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06/27/2023
Network inference in a stochastic multi-population neural mass model via approximate Bayesian computation
In this article, we propose a 6N-dimensional stochastic differential equ...
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06/06/2023
Uniform Inference for Cointegrated Vector Autoregressive Processes
Uniformly valid inference for cointegrated vector autoregressive process...
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11/21/2022
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
Surprisingly, general estimators for nonlinear continuous time models ba...
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08/14/2022
High-dimensional cointegration and Kuramoto systems
This paper presents a novel estimator for a non-standard restriction to ...
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08/09/2022
Asymptotics of Cointegration Estimator with Misspecified Rank
Cointegration analysis was developed for non-stationary linear processes...
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01/06/2021
