Qian, Zhongmin; Xu, Xingcheng Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory. (English) Zbl 07906336 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609-1638 (2024). MSC: 60H05 62F12 62M09 91G30 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609--1638 (2024; Zbl 07906336) Full Text: DOI arXiv
Han, Yuecai; Zhang, Dingwen Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07904962 Stoch. Models 40, No. 3, 502-517 (2024). MSC: 62F12 62M09 60H05 60H07 PDFBibTeX XMLCite \textit{Y. Han} and \textit{D. Zhang}, Stoch. Models 40, No. 3, 502--517 (2024; Zbl 07904962) Full Text: DOI
Chong, Carsten H.; Hoffmann, Marc; Liu, Yanghui; Rosenbaum, Mathieu; Szymanski, Grégoire Statistical inference for rough volatility: central limit theorems. (English) Zbl 07900395 Ann. Appl. Probab. 34, No. 3, 2600-2649 (2024). MSC: 62G15 62G20 62M09 60F05 62P20 PDFBibTeX XMLCite \textit{C. H. Chong} et al., Ann. Appl. Probab. 34, No. 3, 2600--2649 (2024; Zbl 07900395) Full Text: DOI arXiv Link
Prakasa Rao, B. L. S. Nonparametric estimation of trend for SDEs driven by a Gaussian process. (English) Zbl 07897844 Commun. Stat., Theory Methods 53, No. 17, 6152-6159 (2024). MSC: 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 53, No. 17, 6152--6159 (2024; Zbl 07897844) Full Text: DOI
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
Grzesiek, Aleksandra; Gajda, Janusz; Thapa, Samudrajit; Wyłomańska, Agnieszka Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics. (English) Zbl 1540.60068 Chaos 34, No. 4, Article ID 043154, 16 p. (2024). MSC: 60G22 62M07 60G18 62M09 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., Chaos 34, No. 4, Article ID 043154, 16 p. (2024; Zbl 1540.60068) Full Text: DOI
Bercu, Bernard; Laulin, Lucile How to estimate the memory of the elephant random walk. (English) Zbl 07850697 Commun. Stat., Theory Methods 53, No. 7, 2578-2598 (2024). MSC: 60G50 60G42 62M09 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{L. Laulin}, Commun. Stat., Theory Methods 53, No. 7, 2578--2598 (2024; Zbl 07850697) Full Text: DOI arXiv
Yan, Litan; Guo, Rui; Gao, Han Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion. (English) Zbl 07850689 Commun. Stat., Theory Methods 53, No. 7, 2390-2421 (2024). MSC: 60G22 60H07 60F05 62M09 PDFBibTeX XMLCite \textit{L. Yan} et al., Commun. Stat., Theory Methods 53, No. 7, 2390--2421 (2024; Zbl 07850689) 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
Chandak, Siddharth; Shah, Pratik; Borkar, Vivek S.; Dodhia, Parth Reinforcement learning in non-Markovian environments. (English) Zbl 07850438 Syst. Control Lett. 185, Article ID 105751, 9 p. (2024). MSC: 68T05 62M09 93A16 93E35 PDFBibTeX XMLCite \textit{S. Chandak} et al., Syst. Control Lett. 185, Article ID 105751, 9 p. (2024; Zbl 07850438) Full Text: DOI arXiv
Jang, Yuhyeong; Sundararajan, Raanju R.; Barreto-Souza, Wagner A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference. (English) Zbl 1536.62010 Stat. Comput. 34, No. 1, Paper No. 56, 21 p. (2024). MSC: 62-08 62M09 62M10 62H12 PDFBibTeX XMLCite \textit{Y. Jang} et al., Stat. Comput. 34, No. 1, Paper No. 56, 21 p. (2024; Zbl 1536.62010) Full Text: DOI arXiv OA License
Djerfi, Kouider; Djellouli, Ghaouti; Madani, Fethi Stein estimators for the drift of the mixing of two fractional Brownian motions. (English) Zbl 07833910 Commun. Stat., Theory Methods 53, No. 6, 1891-1905 (2024). MSC: 60G15 62B05 62M09 PDFBibTeX XMLCite \textit{K. Djerfi} et al., Commun. Stat., Theory Methods 53, No. 6, 1891--1905 (2024; Zbl 07833910) Full Text: DOI
Goldenshluger, Alexander; Jacobovic, Royi Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data. (English) Zbl 1534.60162 Ann. Appl. Probab. 34, No. 1B, 1224-1270 (2024). MSC: 60K99 62M09 62G05 PDFBibTeX XMLCite \textit{A. Goldenshluger} and \textit{R. Jacobovic}, Ann. Appl. Probab. 34, No. 1B, 1224--1270 (2024; Zbl 1534.60162) Full Text: DOI arXiv
Szymanski, Grégoire Optimal estimation of the rough Hurst parameter in additive noise. (English) Zbl 07812501 Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024). MSC: 62F12 62M09 62M10 62M15 PDFBibTeX XMLCite \textit{G. Szymanski}, Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024; Zbl 07812501) Full Text: DOI arXiv OA License
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
Dugo, Ranieri; Giorgio, Giacomo; Pigato, Paolo The multivariate fractional Ornstein-Uhlenbeck process. arXiv:2408.03051 Preprint, arXiv:2408.03051 [math.PR] (2024). MSC: 60G15 62M09 60G22 62F12 60F05 BibTeX Cite \textit{R. Dugo} et al., ``The multivariate fractional Ornstein-Uhlenbeck process'', Preprint, arXiv:2408.03051 [math.PR] (2024) Full Text: arXiv OA License
Ralchenko, Kostiantyn; Shokrollahi, Foad; Sottinen, Tommi Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands. arXiv:2408.02449 Preprint, arXiv:2408.02449 [math.PR] (2024). MSC: 60G15 60G22 62F12 62M09 BibTeX Cite \textit{K. Ralchenko} et al., ``Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands'', Preprint, arXiv:2408.02449 [math.PR] (2024) Full Text: arXiv OA License
Alonso-Martin, Pablo Ramses; Boedihardjo, Horatio; Papavasiliou, Anastasia Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes. arXiv:2407.09703 Preprint, arXiv:2407.09703 [math.ST] (2024). MSC: 62F12 60H30 62M09 60H05 60G22 BibTeX Cite \textit{P. R. Alonso-Martin} et al., ``Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes'', Preprint, arXiv:2407.09703 [math.ST] (2024) Full Text: arXiv OA License
Alazemi, Fares; Alsenafi, Abdulaziz; Chen, Yong; Zhou, Hongjuan Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2). arXiv:2406.18004 Preprint, arXiv:2406.18004 [math.PR] (2024). MSC: 60G15 60G22 62M09 BibTeX Cite \textit{F. Alazemi} et al., ``Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)'', Preprint, arXiv:2406.18004 [math.PR] (2024) Full Text: arXiv OA License
Mishura, Yuliya; Ralchenko, Kostiantyn; Dehtiar, Olena Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion. arXiv:2406.02800 Preprint, arXiv:2406.02800 [math.ST] (2024). MSC: 60G15 60G22 62F12 62M09 BibTeX Cite \textit{Y. Mishura} et al., ``Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion'', Preprint, arXiv:2406.02800 [math.ST] (2024) Full Text: arXiv OA License
Gonzalez, Jose Hermenegildo Ramirez; Salas, Antonio Murillo; Sun, Ying On a new family of weighted Gaussian processes: an application to bat telemetry data. arXiv:2405.19903 Preprint, arXiv:2405.19903 [math.PR] (2024). MSC: 60G15 62M09 BibTeX Cite \textit{J. H. R. Gonzalez} et al., ``On a new family of weighted Gaussian processes: an application to bat telemetry data'', Preprint, arXiv:2405.19903 [math.PR] (2024) Full Text: arXiv OA License
Čoupek, Petr; Kříž, Pavel; Maslowski, Bohdan Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes. arXiv:2403.12610 Preprint, arXiv:2403.12610 [math.PR] (2024). MSC: 60G22 62M09 BibTeX Cite \textit{P. Čoupek} et al., ``Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes'', Preprint, arXiv:2403.12610 [math.PR] (2024) Full Text: arXiv OA License
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
Mandjes, Michel; Wang, Jiesen Estimation of on- and off-time distributions in a dynamic Erdős-Rényi random graph. arXiv:2401.14531 Preprint, arXiv:2401.14531 [math.ST] (2024). MSC: 05C80 62M09 62F12 BibTeX Cite \textit{M. Mandjes} and \textit{J. Wang}, ``Estimation of on- and off-time distributions in a dynamic Erdős-Rényi random graph'', Preprint, arXiv:2401.14531 [math.ST] (2024) Full Text: arXiv OA License
Leahy, James-Michael; Nilssen, Torstein Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions. arXiv:2401.09299 Preprint, arXiv:2401.09299 [math.PR] (2024). MSC: 60G22 60L20 60H10 62F12 62M09 60F15 60G17 BibTeX Cite \textit{J.-M. Leahy} and \textit{T. Nilssen}, ``Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions'', Preprint, arXiv:2401.09299 [math.PR] (2024) Full Text: arXiv OA License
Almani, Hamidreza Maleki; Sottinen, Tommi Parameter Estimation for multi-mixed Fractional Ornstein–Uhlenbeck Processes by Generalized Method of Moments. arXiv:2401.05114 Preprint, arXiv:2401.05114 [math.ST] (2024). MSC: 60G10 60G15 60G22 62M09 BibTeX Cite \textit{H. M. Almani} and \textit{T. Sottinen}, ``Parameter Estimation for multi-mixed Fractional Ornstein--Uhlenbeck Processes by Generalized Method of Moments'', Preprint, arXiv:2401.05114 [math.ST] (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
Bishwal, Jaya P. N. On the sieve estimator for fractional SPDEs from discrete observations. (English) Zbl 07850865 Markov Process. Relat. Fields 29, No. 3, 367-402 (2023). Reviewer: Luis Vázquez (Madrid) MSC: 60F05 60F25 60G22 60G44 60H10 60H15 60H35 62F12 62G05 62M07 62M09 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Markov Process. Relat. Fields 29, No. 3, 367--402 (2023; Zbl 07850865) Full Text: Link
Furrer, Reinhard; Hediger, Michael Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations. (English) Zbl 07784490 Electron. J. Stat. 17, No. 2, 3050-3102 (2023). MSC: 62M30 41A30 62M09 62F12 PDFBibTeX XMLCite \textit{R. Furrer} and \textit{M. Hediger}, Electron. J. Stat. 17, No. 2, 3050--3102 (2023; Zbl 07784490) Full Text: DOI arXiv Link
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
Spencer, Neil A.; Shalizi, Cosma Rohilla Projective, sparse and learnable latent position network models. (English) Zbl 1530.05176 Ann. Stat. 51, No. 6, 2506-2525 (2023). MSC: 05C82 05C80 68R10 60K35 05C90 62M09 PDFBibTeX XMLCite \textit{N. A. Spencer} and \textit{C. R. Shalizi}, Ann. Stat. 51, No. 6, 2506--2525 (2023; Zbl 1530.05176) 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
Mishra, M. N.; Prakasa Rao, B. L. S. Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion. (English) Zbl 07775334 Stochastic Anal. Appl. 41, No. 6, 1119-1135 (2023). MSC: 60G22 62M09 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 41, No. 6, 1119--1135 (2023; Zbl 07775334) 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
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
Liu, Yuzi; Peng, Ling; Liu, Qing; Lian, Heng; Liu, Xiaohui Functional additive expectile regression in the reproducing kernel Hilbert space. (English) Zbl 07740032 J. Multivariate Anal. 198, Article ID 105214, 17 p. (2023). MSC: 62Hxx 62G05 62M09 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Multivariate Anal. 198, Article ID 105214, 17 p. (2023; Zbl 07740032) Full Text: DOI
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
Ba, Ismaïla; Coeurjolly, Jean-François; Cuevas-Pacheco, Francisco Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion. (English) Zbl 1539.62285 Ann. Stat. 51, No. 3, 1134-1158 (2023). MSC: 62M30 60G55 62F12 62J07 62M09 PDFBibTeX XMLCite \textit{I. Ba} et al., Ann. Stat. 51, No. 3, 1134--1158 (2023; Zbl 1539.62285) Full Text: DOI arXiv Link
Bonnet, Anna; Martinez Herrera, Miguel; Sangnier, Maxime Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity. (English) Zbl 1517.62007 Stat. Comput. 33, No. 4, Paper No. 91, 26 p. (2023). MSC: 62-08 60G55 62M09 92C20 PDFBibTeX XMLCite \textit{A. Bonnet} et al., Stat. Comput. 33, No. 4, Paper No. 91, 26 p. (2023; Zbl 1517.62007) 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
Baek, Changryong; Leinwand, Benjamin; Lindquist, Kristen A.; Jeong, Seok-Oh; Hopfinger, Joseph; Gates, Katheleen M.; Pipiras, Vladas Detecting changes in correlation networks with application to functional connectivity of fMRI data. (English) Zbl 1517.62087 Psychometrika 88, No. 2, 636-655 (2023). MSC: 62P15 62M10 62H15 62M09 PDFBibTeX XMLCite \textit{C. Baek} et al., Psychometrika 88, No. 2, 636--655 (2023; Zbl 1517.62087) Full Text: DOI
Fatima-Ezzahra, Farah Estimation of the drift of Riemann-Liouville fractional Brownian motion. (English) Zbl 07710562 Commun. Stat., Theory Methods 52, No. 13, 4719-4728 (2023). MSC: 60G15 62G05 62B05 62M09 PDFBibTeX XMLCite \textit{F. Fatima-Ezzahra}, Commun. Stat., Theory Methods 52, No. 13, 4719--4728 (2023; Zbl 07710562) Full Text: DOI
Kuang, Nenghui; Xie, Huantian Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes. (English) Zbl 07709793 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 2, Article ID 2350004, 20 p. (2023). MSC: 62F12 60G22 62M09 PDFBibTeX XMLCite \textit{N. Kuang} and \textit{H. Xie}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 2, Article ID 2350004, 20 p. (2023; Zbl 07709793) Full Text: DOI
vom Ende, Frederik Quantum-dynamical semigroups and the church of the larger Hilbert space. (English) Zbl 1527.81025 Open Syst. Inf. Dyn. 30, No. 1, Article ID 2350003, 20 p. (2023). MSC: 81P47 37F44 47A20 62M09 81S22 70H05 46C05 37L05 PDFBibTeX XMLCite \textit{F. vom Ende}, Open Syst. Inf. Dyn. 30, No. 1, Article ID 2350003, 20 p. (2023; Zbl 1527.81025) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects. (English) Zbl 07706269 Commun. Stat., Theory Methods 52, No. 11, 3816-3824 (2023). MSC: 60G22 62M09 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 52, No. 11, 3816--3824 (2023; Zbl 07706269) Full Text: DOI arXiv
Roa, Tania; Torres, Soledad; Tudor, Ciprian Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion. (English) Zbl 07706265 Commun. Stat., Theory Methods 52, No. 11, 3730-3750 (2023). MSC: 60G22 62J86 62M09 PDFBibTeX XMLCite \textit{T. Roa} et al., Commun. Stat., Theory Methods 52, No. 11, 3730--3750 (2023; Zbl 07706265) Full Text: DOI arXiv
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
Hesabi, Samaneh; Bera, Anindita; Chruściński, Dariusz Memory effects displayed in the evolution of continuous variable system. (English) Zbl 1527.81024 Phys. Lett., A 478, Article ID 128894, 9 p. (2023). MSC: 81P47 81P40 94A17 62M09 74D05 60J65 34C15 81R30 PDFBibTeX XMLCite \textit{S. Hesabi} et al., Phys. Lett., A 478, Article ID 128894, 9 p. (2023; Zbl 1527.81024) Full Text: DOI arXiv OA License
Das, Milan Kumar; Goswami, Anindya; Rajani, Sharan Inference of binary regime models with jump discontinuities. (English) Zbl 1517.60110 Sankhyā, Ser. B 85, No. 1, Suppl., S49-S86 (2023). MSC: 60J76 62F12 62M09 91G70 PDFBibTeX XMLCite \textit{M. K. Das} et al., Sankhyā, Ser. B 85, No. 1, S49--S86 (2023; Zbl 1517.60110) Full Text: DOI arXiv
Miller, Joshua C.; Stepanova, Natalia A. Adaptive signal recovery with Subbotin noise. (English) Zbl 1524.62207 Stat. Probab. Lett. 196, Article ID 109791, 6 p. (2023). MSC: 62G10 62H30 62M09 PDFBibTeX XMLCite \textit{J. C. Miller} and \textit{N. A. Stepanova}, Stat. Probab. Lett. 196, Article ID 109791, 6 p. (2023; Zbl 1524.62207) Full Text: DOI
Huang, Lorick; Khabou, Mahmoud Nonlinear Poisson autoregression and nonlinear Hawkes processes. (English) Zbl 1524.60097 Stochastic Processes Appl. 161, 201-241 (2023). MSC: 60G55 62M10 62M09 PDFBibTeX XMLCite \textit{L. Huang} and \textit{M. Khabou}, Stochastic Processes Appl. 161, 201--241 (2023; Zbl 1524.60097) Full Text: DOI
Shahri, Yasin; Hadipour, Maryam; Haddadi, Saeed; Dolatkhah, Hazhir; Haseli, Soroush Quantum speed limit of Jaynes-Cummings model with detuning for arbitrary initial states. (English) Zbl 1521.81128 Phys. Lett., A 470, Article ID 128783, 7 p. (2023). MSC: 81S22 46E30 81R30 47A10 62M09 PDFBibTeX XMLCite \textit{Y. Shahri} et al., Phys. Lett., A 470, Article ID 128783, 7 p. (2023; Zbl 1521.81128) Full Text: DOI arXiv
Merkli, Marco Correlation decay and Markovianity in open systems. (English) Zbl 1521.81127 Ann. Henri Poincaré 24, No. 3, 751-782 (2023). MSC: 81S22 80A10 81V73 62H20 81P15 82B30 62M09 46L07 PDFBibTeX XMLCite \textit{M. Merkli}, Ann. Henri Poincaré 24, No. 3, 751--782 (2023; Zbl 1521.81127) Full Text: DOI arXiv
Abouelkhir, N.; EL Hadfi, H.; Slaoui, A.; Ahl Laamara, R. A simple analytical expression of quantum Fisher and skew information and their dynamics under decoherence channels. (English) Zbl 1519.81105 Physica A 612, Article ID 128479, 16 p. (2023). MSC: 81P45 81P47 16W55 81P42 62M09 81S07 81P68 46L07 81R30 81S22 PDFBibTeX XMLCite \textit{N. Abouelkhir} et al., Physica A 612, Article ID 128479, 16 p. (2023; Zbl 1519.81105) Full Text: DOI arXiv
Szymanski, Grégoire; Takabatake, Tetsuya Asymptotic Efficiency for Fractional Brownian Motion with general noise. arXiv:2311.18669 Preprint, arXiv:2311.18669 [math.ST] (2023). MSC: 62F12 62M09 62M10 62M15 BibTeX Cite \textit{G. Szymanski} and \textit{T. Takabatake}, ``Asymptotic Efficiency for Fractional Brownian Motion with general noise'', Preprint, arXiv:2311.18669 [math.ST] (2023) Full Text: arXiv OA License
Koike, Yuta Spectral norm bounds for high-dimensional realized covariance matrices and application to weak factor models. arXiv:2310.06073 Preprint, arXiv:2310.06073 [math.ST] (2023). MSC: 60B20 62M09 62H25 BibTeX Cite \textit{Y. Koike}, ``Spectral norm bounds for high-dimensional realized covariance matrices and application to weak factor models'', Preprint, arXiv:2310.06073 [math.ST] (2023) Full Text: arXiv OA License
Chen, Yong; Gao, Wu-Jun; Li, Ying Statistical Estimations for Non-Ergodic Vasicek Model Driven by Two Types of Gaussian Processes. arXiv:2310.00885 Preprint, arXiv:2310.00885 [math.PR] (2023). MSC: 60G15 60G22 62M09 BibTeX Cite \textit{Y. Chen} et al., ``Statistical Estimations for Non-Ergodic Vasicek Model Driven by Two Types of Gaussian Processes'', Preprint, arXiv:2310.00885 [math.PR] (2023) Full Text: arXiv OA License
Berger, Max; Hermann, Philipp; Holzmann, Hajo From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis. arXiv:2306.04550 Preprint, arXiv:2306.04550 [math.ST] (2023). MSC: 62G05 62M09 BibTeX Cite \textit{M. Berger} et al., ``From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis'', Preprint, arXiv:2306.04550 [math.ST] (2023) Full Text: arXiv OA License
Bayraktar, Erhan; Das, Purba; Kim, Donghan Hölder regularity and roughness: construction and examples. arXiv:2304.13794 Preprint, arXiv:2304.13794 [math.PR] (2023). MSC: 60H07 60G22 60G17 62P05 62M09 42A16 BibTeX Cite \textit{E. Bayraktar} et al., ``Hölder regularity and roughness: construction and examples'', Preprint, arXiv:2304.13794 [math.PR] (2023) Full Text: arXiv OA License
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
Kozachenko, Yuriy; Rozora, Iryna On statistical properties of the estimator of impulse response function. (English) Zbl 07819630 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, 563-585 (2022). MSC: 62G07 60G07 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Springer Proc. Math. Stat. 408, 563--585 (2022; Zbl 07819630) Full Text: DOI
Badiane, Marcel Sihintoé; Ngom, Papa; Manga, Clément Bayesian selection of adaptive bandwidth in non-homogeneous Poisson process kernel estimators for the intensity function. (English) Zbl 07799427 Seck, Diaraf (ed.) et al., Nonlinear analysis, geometry and applications. Proceedings of the second NLAGA-BIRS symposium, Cap Skirring, Senegal, January 25–30, 2022. Cham: Springer. Trends Math., 143-169 (2022). MSC: 62G07 62M30 62G05 62M09 62H12 60G55 PDFBibTeX XMLCite \textit{M. S. Badiane} et al., in: Nonlinear analysis, geometry and applications. Proceedings of the second NLAGA-BIRS symposium, Cap Skirring, Senegal, January 25--30, 2022. Cham: Springer. 143--169 (2022; Zbl 07799427) Full Text: DOI
Shi, Lei; Jain, Shilpi; Agarwal, Praveen; Altayed, Yousif; Momani, Shaher Asymptotic analysis about the periodogram of a general class of time series models with spectral supportson lines not parallel to the main diagonal. (English) Zbl 1528.62049 Fractals 30, No. 10, Article ID 2240269, 17 p. (2022). MSC: 62M15 62M10 62M09 PDFBibTeX XMLCite \textit{L. Shi} et al., Fractals 30, No. 10, Article ID 2240269, 17 p. (2022; Zbl 1528.62049) Full Text: DOI
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
Chronopoulos, Ilias; Giraitis, Liudas; Kapetanios, George Choosing between persistent and stationary volatility. (English) Zbl 1539.62309 Ann. Stat. 50, No. 6, 3466-3483 (2022). MSC: 62P05 62G05 62G08 62M09 62M10 PDFBibTeX XMLCite \textit{I. Chronopoulos} et al., Ann. Stat. 50, No. 6, 3466--3483 (2022; Zbl 1539.62309) Full Text: DOI Link
Shlomovich, Leigh; Cohen, Edward A. K.; Adams, Niall A parameter estimation method for multivariate binned Hawkes processes. (English) Zbl 1499.62034 Stat. Comput. 32, No. 6, Paper No. 98, 13 p. (2022). MSC: 62-08 62M09 60G55 PDFBibTeX XMLCite \textit{L. Shlomovich} et al., Stat. Comput. 32, No. 6, Paper No. 98, 13 p. (2022; Zbl 1499.62034) Full Text: DOI arXiv OA License
Amoussou, Amour T. Gbaguidi; Moussa, Freedath Djibril; Ogouyandjou, Carlos; Diop, Mamadou Abdoul Nonparametric estimation for stationary and strongly mixing processes on Riemannian manifolds. (English) Zbl 07621108 Commun. Math. Stat. 10, No. 4, 599-621 (2022). MSC: 62G05 62G20 62M09 PDFBibTeX XMLCite \textit{A. T. G. Amoussou} et al., Commun. Math. Stat. 10, No. 4, 599--621 (2022; Zbl 07621108) 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
Holešovský, Jan; Fusek, Michal Improved interexceedance-times-based estimator of the extremal index using truncated distribution. (English) Zbl 07613179 Extremes 25, No. 4, 695-720 (2022). MSC: 62G32 62M09 62N01 62N02 62P12 PDFBibTeX XMLCite \textit{J. Holešovský} and \textit{M. Fusek}, Extremes 25, No. 4, 695--720 (2022; Zbl 07613179) Full Text: DOI
Stoltenberg, Emil A.; Mykland, Per A.; Zhang, Lan A CLT for second difference estimators with an application to volatility and intensity. (English) Zbl 1500.60014 Ann. Stat. 50, No. 4, 2072-2095 (2022). MSC: 60F05 62G20 62M09 62M10 62P20 PDFBibTeX XMLCite \textit{E. A. Stoltenberg} et al., Ann. Stat. 50, No. 4, 2072--2095 (2022; Zbl 1500.60014) 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
Alliluev, Aleksei D.; Makarov, Denis V.; Asriyan, Norair A.; Elistratov, Andrey A.; Lozovik, Yurii E. Formation of exciton-polaritonic BEC in the non-Markovian regime. (English) Zbl 1515.81244 Phys. Lett., A 453, Article ID 128492, 6 p. (2022). MSC: 81V73 82D15 81S22 81V25 81Q10 62M09 82B26 80A10 PDFBibTeX XMLCite \textit{A. D. Alliluev} et al., Phys. Lett., A 453, Article ID 128492, 6 p. (2022; Zbl 1515.81244) Full Text: DOI
Sun, Xichao; Yan, Litan; Ge, Yong The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications. (English) Zbl 1507.60050 J. Theor. Probab. 35, No. 3, 1423-1478 (2022). MSC: 60G22 60F15 60H07 62M09 PDFBibTeX XMLCite \textit{X. Sun} et al., J. Theor. Probab. 35, No. 3, 1423--1478 (2022; Zbl 1507.60050) Full Text: DOI
Xiao, Wei; Zhen, Mei-Yun; Hou, Xi-Wen Freezing of geometric discords for two qutrits in environments. (English) Zbl 1510.81053 Int. J. Quantum Inf. 20, No. 7, Article ID 2250019, 11 p. (2022). MSC: 81P68 70F07 81P43 62M05 62M09 53Z05 PDFBibTeX XMLCite \textit{W. Xiao} et al., Int. J. Quantum Inf. 20, No. 7, Article ID 2250019, 11 p. (2022; Zbl 1510.81053) Full Text: DOI
Figueroa, Daniel G.; Raatikainen, Sami; Räsänen, Syksy; Tomberg, Eemeli Implications of stochastic effects for primordial black hole production in ultra-slow-roll inflation. (English) Zbl 1505.83017 J. Cosmol. Astropart. Phys. 2022, No. 5, Paper No. 27, 47 p. (2022). MSC: 83C57 83E05 83C56 60H40 35B20 62M09 53C21 70S15 83-10 PDFBibTeX XMLCite \textit{D. G. Figueroa} et al., J. Cosmol. Astropart. Phys. 2022, No. 5, Paper No. 27, 47 p. (2022; Zbl 1505.83017) Full Text: DOI arXiv
Belfadli, Rachid; Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 1502.60039 Metrika 85, No. 7, 885-911 (2022). MSC: 60G15 60G22 62F12 62M09 62M86 PDFBibTeX XMLCite \textit{R. Belfadli} et al., Metrika 85, No. 7, 885--911 (2022; Zbl 1502.60039) Full Text: DOI arXiv
Taghipour, J.; Mojaveri, B.; Dehghani, A. Dynamics and protection of quantum discord of a two-qubit system moving in a (non)-Markovian reservoir under a classical driving: two-photon relaxation. (English) Zbl 1502.81011 Int. J. Theor. Phys. 61, No. 8, Paper No. 213, 14 p. (2022). MSC: 81P43 81V80 81P45 81Q05 35Q41 81V60 62M09 62M07 81P40 PDFBibTeX XMLCite \textit{J. Taghipour} et al., Int. J. Theor. Phys. 61, No. 8, Paper No. 213, 14 p. (2022; Zbl 1502.81011) Full Text: DOI
Breteaux, Sébastien; Faupin, Jérémy; Lemm, Marius; Sigal, Israel Michael Maximal speed of propagation in open quantum systems. (English) Zbl 1500.81053 Frank, Rupert L. (ed.) et al., The physics and mathematics of Elliott Lieb. The 90th anniversary. Volume I. Berlin: European Mathematical Society (EMS). 109-130 (2022). MSC: 81S22 62M09 81P47 20M20 51B20 PDFBibTeX XMLCite \textit{S. Breteaux} et al., in: The physics and mathematics of Elliott Lieb. The 90th anniversary. Volume I. Berlin: European Mathematical Society (EMS). 109--130 (2022; Zbl 1500.81053) Full Text: arXiv Link
Poulsen, Felipe; Hansen, Thorsten; Reuter, Matthew G. Predicting slow relaxation timescales in open quantum systems. (English) Zbl 1500.81054 J. Math. Chem. 60, No. 8, 1542-1554 (2022). MSC: 81S22 49M20 47A10 81V55 62M09 81P16 15A18 46L57 PDFBibTeX XMLCite \textit{F. Poulsen} et al., J. Math. Chem. 60, No. 8, 1542--1554 (2022; Zbl 1500.81054) Full Text: DOI
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
Bishwal, Jaya P. N. Parameter estimation in stochastic volatility models. (English) Zbl 1493.62003 Cham: Springer (ISBN 978-3-031-03860-0/hbk; 978-3-031-03861-7/ebook). xxx, 613 p. (2022). MSC: 62-02 62P05 62M05 62M09 60G22 60H10 60H15 60H30 60J60 91-02 91B70 91G30 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Parameter estimation in stochastic volatility models. Cham: Springer (2022; Zbl 1493.62003) Full Text: DOI
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
Golovkine, Steven; Klutchnikoff, Nicolas; Patilea, Valentin Learning the smoothness of noisy curves with application to online curve estimation. (English) Zbl 1493.62641 Electron. J. Stat. 16, No. 1, 1485-1560 (2022). MSC: 62R10 62G05 62M09 PDFBibTeX XMLCite \textit{S. Golovkine} et al., Electron. J. Stat. 16, No. 1, 1485--1560 (2022; Zbl 1493.62641) Full Text: DOI arXiv Link
Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. (English) Zbl 1487.60050 Electron. J. Stat. 16, No. 1, 636-670 (2022). MSC: 60F05 60G15 60G10 62F12 62M09 PDFBibTeX XMLCite \textit{S. Douissi} et al., Electron. J. Stat. 16, No. 1, 636--670 (2022; Zbl 1487.60050) Full Text: DOI arXiv Link
Soutinho, Gustavo; Meira-Machado, Luís Methods for checking the Markov condition in multi-state survival data. (English) Zbl 1505.62382 Comput. Stat. 37, No. 2, 751-780 (2022). MSC: 62-08 62N02 62M09 62P10 PDFBibTeX XMLCite \textit{G. Soutinho} and \textit{L. Meira-Machado}, Comput. Stat. 37, No. 2, 751--780 (2022; Zbl 1505.62382) Full Text: DOI 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
Ciccarello, Francesco; Lorenzo, Salvatore; Giovannetti, Vittorio; Palma, G. Massimo Quantum collision models: open system dynamics from repeated interactions. (English) Zbl 1514.81179 Phys. Rep. 954, 1-70 (2022). MSC: 81S22 81U15 80A10 82B30 62M09 81Q70 81P15 46G10 PDFBibTeX XMLCite \textit{F. Ciccarello} et al., Phys. Rep. 954, 1--70 (2022; Zbl 1514.81179) Full Text: DOI arXiv
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
Kottas, Athanasios; Heiner, Matthew Autoregressive density modeling with the Gaussian process mixture transition distribution. (English) Zbl 1484.60080 J. Time Ser. Anal. 43, No. 2, 157-177 (2022). MSC: 60J20 60J35 62M09 62M10 37N25 PDFBibTeX XMLCite \textit{A. Kottas} and \textit{M. Heiner}, J. Time Ser. Anal. 43, No. 2, 157--177 (2022; Zbl 1484.60080) Full Text: DOI arXiv
Xiang, Sijia; Yao, Weixin Nonparametric statistical learning based on modal regression. (English) Zbl 1493.62212 J. Comput. Appl. Math. 409, Article ID 114130, 15 p. (2022). MSC: 62G08 62G07 62G20 62G05 62M09 PDFBibTeX XMLCite \textit{S. Xiang} and \textit{W. Yao}, J. Comput. Appl. Math. 409, Article ID 114130, 15 p. (2022; Zbl 1493.62212) Full Text: DOI OA License
Chakraborty, Saptarshi; Bhattacharya, Suman K.; Khare, Kshitij Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators. (English) Zbl 1489.62086 Stat. Probab. Lett. 183, Article ID 109337, 6 p. (2022). MSC: 62F15 60J22 62E20 62F12 62M09 PDFBibTeX XMLCite \textit{S. Chakraborty} et al., Stat. Probab. Lett. 183, Article ID 109337, 6 p. (2022; Zbl 1489.62086) Full Text: DOI