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Content
July 2014, Volume 17, Issue 2
- 121-138 Central limit theorems for empirical product densities of stationary point processes
by Lothar Heinrich & Stella Klein - 139-161 On asymptotic distribution of parameter free tests for ergodic diffusion processes
by Yury Kutoyants - 163-179 Truncated stochastic approximation with moving bounds: convergence
by Teo Sharia - 181-219 Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
by Masayuki Uchida & Nakahiro Yoshida
April 2014, Volume 17, Issue 1
- 1-18 Change point testing for the drift parameters of a periodic mean reversion process
by Herold Dehling & Brice Franke & Thomas Kott & Reg Kulperger - 19-49 Second-order continuous-time non-stationary Gaussian autoregression
by N. Lin & S. Lototsky - 51-73 On goodness-of-fit testing for ergodic diffusion process with shift parameter
by Ilia Negri & Li Zhou - 75-98 Parameter estimation for the stochastic SIS epidemic model
by Jiafeng Pan & Alison Gray & David Greenhalgh & Xuerong Mao - 99-120 A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
by Andreas Neuenkirch & Samy Tindel
October 2013, Volume 16, Issue 3
- 173-192 Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process
by Katsuto Tanaka - 193-206 On the asymptotic normality of frequency polygons for strongly mixing spatial processes
by Mohamed El Machkouri - 207-236 A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
by Joseph Ngatchou-Wandji & Michel Harel - 237-266 Maximum likelihood estimation for small noise multiscale diffusions
by Konstantinos Spiliopoulos & Alexandra Chronopoulou
July 2013, Volume 16, Issue 2
- 81-96 Asymptotic normality of recursive estimators under strong mixing conditions
by Aboubacar Amiri - 97-112 Spectral characterization of the quadratic variation of mixed Brownian–fractional Brownian motion
by Ehsan Azmoodeh & Esko Valkeila - 113-125 Predicting extinction or explosion in a Galton–Watson branching process
by Peter Guttorp & Michael Perlman - 127-145 On rate-optimal nonparametric wavelet regression with long memory moving average errors
by Linyuan Li & Kewei Lu - 147-159 Goodness-of-fit testing for fractional diffusions
by Mark Podolskij & Katrin Wasmuth - 161-171 Local linear estimation for stochastic processes driven by $$\alpha $$ α -stable L $$\acute{\mathbf{e}}$$ e ´ vy motion
by Yunyan Wang & Lixin Zhang
April 2013, Volume 16, Issue 1
- 1-13 On the Cramér–von Mises test with parametric hypothesis for poisson processes
by A. Dabye - 15-28 Improved estimation in a non-Gaussian parametric regression
by Evgeny Pchelintsev - 29-61 On inference for fractional differential equations
by Alexandra Chronopoulou & Samy Tindel - 63-80 Exact and approximate EM estimation of mutually exciting hawkes processes
by Jamie Olson & Kathleen Carley
October 2012, Volume 15, Issue 3
- 193-223 Non-parametric estimation of the diffusion coefficient from noisy data
by Emeline Schmisser - 225-239 On large deviations in testing simple hypotheses for locally stationary Gaussian processes
by Inder Tecuapetla-Gómez & Michael Nussbaum - 241-256 Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases
by Abdelhakim Aknouche - 257-284 Wavelet estimation in diffusions with periodicity
by Michael Diether
July 2012, Volume 15, Issue 2
- 105-125 Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
by Nadine Hilgert & Bruno Portier - 127-132 On the dependency for asymptotically independent estimates
by Christopher Withers & Saralees Nadarajah - 133-149 Design for estimation of the drift parameter in fractional diffusion systems
by Alexandre Brouste & Marina Kleptsyna & Alexandre Popier - 151-176 Proving consistency of non-standard kernel estimators
by David Mason - 177-192 A functional central limit theorem for empirical processes under a strong mixing condition
by Cristina Tone
April 2012, Volume 15, Issue 1
- 1-26 Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
by Jean-Christophe Breton & Jean-François Coeurjolly - 27-59 Estimation of the instantaneous volatility
by Alexander Alvarez & Fabien Panloup & Monique Pontier & Nicolas Savy - 61-79 Asymptotic inference of unstable periodic ARCH processes
by Abdelhakim Aknouche & Eid Al-Eid - 81-104 On parameter estimation of threshold autoregressive models
by Ngai Chan & Yury Kutoyants
October 2011, Volume 14, Issue 3
- 189-229 Quasi-likelihood analysis for the stochastic differential equation with jumps
by T. Ogihara & N. Yoshida - 231-253 A latent process model for time series of attributed random graphs
by N. Lee & C. Priebe - 255-271 On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
by Sergueï Dachian & Ilia Negri - 273-305 On estimation of delay location
by Alexander Gushchin & Uwe Küchler
May 2011, Volume 14, Issue 2
- 101-109 Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
by M. Mishra & B. Prakasa Rao - 111-140 A branching particle approximation to a filtering micromovement model of asset price
by Jie Xiong & Yong Zeng - 141-175 Non-uniform spacings processes
by Paul Deheuvels - 177-188 Periodically correlated autoregressive Hilbertian processes
by A. Soltani & M. Hashemi
February 2011, Volume 14, Issue 1
- 1-19 Nonparametric signal detection with small type I and type II error probabilities
by Mikhail Ermakov - 21-46 Sequential stochastic assignment under uncertainty: estimation and convergence
by Adrian Lee & Sheldon Jacobson - 47-71 Spectral estimation on the sphere with needlets: high frequency asymptotics
by Gilles Faÿ & Frédéric Guilloux - 73-84 Asymptotic normality of the Parzen–Rosenblatt density estimator for strongly mixing random fields
by Mohamed El Machkouri - 85-99 Estimating the order of mean-square derivatives with quadratic variations
by Delphine Blanke & Céline Vial
October 2010, Volume 13, Issue 3
- 163-174 Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
by Tomohito Naito & Kohei Asai & Tomoyuki Amano & Masanobu Taniguchi - 175-192 Drift estimation for a periodic mean reversion process
by Herold Dehling & Brice Franke & Thomas Kott - 193-230 Estimating discontinuous periodic signals in a time inhomogeneous diffusion
by Reinhard Höpfner & Yury Kutoyants - 231-248 Statistical estimation for reflected skew processes
by Olivier Bardou & Miguel Martinez
June 2010, Volume 13, Issue 2
- 97-123 Goodness-of-fit test for switching diffusion
by A. Gassem - 125-132 A simple estimator for discrete-time samples from affine stochastic delay differential equations
by Uwe Küchler & Michael Sørensen - 133-145 Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process
by Denis Bosq - 147-161 Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE
by Sangyeol Lee & Hiroki Masuda
April 2010, Volume 13, Issue 1
- 1-13 Asymptotic properties of MLE for partially observed fractional diffusion system
by Alexandre Brouste & Marina Kleptsyna - 15-41 New tests for jumps in semimartingale models
by M. Podolskij & D. Ziggel - 43-53 Global property of error density estimation in nonlinear autoregressive time series models
by Fuxia Cheng - 55-80 Frequency polygons for continuous random fields
by Nadia Bensaïd & Sophie Dabo-Niang - 81-95 Goodness of fit test for ergodic diffusions by tick time sample scheme
by Ilia Negri & Yoichi Nishiyama
October 2009, Volume 12, Issue 3
- 203-219 Parameter estimation in diagonalizable bilinear stochastic parabolic equations
by Igor Cialenco & Sergey Lototsky - 221-250 Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion
by Michael Levine & Soledad Torres & Frederi Viens - 251-268 The normal approximation rate for the drift estimator of multidimensional diffusions
by Annamaria Bianchi - 269-283 Rates of strong uniform convergence of the k T -occupation time density estimator
by Boris Labrador
June 2009, Volume 12, Issue 2
- 115-137 Asymptotic behavior of maximum likelihood estimators in a branching diffusion model
by Janko Hernandez & Pablo Olivares & Marcos Escobar - 139-163 Maximum likelihood estimator for hidden Markov models in continuous time
by Pavel Chigansky - 165-183 Test for parameter change in discretely observed diffusion processes
by Junmo Song & Sangyeol Lee - 185-201 Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
by George Roussas & Debasis Bhattacharya
February 2009, Volume 12, Issue 1
- 1-19 Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type
by Luis Valdivieso & Wim Schoutens & Francis Tuerlinckx - 21-36 Confidence regions for the intensity function of a cyclic Poisson process
by Roelof Helmers & Qiying Wang & Ričardas Zitikis - 37-53 Stein estimation of Poisson process intensities
by Nicolas Privault & Anthony Réveillac - 55-64 Strong law of large numbers for pairwise positive quadrant dependent random variables
by Alessio Sancetta - 65-87 An empirical central limit theorem with applications to copulas under weak dependence
by Paul Doukhan & Jean-David Fermanian & Gabriel Lang - 89-114 On approximating max-stable processes and constructing extremal copula functions
by Zhengjun Zhang
October 2008, Volume 11, Issue 3
- 221-236 Parameter estimation for stochastic equations with additive fractional Brownian sheet
by Tommi Sottinen & Ciprian Tudor - 237-247 On estimation of parameters for spatial autoregressive model
by Youri Davydov & Vygantas Paulauskas - 249-263 Parametric estimation for the standard and geometric telegraph process observed at discrete times
by Alessandro Gregorio & Stefano Iacus - 265-280 A functional limit theorem for η-weakly dependent processes and its applications
by Jean-Marc Bardet & Paul Doukhan & José León - 281-310 Root-n consistency in weighted L 1 -spaces for density estimators of invertible linear processes
by Anton Schick & Wolfgang Wefelmeyer - 311-325 L 1 -convergence of smoothing densities in non-parametric state space models
by Valérie Monbet & Pierre Ailliot & Pierre-François Marteau
June 2008, Volume 11, Issue 2
- 107-121 Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
by D. Loukianova & O. Loukianov - 123-141 Information geometry of small diffusions
by Tomonari Sei & Fumiyasu Komaki - 143-155 On large deviations in testing Ornstein–Uhlenbeck-type models
by Pavel Gapeev & Uwe Küchler - 157-175 Recursive parameter estimation: convergence
by Teo Sharia - 177-205 Non parametric estimation of smooth stationary covariance functions by interpolation methods
by S. Elogne & O. Perrin & C. Thomas-Agnan - 207-219 A note on wavelet density deconvolution for weakly dependent data
by Harry Zanten & Pawel Zareba
February 2008, Volume 11, Issue 1
- 1-10 Strong consistency of Kernel density estimates for Markov chains failure rates
by G. Atuncar & C. Dorea & C. Gonçalves - 11-34 Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process
by Ronaldo Dias & Clécio Ferreira & Nancy Garcia - 35-54 Sequential change-point detection for mixing random sequences under composite hypotheses
by Boris Brodsky & Boris Darkhovsky - 55-76 Survival analysis in Johnson–Mehl Tessellation
by Giacomo Aletti & Diane Saada - 77-91 Strong convergence rates for the estimation of a covariance operator for associated samples
by Carla Henriques & Paulo Oliveira - 93-106 Consistent estimation of covariation under nonsynchronicity
by Takaki Hayashi & Shigeo Kusuoka
October 2007, Volume 10, Issue 3
- 209-221 Nonparametric density estimation for nonmixing approximable Stochastic Processes
by Salim Lardjane - 223-253 Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes
by Dominique Dehay & Vincent Monsan - 255-282 Invariance principles for non-isotropic long memory random fields
by Frédéric Lavancier - 283-303 Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes
by Paolo Bulla & Pietro Muliere
July 2007, Volume 10, Issue 2
- 107-145 Bootstrapping the Empirical Distribution Function of a Spatial Process
by Jun Zhu & S. Lahiri - 147-163 Testing for the Mean of Random Curves: A Penalization Approach
by André Mas - 165-179 Deterministic Noises that can be Statistically Distinguished from the Random Ones
by Youri Davydov & Ričardas Zitikis - 181-208 Second-Order Efficient Test for Inhomogeneous Poisson Processes
by Fazli Kh
January 2007, Volume 10, Issue 1
- 1-27 A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion
by Antoine Ayache & Pierre Bertrand & Jacques Véhel - 29-47 Nonparametric Regression Estimation for Random Fields in a Fixed-Design
by Mohamed Machkouri - 49-73 Estimating the Hurst Parameter
by Corinne Berzin & José León - 75-95 The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data
by C. Hesse - 97-106 Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments
by Jacques Istas
October 2006, Volume 9, Issue 3
- 227-277 Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
by Yasutaka Shimizu & Nakahiro Yoshida - 279-330 Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients
by Rajae Azrak & Guy Mélard
July 2006, Volume 9, Issue 2
- 111-134 Testing Epidemic Changes of Infinite Dimensional Parameters
by Alfredas Račkauskas & Charles Suquet - 135-160 Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes
by Carlo Grillenzoni - 161-178 Asymptotic Normality of Kernel Type Density Estimators for Random Fields
by István Fazekas & Alexey Chuprunov - 179-225 M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
by Yasutaka Shimizu
May 2006, Volume 9, Issue 1
- 1-16 Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes
by L. Galtchouk & S. Pergamenshchikov - 17-30 On-line Tracking of a Smooth Regression Function
by Lev Goldentayer & Robert Liptser - 31-46 Spatial Point Process Models of Defensive Strategies: Detecting Changes
by John Kornak & Mark Irwin & Noel Cressie - 47-76 Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models
by Frédéric Ferraty & Ali Laksaci & Philippe Vieu - 77-96 Inference for Shot Noise
by Yuanhui Xiao & Robert Lund - 97-107 A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences
by Majid Mojirsheibani
December 2005, Volume 8, Issue 3
- 225-225 Introduction
by Michael Wiper - 227-254 Exact Inference for Random Dirichlet Means
by Nils Hjort & Andrea Ongaro - 255-281 Estimation of the Defect Status on Visual Field Longitudinal Data
by M. Ibáñez & Amelia Simó - 283-309 Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior
by Antonio Lijoi & Ramsés Mena & Igor Prünster - 311-329 On Modeling Change Points in Non-Homogeneous Poisson Processes
by Fabrizio Ruggeri & Siva Sivaganesan - 331-354 Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
by Yong Zeng
September 2005, Volume 8, Issue 2
- 109-135 Testing for Superiority among Two Time Series
by Hira Koul & Fang Li - 137-149 Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations
by Herold Dehling & Olimjon Sharipov - 151-184 On the Non-parametric Prediction of Conditionally Stationary Sequences
by S. Caires & J. Ferreira - 185-204 Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables
by Julien Damon & Serge Guillas - 205-223 The Empirical Process for Bivariate Sequences with Long Memory
by D. Marinucci
January 2005, Volume 8, Issue 1
- 1-24 Sequential Identification of Linear Dynamic Systems with Memory
by Uwe Küchler & Vyacheslav Vasiliev - 25-50 Classical Method of Moments for Partially and Discretely Observed Ergodic Models
by Hiroki Masuda - 51-70 On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications
by Luisa Beghin - 71-93 Statistical Inference with Fractional Brownian Motion
by Alexander Kukush & Yulia Mishura & Esko Valkeila - 95-107 On Time-Reversibility and Estimating Functions for Markov Processes
by Mathieu Kessler & Michael Sørensen
October 2004, Volume 7, Issue 3
- 189-223 Asymptotic Expansion for Small Diffusions Applied to Option Pricing
by Masayuki Uchida & Nakahiro Yoshida - 225-277 General Asymptotic Confidence Bands Based on Kernel-type Function Estimators
by Paul Deheuvels & David Mason - 279-304 Estimation of the Mean of a Wiener Sheet
by Sándor Baran & Gyula Pap & Martien Van Zuijlen - 305-325 Optimal Design in Nonparametric Life Testing
by C. Ceci & L. Mazliak - 327-349 Nonparametric Spatial Prediction
by Gérard Biau & Benoît Cadre
May 2004, Volume 7, Issue 2
- 95-113 Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type
by A. Szimayer & R. Maller - 115-135 Sieve Estimates via Neural Network for Strong Mixing Processes
by Jiantong Zhang - 137-151 Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
by M. Kessler & A. Rahbek - 153-188 An Asymptotic Expansion Scheme for Optimal Investment Problems
by Akihiko Takahashi & Nakahiro Yoshida
March 2004, Volume 7, Issue 1
- 1-34 Asymptotic Normality of Cross-correlogram Estimates of the Response Function
by Valery Buldygin & Frederic Utzet & Vladimir Zaiats - 35-67 Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
by Masayuki Uchida & Nakahiro Yoshida - 69-93 Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA
by Mario Francisco-Fernandez & Juan Vilar-Fernandez
October 2003, Volume 6, Issue 3
- 215-235 Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise
by V. Konev & S. Pergamenshchikov - 237-246 L p -Loss and Limit Distribution for Predicting Integrals of Some Non-Gaussian Second Order Processes
by Jacques Istas - 247-266 Prediction of Continuous Time Autoregressive Processes via the Reproducing Kernel Spaces
by Fatiha Mokhtari & Tahar Mourid - 267-290 Modelization and Nonparametric Estimation for Dynamical Systems with Noise
by D. Blanke & D. Bosq & D. Guégan - 291-307 Nonparametric Estimation of Regression Functions in Point Process Models
by Sebastian Döhler & Ludger Rüschendorf
May 2003, Volume 6, Issue 2
- 111-133 Seasonal Space–Time Models for Climate Systems
by Xu-Feng Niu & Ian McKeague & James Elsner - 135-153 Deconvolving Multivariate Density from Random Field
by Ming Yuan - 155-197 Partial and Recombined Estimators for Nonlinear Additive Models
by Nathalie Chèze & Jean-Michel Poggi & Bruno Portier - 199-213 On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators
by Harry Van Zanten
January 2003, Volume 6, Issue 1
- 1-14 Estimation of Cusp Location by Poisson Observations
by S. Dachian - 15-24 A Nonparametric Estimation Problem From Indirect Observations
by Samir Lababidi - 25-42 On a Problem of Statistical Inference in Null Recurrent Diffusions
by R. Höpfner & Yu. Kutoyants - 43-64 Prediction Problems for Square-Transformed Stationary Processes
by In-Bong Choi & Masanobu Taniguchi - 65-87 Parameter Estimation for Stochastic Parabolic Equations: Asymptotic Properties of a Two-Dimensional Projection-Based Estimator
by S. Lototsky - 89-107 Asymptotically Efficient Estimation of the Derivative of the Invariant Density
by Arnak Dalalyan & Yury Kutoyants
October 2002, Volume 5, Issue 3
- 229-248 Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
by M.L. Kleptsyna & A. Le Breton - 249-271 Extension of the Kalman–Bucy Filter to Elementary Linear Systems with Fractional Brownian Noises
by M.L. Kleptsyna & A. Le Breton - 273-286 The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model
by J. McCrorie - 287-306 Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces
by Denis Bosq - 307-320 Impact of Bursty Traffic on Queues
by Philippe Nain - 321-333 General Autoregressive Models with Long-Memory Noise
by Mohamed Boutahar
May 2002, Volume 5, Issue 2
- 131-152 Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
by Markus Reiß - 153-177 Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps
by E. Löcherbach - 179-197 Relative Asymptotic Efficiency of the Maximum Pseudolikelihood Estimate for Gauss–Markov Random Fields
by Martin Janžura & Pavel Boček - 199-228 Rates in the Empirical Central Limit Theorem for Stationary Weakly Dependent Random Fields
by Paul Doukhan & Gabriel Lang
January 2002, Volume 5, Issue 1
- 1-22 Estimating Joint Distributions of Markov Chains
by Anton Schick & Wolfgang Wefelmeyer - 23-53 A Stochastic Filtering Approach To Survival Analysis
by Jin Feng - 55-64 Nonparametric Density Estimation in Hidden Markov Models
by C.C.Y. Dorea & L.C. Zhao - 65-93 Estimation of Local Smoothness Coefficients for Continuous Time Processes
by D. Blanke - 95-130 Small Noise Asymptotics of the Bayesian Estimator in Nonidentifiable Models
by Marc Joannides & François Le Gland
October 2001, Volume 4, Issue 3
- 229-248 Minimax Bounds in Nonparametric Estimation of Multidimensional Deterministic Dynamical Systems
by Alain Berlinet & Gérard Biau - 249-258 Asymptotic Behaviour of Trajectory Fitting Estimators for Certain Non-ergodic SDE
by Hans Dietz - 259-271 On a Partially Observed Illness-Death Model
by Lakhdar Aggoun & Lakdere Benkherouf - 273-282 On Determination of the Order of a Markov Chain
by L. Zhao & C. Dorea & C. Gonçalves - 283-306 Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates
by Gabriel Lang & François Roueff - 307-318 Iterative Approximation of Statistical Distributions and Relation to Information Geometry
by C. Dodson & H. Wang
May 2001, Volume 4, Issue 2
- 125-154 Pseudo-likelihood Inference for Gibbs Processes with Exponential Families through Generalized Linear Models
by Jorge Mateu & Francisco Montes - 155-179 Generalized Rank Estimates For An Autoregressive Time Series: A U-Statistic Approach
by J. Terpstra & M. Rao - 181-198 Estimating the Distribution Function of a Stationary Process Involving Measurement Errors
by D.A. Ioannides & D.P. Papanastassiou - 199-227 Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
by Jean-François Coeurjolly
January 2001, Volume 4, Issue 1
- 1-15 Remarks on Estimation Problem for Stationary Processes in Continuous Time
by Youri Davydov - 17-40 On the Kaplan–Meier Estimator of Long-Range Dependent Sequences
by Nikolai Leonenko & Ludmila Sakhno - 41-52 Nonparametric Inference for a Class of Stochastic Partial Differential Equations II
by B. Rao - 53-71 Modeling and Smoothing Unequally Spaced Sequence Data
by Piet Jong & Sonia Mazzi - 73-98 Information Criteria in Model Selection for Mixing Processes
by Masayuki Uchida & Nakahiro Yoshida - 99-117 The Asymptotic Variance of the Continuous-Time Kernel Estimator with Applications to Bandwidth Selection
by M. Sköld
October 2000, Volume 3, Issue 3
- 199-223 Infill Asymptotics Inside Increasing Domains for the Least Squares Estimator in Linear Models
by István Fazekas & Alexander Kukush - 225-249 On Estimating a Dynamic Function of a Stochastic System with Averaging
by R. Liptser & V. Spokoiny - 251-262 On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion
by J. van Zanten - 263-276 Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
by Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt - 277-288 Semiparametric Estimation of the State of a Dynamical System with Small Noise
by Stefano Iacus