Lu, Yulong; Slepčev, Dejan; Wang, Lihan Birth-death dynamics for sampling: global convergence, approximations and their asymptotics. (English) Zbl 1527.35405 Nonlinearity 36, No. 11, 5731-5772 (2023). MSC: 35Q62 35Q84 82C31 62D05 62C10 45M05 60J80 49Q20 35B40 35B09 35A01 35A02 PDFBibTeX XMLCite \textit{Y. Lu} et al., Nonlinearity 36, No. 11, 5731--5772 (2023; Zbl 1527.35405) Full Text: DOI arXiv OA License
Jedidi, Wissem Regularity of models associated with Markov jump processes. (English) Zbl 1496.60092 Open Math. 20, 911-930 (2022). MSC: 60J25 60J76 62M20 65C20 PDFBibTeX XMLCite \textit{W. Jedidi}, Open Math. 20, 911--930 (2022; Zbl 1496.60092) Full Text: DOI
Keita, Kolé; Okou, Gueï Cyrille; N’dri, Aubin Yao; Hili, Ouagnina Estimation quantiles of the Gumbel distribution based on the Hellinger distance: application of data from L’Ardières station of Beaujeu (Rhône department). (English) Zbl 1524.62222 Far East J. Theor. Stat. 65, 71-95 (2022). MSC: 62G32 60G10 62P12 62G07 PDFBibTeX XMLCite \textit{K. Keita} et al., Far East J. Theor. Stat. 65, 71--95 (2022; Zbl 1524.62222) Full Text: DOI
N’dri, Aubin Yao; Kamagaté, Amadou; Hili, Ouagnina Parametric estimation of long memory multivariate Gaussian random fields. (English. French summary) Zbl 1490.62297 Afr. Stat. 16, No. 2, 2749-2766 (2021). MSC: 62M40 60G15 60G60 62G07 62G20 PDFBibTeX XMLCite \textit{A. Y. N'dri} et al., Afr. Stat. 16, No. 2, 2749--2766 (2021; Zbl 1490.62297) Full Text: Link
Jantre, S. R.; Bhattacharya, S.; Maiti, T. Quantile regression neural networks: a Bayesian approach. (English) Zbl 1477.62090 J. Stat. Theory Pract. 15, No. 3, Paper No. 68, 34 p. (2021). MSC: 62G08 62M45 65C05 PDFBibTeX XMLCite \textit{S. R. Jantre} et al., J. Stat. Theory Pract. 15, No. 3, Paper No. 68, 34 p. (2021; Zbl 1477.62090) Full Text: DOI arXiv
Dehay, Dominique; El Waled, Khalil; Monsan, Vincent Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations. (English) Zbl 1469.62335 Stat. Inference Stoch. Process. 24, No. 1, 17-33 (2021). MSC: 62M10 62F12 60G35 PDFBibTeX XMLCite \textit{D. Dehay} et al., Stat. Inference Stoch. Process. 24, No. 1, 17--33 (2021; Zbl 1469.62335) Full Text: DOI arXiv HAL
Kanišauskas, V.; Kanišauskienė, K. Asymptotics of error probabilities of optimal tests. (English) Zbl 1488.62027 Theory Stoch. Process. 25, No. 2, 25-36 (2020). MSC: 62F05 60G55 PDFBibTeX XMLCite \textit{V. Kanišauskas} and \textit{K. Kanišauskienė}, Theory Stoch. Process. 25, No. 2, 25--36 (2020; Zbl 1488.62027) Full Text: Link
Kadjo, Aka Roger; Hili, Ouagnina; N’dri, Aubin Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process. (English. French summary) Zbl 1445.62230 Afr. Stat. 15, No. 1, 2225-2246 (2020). MSC: 62M10 62F12 62G35 60G10 PDFBibTeX XMLCite \textit{A. R. Kadjo} et al., Afr. Stat. 15, No. 1, 2225--2246 (2020; Zbl 1445.62230) Full Text: Euclid
L’Moudden, A.; Marchand, É. On predictive density estimation under \(\alpha\)-divergence loss. (English) Zbl 1426.62018 Math. Methods Stat. 28, No. 2, 127-143 (2019). MSC: 62C20 62F10 62F15 62F30 62H10 62M20 PDFBibTeX XMLCite \textit{A. L'Moudden} and \textit{É. Marchand}, Math. Methods Stat. 28, No. 2, 127--143 (2019; Zbl 1426.62018) Full Text: DOI arXiv
N’dri, Aubin Yao; Hili, Ouagnina; Okou, Gueï Cyrille Hellinger distance estimation of strongly dependent Gaussian random fields. (English. French summary) Zbl 1412.60056 Afr. Stat. 14, No. 1, 1937-1950 (2019). MSC: 60G10 60G15 60G60 62F12 PDFBibTeX XMLCite \textit{A. Y. N'dri} et al., Afr. Stat. 14, No. 1, 1937--1950 (2019; Zbl 1412.60056) Full Text: Euclid
Kadjo, Roger; Hili, Ouagnina; N’dri, Aubin Minimum Hellinger distance estimation of multivariate GARCH processes. (English) Zbl 1433.62264 Far East J. Theor. Stat. 54, No. 6, 503-526 (2018). MSC: 62M10 60J05 60G10 62H12 PDFBibTeX XMLCite \textit{R. Kadjo} et al., Far East J. Theor. Stat. 54, No. 6, 503--526 (2018; Zbl 1433.62264) Full Text: DOI
Pukenas, Kazimieras Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum. (English) Zbl 1427.62107 Circuits Syst. Signal Process. 37, No. 2, 873-882 (2018). MSC: 62M10 62M15 94A12 PDFBibTeX XMLCite \textit{K. Pukenas}, Circuits Syst. Signal Process. 37, No. 2, 873--882 (2018; Zbl 1427.62107) Full Text: DOI
Balabdaoui, Fadoua; Doss, Charles R. Inference for a two-component mixture of symmetric distributions under log-concavity. (English) Zbl 1419.62059 Bernoulli 24, No. 2, 1053-1071 (2018). MSC: 62G05 62G07 62G20 62G10 62H30 PDFBibTeX XMLCite \textit{F. Balabdaoui} and \textit{C. R. Doss}, Bernoulli 24, No. 2, 1053--1071 (2018; Zbl 1419.62059) Full Text: DOI arXiv Euclid
Wu, Ke; Chen, Ping The application of minimum Hellinger distance method in parametric estimation of diffusion processes – Based on the estimation of transition density. (Chinese. English summary) Zbl 1399.62051 J. Anhui Norm. Univ., Nat. Sci. 40, No. 5, 438-446 (2017). MSC: 62F12 60J60 62G07 PDFBibTeX XMLCite \textit{K. Wu} and \textit{P. Chen}, J. Anhui Norm. Univ., Nat. Sci. 40, No. 5, 438--446 (2017; Zbl 1399.62051) Full Text: DOI
Gushchin, Alexander; Valkeila, Esko Quadratic approximation for log-likelihood ratio processes. (English) Zbl 1383.62043 Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 179-215 (2017). MSC: 62E20 62F12 62M20 PDFBibTeX XMLCite \textit{A. Gushchin} and \textit{E. Valkeila}, Springer Proc. Math. Stat. 208, 179--215 (2017; Zbl 1383.62043) Full Text: DOI
Fofana, Souleymane; Diop, Aliou; Hili, Ouagnina Minimum Hellinger distance estimation for locally stationary processes. (English) Zbl 1397.62096 S. Afr. Stat. J. 50, No. 2, 237-259 (2016). MSC: 62F10 62F12 62M10 62M15 PDFBibTeX XMLCite \textit{S. Fofana} et al., S. Afr. Stat. J. 50, No. 2, 237--259 (2016; Zbl 1397.62096) Full Text: Link
Doss, Charles R.; Wellner, Jon A. Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities. (English) Zbl 1338.62101 Ann. Stat. 44, No. 3, 954-981 (2016). MSC: 62G07 62G05 62G20 PDFBibTeX XMLCite \textit{C. R. Doss} and \textit{J. A. Wellner}, Ann. Stat. 44, No. 3, 954--981 (2016; Zbl 1338.62101) Full Text: DOI arXiv Euclid
Choi, Taeryon; Rousseau, Judith A note on Bayes factor consistency in partial linear models. (English) Zbl 1394.62042 J. Stat. Plann. Inference 166, 158-170 (2015). MSC: 62G08 62F15 62G20 PDFBibTeX XMLCite \textit{T. Choi} and \textit{J. Rousseau}, J. Stat. Plann. Inference 166, 158--170 (2015; Zbl 1394.62042) Full Text: DOI
Afsari, Bijan; Vidal, René Distances on spaces of high-dimensional linear stochastic processes: a survey. (English) Zbl 1334.60002 Nielsen, Frank (ed.), Geometric theory of information. Selected and revised contributions of the first conference on the geometric sciences of information, GSI, Paris, France, August 2013. Cham: Springer (ISBN 978-3-319-05316-5/hbk; 978-3-319-05317-2/ebook). Signals and Communication Technology, 219-242 (2014). Reviewer: Florin Gorunescu (Craiova) MSC: 60-02 60G07 62M10 68T10 PDFBibTeX XMLCite \textit{B. Afsari} and \textit{R. Vidal}, in: Geometric theory of information. Selected and revised contributions of the first conference on the geometric sciences of information, GSI, Paris, France, August 2013. Cham: Springer. 219--242 (2014; Zbl 1334.60002) Full Text: DOI
Baraud, Yannick Estimation of the density of a determinantal process. (English) Zbl 1308.62071 Confluentes Math. 5, No. 1, 3-21 (2013). MSC: 62G07 62M30 PDFBibTeX XMLCite \textit{Y. Baraud}, Confluentes Math. 5, No. 1, 3--21 (2013; Zbl 1308.62071) Full Text: DOI arXiv
Thorarinsdottir, Thordis L.; Gneiting, Tilmann; Gissibl, Nadine Using proper divergence functions to evaluate climate models. (English) Zbl 1401.60067 SIAM/ASA J. Uncertain. Quantif. 1, 522-534 (2013). MSC: 60G25 62C05 62P12 PDFBibTeX XMLCite \textit{T. L. Thorarinsdottir} et al., SIAM/ASA J. Uncertain. Quantif. 1, 522--534 (2013; Zbl 1401.60067) Full Text: DOI arXiv
N’drin, Julien Apala; Hili, Ouagnina Parameter estimation of one-dimensional diffusion process by minimum Hellinger distance method. (English) Zbl 1281.62177 Random Oper. Stoch. Equ. 21, No. 4, 403-424 (2013). MSC: 62M05 62F12 60F15 62H12 PDFBibTeX XMLCite \textit{J. A. N'drin} and \textit{O. Hili}, Random Oper. Stoch. Equ. 21, No. 4, 403--424 (2013; Zbl 1281.62177) Full Text: DOI
Gao, Fuchang; Wellner, Jon A. Global rates of convergence of the MLE for multivariate interval censoring. (English) Zbl 1336.62128 Electron. J. Stat. 7, 364-380 (2013). MSC: 62H12 62N01 62G07 62G05 62G20 PDFBibTeX XMLCite \textit{F. Gao} and \textit{J. A. Wellner}, Electron. J. Stat. 7, 364--380 (2013; Zbl 1336.62128) Full Text: DOI arXiv Euclid
Barrientos, Andrés F.; Jara, Alejandro; Quintana, Fernando A. On the support of MacEachern’s dependent Dirichlet processes and extensions. (English) Zbl 1330.60067 Bayesian Anal. 7, No. 2, 277-310 (2012). MSC: 60G57 62F15 62H05 62G99 PDFBibTeX XMLCite \textit{A. F. Barrientos} et al., Bayesian Anal. 7, No. 2, 277--310 (2012; Zbl 1330.60067) Full Text: DOI Euclid
Gapeev, Pavel V.; Küchler, Uwe On large deviations in testing Ornstein-Uhlenbeck-type models. (English) Zbl 1204.62144 Stat. Inference Stoch. Process. 11, No. 2, 143-155 (2008). MSC: 62M02 60F10 62F05 62F15 62C20 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{U. Küchler}, Stat. Inference Stoch. Process. 11, No. 2, 143--155 (2008; Zbl 1204.62144) Full Text: DOI
Giet, Ludovic; Lubrano, Michel A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models. (English) Zbl 1452.62266 Comput. Stat. Data Anal. 52, No. 6, 2945-2965 (2008). MSC: 62G07 62F12 62P05 62-08 PDFBibTeX XMLCite \textit{L. Giet} and \textit{M. Lubrano}, Comput. Stat. Data Anal. 52, No. 6, 2945--2965 (2008; Zbl 1452.62266) Full Text: DOI
Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang Optimality of estimators for misspecified semi-Markov models. (English) Zbl 1135.62065 Stochastics 80, No. 2-3, 181-196 (2008). MSC: 62M05 62G05 62F12 62G20 62E20 62M09 PDFBibTeX XMLCite \textit{U. U. Müller} et al., Stochastics 80, No. 2--3, 181--196 (2008; Zbl 1135.62065) Full Text: DOI arXiv
Walker, Stephen G.; Lijoi, Antonio; Prünster, Igor On rates of convergence for posterior distributions in infinite-dimensional models. (English) Zbl 1117.62047 Ann. Stat. 35, No. 2, 738-746 (2007). MSC: 62G20 62F15 62G07 PDFBibTeX XMLCite \textit{S. G. Walker} et al., Ann. Stat. 35, No. 2, 738--746 (2007; Zbl 1117.62047) Full Text: DOI arXiv
Ghosal, Subhashis; van der Vaart, Aad Convergence rates of posterior distributions for non iid observations. (English) Zbl 1114.62060 Ann. Stat. 35, No. 1, 192-223 (2007). MSC: 62G20 62F15 62B15 62G08 62M10 62M99 PDFBibTeX XMLCite \textit{S. Ghosal} and \textit{A. van der Vaart}, Ann. Stat. 35, No. 1, 192--223 (2007; Zbl 1114.62060) Full Text: DOI arXiv
van der Meulen, F. H.; van der Vaart, A. W.; van Zanten, J. H. Convergence rates of posterior distributions for Brownian semimartingale models. (English) Zbl 1142.62057 Bernoulli 12, No. 5, 863-888 (2006). MSC: 62M05 62F12 60J65 62F15 60J60 62E20 PDFBibTeX XMLCite \textit{F. H. van der Meulen} et al., Bernoulli 12, No. 5, 863--888 (2006; Zbl 1142.62057) Full Text: DOI
Cheng, An-Lin; Vidyashankar, Anand N. Minimum Hellinger distance estimation for randomized play the winner design. (English) Zbl 1089.62128 J. Stat. Plann. Inference 136, No. 6, 1875-1910 (2006). MSC: 62P10 65L05 60J85 65C05 PDFBibTeX XMLCite \textit{A.-L. Cheng} and \textit{A. N. Vidyashankar}, J. Stat. Plann. Inference 136, No. 6, 1875--1910 (2006; Zbl 1089.62128) Full Text: DOI
Ie, O. N. Large deviation theorems in problems of testing of exponential autoregression processes. (Russian) Zbl 1114.62308 Tr. Inst. Prikl. Mat. Mekh. 8, 39-48 (2003). Reviewer: S.Ya. Makhno MSC: 62B05 PDFBibTeX XMLCite \textit{O. N. Ie}, Tr. Inst. Prikl. Mat. Mekh. 8, 39--48 (2003; Zbl 1114.62308)
Radulović, Dragan; Wegkamp, Marten Necessary and sufficient conditions for weak convergence of smoothed empirical processes. (English) Zbl 1048.62051 Stat. Probab. Lett. 61, No. 3, 321-336 (2003). MSC: 62G20 60F05 60F17 62G30 PDFBibTeX XMLCite \textit{D. Radulović} and \textit{M. Wegkamp}, Stat. Probab. Lett. 61, No. 3, 321--336 (2003; Zbl 1048.62051) Full Text: DOI
Grigelionis, B. On information processes in statistical experiments with distributed observations. (English) Zbl 1041.62003 Acta Appl. Math. 78, No. 1-3, 155-163 (2003). Reviewer: Fritz Liese (Rostock) MSC: 62B15 60G07 62B10 60H30 PDFBibTeX XMLCite \textit{B. Grigelionis}, Acta Appl. Math. 78, No. 1--3, 155--163 (2003; Zbl 1041.62003) Full Text: DOI
Ie, O. N.; Lin’kov, Yu. N. Large deviation theorems in problems of testing of exponential autoregression processes. (Russian. English summary) Zbl 1038.62079 Prykl. Stat., Aktuarna Finans. Mat. 2001, No. 2, 68-79 (2001). MSC: 62M10 62G10 62F05 60F10 62M09 PDFBibTeX XMLCite \textit{O. N. Ie} and \textit{Yu. N. Lin'kov}, Prykl. Stat., Aktuarna Finans. Mat. 2001, No. 2, 68--79 (2001; Zbl 1038.62079)
Choulli, T.; Hurd, T. R. The role of Hellinger processes in mathematical finance. (English) Zbl 1015.91030 Entropy 3, No. 3, 150-161 (2001). MSC: 91B28 62P05 60G99 PDFBibTeX XMLCite \textit{T. Choulli} and \textit{T. R. Hurd}, Entropy 3, No. 3, 150--161 (2001; Zbl 1015.91030) Full Text: DOI Link
Lin’kov, Yu. N.; Nikolayeva, O. A. Properties of likelihood ratio for counting processes in parametric case. (Russian. English summary) Zbl 0970.62066 Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 14-26 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M99 62M07 62F05 PDFBibTeX XMLCite \textit{Yu. N. Lin'kov} and \textit{O. A. Nikolayeva}, Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 14--26 (2000; Zbl 0970.62066)
Sriram, T. N.; Vidyashankar, A. N. Minimum Hellinger distance estimation for supercritical Galton-Watson processes. (English) Zbl 0968.62060 Stat. Probab. Lett. 50, No. 4, 331-342 (2000). MSC: 62M05 62F12 60J80 62F35 PDFBibTeX XMLCite \textit{T. N. Sriram} and \textit{A. N. Vidyashankar}, Stat. Probab. Lett. 50, No. 4, 331--342 (2000; Zbl 0968.62060) Full Text: DOI
Falk, Michael; Marohn, Frank On the loss of information due to nonrandom truncation. (English) Zbl 0976.62003 J. Multivariate Anal. 72, No. 1, 1-21 (2000). MSC: 62B15 62F99 60G55 62B99 PDFBibTeX XMLCite \textit{M. Falk} and \textit{F. Marohn}, J. Multivariate Anal. 72, No. 1, 1--21 (2000; Zbl 0976.62003) Full Text: DOI
Liese, Friedrich; Lorz, Udo Contiguity and LAN-property of sequences of Poisson processes. (English) Zbl 1274.60156 Kybernetika 35, No. 3, 281-308 (1999). MSC: 60G55 62B10 PDFBibTeX XMLCite \textit{F. Liese} and \textit{U. Lorz}, Kybernetika 35, No. 3, 281--308 (1999; Zbl 1274.60156) Full Text: Link
Lin’kov, Yurij N. Large deviation theorems for extended random variables in the hypotheses testing problems. (English) Zbl 0993.60027 Theory Stoch. Process. 5(21), No. 3-4, 137-151 (1999). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60F10 62F05 62M02 PDFBibTeX XMLCite \textit{Y. N. Lin'kov}, Theory Stoch. Process. 5(21), No. 3--4, 137--151 (1999; Zbl 0993.60027)
Kanišauskas, V. An asymptotic formula of the Hellinger integral for renewal processes. (English. Russian original) Zbl 0972.60084 Lith. Math. J. 39, No. 4, 389-392 (1999); translation from Liet. Mat. Rink. 39, No. 4, 493-497 (1999). Reviewer: Vigirdas Mackevičius (Vilnius) MSC: 60K15 62F12 PDFBibTeX XMLCite \textit{V. Kanišauskas}, Lith. Math. J. 39, No. 4, 389--392 (1999; Zbl 0972.60084); translation from Liet. Mat. Rink. 39, No. 4, 493--497 (1999) Full Text: DOI
Klein, Andreas On the sequential analysis of stochastic processes. (Zur sequentiellen Analysis von stochastischen Prozessen.) (German) Zbl 0931.62066 Marburg/ Lahn: Univ. Marburg, Fachbereich Mathematik/ Informatik, 153 S. (1999). MSC: 62L10 60G55 60G51 62M02 62M20 PDFBibTeX XMLCite \textit{A. Klein}, Zur sequentiellen Analysis von stochastischen Prozessen. Marburg/ Lahn: Univ. Marburg, Fachbereich Mathematik/ Informatik (1999; Zbl 0931.62066)
Hili, Ouagnina On the estimation of \(\beta\)-ARCH models. (English) Zbl 0951.62077 Stat. Probab. Lett. 45, No. 4, 285-293 (1999). MSC: 62M10 62F12 62M05 PDFBibTeX XMLCite \textit{O. Hili}, Stat. Probab. Lett. 45, No. 4, 285--293 (1999; Zbl 0951.62077) Full Text: DOI
Lin’kov, Yurii N.; Lunyova, Lyudmila A. Large deviation theorems in the hypotheses testing problems. (English) Zbl 0942.60019 Theory Stoch. Process. 3(19), No. 1-2, 270-285 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60F10 60J80 62F03 PDFBibTeX XMLCite \textit{Y. N. Lin'kov} and \textit{L. A. Lunyova}, Theory Stoch. Process. 3(19), No. 1--2, 270--285 (1997; Zbl 0942.60019)
Lin’kov, Yurii N.; Vasilenko, Oksana A. Large deviations in testing problems for some semimartingales. (English) Zbl 0928.62020 Theory Stoch. Process. 3(19), No. 3-4, 287-295 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62F05 60F10 62M30 62F03 PDFBibTeX XMLCite \textit{Y. N. Lin'kov} and \textit{O. A. Vasilenko}, Theory Stoch. Process. 3(19), No. 3--4, 287--295 (1997; Zbl 0928.62020)
Dzhaparidze, Kacha; Spreij, Peter; Valkeila, Esko On Hellinger processes for parametric families of experiments. (English) Zbl 0945.62008 Kabanov, Yu. M. (ed.) et al., Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 41-61 (1997). MSC: 62B15 PDFBibTeX XMLCite \textit{K. Dzhaparidze} et al., in: Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 41--61 (1997; Zbl 0945.62008)
Lin’kov, Yurii N.; Shevlyakov, Yurii A. Large deviation theorems in the hypotheses testing problems for processes with independent increments. (English) Zbl 0936.62092 Theory Stoch. Process. 2(18), No. 3-4, 133-144 (1996). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M02 60F10 60G51 PDFBibTeX XMLCite \textit{Y. N. Lin'kov} and \textit{Y. A. Shevlyakov}, Theory Stoch. Process. 2(18), No. 3--4, 133--144 (1996; Zbl 0936.62092)
Lin’kov, Yurii N.; Lunyova, Lyudmila A. Large deviation theorems in the hypotheses testing problems for Galton–Watson processes with immigration. (English) Zbl 0936.62091 Theory Stoch. Process. 2(18), No. 3-4, 120-132 (1996). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M02 60F10 62F05 60J80 PDFBibTeX XMLCite \textit{Y. N. Lin'kov} and \textit{L. A. Lunyova}, Theory Stoch. Process. 2(18), No. 3--4, 120--132 (1996; Zbl 0936.62091)
Mordecki, E. Strong convergence of statistical experiments and Hellinger processes. (English) Zbl 0904.62005 Shiryaev, A. N. (ed.) et al., Frontiers in pure and applied probability II. Proceedings of the fourth Russian-Finnish symposium on probability theory and mathematical statistics. Moscow (Russia), October 3-8, 1993. Moskva: TVP. Front. Pure Appl. Probab. 8, 139-152 (1996). MSC: 62B15 60F15 60F05 PDFBibTeX XMLCite \textit{E. Mordecki}, Front. Pure Appl. Probab. 8, 139--152 (1996; Zbl 0904.62005)
Kutoyants, Yu.; Vostrikova, L. On non-consistency of estimators. (English) Zbl 0853.62023 Stochastics Stochastics Rep. 53, No. 1-2, 53-80 (1995). MSC: 62F12 62M05 62F15 PDFBibTeX XMLCite \textit{Yu. Kutoyants} and \textit{L. Vostrikova}, Stochastics Stochastics Rep. 53, No. 1--2, 53--80 (1995; Zbl 0853.62023) Full Text: DOI
Falk, Michael On testing the extreme value index via the POT-method. (English) Zbl 0856.62027 Ann. Stat. 23, No. 6, 2013-2035 (1995). MSC: 62F05 60G55 60G70 PDFBibTeX XMLCite \textit{M. Falk}, Ann. Stat. 23, No. 6, 2013--2035 (1995; Zbl 0856.62027) Full Text: DOI
Lin’kov, Yu. N. Limit theorems for the local density of measures in the hypotheses testing problems of counting processes. (English) Zbl 0841.62075 Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 497-515 (1994). MSC: 62M07 60F10 PDFBibTeX XMLCite \textit{Yu. N. Lin'kov}, in: Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP; Vilnius: TEV. 497--515 (1994; Zbl 0841.62075)
Mordecki, Ernesto Asymptotic mixed normality and Hellinger processes. (English) Zbl 0828.60013 Stochastics Stochastics Rep. 48, No. 3-4, 129-143 (1994). MSC: 60F05 62M99 PDFBibTeX XMLCite \textit{E. Mordecki}, Stochastics Stochastics Rep. 48, No. 3--4, 129--143 (1994; Zbl 0828.60013) Full Text: DOI
Küchler, Uwe; Sørensen, Michael Exponential families of stochastic processes with time-continuous likelihood functions. (English) Zbl 0814.62049 Scand. J. Stat. 21, No. 4, 421-431 (1994). MSC: 62M05 62E10 60J60 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Scand. J. Stat. 21, No. 4, 421--431 (1994; Zbl 0814.62049)
Gushchin, A. A. On the convergence of sequences of semimartingales and their components. (English. Russian original) Zbl 0841.60029 Proc. Steklov Inst. Math. 202, 35-95 (1994); translation from Tr. Mat. Inst. Steklova 202, 42-119 (1993). MSC: 60G44 62A01 62M99 PDFBibTeX XMLCite \textit{A. A. Gushchin}, in: Statistics and control of random processes. Transl. from the Russian. Providence, RI: American Mathematical Society. 35--95 (1993; Zbl 0841.60029); translation from Tr. Mat. Inst. Steklova 202, 42--119 (1993)
Kramkov, D. O. Convergence of filtered experiments to the experiment generated by a semimartingale. (English) Zbl 0815.62004 Niemi, H. (ed.) et al., Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics. Turku, Finland, August 13-16, 1991. Utrecht: VSP. Front. Pure Appl. Probab. 1, 145-164 (1993). MSC: 62B15 60F05 60G48 60F99 PDFBibTeX XMLCite \textit{D. O. Kramkov}, Front. Pure Appl. Probab. 1, 145--164 (1993; Zbl 0815.62004)
Eshkeeva, G. R. On the verification of simple hypotheses for a Gaussian Markov process. (English. Russian original) Zbl 0798.60059 Russ. Math. Surv. 48, No. 3, 195-197 (1993); translation from Usp. Mat. Nauk 48, No. 3(291), 287-288 (1993). Reviewer: J.-P.Lepeltier (Le Mans) MSC: 60H10 62M02 62F03 PDFBibTeX XMLCite \textit{G. R. Eshkeeva}, Russ. Math. Surv. 48, No. 3, 1 (1993; Zbl 0798.60059); translation from Usp. Mat. Nauk 48, No. 3(291), 287--288 (1993) Full Text: DOI
Hili, Ouagnina Minimum Hellinger distance estimates of a multivariate autoregressive model. (Estimateurs du minimum de distance d’Hellinger d’un modèle autorégressif multivarié.) (French. Abridged English version) Zbl 0781.60031 C. R. Acad. Sci., Paris, Sér. I 317, No. 8, 789-794 (1993). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{O. Hili}, C. R. Acad. Sci., Paris, Sér. I 317, No. 8, 789--794 (1993; Zbl 0781.60031)
Reiss, R.-D. A course on point processes. (English) Zbl 0771.60037 Springer Series in Statistics. New York: Springer-Verlag. xi, 253 p. (1993). Reviewer: V.Schmidt (Ulm) MSC: 60G55 60-01 60G70 62-01 PDFBibTeX XMLCite \textit{R. D. Reiss}, A course on point processes. New York: Springer-Verlag (1993; Zbl 0771.60037)
Falk, Michael; Reiss, Rolf-Dieter Poisson approximation of empirical processes. (English) Zbl 0754.60048 Stat. Probab. Lett. 14, No. 1, 39-48 (1992). MSC: 60G55 62B15 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R.-D. Reiss}, Stat. Probab. Lett. 14, No. 1, 39--48 (1992; Zbl 0754.60048) Full Text: DOI
Falk, M.; Reiss, R.-D. Statistical inference for conditional curves: Poisson process approach. (English) Zbl 0760.62035 Ann. Stat. 20, No. 2, 779-796 (1992). Reviewer: H.Liero (Potsdam) MSC: 62G07 62J99 62G20 60G55 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R. D. Reiss}, Ann. Stat. 20, No. 2, 779--796 (1992; Zbl 0760.62035) Full Text: DOI
Yang, Song Some inequalities about the Kaplan-Meier estimator. (English) Zbl 0745.62037 Ann. Stat. 20, No. 1, 535-544 (1992). MSC: 62G07 62M99 62G99 62G05 PDFBibTeX XMLCite \textit{S. Yang}, Ann. Stat. 20, No. 1, 535--544 (1992; Zbl 0745.62037) Full Text: DOI
Mordeski, Ernesto Convergence of binary statistical experiments and Hellinger processes. (English. Russian original) Zbl 0790.62014 Russ. Math. Surv. 47, No. 6, 226-227 (1992); translation from Usp. Mat. Nauk 47, No. 6, 223-224 (1992). MSC: 62B15 60F05 62M99 62B99 PDFBibTeX XMLCite \textit{E. Mordeski}, Russ. Math. Surv. 47, No. 6, 1 (1992; Zbl 0790.62014); translation from Usp. Mat. Nauk 47, No. 6, 223--224 (1992) Full Text: DOI
Afanas’ev, A. A. On a generalization of the theorem of Chernoff. (English. Russian original) Zbl 0790.62013 Russ. Math. Surv. 47, No. 6, 203-205 (1992); translation from Usp. Mat. Nauk 47, No. 6, 203-204 (1992). MSC: 62B15 62M99 60F99 PDFBibTeX XMLCite \textit{A. A. Afanas'ev}, Russ. Math. Surv. 47, No. 6, 1 (1992; Zbl 0790.62013); translation from Usp. Mat. Nauk 47, No. 6, 203--204 (1992) Full Text: DOI
Greenwood, P. E.; Shiryaev, A. N. Asymptotic minimaxity of a sequential estimator for a first order autoregressive model. (English) Zbl 0753.62049 Stochastics Stochastics Rep. 38, No. 1, 49-65 (1992). Reviewer: V.T.Stefanov (Sofia) MSC: 62L12 60F05 62M10 62M05 PDFBibTeX XMLCite \textit{P. E. Greenwood} and \textit{A. N. Shiryaev}, Stochastics Stochastics Rep. 38, No. 1, 49--65 (1992; Zbl 0753.62049) Full Text: DOI
Liese, Friedrich Aspects of the statistics of stochastic processes with independent increments. (Aspekte der Statistik zufälliger Prozesse mit unabhängigen Zuwächsen.) (German) Zbl 0748.62046 Rostocker Math. Kolloq. 44, 73-80 (1991). MSC: 62M05 60J99 62F12 PDFBibTeX XMLCite \textit{F. Liese}, Rostocker Math. Kolloq. 44, 73--80 (1991; Zbl 0748.62046)
Afanas’ev, A. A. On the Hellinger process for binary experiments. (Russian) Zbl 0733.62006 Usp. Mat. Nauk 46, No. 4(280), 139-140 (1991). Reviewer: A.A.Afanas’ev MSC: 62B15 60G48 PDFBibTeX XMLCite \textit{A. A. Afanas'ev}, Usp. Mat. Nauk 46, No. 4(280), 139--140 (1991; Zbl 0733.62006)
Grigelionis, B. On statistical inference for stochastic processes with boundaries. (English) Zbl 0721.62095 Stochastic processes and related topics, Proc. Wintersch. Stochastic Processes Optim. Control, Georgenthal/Germ. 1990, Math. Res. 61, 69-74 (1991). Reviewer: J.Lillestøl (Bergen) MSC: 62M20 62M99 60H99 PDFBibTeX XML
Ladelli, L.; Sadi, H. Asymptotic properties for a statistical model of an \(\mathbb{R}^d\)-valued Markov chain. (Propriété asymptotique d’un modèle statistique pour une chaîne de Markov à valeurs dans \(\mathbb{R}^d\).) (French) Zbl 0751.60030 Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 4, 519-535 (1991). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 60F17 62M05 60J05 62F12 PDFBibTeX XMLCite \textit{L. Ladelli} and \textit{H. Sadi}, Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 4, 519--535 (1991; Zbl 0751.60030) Full Text: Numdam EuDML
Kramkov, D. O. On the \(\Delta\)-convergence of statistical tests on totally bounded sets. (English. Russian original) Zbl 0708.62009 Russ. Math. Surv. 45, No. 2, 216-217 (1990); translation from Usp. Mat. Nauk 45, No. 2(272), 209-210 (1990). Reviewer: D.O.Kramkov MSC: 62B15 62F12 PDFBibTeX XMLCite \textit{D. O. Kramkov}, Russ. Math. Surv. 45, No. 2, 216--217 (1990; Zbl 0708.62009); translation from Usp. Mat. Nauk 45, No. 2(272), 209--210 (1990) Full Text: DOI
Reiss, R.-D. Asymptotic independence of marginal point processes of exceedances. (English) Zbl 0703.60050 Stat. Decis. 8, No. 2, 153-165 (1990). Reviewer: R.-D.Reiss MSC: 60G55 62B15 PDFBibTeX XMLCite \textit{R. D. Reiss}, Stat. Decis. 8, No. 2, 153--165 (1990; Zbl 0703.60050)
Vajda, Igor Distances and discrimination rates for stochastic processes. (English) Zbl 0701.62084 Stochastic Processes Appl. 35, No. 1, 47-57 (1990). MSC: 62M02 62F05 62F15 62B10 PDFBibTeX XMLCite \textit{I. Vajda}, Stochastic Processes Appl. 35, No. 1, 47--57 (1990; Zbl 0701.62084) Full Text: DOI
Höpfner, Reinhard; Jacod, Jean; Ladelli, Lucia Local asymptotic normality and mixed normality for Markov statistical models. (English) Zbl 0685.60016 Probab. Theory Relat. Fields 86, No. 1, 105-129 (1990). MSC: 60E05 62E10 60J35 PDFBibTeX XMLCite \textit{R. Höpfner} et al., Probab. Theory Relat. Fields 86, No. 1, 105--129 (1990; Zbl 0685.60016) Full Text: DOI
Vostrikova, L. Divergence processes and weak convergence of likelihood ratio processes. (English) Zbl 0737.62013 Publ. Inst. Rech. Math. Rennes 1989-1990, No. 1, 134-146 (1990). Reviewer: E.Valkeila (Helsinki) MSC: 62E20 62M99 60F05 62F99 PDFBibTeX XMLCite \textit{L. Vostrikova}, Publ. Inst. Rech. Math. Rennes 1989--1990, No. 1, 134--146 (1990; Zbl 0737.62013)
Lin’kov, Yu. N. A generalization of a Stein’s lemma. (Russian) Zbl 0727.62028 Statistics and control of stochastic processes, Collect. Artic., Moskva, 115-117 (1989). Reviewer: S.Penev (Sofia) MSC: 62F05 62M07 62B15 PDFBibTeX XML
Lin’kov, Yu. N. Asymptotical methods of statistics for semimartingales. (English) Zbl 0712.62093 Markov processes and control theory, Proc. Symp. ISAM, Gaußig/GDR 1988, Math. Res. 54, 115-139 (1989). Reviewer: Yu.M.Kabanov MSC: 62M99 62F05 60G44 PDFBibTeX XML
Gushchin, A. A. A remark on the asymptotic behaviour of the minimax risk in case of distinguishing processes of diffusion type. (Russian) Zbl 0712.62076 Statistics and control of stochastic processes, Collect. Artic., Moskva, 48-55 (1989). Reviewer: Yu.M.Kabanov MSC: 62M02 62M07 60H10 PDFBibTeX XML
Vajda, Igor Asymptotic rate of discrimination of random processes. (English) Zbl 0701.62093 Asymptotic statistics, 4th Prague Symp., Prague/Czech. 1988, 101-109 (1989). MSC: 62M99 62F05 62B10 62M07 PDFBibTeX XML
Jacod, Jean Filtered statistical models and Hellinger processes. (English) Zbl 0684.60031 Stochastic Processes Appl. 32, No. 1, 3-45 (1989). MSC: 60G35 62M99 PDFBibTeX XMLCite \textit{J. Jacod}, Stochastic Processes Appl. 32, No. 1, 3--45 (1989; Zbl 0684.60031) Full Text: DOI
Jacod, Jean Convergence of filtered statistical models and Hellinger processes. (English) Zbl 0684.60030 Stochastic Processes Appl. 32, No. 1, 47-68 (1989). MSC: 60G35 60B10 62M99 PDFBibTeX XMLCite \textit{J. Jacod}, Stochastic Processes Appl. 32, No. 1, 47--68 (1989; Zbl 0684.60030) Full Text: DOI
Guttorp, Peter; Lockhart, Richard A. Estimation in sparsely sampled random walks. (English) Zbl 0667.62064 Stochastic Processes Appl. 31, No. 2, 315-320 (1989). MSC: 62M05 60G50 PDFBibTeX XMLCite \textit{P. Guttorp} and \textit{R. A. Lockhart}, Stochastic Processes Appl. 31, No. 2, 315--320 (1989; Zbl 0667.62064) Full Text: DOI
Jacod, Jean An application of the Emery topology: The information process of a filtered statistical model. (Une application de la topologie d’Emery: Le processus information d’un modèle statistique filtré.) (French) Zbl 0739.62073 Séminaire de probabilités XXIII, Lect. Notes Math. 1372, 448-474 (1989). Reviewer: D.Lepingle (Orléans) MSC: 62M99 60G35 60G99 PDFBibTeX XMLCite \textit{J. Jacod}, Lect. Notes Math. None, 448--474 (1989; Zbl 0739.62073) Full Text: Numdam EuDML
Greenwood, P. E. Partially specified semimartingale experiments. (English) Zbl 0683.62056 Statistical inference from stochastic processes, Proc. AM-IMS-SIAM Jt. Summer Res. Conf., Ithaca/NY 1987, Contemp. Math. 80, 1-17 (1988). Reviewer: J.M.Stoyanov MSC: 62M99 62M05 60F05 60G48 PDFBibTeX XML
Vostrikova, L. On the weak convergence of likelihood ratio processes of general statistical parametric models. (English) Zbl 0643.60029 Stochastics 23, No. 3, 277-298 (1988). Reviewer: V.Mackevičius MSC: 60F17 60B10 62A01 PDFBibTeX XMLCite \textit{L. Vostrikova}, Stochastics 23, No. 3, 277--298 (1988; Zbl 0643.60029) Full Text: DOI
Valkejla, E.; Vostrikova, L. Yu. On predictable tests of \((c_ n)\)-consistency of estimates. (English. Russian original) Zbl 0677.62026 Theory Probab. Appl. 32, No. 3, 477-489 (1987); translation from Teor. Veroyatn. Primen. 32, No. 3, 523-536 (1987). Reviewer: Zhidong Bai MSC: 62F12 62F10 PDFBibTeX XMLCite \textit{E. Valkejla} and \textit{L. Yu. Vostrikova}, Theory Probab. Appl. 32, No. 3, 477--489 (1987; Zbl 0677.62026); translation from Teor. Veroyatn. Primen. 32, No. 3, 523--536 (1987) Full Text: DOI
Liese, Friedrich; Vajda, Igor Convex statistical distances. (English) Zbl 0656.62004 Teubner-Texte zur Mathematik, Bd. 95. Leipzig: BSB B. G. Teubner Verlagsgesellschaft. 224 p.; DM 23.50 (1987). Reviewer: L.Rüschendorf MSC: 62-02 62E99 60E99 PDFBibTeX XML
Vostrikova, L. On f-processes and their applications. (English) Zbl 0633.62093 Stability problems for stochastic models, Proc. 9th Int. Semin., Varna/Bulg. 1985, Lect. Notes Math. 1233, 190-203 (1987). Reviewer: J.Mémin MSC: 62M99 62F10 62B99 60G99 PDFBibTeX XML
Jacod, Jean Partial likelihood process and asymptotic normality. (English) Zbl 0632.62088 Stochastic Processes Appl. 26, 47-71 (1987). Reviewer: Yu.M.Kabanov MSC: 62M09 60G44 PDFBibTeX XMLCite \textit{J. Jacod}, Stochastic Processes Appl. 26, 47--71 (1987; Zbl 0632.62088) Full Text: DOI
Liese, F. Estimates of Hellinger integrals of discrete time stochastic processes. (English) Zbl 0615.62111 Goodness-of-fit, Debrecen/Hung. 1984, Colloq. Math. Soc. János Bolyai 45, 355-368 (1987). MSC: 62M07 62M09 60F99 PDFBibTeX XML
Valkeila, Esko; Vostrikova, Ljudmilla An integral representation for the Hellinger distance. (English) Zbl 0633.60066 Math. Scand. 58, 239-254 (1986). Reviewer: J.Mémin MSC: 60G44 60H10 60F15 62M99 PDFBibTeX XMLCite \textit{E. Valkeila} and \textit{L. Vostrikova}, Math. Scand. 58, 239--254 (1986; Zbl 0633.60066) Full Text: DOI EuDML
Vostrikova, L. On weak convergence of parameter estimators of general statistical parametric models. (English) Zbl 0627.62035 Publ. Inst. Rech. Math. Rennes 1986, No. 1, 146-167 (1986). MSC: 62F12 60F05 62M09 PDFBibTeX XMLCite \textit{L. Vostrikova}, Publ. Inst. Rech. Math. Rennes 1986, No. 1, 146--167 (1986; Zbl 0627.62035)
Liese, F. Hellinger integrals of diffusion processes. (English) Zbl 0598.60042 Statistics 17, 63-78 (1986). Reviewer: M.M.Rao MSC: 60G30 60J60 60F05 62M07 62M99 PDFBibTeX XMLCite \textit{F. Liese}, Statistics 17, 63--78 (1986; Zbl 0598.60042) Full Text: DOI
Memin, Jean Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien). (Functional limit theorems for likelihood processes (asymptotic non-Gaussian setting)). (French) Zbl 0637.60005 Publ. Inst. Rech. Math. Rennes 1, 78-111 (1985). Reviewer: D.Lepingle MSC: 60B10 60F17 60H05 62Mxx 60G30 PDFBibTeX XMLCite \textit{J. Memin}, Publ. Inst. Rech. Math. Rennes 1, 78--111 (1985; Zbl 0637.60005)
Liese, Friedrich Hellinger integrals, error probabilities, and contiguity of Gaussian processes with independent increments and Poisson processes. (English) Zbl 0582.62075 Elektron. Inform.-verarb. Kybernetik 21, 297-312 (1985). MSC: 62M02 62F03 62E15 PDFBibTeX XMLCite \textit{F. Liese}, Elektron. Informationsverarbeitung Kybernetik 21, 297--312 (1985; Zbl 0582.62075)
Liese, Friedrich Chernoff type bounds of errors in hypothesis testing of diffusion processes. (English) Zbl 0596.62078 Robustness of statistical methods and nonparametric statistics, Pap. Conf., Schwerin/Mecklenb. 1983, Theory Decis. Libr., Ser. B 1, 70-72 (1984). MSC: 62M02 60J60 PDFBibTeX XML
Liese, F. Estimates of Hellinger integrals of discrete time stochastic processes. (English) Zbl 0547.62064 Forschungsergeb., Friedrich-Schiller-Univ. Jena N/84/51, 14 p. (1984). Reviewer: Z.Jurek MSC: 62M99 60E99 60G99 62H15 62M09 62E99 PDFBibTeX XML
Liese, F. Hellinger integrals of diffusion processes. (English) Zbl 0517.62006 Forschungsergeb., Friedrich-Schiller-Univ. Jena N/83/39, 23 p. (1983). MSC: 62B10 62M02 62B99 60H10 PDFBibTeX XML
Birge, Lucien Robust testing for independent non identically distributed variables and Markov chains. (English) Zbl 0509.62036 Specifying statistical models, Proc. 2nd Franco-Belgian Meet. Stat., Louvain-la-Neuve/Belg. 1981, Lect. Notes Stat. 16, 134-162 (1983). MSC: 62G10 62F35 60J10 PDFBibTeX XML
Liese, F. Hellinger integrals with complex parameter. (English) Zbl 0497.60048 Forschungsergeb., Friedrich-Schiller-Univ. Jena N/83/8, 7 p. (1983). MSC: 60G55 62M07 60G15 60J99 PDFBibTeX XML