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09/09/2023
Comparison and equality of generalized ψ-estimators
We solve the comparison problem for generalized ψ-estimators introduced ...
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11/11/2022
Existence and uniqueness of weighted generalized ψ-estimators
We introduce the notions of generalized and weighted generalized ψ-estim...
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07/28/2022
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
We prove stable convergence of conditional least squares estimators of d...
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01/05/2021
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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12/16/2019
A new example for a proper scoring rule
We give a new example for a proper scoring rule motivated by the form of...
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10/03/2019
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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11/06/2017