15 results
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
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- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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- 14 February 2024, pp. 858-885
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- September 2024
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ANOMALOUS DIFFUSION PROCESSES: STOCHASTIC MODELS AND THEIR PROPERTIES
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- Bulletin of the Australian Mathematical Society / Volume 101 / Issue 3 / June 2020
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- 27 March 2020, pp. 514-517
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- June 2020
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Nonparametric estimation of the service time distribution in the M/G/∞ queue
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 1117-1138
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- December 2016
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On Binomial Observations of Continuous-Time Markovian Population Models
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 457-472
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- June 2015
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Sojourn Time Estimation in an M/G/∞ Queue with Partial Information
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1044-1056
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- December 2013
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Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 592-597
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- June 2013
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Asymptotic normality of M-estimators in nonhomogeneous hidden Markov models
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 295-306
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- August 2011
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Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 977-989
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- December 2007
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Sensitivity of hidden Markov models
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 632-642
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- September 2005
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Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 35-53
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- 2004
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Testing for signals with unknown location and scale in a χ2 random field, with an application to fMRI
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- Advances in Applied Probability / Volume 33 / Issue 4 / December 2001
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- 01 July 2016, pp. 773-793
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- December 2001
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Exploratory analysis of earthquake clusters by likelihood-based trigger models
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- Journal of Applied Probability / Volume 38 / Issue A / 2001
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- 14 July 2016, pp. 202-212
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- 2001
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Estimation of limiting availability for a stationary bivariate process
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 696-704
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- September 2000
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On the fractal dimensions of point patterns
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- Advances in Applied Probability / Volume 31 / Issue 3 / September 1999
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- 01 July 2016, pp. 643-663
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- September 1999
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Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
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- Advances in Applied Probability / Volume 26 / Issue 1 / March 1994
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- 01 July 2016, pp. 122-154
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- March 1994
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