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Special Issue: Mathematical theory of statistical inference, stochastic processes, and their applications

Guest Editor

Prof. Salim Bouzebda
Laboratoire de Mathématiques Appliquées de Compiégne (L.M.A.C.), Université de Technologie de Compiégne, France
Email: salim.bouzebda@utc.fr

Manuscript Topics


This Special Issue, titled "Mathematical theory of statistical inference, stochastic processes, and their applications" aims to disseminate high-quality research articles that address the domain of statistical inference applied to discrete or continuous time stochastic processes. The focus of this issue encompasses a diverse range of topics, including diffusion-type processes, point processes, random fields, Markov processes, and various models pertaining to time series analysis. Additionally, this call for papers extends its purview to encompass empirical processes and U-processes, statistical learning theory, functional data analysis, strong and weak approximations, and information theory, in conjunction with the aforementioned subjects.


A distinguishing feature of statistical inference for stochastic processes is its capacity to engender fruitful collaborations with other subfields within the realms of mathematics, statistics, and computer science. This interdisciplinary interplay has facilitated the development of robust tools and novel perspectives. Consequently, the submission of contributions proposing potential applications of the evolving theory in engineering and related domains is strongly encouraged. Notably, this Special Issue places a significant emphasis on advancing methodology and fostering theoretical outcomes, reflecting a dedication to pushing the boundaries of knowledge in the field.


Instruction for Authors
http://www.aimspress.com/math/news/solo-detail/instructionsforauthors
Please submit your manuscript to online submission system
https://aimspress.jams.pub/

Paper Submission

All manuscripts will be peer-reviewed before their acceptance for publication. The deadline for manuscript submission is 31 March 2024

Published Papers(14)

Research article
On an asymmetric multivariate stochastic difference volatility: structure and estimation
Omar Alzeley Ahmed Ghezal
2024, Volume 9, Issue 7: 18528-18552. doi: 10.3934/math.2024902
Abstract HTML PDF Viewed (1199)
Research article
Fractional generalized cumulative residual entropy: properties, testing uniformity, and applications to Euro Area daily smoker data
Alaa M. Abd El-Latif Hanan H. Sakr Mohamed Said Mohamed
2024, Volume 9, Issue 7: 18064-18082. doi: 10.3934/math.2024881
Abstract HTML PDF Viewed (1373)
Research article
Reliability analysis at usual operating settings for Weibull Constant-stress model with improved adaptive Type-Ⅱ progressively censored samples
Mazen Nassar Refah Alotaibi Ahmed Elshahhat
2024, Volume 9, Issue 7: 16931-16965. doi: 10.3934/math.2024823
Abstract HTML PDF Cited (1) Viewed (1316)
Research article
Statistical inference of an $ \mathit{\alpha } $-quantile past lifetime function with applications
Mohamed Kayid
2024, Volume 9, Issue 6: 15346-15360. doi: 10.3934/math.2024745
Abstract HTML PDF Cited (4) Viewed (1174)
Research article
Weak convergence of the conditional single index $ U $-statistics for locally stationary functional time series
Salim Bouzebda
2024, Volume 9, Issue 6: 14807-14898. doi: 10.3934/math.2024720
Abstract HTML PDF Cited (14) Viewed (1611)
Research article
A discrete extension of the Burr-Hatke distribution: Generalized hypergeometric functions, different inference techniques, simulation ranking with modeling and analysis of sustainable count data
Khaled M. Alqahtani Mahmoud El-Morshedy Hend S. Shahen Mohamed S. Eliwa
2024, Volume 9, Issue 4: 9394-9418. doi: 10.3934/math.2024458
Abstract HTML PDF Cited (1) Viewed (1374)
Research article
The strong consistency and asymptotic normality of the kernel estimator type in functional single index model in presence of censored data
Said Attaoui Billal Bentata Salim Bouzebda Ali Laksaci
2024, Volume 9, Issue 3: 7340-7371. doi: 10.3934/math.2024356
Abstract HTML PDF Cited (10) Viewed (1814)
Research article
Inference and other aspects for $ q- $Weibull distribution via generalized order statistics with applications to medical datasets
M. Nagy H. M. Barakat M. A. Alawady I. A. Husseiny A. F. Alrasheedi T. S. Taher A. H. Mansi M. O. Mohamed
2024, Volume 9, Issue 4: 8311-8338. doi: 10.3934/math.2024404
Abstract HTML PDF Cited (4) Viewed (1610)
Research article
Strong consistency rate in functional single index expectile model for spatial data
Zouaoui Chikr Elmezouar Fatimah Alshahrani Ibrahim M. Almanjahie Salim Bouzebda Zoulikha Kaid Ali Laksaci
2024, Volume 9, Issue 3: 5550-5581. doi: 10.3934/math.2024269
Abstract HTML PDF Cited (11) Viewed (1673)
Research article
Uniform in number of neighbors consistency and weak convergence of $ k $NN empirical conditional processes and $ k $NN conditional $ U $-processes involving functional mixing data
Salim Bouzebda Amel Nezzal
2024, Volume 9, Issue 2: 4427-4550. doi: 10.3934/math.2024218
Abstract HTML PDF Cited (16) Viewed (1753)
Research article
Markov-switching threshold stochastic volatility models with regime changes
Ahmed Ghezal Mohamed balegh Imane Zemmouri
2024, Volume 9, Issue 2: 3895-3910. doi: 10.3934/math.2024192
Abstract HTML PDF Cited (5) Viewed (1925)
Research article
Numerical contractivity preserving implicit balanced Milstein-type schemes for SDEs with non-global Lipschitz coefficients
Jinran Yao Zhengwei Yin
2024, Volume 9, Issue 2: 2766-2780. doi: 10.3934/math.2024137
Abstract HTML PDF Cited (3) Viewed (1530)
Research article
Convergence rate for integrated self-weighted volatility by using intraday high-frequency data with noise
Erlin Guo Cuixia Li Patrick Ling Fengqin Tang
2023, Volume 8, Issue 12: 31070-31091. doi: 10.3934/math.20231590
Abstract HTML PDF Viewed (1878)
Research article
Analysis of progressive Type-Ⅱ censoring schemes for generalized power unit half-logistic geometric distribution
Ahmed R. El-Saeed Ahmed T. Ramadan Najwan Alsadat Hanan Alohali Ahlam H. Tolba
2023, Volume 8, Issue 12: 30846-30874. doi: 10.3934/math.20231577
Abstract HTML PDF Cited (2) Viewed (2203)