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Mixing convergence of LSE for supercritical Gaussian AR(2) processes using random scaling
We prove mixing convergence of least squares estimator of autoregressive...
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Synchronized Traveling Salesman Problem
We consider a variation of the well-known traveling salesman problem in ...
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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 ...
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Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration
We describe the asymptotic behavior of the conditional least squares est...
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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...
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Gyula Pap
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