-
Mixing convergence of LSE for supercritical Gaussian AR(2) processes using random scaling
We prove mixing convergence of least squares estimator of autoregressive...
01/05/2021 ∙ by Matyas Barczy, et al. ∙
0
∙
share
read it
-
Synchronized Traveling Salesman Problem
We consider a variation of the well-known traveling salesman problem in ...
12/01/2020 ∙ by Gyula Pap, et al. ∙
0
∙
share
read it
-
Nearly unstable family of stochastic processes given by stochastic differential equations with time delay
Let a be a finite signed measure on [-r, 0] with r ∈ (0, ∞). Consider a ...
10/17/2019 ∙ by János Marcell Benke, et al. ∙
0
∙
share
read it
-
Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration
We describe the asymptotic behavior of the conditional least squares est...
10/03/2019 ∙ by Matyas Barczy, et al. ∙
0
∙
share
read it
-
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
We consider a stable Cox--Ingersoll--Ross process driven by a standard W...
11/06/2017 ∙ by Matyas Barczy, et al. ∙
0
∙
share
read it
