Statistical Inference for Stochastic Processes随机过程统计推断

Statistical Inference for Stochastic Processes(英文缩写 STAT INFER STOCH PRO),ISSN 1387-0874,eISSN 1572-9311,中文译名:随机过程统计推断 是一本学术期刊。本页汇总该期刊的最新影响因子、分区信息以及最新收录于 PubMed 的文献,帮助您快速了解期刊全貌。

2025 年数据 · 影响因子
1.000
JCR 分区
Q3
CAS 分区
B4
近一年发文量
0
本站 PubMed 收录统计

发文量统计区间:2025-10-01 至 2026-09-30,按本站收录文献的发表日期统计。

ISSN: 1387-0874 · eISSN: 1572-9311 · 缩写: STAT INFER STOCH PRO ·中文: 随机过程统计推断

期刊介绍

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期刊简介

Statistical Inference for Stochastic Processes 是一本聚焦随机过程统计推断的国际期刊,主要发表该领域的理论和方法论研究。内容涵盖扩散过程、跳跃过程、半鞅、时间序列及空间统计等模型的参数与非参数推断,强调概率论基础与统计理论的结合。读者群为概率统计、随机分析及相关应用领域的研究人员与研究生。

研究方向

主要方向包括随机过程的参数估计、非参数推断、假设检验、渐近理论、高维与稀疏推断、离散观测下的连续时间模型、随机偏微分方程统计问题等。论文类型以原创研究论文为主,兼有综述和简短通讯,侧重理论推导与统计性质证明。

期刊特色

研究取向偏重数学严谨性与渐近理论,论文通常包含完整的证明和模拟验证。适合从事概率统计、随机建模与推断理论的研究者阅读和投稿,也适合作为相关方向研究生的参考读物。应用导向的实证分析相对较少。

投稿难度

投稿难度中等偏上,对数学推导的严谨性和创新性要求较高。建议在投稿前确保理论结果完整、假设条件清晰,并充分比较已有文献。若工作偏应用而理论深度有限,宜先强化统计性质论证或选择更对口的期刊。

历年影响因子趋势

JCR 数据年份影响因子JCR 分区
2020未收录N/A
2021未收录N/A
20220.800N/A
20230.700Q3
20241.000Q3

Statistical Inference for Stochastic Processes 最新收录文献

  1. JCR分区: Q3 CAS分区: B4 影响因子: 1

    1. Adaptive exact recovery in sparse nonparametric models.

    作者:
    Natalia Stepanova, Marie Turcicova
    日期:
    2025-10-27

    We observe an unknown function of variables , , in the Gaussian white noise model of intensity . We assume that the function is regular and that it is a sum of -variate functions, where varies from 1 to ( ). These functions are unknown to us and only a few of them are nonzero. In this article, we address the problem of identifying the nonzero components of in the case when as and is either fixed or , as . This may be viewed as a variable selection problem. We derive the conditions when exact variable selection in the model at hand is possible and provide a selection procedure that achieves this type of selection. The procedure is adaptive to a degree of model sparsity described by the sparsity parameter . We also derive conditions that make the exact variable selection impossible. Our results augment previous work in this area.

  2. JCR分区: Q3 CAS分区: B4 影响因子: 1

    2. Guided simulation of conditioned chemical reaction networks.

    作者:
    Marc Corstanje, Frank van der Meulen
    日期:
    2025-05-17

    Let be a chemical reaction process, modeled as a multi-dimensional continuous-time jump process. Assume that at given times , linear combinations are observed for given matrices . We show how the process that is conditioned on hitting the states is obtained by a change of measure on the law of the unconditioned process. This results in an algorithm for obtaining weighted samples from the conditioned process. Our results are illustrated by numerical simulations.

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