Kristensen, Dennis Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models. (English) Zbl 1431.62342 J. Econom. 156, No. 2, 239-259 (2010). MSC: 62M05 62G05 62F12 62G07 62P20 PDFBibTeX XMLCite \textit{D. Kristensen}, J. Econom. 156, No. 2, 239--259 (2010; Zbl 1431.62342) Full Text: DOI
Comte, F.; Lacour, C.; Rozenholc, Y. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. (English) Zbl 1431.62139 J. Econom. 154, No. 1, 59-73 (2010). MSC: 62G07 62G08 62M05 62M10 62G20 62P05 PDFBibTeX XMLCite \textit{F. Comte} et al., J. Econom. 154, No. 1, 59--73 (2010; Zbl 1431.62139) Full Text: DOI HAL
Sharia, Teo Recursive parameter estimation: asymptotic expansion. (English) Zbl 1440.62322 Ann. Inst. Stat. Math. 62, No. 2, 343-362 (2010). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{T. Sharia}, Ann. Inst. Stat. Math. 62, No. 2, 343--362 (2010; Zbl 1440.62322) Full Text: DOI arXiv
Pavon, Michele; Ticozzi, Francesco Discrete-time classical and quantum Markovian evolutions: maximum entropy problems on path space. (English) Zbl 1310.81105 J. Math. Phys. 51, No. 4, 042104, 22 p. (2010). MSC: 81S25 60J05 60J60 60G17 94A17 PDFBibTeX XMLCite \textit{M. Pavon} and \textit{F. Ticozzi}, J. Math. Phys. 51, No. 4, 042104, 22 p. (2010; Zbl 1310.81105) Full Text: DOI arXiv
Hanzon, B.; Holland, F. The long-term behaviour of Markov sequences. (English) Zbl 1272.39001 Math. Proc. R. Ir. Acad. 110A, No. 2, 163-185 (2010). MSC: 39A06 39A22 PDFBibTeX XMLCite \textit{B. Hanzon} and \textit{F. Holland}, Math. Proc. R. Ir. Acad. 110A, No. 2, 163--185 (2010; Zbl 1272.39001) Full Text: DOI
Masuda, Hiroki Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. (English) Zbl 1329.62364 Electron. J. Stat. 4, 525-565 (2010). MSC: 62M05 62F12 60G51 60J60 PDFBibTeX XMLCite \textit{H. Masuda}, Electron. J. Stat. 4, 525--565 (2010; Zbl 1329.62364) Full Text: DOI Euclid
Johnson, Alicia A.; Jones, Galin L. Gibbs sampling for a Bayesian hierarchical general linear model. (English) Zbl 1329.62336 Electron. J. Stat. 4, 313-333 (2010). MSC: 62J12 62F15 62F12 60J20 PDFBibTeX XMLCite \textit{A. A. Johnson} and \textit{G. L. Jones}, Electron. J. Stat. 4, 313--333 (2010; Zbl 1329.62336) Full Text: DOI arXiv Euclid
Karwowski, W.; Yasuda, K. Dirichlet forms for diffusion in \(\mathbb R^2\) and jumps on fractals: the regularity problem. (English) Zbl 1259.60088 \(p\)-Adic Numbers Ultrametric Anal. Appl. 2, No. 4, 341-359 (2010). MSC: 60J45 28A80 60G17 60J25 PDFBibTeX XMLCite \textit{W. Karwowski} and \textit{K. Yasuda}, \(p\)-Adic Numbers Ultrametric Anal. Appl. 2, No. 4, 341--359 (2010; Zbl 1259.60088) Full Text: DOI
Ge, Qi; Štefankovič, Daniel A graph polynomial for independent sets of bipartite graphs. (English) Zbl 1245.68092 Lodaya, Kamal (ed.) et al., IARCS annual conference on foundations of software technology and theoretical computer science (FSTTCS 2010), December 15–18, 2010, Chennai, India. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik (ISBN 978-3-939897-23-1). LIPIcs – Leibniz International Proceedings in Informatics 8, 240-250, electronic only (2010). MSC: 68Q17 68Q25 05C31 05C69 PDFBibTeX XMLCite \textit{Q. Ge} and \textit{D. Štefankovič}, LIPIcs -- Leibniz Int. Proc. Inform. 8, 240--250 (2010; Zbl 1245.68092) Full Text: DOI Link
Hunt, Brian R.; Kaloshin, Vadim Yu. Prevalence. (English) Zbl 1317.37013 Broer, Henk (ed.) et al., Handbook of dynamical systems. Volume 3. Amsterdam: Elsevier (ISBN 978-0-444-53141-4/hbk; 978-0-444-63821-2/pbk; 978-0-08-093226-2/ebook). 43-87 (2010). Reviewer: Thomas B. Ward (Durham) MSC: 37A50 37A30 37C20 PDFBibTeX XMLCite \textit{B. R. Hunt} and \textit{V. Yu. Kaloshin}, in: Handbook of dynamical systems. Volume 3. Amsterdam: Elsevier. 43--87 (2010; Zbl 1317.37013)
Taillefumier, Thibaud; Magnasco, Marcelo O. A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries. (English) Zbl 1339.60098 J. Stat. Phys. 140, No. 6, 1130-1156 (2010). MSC: 60H35 60H10 60J60 60G15 60G17 65C30 PDFBibTeX XMLCite \textit{T. Taillefumier} and \textit{M. O. Magnasco}, J. Stat. Phys. 140, No. 6, 1130--1156 (2010; Zbl 1339.60098) Full Text: DOI
Zhang, Shibin; Zhang, Xinsheng Moment estimation of parameters for discretely sampled OU-compound Poisson processes. (English) Zbl 1236.62098 Chin. J. Appl. Probab. Stat. 26, No. 4, 384-398 (2010). MSC: 62M05 62F10 62F12 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{X. Zhang}, Chin. J. Appl. Probab. Stat. 26, No. 4, 384--398 (2010; Zbl 1236.62098)
Berthelsen, Kasper K.; Breyer, Laird A.; Roberts, Gareth O. Perfect posterior simulation for mixture and hidden Markov models. (English) Zbl 1226.60100 LMS J. Comput. Math. 13, 246-259 (2010). MSC: 60J22 62F12 62F15 PDFBibTeX XMLCite \textit{K. K. Berthelsen} et al., LMS J. Comput. Math. 13, 246--259 (2010; Zbl 1226.60100) Full Text: DOI
Jakubowski, Jecek; Niewȩgłowski, Mariusz Andrzej A class of \(\mathbb F\)-doubly stochastic Markov chains. (English) Zbl 1231.60048 Electron. J. Probab. 15, Paper No. 56, 1743-1771 (2010). MSC: 60G99 60G55 60G44 60G17 60J10 PDFBibTeX XMLCite \textit{J. Jakubowski} and \textit{M. A. Niewȩgłowski}, Electron. J. Probab. 15, Paper No. 56, 1743--1771 (2010; Zbl 1231.60048) Full Text: DOI
Schilling, Rene L.; Schnurr, Alexander The symbol associated with the solution of a stochastic differential equation. (English) Zbl 1226.60116 Electron. J. Probab. 15, Paper No. 43, 1369-1393 (2010). MSC: 60J75 47G30 60H20 60J25 60G51 60G17 PDFBibTeX XMLCite \textit{R. L. Schilling} and \textit{A. Schnurr}, Electron. J. Probab. 15, Paper No. 43, 1369--1393 (2010; Zbl 1226.60116) Full Text: DOI arXiv EMIS
Gao, Fuqing; Jiang, Hui; Wang, Baobin Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process. (English) Zbl 1240.60046 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 4, 1125-1133 (2010). MSC: 60F10 62F12 62M05 PDFBibTeX XMLCite \textit{F. Gao} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 4, 1125--1133 (2010; Zbl 1240.60046) Full Text: DOI
Long, Hongwei Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations. (English) Zbl 1240.62005 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 645-663 (2010). MSC: 62M05 60G52 60J75 62F12 62F10 PDFBibTeX XMLCite \textit{H. Long}, Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 645--663 (2010; Zbl 1240.62005) Full Text: DOI
Hoshino, Mitsuhiro; Kimura, Yutaka State preserving properties in self-organizing maps with inputs in an inner product space. (English) Zbl 1219.68132 Akashi, Shigeo (ed.) et al., Proceedings of the sixth international conference on nonlinear analysis and convex analysis (NACA 2009), Tokyo, Japan, March 27–31, 2009. In celebration of the retirement of Professor Wataru Takahashi. Yokohama: Yokohama Publishers (ISBN 978-4-946552-41-0/hbk). 65-76 (2010). MSC: 68T05 60J20 PDFBibTeX XMLCite \textit{M. Hoshino} and \textit{Y. Kimura}, in: Proceedings of the sixth international conference on nonlinear analysis and convex analysis (NACA 2009), Tokyo, Japan, March 27--31, 2009. In celebration of the retirement of Professor Wataru Takahashi. Yokohama: Yokohama Publishers. 65--76 (2010; Zbl 1219.68132)
Guerreiro, G. R.; Mexia, J. T.; Miguens, M. F. A model for open populations subject to periodical re-classifications. (English) Zbl 1216.62135 J. Stat. Theory Pract. 4, No. 2, 303-321 (2010). MSC: 62M05 62F12 60J20 62H30 PDFBibTeX XMLCite \textit{G. R. Guerreiro} et al., J. Stat. Theory Pract. 4, No. 2, 303--321 (2010; Zbl 1216.62135) Full Text: DOI
Abért, Miklós (ed.); Gaboriau, Damien (ed.); Grunewald, Fritz (ed.) Actions and invariants of residually finite groups: asymptotic methods. Abstracts from the workshop held September 5th – September 11th, 2010. (English) Zbl 1209.00026 Oberwolfach Rep. 7, No. 3, 2335-2391 (2010). MSC: 00B05 20-06 20F69 20E26 22D40 37A20 34L20 37A15 37A30 PDFBibTeX XMLCite \textit{M. Abért} (ed.) et al., Oberwolfach Rep. 7, No. 3, 2335--2391 (2010; Zbl 1209.00026) Full Text: DOI Link
Höpfner, Reinhard; Kutoyants, Yury Estimating discontinuous periodic signals in a time inhomogeneous diffusion. (English) Zbl 1209.62195 Stat. Inference Stoch. Process. 13, No. 3, 193-230 (2010). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{R. Höpfner} and \textit{Y. Kutoyants}, Stat. Inference Stoch. Process. 13, No. 3, 193--230 (2010; Zbl 1209.62195) Full Text: DOI
Lee, Sangyeol; Masuda, Hiroki Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE. (English) Zbl 1209.62197 Stat. Inference Stoch. Process. 13, No. 2, 147-161 (2010). MSC: 62M07 62M02 62G20 65C60 PDFBibTeX XMLCite \textit{S. Lee} and \textit{H. Masuda}, Stat. Inference Stoch. Process. 13, No. 2, 147--161 (2010; Zbl 1209.62197) Full Text: DOI
Bosq, Denis Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process. (English) Zbl 1209.62193 Stat. Inference Stoch. Process. 13, No. 2, 133-145 (2010). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{D. Bosq}, Stat. Inference Stoch. Process. 13, No. 2, 133--145 (2010; Zbl 1209.62193) Full Text: DOI
Gassem, A. Goodness-of-fit test for switching diffusion. (English) Zbl 1209.62102 Stat. Inference Stoch. Process. 13, No. 2, 97-123 (2010). MSC: 62G10 62M02 62G30 62E20 PDFBibTeX XMLCite \textit{A. Gassem}, Stat. Inference Stoch. Process. 13, No. 2, 97--123 (2010; Zbl 1209.62102) Full Text: DOI
Stockis, Jean-Pierre; Franke, Jürgen; Kamgaing, Joseph Tadjuidje On geometric ergodicity of CHARME models. (English) Zbl 1223.62151 J. Time Ser. Anal. 31, No. 3, 141-152 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62G08 62M45 62G20 62H12 PDFBibTeX XMLCite \textit{J.-P. Stockis} et al., J. Time Ser. Anal. 31, No. 3, 141--152 (2010; Zbl 1223.62151) Full Text: DOI
Winkler, Reinhard A little topological counterpart of Birkhoff’s ergodic theorem. (English) Zbl 1249.37004 Unif. Distrib. Theory 5, No. 1, 157-162 (2010). Reviewer: Pierre Liardet (Marseille) MSC: 37B05 37A30 PDFBibTeX XMLCite \textit{R. Winkler}, Unif. Distrib. Theory 5, No. 1, 157--162 (2010; Zbl 1249.37004)
Favetto, Benjamin; Samson, Adeline Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application. (English) Zbl 1224.62032 Scand. J. Stat. 37, No. 2, 200-220 (2010). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M05 62F12 65C60 PDFBibTeX XMLCite \textit{B. Favetto} and \textit{A. Samson}, Scand. J. Stat. 37, No. 2, 200--220 (2010; Zbl 1224.62032) Full Text: DOI HAL
Negri, Ilia; Nishiyama, Yoichi Goodness of fit test for ergodic diffusions by tick time sample scheme. (English) Zbl 1205.62115 Stat. Inference Stoch. Process. 13, No. 1, 81-95 (2010). MSC: 62M02 62G10 62G20 PDFBibTeX XMLCite \textit{I. Negri} and \textit{Y. Nishiyama}, Stat. Inference Stoch. Process. 13, No. 1, 81--95 (2010; Zbl 1205.62115) Full Text: DOI Link
Barge, Marcy; Diamond, Beverly; Hunton, John; Sadun, Lorenzo Cohomology of substitution tiling spaces. (English) Zbl 1225.37021 Ergodic Theory Dyn. Syst. 30, No. 6, 1607-1627 (2010). Reviewer: Mike Hurley (Cleveland) MSC: 37B50 37B05 37A30 PDFBibTeX XMLCite \textit{M. Barge} et al., Ergodic Theory Dyn. Syst. 30, No. 6, 1607--1627 (2010; Zbl 1225.37021) Full Text: DOI arXiv
Lazrieva, Nanuli; Toronjadze, Teimuraz Recursive parameter estimation in the trend coefficient of a diffusion process. (English) Zbl 1203.62140 Georgian Math. J. 17, No. 4, 683-704 (2010). MSC: 62M05 62F12 60H10 60J60 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Georgian Math. J. 17, No. 4, 683--704 (2010; Zbl 1203.62140) Full Text: DOI
Wu, Wei Biao; Huang, Yinxiao; Huang, Yibi Kernel estimation for time series: an asymptotic theory. (English) Zbl 1201.62054 Stochastic Processes Appl. 120, No. 12, 2412-2431 (2010). MSC: 62G08 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{W. B. Wu} et al., Stochastic Processes Appl. 120, No. 12, 2412--2431 (2010; Zbl 1201.62054) Full Text: DOI
Aït-Sahalia, Yacine; Fan, Jianqing; Jiang, Jiancheng Nonparametric tests of the Markov hypothesis in continuous-time models. (English) Zbl 1200.62044 Ann. Stat. 38, No. 5, 3129-3163 (2010). MSC: 62G10 60J60 62M02 62E20 62G20 65C60 PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} et al., Ann. Stat. 38, No. 5, 3129--3163 (2010; Zbl 1200.62044) Full Text: DOI arXiv
Aït-Sahalia, Yacine; Jacod, Jean Is Brownian motion necessary to model high-frequency data? (English) Zbl 1327.62118 Ann. Stat. 38, No. 5, 3093-3128 (2010). MSC: 62F12 62M05 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} and \textit{J. Jacod}, Ann. Stat. 38, No. 5, 3093--3128 (2010; Zbl 1327.62118) Full Text: DOI arXiv
Lee, Sangyeol On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach. (English) Zbl 1201.62097 J. Korean Math. Soc. 47, No. 6, 1137-1146 (2010). MSC: 62M02 62E20 62B10 60F05 62F05 PDFBibTeX XMLCite \textit{S. Lee}, J. Korean Math. Soc. 47, No. 6, 1137--1146 (2010; Zbl 1201.62097) Full Text: DOI Link
Robert, Christian Y.; Rosenbaum, Mathieu On the limiting spectral distribution of the covariance matrices of time-lagged processes. (English) Zbl 1202.15037 J. Multivariate Anal. 101, No. 10, 2434-2451 (2010). Reviewer: A. Arvanitoyeorgos (Patras) MSC: 15B52 60F05 62F12 62H12 62M05 60B20 PDFBibTeX XMLCite \textit{C. Y. Robert} and \textit{M. Rosenbaum}, J. Multivariate Anal. 101, No. 10, 2434--2451 (2010; Zbl 1202.15037) Full Text: DOI
Haddad, Jean-Paul; Mazumdar, Ravi R.; Piera, Francisco J. Pathwise comparison results for stochastic fluid networks. (English) Zbl 1205.60079 Queueing Syst. 66, No. 2, 155-168 (2010). Reviewer: Elart von Collani (Würzburg) MSC: 60G17 68M20 60J25 60K30 90B18 PDFBibTeX XMLCite \textit{J.-P. Haddad} et al., Queueing Syst. 66, No. 2, 155--168 (2010; Zbl 1205.60079) Full Text: DOI
Bishwal, Jaya P. N. Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process. (English) Zbl 1197.62119 Methodol. Comput. Appl. Probab. 12, No. 3, 323-334 (2010). MSC: 62M05 62F12 60F05 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Methodol. Comput. Appl. Probab. 12, No. 3, 323--334 (2010; Zbl 1197.62119) Full Text: DOI
Thomas, Alun The conditional independences between variables derived from two independent identically distributed Markov random fields when pairwise order is ignored. (English) Zbl 1196.92028 Math. Med. Biol. 27, No. 3, 283-288 (2010). MSC: 92D10 60J99 05C90 92D15 PDFBibTeX XMLCite \textit{A. Thomas}, Math. Med. Biol. 27, No. 3, 283--288 (2010; Zbl 1196.92028) Full Text: DOI Link
Comte, F.; Genon-Catalot, V. Nonparametric adaptive estimation for pure jump Lévy processes. (English) Zbl 1201.62042 Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 3, 595-617 (2010). MSC: 62G05 62M05 62G20 60G51 PDFBibTeX XMLCite \textit{F. Comte} and \textit{V. Genon-Catalot}, Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 3, 595--617 (2010; Zbl 1201.62042) Full Text: DOI arXiv EuDML
Li, J.; Ostoja-Starzewski, M. Fractals in elastic-hardening plastic materials. (English) Zbl 1195.74144 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 466, No. 2114, 603-621 (2010). MSC: 74Q20 PDFBibTeX XMLCite \textit{J. Li} and \textit{M. Ostoja-Starzewski}, Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 466, No. 2114, 603--621 (2010; Zbl 1195.74144) Full Text: DOI
Song, Seongjoo Lévy density estimation via information projection onto wavelet subspaces. (English) Zbl 1195.62134 Stat. Probab. Lett. 80, No. 21-22, 1623-1632 (2010). MSC: 62M05 42C40 62G07 62G20 62P05 62B10 PDFBibTeX XMLCite \textit{S. Song}, Stat. Probab. Lett. 80, No. 21--22, 1623--1632 (2010; Zbl 1195.62134) Full Text: DOI
Christian, Farinetto On least absolute value estimators for Poisson processes. (English) Zbl 1204.62145 Commun. Stat., Theory Methods 39, No. 14, 2645-2658 (2010). MSC: 62M05 62F12 62M09 PDFBibTeX XMLCite \textit{F. Christian}, Commun. Stat., Theory Methods 39, No. 14, 2645--2658 (2010; Zbl 1204.62145) Full Text: DOI
Chen, Xi; Lin, Lu Nonparametric estimation for FBSDEs models with applications in finance. (English) Zbl 1201.62041 Commun. Stat., Theory Methods 39, No. 14, 2492-2514 (2010). MSC: 62G05 62G08 62E20 62G20 62P05 62M05 60H10 65C60 PDFBibTeX XMLCite \textit{X. Chen} and \textit{L. Lin}, Commun. Stat., Theory Methods 39, No. 14, 2492--2514 (2010; Zbl 1201.62041) Full Text: DOI
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag Nonparametric regression estimation in a null recurrent time series. (English) Zbl 1233.62081 J. Stat. Plann. Inference 140, No. 12, 3619-3626 (2010). MSC: 62G08 62M10 62G20 62M05 PDFBibTeX XMLCite \textit{H. A. Karlsen} et al., J. Stat. Plann. Inference 140, No. 12, 3619--3626 (2010; Zbl 1233.62081) Full Text: DOI
Lee, Sangyeol; Lee, Taewook Robust estimation for order of hidden Markov models based on density power divergences. (English) Zbl 1432.62280 J. Stat. Comput. Simulation 80, No. 5, 503-512 (2010). MSC: 62M05 62F12 62F35 PDFBibTeX XMLCite \textit{S. Lee} and \textit{T. Lee}, J. Stat. Comput. Simulation 80, No. 5, 503--512 (2010; Zbl 1432.62280) Full Text: DOI
Aibeche, Aissa; Laidoune, Karima; Rhandi, Abdelaziz Time dependent Lyapunov functions for some Kolmogorov semigroups perturbed by unbounded potentials. (English) Zbl 1200.35027 Arch. Math. 94, No. 6, 565-577 (2010). MSC: 35B40 35K15 47D07 60J35 PDFBibTeX XMLCite \textit{A. Aibeche} et al., Arch. Math. 94, No. 6, 565--577 (2010; Zbl 1200.35027) Full Text: DOI
Yang, Ming Hausdorff dimension of the image of iterated additive processes. (English) Zbl 1205.60081 Rocky Mt. J. Math. 40, No. 4, 1333-1353 (2010). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60G51 60J25 PDFBibTeX XMLCite \textit{M. Yang}, Rocky Mt. J. Math. 40, No. 4, 1333--1353 (2010; Zbl 1205.60081) Full Text: DOI
Bibi, Abdelouahab; Lescheb, Ines Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models. (English) Zbl 1203.62155 Stat. Probab. Lett. 80, No. 19-20, 1532-1542 (2010). MSC: 62M10 62F12 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{I. Lescheb}, Stat. Probab. Lett. 80, No. 19--20, 1532--1542 (2010; Zbl 1203.62155) Full Text: DOI
Ma, Chunhua A note on “Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises”. (English) Zbl 1203.62141 Stat. Probab. Lett. 80, No. 19-20, 1528-1531 (2010). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{C. Ma}, Stat. Probab. Lett. 80, No. 19--20, 1528--1531 (2010; Zbl 1203.62141) Full Text: DOI
Jacod, Jean; Todorov, Viktor Do price and volatility jump together? (English) Zbl 1203.62139 Ann. Appl. Probab. 20, No. 4, 1425-1469 (2010). MSC: 62M05 62F12 62P05 65C05 60G48 PDFBibTeX XMLCite \textit{J. Jacod} and \textit{V. Todorov}, Ann. Appl. Probab. 20, No. 4, 1425--1469 (2010; Zbl 1203.62139) Full Text: DOI arXiv
Lai, Yi-Hsuan; Chen, Lin-An; Tang, Chau-Shyun Linear trimmed means for the linear regression with AR(1) errors model. (English) Zbl 1205.62088 J. Stat. Plann. Inference 140, No. 11, 3457-3467 (2010). MSC: 62J05 62F35 62H12 62M10 65C05 62F12 PDFBibTeX XMLCite \textit{Y.-H. Lai} et al., J. Stat. Plann. Inference 140, No. 11, 3457--3467 (2010; Zbl 1205.62088) Full Text: DOI
Cohen, Guy; Lin, Michael The one-sided ergodic Hilbert transform of normal contractions. (English) Zbl 1213.47020 Alpay, Daniel (ed.) et al., Characteristic functions, scattering functions and transfer functions. The Moshe Livsic memorial volume. Basel: Birkhäuser (ISBN 978-3-0346-0182-5/hbk; 978-3-0346-0183-2/ebook). Operator Theory: Advances and Applications 197, 77-98 (2010). Reviewer: Constantin Niculescu (Craiova) MSC: 47B15 47A35 37A30 42A16 PDFBibTeX XMLCite \textit{G. Cohen} and \textit{M. Lin}, Oper. Theory: Adv. Appl. 197, 77--98 (2010; Zbl 1213.47020)
Prakasa Rao, B. L. S. Statistical inference for fractional diffusion processes. (English) Zbl 1211.62143 Wiley Series in Probability and Statistics. Chichester: John Wiley & Sons (ISBN 978-0-470-66568-8/hbk; 978-0-470-66712-5/ebook). xii, 252 p. (2010). Reviewer: H. M. Mai (Berlin) MSC: 62M05 62-02 60J60 62F10 62F12 62F15 62G05 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Statistical inference for fractional diffusion processes. Chichester: John Wiley \& Sons (2010; Zbl 1211.62143) Full Text: DOI
Shcherbakov, Vadim; Volkov, Stanislav Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects. (English) Zbl 1202.60060 Stochastic Processes Appl. 120, No. 6, 926-948 (2010). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60J20 60C05 PDFBibTeX XMLCite \textit{V. Shcherbakov} and \textit{S. Volkov}, Stochastic Processes Appl. 120, No. 6, 926--948 (2010; Zbl 1202.60060) Full Text: DOI arXiv
Kutoyants, Yury A. On the goodness-of-fit testing for ergodic diffusion processes. (English) Zbl 1189.62138 J. Nonparametric Stat. 22, No. 4, 529-543 (2010). MSC: 62M02 62G10 62E20 62G20 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, J. Nonparametric Stat. 22, No. 4, 529--543 (2010; Zbl 1189.62138) Full Text: DOI arXiv
Møller, Jesper Inference. (English) Zbl 1192.62206 Kendall, Wilfrid S. (ed.) et al., New perspectives in stochastic geometry. Oxford: Oxford University Press (ISBN 978-0-19-923257-4/hbk). 307-347 (2010). MSC: 62M30 60D05 62F15 62F10 65C60 PDFBibTeX XMLCite \textit{J. Møller}, in: New perspectives in stochastic geometry. Oxford: Oxford University Press. 307--347 (2010; Zbl 1192.62206)
Hu, Yaozhong; Nualart, David Parameter estimation for fractional Ornstein-Uhlenbeck processes. (English) Zbl 1187.62137 Stat. Probab. Lett. 80, No. 11-12, 1030-1038 (2010). MSC: 62M05 62F12 60F05 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{D. Nualart}, Stat. Probab. Lett. 80, No. 11--12, 1030--1038 (2010; Zbl 1187.62137) Full Text: DOI arXiv
Anantharaman, Claire; Anker, Jean-Philippe; Babillot, Martine; Bonami, Aline; Demange, Bruno; Grellier, Sandrine; Havard, François; Jaming, Philippe; Lesigne, Emmanuel; Maheux, Patrick; Otal, Jean-Pierre; Schapira, Barbara; Schreiber, Jean-Pierre Ergodic theorems for group actions. (Théorèmes ergodiques pour les actions de groupes.) (French) Zbl 1193.37002 Monographies de L’Enseignement Mathématique 41. Genéve: L’Enseignement Mathématique (ISBN 978-2-940264-08-7/pbk). 270 p. (2010). Reviewer: Victor Sharapov (Volgograd) MSC: 37-02 37B05 37A30 PDFBibTeX XMLCite \textit{C. Anantharaman} et al., Théorèmes ergodiques pour les actions de groupes. Genéve: L'Enseignement Mathématique (2010; Zbl 1193.37002)
Verzelen, Nicolas Adaptive estimation of stationary Gaussian fields. (English) Zbl 1189.62157 Ann. Stat. 38, No. 3, 1363-1402 (2010). MSC: 62M40 62M30 62G08 62G20 PDFBibTeX XMLCite \textit{N. Verzelen}, Ann. Stat. 38, No. 3, 1363--1402 (2010; Zbl 1189.62157) Full Text: DOI arXiv
Ravikumar, Pradeep; Wainwright, Martin J.; Lafferty, John D. High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression. (English) Zbl 1189.62115 Ann. Stat. 38, No. 3, 1287-1319 (2010). MSC: 62J12 62F12 05C90 68T99 62M40 PDFBibTeX XMLCite \textit{P. Ravikumar} et al., Ann. Stat. 38, No. 3, 1287--1319 (2010; Zbl 1189.62115) Full Text: DOI arXiv
Lehrke, S. G.; Ghorai, J. K. Large sample properties of ML estimator of the parameters of multivariate O-U random fields. (English) Zbl 1188.62286 Commun. Stat., Theory Methods 39, No. 4, 738-752 (2010). MSC: 62M40 62F12 62M05 62H12 PDFBibTeX XMLCite \textit{S. G. Lehrke} and \textit{J. K. Ghorai}, Commun. Stat., Theory Methods 39, No. 4, 738--752 (2010; Zbl 1188.62286) Full Text: DOI
Xu, Ke-Li Reweighted functional estimation of diffusion models. (English) Zbl 1185.62150 Econom. Theory 26, No. 2, 541-563 (2010). MSC: 62M05 62G05 62G20 62P05 60H10 PDFBibTeX XMLCite \textit{K.-L. Xu}, Econom. Theory 26, No. 2, 541--563 (2010; Zbl 1185.62150) Full Text: DOI
Veraart, Almut E. D. Inference for the jump part of quadratic variation of Itô semimartingales. (English) Zbl 1202.62142 Econom. Theory 26, No. 2, 331-368 (2010). MSC: 62P05 62M05 91B25 62F05 91G70 65C05 PDFBibTeX XMLCite \textit{A. E. D. Veraart}, Econom. Theory 26, No. 2, 331--368 (2010; Zbl 1202.62142) Full Text: DOI
Yano, Kouji Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part. (English) Zbl 1188.60023 Potential Anal. 32, No. 4, 305-341 (2010). MSC: 60G51 60J50 60G17 PDFBibTeX XMLCite \textit{K. Yano}, Potential Anal. 32, No. 4, 305--341 (2010; Zbl 1188.60023) Full Text: DOI arXiv
Bishwal, Jaya P. N. Maximum likelihood estimation in Skorohod stochastic differential equations. (English) Zbl 1184.62145 Proc. Am. Math. Soc. 138, No. 4, 1471-1478 (2010). MSC: 62M05 62F12 60H10 60F05 62E20 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Proc. Am. Math. Soc. 138, No. 4, 1471--1478 (2010; Zbl 1184.62145) Full Text: DOI
Totik, Vilmos Christoffel functions on curves and domains. (English) Zbl 1189.26028 Trans. Am. Math. Soc. 362, No. 4, 2053-2087 (2010). Reviewer: Jacek Gilewicz (Marseille) MSC: 26C05 31A99 41A10 41A17 PDFBibTeX XMLCite \textit{V. Totik}, Trans. Am. Math. Soc. 362, No. 4, 2053--2087 (2010; Zbl 1189.26028) Full Text: DOI
Jensen, Jens Ledet On some problems in the article “Efficient likelihood estimation in state space models” by Cheng-Der Fuh. (English) Zbl 1373.62448 Ann. Stat. 38, No. 2, 1279-1281 (2010). MSC: 62M10 62F12 62M05 PDFBibTeX XMLCite \textit{J. L. Jensen}, Ann. Stat. 38, No. 2, 1279--1281 (2010; Zbl 1373.62448) Full Text: DOI arXiv arXiv
Wang, Yazhen; Zou, Jian Vast volatility matrix estimation for high-frequency financial data. (English) Zbl 1183.62184 Ann. Stat. 38, No. 2, 943-978 (2010). MSC: 62P05 91B25 62G20 65C60 91G70 62H12 62G05 62M05 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{J. Zou}, Ann. Stat. 38, No. 2, 943--978 (2010; Zbl 1183.62184) Full Text: DOI arXiv
Negri, Ilia Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process. (English) Zbl 1185.62149 Commun. Stat., Theory Methods 39, No. 1, 177-185 (2010). MSC: 62M05 62G07 62G20 62G30 PDFBibTeX XMLCite \textit{I. Negri}, Commun. Stat., Theory Methods 39, No. 1, 177--185 (2010; Zbl 1185.62149) Full Text: DOI arXiv Link
Barczy, M.; Pap, G. Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. (English) Zbl 1185.62147 J. Stat. Plann. Inference 140, No. 6, 1576-1593 (2010). MSC: 62M05 62F12 60J60 60H10 PDFBibTeX XMLCite \textit{M. Barczy} and \textit{G. Pap}, J. Stat. Plann. Inference 140, No. 6, 1576--1593 (2010; Zbl 1185.62147) Full Text: DOI arXiv
Gegler, Achim; Stadtmüller, Ulrich Estimation of the characteristics of a Lévy process. (English) Zbl 1185.62148 J. Stat. Plann. Inference 140, No. 6, 1481-1496 (2010). MSC: 62M05 65C60 62F12 62M09 PDFBibTeX XMLCite \textit{A. Gegler} and \textit{U. Stadtmüller}, J. Stat. Plann. Inference 140, No. 6, 1481--1496 (2010; Zbl 1185.62148) Full Text: DOI
Yi, Wende; Liao, Stephen Shaoyi Statistical properties of parametric estimators for Markov chain vectors based on copula models. (English) Zbl 1185.62151 J. Stat. Plann. Inference 140, No. 6, 1465-1480 (2010). MSC: 62M05 62H05 62F12 62L12 PDFBibTeX XMLCite \textit{W. Yi} and \textit{S. S. Liao}, J. Stat. Plann. Inference 140, No. 6, 1465--1480 (2010; Zbl 1185.62151) Full Text: DOI
Lur, Yung-Yih; Wu, Yan-Kuen; Guu, Sy-Ming On the max-generalized mean powers of a fuzzy matrix. (English) Zbl 1194.15030 Fuzzy Sets Syst. 161, No. 5, 750-762 (2010). Reviewer: Józef Drewniak (Rzeszów) MSC: 15B15 15B33 60J10 26E60 PDFBibTeX XMLCite \textit{Y.-Y. Lur} et al., Fuzzy Sets Syst. 161, No. 5, 750--762 (2010; Zbl 1194.15030) Full Text: DOI
Santos, Manuel S. Consistency properties of a simulation-based estimator for dynamic processes. (English) Zbl 1182.62168 Ann. Appl. Probab. 20, No. 1, 196-213 (2010). MSC: 62M05 62F12 65C20 60F15 62P05 PDFBibTeX XMLCite \textit{M. S. Santos}, Ann. Appl. Probab. 20, No. 1, 196--213 (2010; Zbl 1182.62168) Full Text: DOI arXiv
Jacob, Christine Conditional least squares estimation in nonstationary nonlinear stochastic regression models. (English) Zbl 1181.62133 Ann. Stat. 38, No. 1, 566-597 (2010). MSC: 62M10 60F15 62J02 62F12 62M05 62M09 60G46 62E20 PDFBibTeX XMLCite \textit{C. Jacob}, Ann. Stat. 38, No. 1, 566--597 (2010; Zbl 1181.62133) Full Text: DOI arXiv
Mijatović, Aleksandar; Schneider, Paul Globally optimal parameter estimates for nonlinear diffusions. (English) Zbl 1181.62121 Ann. Stat. 38, No. 1, 215-245 (2010). MSC: 62M05 62F12 60J60 65C60 62P05 PDFBibTeX XMLCite \textit{A. Mijatović} and \textit{P. Schneider}, Ann. Stat. 38, No. 1, 215--245 (2010; Zbl 1181.62121) Full Text: DOI arXiv
Wang, Xiao Wiener processes with random effects for degradation data. (English) Zbl 1178.62091 J. Multivariate Anal. 101, No. 2, 340-351 (2010). MSC: 62M05 62N05 62F12 62N02 62G20 65C60 PDFBibTeX XMLCite \textit{X. Wang}, J. Multivariate Anal. 101, No. 2, 340--351 (2010; Zbl 1178.62091) Full Text: DOI
Brouste, Alexandre Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises. (English) Zbl 1177.62027 J. Stat. Plann. Inference 140, No. 2, 551-558 (2010). MSC: 62F12 62M05 60F05 PDFBibTeX XMLCite \textit{A. Brouste}, J. Stat. Plann. Inference 140, No. 2, 551--558 (2010; Zbl 1177.62027) Full Text: DOI
Nkurunziza, Sévérien Testing concerning the homogeneity of some predator-prey populations. (English) Zbl 1177.62022 J. Stat. Plann. Inference 140, No. 1, 323-333 (2010). MSC: 62F05 34F05 62P12 92D40 62M02 65C60 PDFBibTeX XMLCite \textit{S. Nkurunziza}, J. Stat. Plann. Inference 140, No. 1, 323--333 (2010; Zbl 1177.62022) Full Text: DOI
Leonenko, N. N.; Šuvak, N. Statistical inference for reciprocal gamma diffusion process. (English) Zbl 1177.62101 J. Stat. Plann. Inference 140, No. 1, 30-51 (2010). MSC: 62M05 62M15 62F12 60J60 62M10 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{N. Šuvak}, J. Stat. Plann. Inference 140, No. 1, 30--51 (2010; Zbl 1177.62101) Full Text: DOI