Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2253, doi. 10.1007/s00362-017-0918-4
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- Publication type:
- Article
Works matching IS 09325026 AND DT 2019 AND VI 60 AND IP 6
Results: 19
1
2
Lag truncation and the local asymptotic distribution of the ADF test for a unit root.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2109, doi. 10.1007/s00362-017-0911-y
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- Publication type:
- Article
3
On estimation of reliability in a multicomponent stress-strength model for a Kumaraswamy distribution based on progressively censored sample.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2185, doi. 10.1007/s00362-017-0916-6
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- Article
4
Minimum distance estimation of the binormal ROC curve.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2161, doi. 10.1007/s00362-017-0915-7
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- Publication type:
- Article
5
EDF-based tests of exponentiality in pair ranked set sampling.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2141, doi. 10.1007/s00362-017-0913-9
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- Publication type:
- Article
6
Mixed Poisson INAR(1) processes.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2119, doi. 10.1007/s00362-017-0912-x
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- Publication type:
- Article
7
Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2225, doi. 10.1007/s00362-017-0917-5
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- Publication type:
- Article
8
The asymptotic properties of the estimators in a semiparametric regression model.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2087, doi. 10.1007/s00362-017-0910-z
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- Publication type:
- Article
9
A robust and efficient estimation method for partially nonlinear models via a new MM algorithm.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2063, doi. 10.1007/s00362-017-0909-5
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- Publication type:
- Article
10
Exact distributions of tests of outliers for exponential samples.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2031, doi. 10.1007/s00362-017-0908-6
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- Publication type:
- Article
11
Generalized p value for multivariate Gaussian stochastic processes in continuous time.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2013, doi. 10.1007/s00362-017-0907-7
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- Publication type:
- Article
12
Bivariate quantile residual life: a characterization theorem and statistical properties.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 2001, doi. 10.1007/s00362-017-0905-9
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- Publication type:
- Article
13
Some properties of conditional partial moments in the context of stochastic modelling.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 1971, doi. 10.1007/s00362-017-0904-x
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- Publication type:
- Article
14
Correcting outliers in GARCH models: a weighted forward approach.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 1939, doi. 10.1007/s00362-017-0903-y
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- Publication type:
- Article
15
A test for detecting Laplace order dominance and related Bahadur efficiency issues.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 1921, doi. 10.1007/s00362-017-0901-0
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- Publication type:
- Article
16
On divergence tests for composite hypotheses under composite likelihood.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 1883, doi. 10.1007/s00362-017-0900-1
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- Publication type:
- Article
17
Preliminary test and Stein-type shrinkage ridge estimators in robust regression.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 1849, doi. 10.1007/s00362-017-0899-3
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- Publication type:
- Article
18
On circular correlation for data on the torus.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 1827, doi. 10.1007/s00362-017-0897-5
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- Publication type:
- Article
19
Two stage smoothing in additive models with missing covariates.
- Published in:
- Statistical Papers, 2019, v. 60, n. 6, p. 1803, doi. 10.1007/s00362-017-0896-6
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- Publication type:
- Article