## References

SHOWING 1-10 OF 221 REFERENCES

### Stochastic processes and statistical inference

- Mathematics
- 1950

The purpose of this thesis is, par t ly to sho~ the possibility of applying statistical concepts and methods of inference to stochastic processes, and part ly to obtain practically working methods of…

### Statistical Inference for Stochastic Processes

- MathematicsInternational Encyclopedia of Statistical Science
- 2011

### Moment Inequalities for Supremum of Empirical Processes for φ-Mixing Sequences

- Mathematics
- 2003

Abstract Let be a stationary φ-mixing process with the one-dimensional marginal distribution function F and the density function f. Let Fn (x) be the empirical distribution function based on the…

### Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion

- Mathematics
- 2008

Consider a linear stochastic differential equation dX(t) = (aX(t) + bX(t− 1))dt+ dW t , t ≥ 0 with time delay driven by a fractional Brownian motion {W t , t ≥ 0}. We investigate the asymptotic…

### Estimation for some Stochastic Partial Differential Equations Based on Discrete Observations

- Mathematics
- 2000

Stochastic partial differential equations (SPDE) are used for stochastic modelling, for instance, in the study of neuronal behaviour in neurophysiology and in building stochastic models for…

### Asymptotic theory of extimation when the limit of the log - likelihood ratios is mixed normal

- Mathematics
- 1980

Some results concerning the asymptotic theory of estimation are presented when the limit distribution of the log-likelihood ratios is mixed normal. More specifically, the notion of a locally…

### A review

- Psychology, Education
- 1963

Parenting practices are strategies used by parents to educate their children. This literature review was carried out to survey, describe and measure the frequency of publications of instruments…

### Optimal asymptotic tests of composite hypotheses for continuous time stochastic processes

- Mathematics
- 1996

Consider a stochastic process {X t , t ≥ O} whose distributions depend on an unknown parameter (γ,θ). A locally asymptotically most powerful test, for testing the composite hypothesis H 0 : γ = γ 0…