Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterionC.C.Y. Dorea; L.C. Zhao · 2006

Inference for Shot NoiseYuanhui Xiao; Robert Lund · Statistical Inference for Stochastic Processes · 2006

Estimating the Hurst ParameterCorinne Berzin; José León · Statistical Inference for Stochastic Processes · 2007

Author IndexStatistical Inference for Stochastic Processes · 2005

Volume ContentsStatistical Inference for Stochastic Processes · 2005

IntroductionMichael Peter Wiper · Statistical Inference for Stochastic Processes · 2005

The Generalized Multifractional Brownian MotionAntoine Ayache; Jacques Levy Vehel · Statistical Inference for Stochastic Processes · 2000

Statistical Inference for Stochastic ProcessesDenis Bosq · Statistical Inference for Stochastic Processes · 1999

Histograms and Associated Point ProcessesPierre Jacob; Paulo Eduardo Oliveira · Statistical Inference for Stochastic Processes · 1999