Text: DOI arXiv
Kroumbi, Hafssa; Nasroallah, Abdelaziz Likelihood and decoding problems for mixed space hidden Markov model. (English) Zbl 07864349 Monte Carlo Methods Appl. 30, No. 2, 93-105 (2024). MSC: 60J05 62M05 60G20 65C05 PDFBibTeX XMLCite \textit{H. Kroumbi} and \textit{A. Nasroallah}, Monte Carlo Methods Appl. 30, No. 2, 93--105 (2024; Zbl 07864349) Full Text: DOI
Men, Yunzhe; Sun, Jian \( H_\infty\) control of singularly perturbed systems using deficient hidden semi-Markov model. (English) Zbl 07861352 Nonlinear Anal., Hybrid Syst. 52, Article ID 101453, 16 p. (2024). MSC: 93B36 93C70 93E03 62M05 PDFBibTeX XMLCite \textit{Y. Men} and \textit{J. Sun}, Nonlinear Anal., Hybrid Syst. 52, Article ID 101453, 16 p. (2024; Zbl 07861352) Full Text: DOI
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
Lux, Thomas Estimation of regime-switching diffusions via Fourier transforms. (English) Zbl 1539.62028 Stat. Comput. 34, No. 2, Paper No. 88, 16 p. (2024). MSC: 62-08 62M05 PDFBibTeX XMLCite \textit{T. Lux}, Stat. Comput. 34, No. 2, Paper No. 88, 16 p. (2024; Zbl 1539.62028) Full Text: DOI OA License
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
Mou, Wenlong; Pananjady, Ashwin; Wainwright, Martin J.; Bartlett, Peter L. Optimal and instance-dependent guarantees for Markovian linear stochastic approximation. (English) Zbl 07854615 Math. Stat. Learn. 7, No. 1-2, 41-153 (2024). MSC: 62L20 60J22 62C20 62M05 93E35 PDFBibTeX XMLCite \textit{W. Mou} et al., Math. Stat. Learn. 7, No. 1--2, 41--153 (2024; Zbl 07854615) Full Text: DOI arXiv OA License
Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit A Hawkes model with CARMA(p,q) intensity. (English) Zbl 07852741 Insur. Math. Econ. 116, 1-26 (2024). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G55 62M05 62P05 91G99 PDFBibTeX XMLCite \textit{L. Mercuri} et al., Insur. Math. Econ. 116, 1--26 (2024; Zbl 07852741) Full Text: DOI arXiv
B., Ram Kumar; P., Balasubramaniam; R., Vijay Aravind Designing asynchronous resilient sampled data controller for nonlinear Markov jump systems via hidden Markov model and quantum genetic algorithm. (English) Zbl 1539.93112 J. Franklin Inst. 361, No. 8, Article ID 106853, 13 p. (2024). MSC: 93C57 93B35 93C10 93E15 62M05 PDFBibTeX XMLCite \textit{R. K. B.} et al., J. Franklin Inst. 361, No. 8, Article ID 106853, 13 p. (2024; Zbl 1539.93112) Full Text: DOI
Zhang, Qian; Yan, Huaicheng; Tian, Yongxiao; Qi, Ping Asynchronous dissipative control of time-delay singular Markovian jump systems with actuator saturation. (English) Zbl 1539.93171 J. Franklin Inst. 361, No. 7, Article ID 106759, 13 p. (2024). MSC: 93E03 93C43 62M05 PDFBibTeX XMLCite \textit{Q. Zhang} et al., J. Franklin Inst. 361, No. 7, Article ID 106759, 13 p. (2024; Zbl 1539.93171) Full Text: DOI
Ghezal, Ahmed; Zemmouri, Imane QMLE of the general periodic GARCH models. (English) Zbl 07851856 Jordan J. Math. Stat. 17, No. 1, 45-64 (2024). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{A. Ghezal} and \textit{I. Zemmouri}, Jordan J. Math. Stat. 17, No. 1, 45--64 (2024; Zbl 07851856) 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 Azri, Abdenbi; Ahmed, Nafidi A stochastic log-logistic diffusion process: statistical computational aspects and application to real data. (English) Zbl 1536.60068 Stoch. Models 40, No. 2, 261-277 (2024). MSC: 60J60 62M05 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{A. El Azri} and \textit{N. Ahmed}, Stoch. Models 40, No. 2, 261--277 (2024; Zbl 1536.60068) Full Text: DOI
Feng, Li-Xiang; Yang, Guang-Hong Fuzzy asynchronous fault detection for Markov jump systems with quantization and partially unknown transition probabilities. (English) Zbl 1536.93498 J. Franklin Inst. 361, No. 6, Article ID 106697, 14 p. (2024). MSC: 93C42 93C55 93E03 62M05 PDFBibTeX XMLCite \textit{L.-X. Feng} and \textit{G.-H. Yang}, J. Franklin Inst. 361, No. 6, Article ID 106697, 14 p. (2024; Zbl 1536.93498) Full Text: DOI
Ding, Pengcheng; Li, Feng; Fang, Tian; Wang, Jing Hidden-Markov-model-based event-triggered output consensus for Markov jump multi-agent systems with general information. (English) Zbl 1536.93538 J. Franklin Inst. 361, No. 5, Article ID 106655, 12 p. (2024). MSC: 93C65 93D50 93E03 93A16 62M05 PDFBibTeX XMLCite \textit{P. Ding} et al., J. Franklin Inst. 361, No. 5, Article ID 106655, 12 p. (2024; Zbl 1536.93538) Full Text: DOI
Foroni, Beatrice; Merlo, Luca; Petrella, Lea Expectile hidden Markov regression models for analyzing cryptocurrency returns. (English) Zbl 1536.62007 Stat. Comput. 34, No. 2, Paper No. 66, 12 p. (2024). MSC: 62-08 62M05 62M10 62P05 PDFBibTeX XMLCite \textit{B. Foroni} et al., Stat. Comput. 34, No. 2, Paper No. 66, 12 p. (2024; Zbl 1536.62007) Full Text: DOI arXiv
Brusa, Luca; Pennoni, Fulvia; Bartolucci, Francesco Maximum likelihood estimation for discrete latent variable models via evolutionary algorithms. (English) Zbl 1536.62002 Stat. Comput. 34, No. 2, Paper No. 62, 15 p. (2024). MSC: 62-08 62F10 62M05 PDFBibTeX XMLCite \textit{L. Brusa} et al., Stat. Comput. 34, No. 2, Paper No. 62, 15 p. (2024; Zbl 1536.62002) Full Text: DOI OA License
David, Étienne; Bellot, Jean; Le Corff, Sylvain; Lehéricy, Luc Identifiability of discrete input-output hidden Markov models with external signals. (English) Zbl 1536.62005 Stat. Comput. 34, No. 1, Paper No. 54, 20 p. (2024). MSC: 62-08 62M05 62F12 PDFBibTeX XMLCite \textit{É. David} et al., Stat. Comput. 34, No. 1, Paper No. 54, 20 p. (2024; Zbl 1536.62005) Full Text: DOI
Yamaguchi, Kazuhiro; Martinez, Alfonso J. Variational Bayes inference for hidden Markov diagnostic classification models. (English) Zbl 1534.62254 Br. J. Math. Stat. Psychol. 77, No. 1, 55-79 (2024). MSC: 62P15 62H30 62M05 PDFBibTeX XMLCite \textit{K. Yamaguchi} and \textit{A. J. Martinez}, Br. J. Math. Stat. Psychol. 77, No. 1, 55--79 (2024; Zbl 1534.62254) Full Text: DOI
Wolfer, Geoffrey; Kontorovich, Aryeh Improved estimation of relaxation time in nonreversible Markov chains. (English) Zbl 1537.60096 Ann. Appl. Probab. 34, No. 1A, 249-276 (2024). MSC: 60J10 62M05 62M10 37A30 PDFBibTeX XMLCite \textit{G. Wolfer} and \textit{A. Kontorovich}, Ann. Appl. Probab. 34, No. 1A, 249--276 (2024; Zbl 1537.60096) Full Text: DOI arXiv Link
Jiang, Hui; Pan, Yajuan; Wei, Xiao Self-normalized Cramér-type moderate deviations for explosive Vasicek model. (English) Zbl 1534.60038 J. Theor. Probab. 37, No. 1, 228-250 (2024). MSC: 60F10 62M05 62F12 60F05 PDFBibTeX XMLCite \textit{H. Jiang} et al., J. Theor. Probab. 37, No. 1, 228--250 (2024; Zbl 1534.60038) Full Text: DOI
Liu, Jiahui; Hua, Mingang; Deng, Feiqi; Chen, Hua; Fei, Juntao Quantized fault detection filtering for discrete-time periodic MJSs with repeated scalar nonlinearities via double periodic HMMs. (English) Zbl 1533.93807 J. Franklin Inst. 361, No. 4, Article ID 106619, 14 p. (2024). MSC: 93E11 93C55 93E03 62M05 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Franklin Inst. 361, No. 4, Article ID 106619, 14 p. (2024; Zbl 1533.93807) Full Text: DOI
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
Wang, Guanqi; Li, Feng; Xia, Jianwei; Shen, Hao; Wang, Jing Hidden Markov model-based \(\mathcal{H}_\infty\) control for singular Markov jump systems under denial of service attacks. (English) Zbl 1533.93166 Int. J. Robust Nonlinear Control 34, No. 6, 4310-4324 (2024). MSC: 93B36 93C55 93E03 62M05 PDFBibTeX XMLCite \textit{G. Wang} et al., Int. J. Robust Nonlinear Control 34, No. 6, 4310--4324 (2024; Zbl 1533.93166) Full Text: DOI
Ivanovs, Jevgenijs; Yamazaki, Kazutoshi A series expansion formula of the scale matrix with applications in CUSUM analysis. (English) Zbl 1532.60094 Stochastic Processes Appl. 170, Article ID 104300, 20 p. (2024). MSC: 60G51 60G40 62M05 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{K. Yamazaki}, Stochastic Processes Appl. 170, Article ID 104300, 20 p. (2024; Zbl 1532.60094) Full Text: DOI arXiv OA License
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
Li, Feng; Ni, Zhenghao; Su, Lei; Xia, Jianwei; Shen, Hao Passivity-based finite-region control of 2-D hidden Markov jump Roesser systems with partial statistical information. (English) Zbl 1533.93757 Nonlinear Anal., Hybrid Syst. 51, Article ID 101433, 15 p. (2024). MSC: 93E03 62P30 62M05 PDFBibTeX XMLCite \textit{F. Li} et al., Nonlinear Anal., Hybrid Syst. 51, Article ID 101433, 15 p. (2024; Zbl 1533.93757) Full Text: DOI
Leedham-Green, C. R. On a variant of the product replacement algorithm. (English) Zbl 07811192 Glasg. Math. J. 66, No. 1, 221-228 (2024). MSC: 20P05 62M05 PDFBibTeX XMLCite \textit{C. R. Leedham-Green}, Glasg. Math. J. 66, No. 1, 221--228 (2024; Zbl 07811192) Full Text: DOI
Fanizza, Marco; Lumbreras, Josep; Winter, Andreas Quantum theory in finite dimension cannot explain every general process with finite memory. (English) Zbl 07809224 Commun. Math. Phys. 405, No. 2, Paper No. 50, 24 p. (2024). MSC: 81P15 37A50 91E40 60J25 81P65 62M05 47B65 47H07 60H50 60H50 PDFBibTeX XMLCite \textit{M. Fanizza} et al., Commun. Math. Phys. 405, No. 2, Paper No. 50, 24 p. (2024; Zbl 07809224) Full Text: DOI arXiv OA License
Song, Yuping; Cai, Chunchun; Mao, Huijue; Zhu, Min Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models. (English) Zbl 1530.62033 Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024). MSC: 62P05 62F12 62G08 62M05 62M10 60J60 PDFBibTeX XMLCite \textit{Y. Song} et al., Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024; Zbl 1530.62033) Full Text: DOI
Liu, Xiaohua; Zeng, Pengyu; Deng, Feiqi; Wu, Ze-Hao; Li, Mengling Event-triggered \(\mathcal{L}_2 - \mathcal{L}_\infty\) control for discrete-time Markov jump systems with DoS attacks and exogenous disturbance. (English) Zbl 1534.93309 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 1, 16-32 (2024). MSC: 93C65 93C55 93E03 93C73 62M05 PDFBibTeX XMLCite \textit{X. Liu} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 1, 16--32 (2024; Zbl 1534.93309) Full Text: DOI
Kon Kam King, Guillaume; Pandolfi, Andrea; Piretto, Marco; Ruggiero, Matteo Approximate filtering via discrete dual processes. (English) Zbl 1534.62132 Stochastic Processes Appl. 168, Article ID 104268, 14 p. (2024). MSC: 62M20 62F15 62M05 PDFBibTeX XMLCite \textit{G. Kon Kam King} et al., Stochastic Processes Appl. 168, Article ID 104268, 14 p. (2024; Zbl 1534.62132) 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
Arous, Gérard Ben; Gerbelot, Cédric; Piccolo, Vanessa High-dimensional optimization for multi-spiked tensor PCA. arXiv:2408.06401 Preprint, arXiv:2408.06401 [stat.ML] (2024). MSC: 68Q87 62F10 62F30 62M05 BibTeX Cite \textit{G. B. Arous} et al., ``High-dimensional optimization for multi-spiked tensor PCA'', Preprint, arXiv:2408.06401 [stat.ML] (2024) Full Text: arXiv OA License
Huang, De; Li, Xiangyuan Non-asymptotic Estimates for Markov Transition Matrices with Rigorous Error Bounds. arXiv:2408.05963 Preprint, arXiv:2408.05963 [math.ST] (2024). MSC: 60J10 37A25 62M05 BibTeX Cite \textit{D. Huang} and \textit{X. Li}, ``Non-asymptotic Estimates for Markov Transition Matrices with Rigorous Error Bounds'', Preprint, arXiv:2408.05963 [math.ST] (2024) Full Text: 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
Nguyen, Thi Hien; Shirikyan, Armen Viscosity estimation for 2D pipe flows I. Construction, consistency, asymptotic normality. arXiv:2407.07369 Preprint, arXiv:2407.07369 [math.ST] (2024). MSC: 35Q30 37L55 62M05 76D06 BibTeX Cite \textit{T. H. Nguyen} and \textit{A. Shirikyan}, ``Viscosity estimation for 2D pipe flows I. Construction, consistency, asymptotic normality'', Preprint, arXiv:2407.07369 [math.ST] (2024) Full Text: arXiv OA License
Bertail, Patrice; Durot, Cécile; Fernández, Carlos Harris recurrent Markov chains and nonlinear monotone cointegrated models. arXiv:2407.05294 Preprint, arXiv:2407.05294 [math.ST] (2024). MSC: 62G05 62M05 62G30 BibTeX Cite \textit{P. Bertail} et al., ``Harris recurrent Markov chains and nonlinear monotone cointegrated models'', Preprint, arXiv:2407.05294 [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
Mazzonetto, Sara; Pigato, Paolo Estimation of parameters and local times in a discretely observed threshold diffusion model. arXiv:2403.06858 Preprint, arXiv:2403.06858 [math.ST] (2024). MSC: 62F12 62M05 60F05 60J55 BibTeX Cite \textit{S. Mazzonetto} and \textit{P. Pigato}, ``Estimation of parameters and local times in a discretely observed threshold diffusion model'', Preprint, arXiv:2403.06858 [math.ST] (2024) Full Text: arXiv OA License
Belomestny, Denis; Podolskij, Mark; Zhou, Shi-Yuan On nonparametric estimation of the interaction function in particle system models. arXiv:2402.14419 Preprint, arXiv:2402.14419 [math.ST] (2024). MSC: 62G20 62M05 60G07 60H10 BibTeX Cite \textit{D. Belomestny} et al., ``On nonparametric estimation of the interaction function in particle system models'', Preprint, arXiv:2402.14419 [math.ST] (2024) Full Text: arXiv OA License
Collet, Pierre; Martínez, Servet Maxentropy completion and properties of some partially defined Stationary Markov chains. arXiv:2402.14019 Preprint, arXiv:2402.14019 [math.PR] (2024). MSC: 60J10 62M05 BibTeX Cite \textit{P. Collet} and \textit{S. Martínez}, ``Maxentropy completion and properties of some partially defined Stationary Markov chains'', Preprint, arXiv:2402.14019 [math.PR] (2024) Full Text: arXiv OA License
Bayraktar, Erhan; Zhou, Hongyi Non-parametric estimates for graphon mean-field particle systems. arXiv:2402.05413 Preprint, arXiv:2402.05413 [math.ST] (2024). MSC: 62G07 62H22 62M05 05C80 60J60 BibTeX Cite \textit{E. Bayraktar} and \textit{H. Zhou}, ``Non-parametric estimates for graphon mean-field particle systems'', Preprint, arXiv:2402.05413 [math.ST] (2024) Full Text: arXiv OA License
Vanmechelen, Pieter; Lombaert, Geert; Samaey, Giovanni Multilevel Markov Chain Monte Carlo with likelihood scaling for high-resolution data assimilation. arXiv:2401.15978 Preprint, arXiv:2401.15978 [math.NA] (2024). MSC: 62F15 35R60 65C40 62M05 65C05 65N30 BibTeX Cite \textit{P. Vanmechelen} et al., ``Multilevel Markov Chain Monte Carlo with likelihood scaling for high-resolution data assimilation'', Preprint, arXiv:2401.15978 [math.NA] (2024) Full Text: arXiv OA License
Dytso, Alex; Cardone, Martina; Zieder, Ian Meta derivative identity for the conditional expectation. (English) Zbl 07883243 IEEE Trans. Inf. Theory 69, No. 7, 4284-4302 (2023). MSC: 62H12 62M05 PDFBibTeX XMLCite \textit{A. Dytso} et al., IEEE Trans. Inf. Theory 69, No. 7, 4284--4302 (2023; Zbl 07883243) Full Text: DOI
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
Pandolfi, Silvia; Bartolucci, Francesco; Pennoni, Fulvia A hidden Markov model for continuous longitudinal data with missing responses and dropout. (English) Zbl 07872835 Biom. J. 65, No. 5, Article ID 2200016, 28 p. (2023). MSC: 62P10 62M05 PDFBibTeX XMLCite \textit{S. Pandolfi} et al., Biom. J. 65, No. 5, Article ID 2200016, 28 p. (2023; Zbl 07872835) Full Text: DOI OA License
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
Perrot-Dockès, Marie; Blanchard, Gilles; Neuvial, Pierre; Roquain, Etienne Selective inference for false discovery proportion in a hidden Markov model. (English) Zbl 1537.62029 Test 32, No. 4, 1365-1391 (2023). MSC: 62J15 62M05 PDFBibTeX XMLCite \textit{M. Perrot-Dockès} et al., Test 32, No. 4, 1365--1391 (2023; Zbl 1537.62029) Full Text: DOI arXiv
Pennoni, Fulvia; Paas, Leonard J.; Bartolucci, Francesco A causal hidden Markov model for assessing effects of multiple direct mail campaigns. (English) Zbl 1536.62089 Test 32, No. 4, 1336-1364 (2023). MSC: 62P20 62M05 62H30 90B60 PDFBibTeX XMLCite \textit{F. Pennoni} et al., Test 32, No. 4, 1336--1364 (2023; Zbl 1536.62089) Full Text: DOI
Devulder, Alexis; Diel, Roland; Zeng, Xiaolin Some recent advances in random walks and random environments. (English. French summary) Zbl 1534.60057 ESAIM, Proc. Surv. 74, 38-50 (2023). MSC: 60G50 60K37 62M05 82B41 PDFBibTeX XMLCite \textit{A. Devulder} et al., ESAIM, Proc. Surv. 74, 38--50 (2023; Zbl 1534.60057) 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., 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., 160--168 (2023; Zbl 07829891) Full Text: Link
Tamir, Ran Entropy rate bounds of integer-valued processes via second-order statistics. (English) Zbl 07820117 IEEE Trans. Inf. Theory 69, No. 4, 2120-2134 (2023). MSC: 60G10 94A17 60E15 62M05 PDFBibTeX XMLCite \textit{R. Tamir}, IEEE Trans. Inf. Theory 69, No. 4, 2120--2134 (2023; Zbl 07820117) Full Text: DOI
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
Feng, Zhiguang; Feng, Bo; Li, Liya; Zhang, Naifu; Jiang, Zhengyi Hidden Markov model-based approach on real-time output reachable set synthesis for discrete-time nonlinear Markovian jump systems. (English) Zbl 1534.93037 Int. J. Robust Nonlinear Control 33, No. 13, 7700-7717 (2023). MSC: 93B03 93B52 93C42 93C55 93E03 62M05 PDFBibTeX XMLCite \textit{Z. Feng} et al., Int. J. Robust Nonlinear Control 33, No. 13, 7700--7717 (2023; Zbl 1534.93037) Full Text: DOI
Mou, Wenlong; Pananjady, Ashwin; Wainwright, Martin J. Optimal oracle inequalities for projected fixed-point equations, with applications to policy evaluation. (English) Zbl 07811863 Math. Oper. Res. 48, No. 4, 2308-2336 (2023). MSC: 62J05 62M05 65M15 90C40 93E25 PDFBibTeX XMLCite \textit{W. Mou} et al., Math. Oper. Res. 48, No. 4, 2308--2336 (2023; Zbl 07811863) Full Text: DOI arXiv
Ahmad, Jamaal; Bladt, Mogens Phase-type representations of stochastic interest rates with applications to life insurance. (English) Zbl 1534.91106 Eur. Actuar. J. 13, No. 2, 571-606 (2023). MSC: 91G05 91G30 62M05 PDFBibTeX XMLCite \textit{J. Ahmad} and \textit{M. Bladt}, Eur. Actuar. J. 13, No. 2, 571--606 (2023; Zbl 1534.91106) Full Text: DOI arXiv OA License
Cavicchioli, Maddalena Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends. (English) Zbl 1529.62071 Stochastics 95, No. 8, 1488-1509 (2023). MSC: 62M10 62M05 62H12 62E20 62F12 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Stochastics 95, No. 8, 1488--1509 (2023; Zbl 1529.62071) Full Text: DOI
Cavicchioli, Maddalena Likelihood-based analysis in mixture global vars. (English) Zbl 07798254 J. Math. Sci., New York 271, No. 3, Series A, 341-353 (2023). MSC: 62F10 62H12 62M05 62M10 PDFBibTeX XMLCite \textit{M. Cavicchioli}, J. Math. Sci., New York 271, No. 3, 341--353 (2023; Zbl 07798254) Full Text: DOI
Ghezal, Ahmed A doubly Markov switching AR model: some probabilistic properties and strong consistency. (English) Zbl 07798130 J. Math. Sci., New York 271, No. 1, Series A, 66-75 (2023). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{A. Ghezal}, J. Math. Sci., New York 271, No. 1, 66--75 (2023; Zbl 07798130) Full Text: DOI
Chak, Martin; Kantas, Nikolas; Lelièvre, Tony; Pavliotis, Grigorios A. Optimal friction matrix for underdamped Langevin sampling. (English) Zbl 1537.60098 ESAIM, Math. Model. Numer. Anal. 57, No. 6, 3335-3371 (2023). Reviewer: Eugen Paltanea (Braşov) MSC: 60J25 60J60 62F15 62M05 65C40 PDFBibTeX XMLCite \textit{M. Chak} et al., ESAIM, Math. Model. Numer. Anal. 57, No. 6, 3335--3371 (2023; Zbl 1537.60098) Full Text: DOI arXiv OA License
Döring, Leif; Trottner, Lukas Stability of overshoots of Markov additive processes. (English) Zbl 1530.60066 Ann. Appl. Probab. 33, No. 6B, 5413-5458 (2023). MSC: 60J55 37A25 62M05 PDFBibTeX XMLCite \textit{L. Döring} and \textit{L. Trottner}, Ann. Appl. Probab. 33, No. 6B, 5413--5458 (2023; Zbl 1530.60066) Full Text: DOI arXiv
Yashina, Marina; Tatashev, Alexander; de Alencar, Marcelo Sampaio Loss probability in priority limited processing queueing system. (English) Zbl 1528.60091 Math. Methods Appl. Sci. 46, No. 12, 13279-13288 (2023). MSC: 60K25 62M05 90B22 PDFBibTeX XMLCite \textit{M. Yashina} et al., Math. Methods Appl. Sci. 46, No. 12, 13279--13288 (2023; Zbl 1528.60091) Full Text: DOI
Deo, Neil Donsker theorems for occupation measures of multi-dimensional periodic diffusions. (English) Zbl 1530.60038 Electron. Commun. Probab. 28, Paper No. 38, 12 p. (2023). MSC: 60F17 60J60 62G20 62M05 PDFBibTeX XMLCite \textit{N. Deo}, Electron. Commun. Probab. 28, Paper No. 38, 12 p. (2023; Zbl 1530.60038) Full Text: DOI arXiv
Agarwal, Amit; Bartusek, James; Khurana, Dakshita; Kumar, Nishant A new framework for quantum oblivious transfer. (English) Zbl 1536.81042 Hazay, Carmit (ed.) et al., Advances in cryptology – EUROCRYPT 2023. 42nd annual international conference on the theory and applications of cryptographic techniques, Lyon, France, April 23–27, 2023. Proceedings. Part I. Cham: Springer. Lect. Notes Comput. Sci. 14004, 363-394 (2023). MSC: 81P94 94A60 81P45 81P15 78A37 62M05 81Q65 81P40 81P17 PDFBibTeX XMLCite \textit{A. Agarwal} et al., Lect. Notes Comput. Sci. 14004, 363--394 (2023; Zbl 1536.81042) Full Text: DOI arXiv
Dau, Hai-Dang; Chopin, Nicolas On backward smoothing algorithms. (English) Zbl 1539.62283 Ann. Stat. 51, No. 5, 2145-2169 (2023). MSC: 62M20 62M05 65C05 65Y20 PDFBibTeX XMLCite \textit{H.-D. Dau} and \textit{N. Chopin}, Ann. Stat. 51, No. 5, 2145--2169 (2023; Zbl 1539.62283) Full Text: DOI arXiv Link
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
Kao, Yonggui; Zhang, Panpan; Wang, Changhong; Xia, Hongwei Analysis and design of Markov jump discrete systems. (English) Zbl 1531.93006 Studies in Systems, Decision and Control 499. Singapore: Springer (ISBN 978-981-9957-47-7/hbk; 978-981-9957-50-7/pbk; 978-981-9957-48-4/ebook). xiii, 198 p. (2023). MSC: 93-02 93E03 93E15 93B12 93B36 93C40 93B35 62M05 60J74 PDFBibTeX XMLCite \textit{Y. Kao} et al., Analysis and design of Markov jump discrete systems. Singapore: Springer (2023; Zbl 1531.93006) Full Text: DOI
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
Nita, Hadjer; Afroun, Faïrouz; Cherfaoui, Mouloud; Aïssani, Djamil Statistical analysis of the estimates of some stationary performances of the unreliable \(M/M/1/N\) queue with Bernoulli feedback. (English) Zbl 07773424 Monte Carlo Methods Appl. 29, No. 4, 351-366 (2023). MSC: 62F12 62M05 62F05 62F03 90B22 PDFBibTeX XMLCite \textit{H. Nita} et al., Monte Carlo Methods Appl. 29, No. 4, 351--366 (2023; Zbl 07773424) Full Text: DOI
Araya, Hector; Barrera, John Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1525.60047 Random Oper. Stoch. Equ. 31, No. 4, 339-349 (2023). MSC: 60G22 62M09 62M05 PDFBibTeX XMLCite \textit{H. Araya} and \textit{J. Barrera}, Random Oper. Stoch. Equ. 31, No. 4, 339--349 (2023; Zbl 1525.60047) Full Text: DOI
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
Sun, Yan; Yang, Shihao Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems. (English) Zbl 1523.62039 Stat. Comput. 33, No. 6, Paper No. 142, 30 p. (2023). MSC: 62-08 62M05 62F15 60H10 62P10 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{S. Yang}, Stat. Comput. 33, No. 6, Paper No. 142, 30 p. (2023; Zbl 1523.62039) Full Text: DOI arXiv
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
Coghi, Francesco; Buffoni, Lorenzo; Gherardini, Stefano Convergence of the integral fluctuation theorem estimator for nonequilibrium Markov systems. (English) Zbl 1539.60024 J. Stat. Mech. Theory Exp. 2023, No. 6, Article ID 063201, 22 p. (2023). MSC: 60F10 62M05 60J10 62G20 82C05 PDFBibTeX XMLCite \textit{F. Coghi} et al., J. Stat. Mech. Theory Exp. 2023, No. 6, Article ID 063201, 22 p. (2023; Zbl 1539.60024) Full Text: DOI arXiv OA License
Mei, Xiaoling; Wang, Yachong; Zhu, Weixuan Bayesian nonparametric portfolio selection with rolling maximum drawdown control. (English) Zbl 1530.91533 Quant. Finance 23, No. 10, 1497-1510 (2023). MSC: 91G10 93B45 62M05 PDFBibTeX XMLCite \textit{X. Mei} et al., Quant. Finance 23, No. 10, 1497--1510 (2023; Zbl 1530.91533) Full Text: DOI
Colijn, Caroline (ed.); Halloran, M. Elizabeth (ed.); O’Neill, Philip D. (ed.); Trapman, Pieter (ed.) Design and analysis of infectious disease studies. Abstracts from the workshop held February 19–25, 2023. (English) Zbl 1525.00015 Oberwolfach Rep. 20, No. 1, 487-535 (2023). MSC: 00B05 00B25 92-06 62-06 05C05 05C12 05C82 37E25 37N25 62F15 62H30 62M05 62M09 62N01 62N02 62P10 92-04 92-08 92C60 92D20 92D30 PDFBibTeX XMLCite \textit{C. Colijn} (ed.) et al., Oberwolfach Rep. 20, No. 1, 487--535 (2023; Zbl 1525.00015) Full Text: DOI
Balde, Maoudo Faramba; Belfadli, Rachid; Es-Sebaiy, Khalifa Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes. (English) Zbl 1535.60037 Stoch. Dyn. 23, No. 4, Article ID 2350029, 17 p. (2023). MSC: 60F05 62M05 60G22 60H07 PDFBibTeX XMLCite \textit{M. F. Balde} et al., Stoch. Dyn. 23, No. 4, Article ID 2350029, 17 p. (2023; Zbl 1535.60037) Full Text: DOI
Comte, Fabienne; Marie, Nicolas Nonparametric drift estimation from diffusions with correlated Brownian motions. (English) Zbl 07740033 J. Multivariate Anal. 198, Article ID 105222, 23 p. (2023). MSC: 62Hxx 62G07 62M05 PDFBibTeX XMLCite \textit{F. Comte} and \textit{N. Marie}, J. Multivariate Anal. 198, Article ID 105222, 23 p. (2023; Zbl 07740033) Full Text: DOI arXiv HAL
Su, Weizhe; Wang, Xia Multiple hypotheses testing on dependent count data with covariate effects. (English) Zbl 07738983 Stat. Interface 16, No. 3, 409-417 (2023). MSC: 62-XX 62F03 62M05 62J12 PDFBibTeX XMLCite \textit{W. Su} and \textit{X. Wang}, Stat. Interface 16, No. 3, 409--417 (2023; Zbl 07738983) Full Text: DOI
Fiecas, Mark B.; Coffman, Christian; Xu, Meng; Hendrickson, Timothy J.; Mueller, Bryon A.; Klimes-Dougan, Bonnie; Cullen, Kathryn R. Approximate hidden semi-Markov models for dynamic connectivity analysis in resting-state fMRI. (English) Zbl 07738973 Stat. Interface 16, No. 2, 259-277 (2023). MSC: 62-XX 62M05 62M10 62P10 PDFBibTeX XMLCite \textit{M. B. Fiecas} et al., Stat. Interface 16, No. 2, 259--277 (2023; Zbl 07738973) Full Text: DOI
Ford, Jason J.; James, Jasmin; Molloy, Timothy L. Exactly optimal Bayesian quickest change detection for hidden Markov models. (English) Zbl 07738559 Automatica 157, Article ID 111232, 5 p. (2023). MSC: 62P30 62M05 PDFBibTeX XMLCite \textit{J. J. Ford} et al., Automatica 157, Article ID 111232, 5 p. (2023; Zbl 07738559) Full Text: DOI arXiv OA License
Tao, Yue-Yue; Wu, Zheng-Guang Asynchronous stabilization for hidden Markov jump linear systems with complex transition probabilities. (English) Zbl 1520.93596 Automatica 156, Article ID 111200, 6 p. (2023). MSC: 93E15 93C55 93C05 62M05 PDFBibTeX XMLCite \textit{Y.-Y. Tao} and \textit{Z.-G. Wu}, Automatica 156, Article ID 111200, 6 p. (2023; Zbl 1520.93596) Full Text: DOI
Llewellyn, Mary; King, Ruth; Elvira, Víctor; Ross, Gordon A point mass proposal method for Bayesian state-space model fitting. (English) Zbl 1517.62036 Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023). MSC: 62-08 60J22 62F15 62M05 65C05 PDFBibTeX XMLCite \textit{M. Llewellyn} et al., Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023; Zbl 1517.62036) Full Text: DOI arXiv OA License
Amorino, Chiara; Heidari, Akram; Pilipauskaitė, Vytautė; Podolskij, Mark Parameter estimation of discretely observed interacting particle systems. (English) Zbl 07726175 Stochastic Processes Appl. 163, 350-386 (2023). MSC: 62F12 62E20 62M05 60G07 60H10 PDFBibTeX XMLCite \textit{C. Amorino} et al., Stochastic Processes Appl. 163, 350--386 (2023; Zbl 07726175) Full Text: DOI arXiv
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian volatility learning under microstructure noise. (English) Zbl 1516.62084 Jpn. J. Stat. Data Sci. 6, No. 1, 551-571 (2023). MSC: 62P05 62G20 62M05 62-08 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Jpn. J. Stat. Data Sci. 6, No. 1, 551--571 (2023; Zbl 1516.62084) Full Text: DOI arXiv
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