
Mixing convergence of LSE for supercritical Gaussian AR(2) processes using random scaling
We prove mixing convergence of least squares estimator of autoregressive...
read it

Synchronized Traveling Salesman Problem
We consider a variation of the wellknown traveling salesman problem in ...
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 ...
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...
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 CoxIngersollRoss process driven by a standard W...
read it
Gyula Pap
is this you? claim profile