Amorino, Chiara Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes. (Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes.) (English) Zbl 1493.62184 Electron. J. Stat. 15, No. 2, 5067-5116 (2021). MSC: 62G07 62G20 60J74 PDFBibTeX XMLCite \textit{C. Amorino}, Electron. J. Stat. 15, No. 2, 5067--5116 (2021; Zbl 1493.62184) Full Text: DOI arXiv Link
Kon Kam King, Guillaume; Papaspiliopoulos, Omiros; Ruggiero, Matteo Exact inference for a class of hidden Markov models on general state spaces. (English) Zbl 1471.62449 Electron. J. Stat. 15, No. 1, 2832-2875 (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 62M20 60J27 60J60 60K50 PDFBibTeX XMLCite \textit{G. Kon Kam King} et al., Electron. J. Stat. 15, No. 1, 2832--2875 (2021; Zbl 1471.62449) Full Text: DOI arXiv
Clinet, Simon; Potiron, Yoann Cointegration in high frequency data. (English) Zbl 1472.62134 Electron. J. Stat. 15, No. 1, 1263-1327 (2021). MSC: 62M10 62M07 60G48 62P05 PDFBibTeX XMLCite \textit{S. Clinet} and \textit{Y. Potiron}, Electron. J. Stat. 15, No. 1, 1263--1327 (2021; Zbl 1472.62134) Full Text: DOI arXiv
Li, Yuanbo; Zheng, Xunze; Yau, Chun Yip Generalized threshold latent variable model. (English) Zbl 1427.62100 Electron. J. Stat. 13, No. 1, 2043-2092 (2019). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{Y. Li} et al., Electron. J. Stat. 13, No. 1, 2043--2092 (2019; Zbl 1427.62100) Full Text: DOI Euclid
Gadat, Sébastien; Panloup, Fabien; Saadane, Sofiane Stochastic heavy ball. (English) Zbl 1392.62244 Electron. J. Stat. 12, No. 1, 461-529 (2018). MSC: 62L20 35H10 60F05 60J70 35P15 PDFBibTeX XMLCite \textit{S. Gadat} et al., Electron. J. Stat. 12, No. 1, 461--529 (2018; Zbl 1392.62244) Full Text: DOI arXiv Euclid
Ng, Chi Tim; Chan, Ngai Hang Stochastic integral convergence: a white noise calculus approach. (English) Zbl 1327.62472 Electron. J. Stat. 9, No. 2, 2035-2057 (2015). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{C. T. Ng} and \textit{N. H. Chan}, Electron. J. Stat. 9, No. 2, 2035--2057 (2015; Zbl 1327.62472) Full Text: DOI Euclid
Long, Hongwei; Qian, Lianfen Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions. (English) Zbl 1337.62204 Electron. J. Stat. 7, 1387-1418 (2013). MSC: 62M05 62G05 62G07 60G52 62G20 65C30 PDFBibTeX XMLCite \textit{H. Long} and \textit{L. Qian}, Electron. J. Stat. 7, 1387--1418 (2013; Zbl 1337.62204) Full Text: DOI Euclid
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula On parameter estimation for critical affine processes. (English) Zbl 1336.60165 Electron. J. Stat. 7, 647-696 (2013). MSC: 60J80 60F05 62F12 91G70 PDFBibTeX XMLCite \textit{M. Barczy} et al., Electron. J. Stat. 7, 647--696 (2013; Zbl 1336.60165) Full Text: DOI arXiv Euclid
Truquet, Lionel On a nonparametric resampling scheme for Markov random fields. (English) Zbl 1271.62215 Electron. J. Stat. 5, 1503-1536 (2011). MSC: 62M40 62G08 62G09 PDFBibTeX XMLCite \textit{L. Truquet}, Electron. J. Stat. 5, 1503--1536 (2011; Zbl 1271.62215) Full Text: DOI Euclid
Seijo, Emilio; Sen, Bodhisattva A continuous mapping theorem for the smallest argmax functional. (English) Zbl 1329.60090 Electron. J. Stat. 5, 421-439 (2011). MSC: 60G07 62G35 PDFBibTeX XMLCite \textit{E. Seijo} and \textit{B. Sen}, Electron. J. Stat. 5, 421--439 (2011; Zbl 1329.60090) Full Text: DOI arXiv Euclid
Favaro, Stefano; Ruggiero, Matteo; Walker, Stephen G. On a Gibbs sampler based random process in Bayesian nonparametrics. (English) Zbl 1326.60105 Electron. J. Stat. 3, 1556-1566 (2009). MSC: 60J05 62C10 62G05 60G57 60J60 PDFBibTeX XMLCite \textit{S. Favaro} et al., Electron. J. Stat. 3, 1556--1566 (2009; Zbl 1326.60105) Full Text: DOI Euclid