Statistical Inference for Stochastic Processes [electronic resource] : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems /
Statistical Inference for Stochastic Processes An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems / [electronic resource] :
edited by Denis Bosq, Yury A. Kutoyants, Siegfried Hörmann, Marc Hallin, Arnaud Gloter.
- online resource.
Statistical Inference for Stochastic Processes aims to publish high quality papers devoted to inference in either discrete or continuous time stochastic processes. This includes topics such as ARMA processes, GARCH processes and other time series models, as well as diffusion type processes, point processes, random fields and Markov processes. Papers related to spatial models and empirical processes are also within the scope of the journal. Special focus is placed on methodological advances and sound theoretical results, but submissions that expose potential applications of the developed theory to finance, insurance, economics, biology, physics and engineering are very much encouraged. Officially cited as: Stat Inference Stoch Process .
1572-9311 = Stat Inference Stoch Process
10.1007/11203.1572-9311 doi
Probabilities.
Statistics .
Probability Theory.
Statistical Theory and Methods.
Statistical Inference for Stochastic Processes aims to publish high quality papers devoted to inference in either discrete or continuous time stochastic processes. This includes topics such as ARMA processes, GARCH processes and other time series models, as well as diffusion type processes, point processes, random fields and Markov processes. Papers related to spatial models and empirical processes are also within the scope of the journal. Special focus is placed on methodological advances and sound theoretical results, but submissions that expose potential applications of the developed theory to finance, insurance, economics, biology, physics and engineering are very much encouraged. Officially cited as: Stat Inference Stoch Process .
1572-9311 = Stat Inference Stoch Process
10.1007/11203.1572-9311 doi
Probabilities.
Statistics .
Probability Theory.
Statistical Theory and Methods.