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April 2025, Volume 28, Issue 1
- 1-1 Correction: Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise
by El Mehdi Haress & Alexandre Richard - 1-17 Discretely observed Brownian motion governed by telegraph signal process: Estimation and application to finance
by Surya Teja Eada & Vladimir Pozdnyakov & Jun Yan - 1-25 Fast likelihood calculations for emerging epidemics
by Frank Ball & Peter Neal - 1-30 Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
by Terry Easlick & Wei Sun - 1-31 Maximum spacing estimation for hidden Markov models
by Kristi Kuljus & Bo Ranneby - 1-32 Non parametric estimation of the jump coefficient of a diffusion with jumps
by Émeline Schmisser - 1-39 Hidden ergodic Ornstein–Uhlenbeck process and adaptive filter
by Yury A. Kutoyants
October 2024, Volume 27, Issue 3
- 457-483 Quasi-maximum likelihood estimation of long-memory linear processes
by Jean-Marc Bardet & Yves Gael Tchabo MBienkeu - 485-583 Parameter estimation for second-order SPDEs in multiple space dimensions
by Patrick Bossert - 585-640 Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths
by Eddy Ella-Mintsa - 641-691 Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise
by El Mehdi Haress & Alexandre Richard - 693-724 Projection-based white noise and goodness-of-fit tests for functional time series
by Mihyun Kim & Piotr Kokoszka & Gregory Rice - 725-759 Nonparametric spectral density estimation under local differential privacy
by Martin Kroll - 761-794 Quasi-likelihood analysis for Student-Lévy regression
by Hiroki Masuda & Lorenzo Mercuri & Yuma Uehara - 795-812 A model specification test for nonlinear stochastic diffusions with delay
by Zongwu Cai & Hongwei Mei & Rui Wang - 813-838 Integer-valued autoregressive models based on quasi Pólya thinning operator
by Jean Peyhardi - 839-860 Viking: variational Bayesian variance tracking
by Joseph de Vilmarest & Olivier Wintenberger
July 2024, Volume 27, Issue 2
- 227-304 Weak convergence of the conditional U-statistics for locally stationary functional time series
by Inass Soukarieh & Salim Bouzebda - 305-333 Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials
by Hamid El Maroufy & Souad Ichi & Mohamed El Omari & Yousri Slaoui - 335-372 The distribution of the maximum likelihood estimates of the change point and their relation to random walks
by Stergios B. Fotopoulos - 373-390 Statistical estimation and nonlinear filtering in environmental pollution
by Qizhu Liang & Jie Xiong & Xingqiu Zhao - 391-405 On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE
by Nicolas Marie - 407-425 A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations
by Christophette Blanchet-Scalliet & Diana Dorobantu & Benoit Nieto - 427-456 Statistical inference for discretely sampled stochastic functional differential equations with small noise
by Hiroki Nemoto & Yasutaka Shimizu
April 2024, Volume 27, Issue 1
- 1-23 Localization of two radioactive sources on the plane
by O. V. Chernoyarov & S. Dachian & C. Farinetto & Yu. A. Kutoyants - 25-61 A Cramér–von Mises test for a class of mean time dependent CHARN models with application to change-point detection
by Joseph Ngatchou-Wandji & Marwa Ltaifa - 63-102 Inference in generalized exponential O–U processes with change-point
by Yunhong Lyu & Sévérien Nkurunziza - 103-122 Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations
by Kohei Chiba & Tetsuya Takabatake - 123-179 Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
by Yozo Tonaki & Yusuke Kaino & Masayuki Uchida - 181-211 Asymptotic expansion of an estimator for the Hurst coefficient
by Yuliya Mishura & Hayate Yamagishi & Nakahiro Yoshida - 213-225 Second-order robustness for time series inference
by Xiaofei Xu & Yan Liu & Masanobu Taniguchi
October 2023, Volume 26, Issue 3
- 459-497 INAR approximation of bivariate linear birth and death process
by Zezhun Chen & Angelos Dassios & George Tzougas - 499-523 Conditioning diffusions with respect to incomplete observations
by Bernard Delyon & Jean-Louis Marchand - 525-550 The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
by María Luz Gámiz & Nikolaos Limnios & Mari Carmen Segovia-García - 551-580 Statistical inference on stationary shot noise random fields
by Antoine Lerbet - 581-618 Inference in generalized exponential O–U processes
by Yunhong Lyu & Sévérien Nkurunziza - 619-641 Consistency and asymptotic normality in a class of nearly unstable processes
by Marie Badreau & Frédéric Proïa
July 2023, Volume 26, Issue 2
- 235-254 On the integrated mean squared error of wavelet density estimation for linear processes
by Aleksandr Beknazaryan & Hailin Sang & Peter Adamic - 255-278 A portmanteau-type test for detecting serial correlation in locally stationary functional time series
by Axel Bücher & Holger Dette & Florian Heinrichs - 279-330 Parameter estimation for ergodic linear SDEs from partial and discrete observations
by Masahiro Kurisaki - 331-359 High-dimensional estimation of quadratic variation based on penalized realized variance
by Kim Christensen & Mikkel Slot Nielsen & Mark Podolskij - 361-411 Threshold estimation for jump-diffusions under small noise asymptotics
by Mitsuki Kobayashi & Yasutaka Shimizu - 413-435 On the $$\alpha $$ α -lazy version of Markov chains in estimation and testing problems
by Sela Fried - 437-458 On consistency for time series model selection
by William Kengne
April 2023, Volume 26, Issue 1
- 1-32 Wavelet eigenvalue regression in high dimensions
by Patrice Abry & B. Cooper Boniece & Gustavo Didier & Herwig Wendt - 33-88 Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data
by Salim Bouzebda & Boutheina Nemouchi - 89-97 On Stein’s lemma in hypotheses testing in general non-asymptotic case
by M. V. Burnashev - 99-137 Robust and efficient specification tests in Markov-switching autoregressive models
by Masaru Chiba - 139-169 Sparse estimation for generalized exponential marked Hawkes process
by Masatoshi Goda - 171-191 Large deviation inequalities of Bayesian estimator in nonlinear regression models
by Yu Miao & Yanyan Tang - 193-214 Testing the equality of the laws of two strictly stationary processes
by Denys Pommeret & Laurence Reboul & Anne-francoise Yao - 215-234 A functional central limit theorem on non-stationary random fields with nested spatial structure
by Leshun Xu & Alan Lee & Thomas Lumley
October 2022, Volume 25, Issue 3
- 431-448 On minimax robust testing of composite hypotheses on Poisson process intensity
by M. V. Burnashev - 449-469 A chi-square type test for time-invariant fiber pathways of the brain
by Juna Goo & Lyudmila Sakhanenko & David C. Zhu - 471-483 Optimal linear interpolation of multiple missing values
by Tucker S. McElroy & Dimitris N. Politis - 485-504 Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces
by Michel Harel & Joseph Ngatchou-Wandji & Livasoa Andriamampionona & Victor Harison - 505-535 A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes
by Katerina Papagiannouli - 537-576 Improved estimation method for high dimension semimartingale regression models based on discrete data
by Evgeny Pchelintsev & Serguei Pergamenshchikov & Maria Leshchinskaya - 577-598 Finite-sample properties of estimators for first and second order autoregressive processes
by Sigrunn H. Sørbye & Pedro G. Nicolau & Håvard Rue - 599-627 Randomized consistent statistical inference for random processes and fields
by Arkady Tempelman
July 2022, Volume 25, Issue 2
- 189-225 Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes
by Simon Clinet - 227-260 Likelihood theory for the graph Ornstein-Uhlenbeck process
by Valentin Courgeau & Almut E. D. Veraart - 261-301 Detection and identification of changes of hidden Markov chains: asymptotic theory
by Savas Dayanik & Kazutoshi Yamazaki - 303-336 Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
by Salima El Kolei & Fabien Navarro - 337-353 Martingale estimation functions for Bessel processes
by Nicole Hufnagel & Jeannette H. C. Woerner - 355-364 Estimation of stationary probability of semi-Markov Chains
by Nikolaos Limnios & Bei Wu - 365-396 Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination
by Kevin W. Lu - 397-430 Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
by Yozo Tonaki & Yusuke Kaino & Masayuki Uchida
April 2022, Volume 25, Issue 1
- 1-1 Preface
by O Lepski - 3-16 On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
by R. Z. Khasminskii & N. V. Krylov - 17-41 On minimax cardinal spline interpolation
by B. Levit - 43-60 Quasi-likelihood analysis and its applications
by Nakahiro Yoshida - 61-82 Estimation of the position and time of emission of a source
by O. V. Chernoyarov & S. Dachian & C. Farinetto & Yu. A. Kutoyants - 83-103 MAP and Bayes tests in sparse vectors detection
by Golubev Yuri - 105-125 Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps
by Hongjiang Qian & Zhexin Wen & George Yin - 127-158 Adaptive efficient analysis for big data ergodic diffusion models
by Leonid I. Galtchouk & Serge M. Pergamenshchikov - 159-187 Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend
by Alexander Kukush & Stanislav Lohvinenko & Yuliya Mishura & Kostiantyn Ralchenko
October 2021, Volume 24, Issue 3
- 499-524 On smooth change-point location estimation for Poisson Processes
by Arij Amiri & Sergueï Dachian - 525-547 Asymptotic properties of conditional least-squares estimators for array time series
by Rajae Azrak & Guy Mélard - 549-608 Estimating FARIMA models with uncorrelated but non-independent error terms
by Yacouba Boubacar Maïnassara & Youssef Esstafa & Bruno Saussereau - 609-634 SPHARMA approximations for stationary functional time series on the sphere
by Alessia Caponera - 635-668 Asymptotic distribution of the score test for detecting marks in hawkes processes
by Simon Clinet & William T. M. Dunsmuir & Gareth W. Peters & Kylie-Anne Richards - 669-705 Nonparametric estimation for I.I.D. paths of fractional SDE
by Fabienne Comte & Nicolas Marie - 707-732 Hypotheses testing and posterior concentration rates for semi-Markov processes
by I. Votsi & G. Gayraud & V. S. Barbu & N. Limnios - 733-751 Shrinkage estimation for multivariate time series
by Yan Liu & Yoshiyuki Tanida & Masanobu Taniguchi
July 2021, Volume 24, Issue 2
- 241-276 Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach
by A. Abu-Awwad & V. Maume-Deschamps & P. Ribereau - 277-325 Hawkes process and Edgeworth expansion with application to maximum likelihood estimator
by Masatoshi Goda - 327-351 Estimation of all parameters in the fractional Ornstein–Uhlenbeck model under discrete observations
by El Mehdi Haress & Yaozhong Hu - 353-403 A Kalman particle filter for online parameter estimation with applications to affine models
by Jian He & Asma Khedher & Peter Spreij - 405-419 How to test that a given process is an Ornstein–Uhlenbeck process
by Estate V. Khmaladze - 421-443 Maximum spacing estimation for continuous time Markov chains and semi-Markov processes
by Kristi Kuljus & Bo Ranneby - 445-476 Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI)
by Lyudmila Sakhanenko & Michael DeLaura & David C. Zhu - 477-498 Estimation of stopping times for stopped self-similar random processes
by Viktor Schulmann
April 2021, Volume 24, Issue 1
- 1-15 The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes
by Andrea Arfè & Stefano Peluso & Pietro Muliere - 17-33 Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations
by Dominique Dehay & Khalil El Waled & Vincent Monsan - 35-59 Polynomials under Ornstein–Uhlenbeck noise and an application to inference in stochastic Hodgkin–Huxley systems
by Reinhard Höpfner - 61-148 Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function
by Chiara Amorino & Arnaud Gloter - 149-177 Nonparametric estimation for i.i.d. Gaussian continuous time moving average models
by Fabienne Comte & Valentine Genon-Catalot - 179-210 The value of the high, low and close in the estimation of Brownian motion
by Kurt Riedel - 211-221 On Neyman–Pearson minimax detection of Poisson process intensity
by M. V. Burnashev - 223-239 EM algorithm for stochastic hybrid systems
by Masaaki Fukasawa
October 2020, Volume 23, Issue 3
- 465-487 Simultaneous Testing of Change-Point Location and of a Regular Parameter by Poisson Observations
by Sergueï Dachian & Lin Yang - 489-515 Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
by Charlotte Dion & Sarah Lemler - 517-552 Optimal iterative threshold-kernel estimation of jump diffusion processes
by José E. Figueroa-López & Cheng Li & Jeffrey Nisen - 553-570 Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails
by Alexander Gushchin & Ilya Pavlyukevich & Marian Ritsch - 571-593 Oscillating Gaussian processes
by Pauliina Ilmonen & Soledad Torres & Lauri Viitasaari - 595-635 Parametric inference for hypoelliptic ergodic diffusions with full observations
by Anna Melnykova - 637-663 The robust focused information criterion for strong mixing stochastic processes with $$\mathscr {L}^{2}$$ L 2 -differentiable parametric densities
by S. C. Pandhare & T. V. Ramanathan - 665-697 Recursive nonparametric regression estimation for dependent strong mixing functional data
by Yousri Slaoui
July 2020, Volume 23, Issue 2
- 249-249 Preface
by Marina Kleptsyna - 251-270 Parameter identification for the Hermite Ornstein–Uhlenbeck process
by Obayda Assaad & Ciprian A. Tudor - 271-300 Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
by Karine Bertin & Nicolas Klutchnikoff & Fabien Panloup & Maylis Varvenne - 301-318 Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise
by Alexandre Brouste & Chunhao Cai & Marius Soltane & Longmin Wang - 319-353 An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter
by Kohei Chiba - 355-380 Spot estimation for fractional Ornstein–Uhlenbeck stochastic volatility model: consistency and central limit theorem
by Yaroslav Eumenius-Schulz - 381-413 A minimal contrast estimator for the linear fractional stable motion
by Mathias Mørck Ljungdahl & Mark Podolskij - 415-434 Comparison of the LS-based estimators and the MLE for the fractional Ornstein–Uhlenbeck process
by Katsuto Tanaka - 435-463 Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion
by Ciprian A. Tudor & Nakahiro Yoshida
April 2020, Volume 23, Issue 1
- 1-52 Estimation of weak ARMA models with regime changes
by Yacouba Boubacar Maïnassara & Landy Rabehasaina - 53-81 Generalized moment estimators for $$\alpha $$α-stable Ornstein–Uhlenbeck motions from discrete observations
by Yiying Cheng & Yaozhong Hu & Hongwei Long - 83-103 Statistical analysis of some evolution equations driven by space-only noise
by Igor Cialenco & Hyun-Jung Kim & Sergey V. Lototsky - 105-127 Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations
by Quentin Clairon & Adeline Samson - 129-169 On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
by A. V. Ivanov & N. N. Leonenko & I. V. Orlovskyi - 171-198 Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
by Yusuke Kaino & Shogo H. Nakakita & Masayuki Uchida - 199-226 Inference in a multivariate generalized mean-reverting process with a change-point
by Sévérien Nkurunziza & Lei Shen - 227-247 Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean
by Radomyra Shevchenko & Ciprian A. Tudor
October 2019, Volume 22, Issue 3
- 323-357 Estimation of the lead–lag parameter between two stochastic processes driven by fractional Brownian motions
by Kohei Chiba - 359-382 Nonparametric estimation in fractional SDE
by Fabienne Comte & Nicolas Marie - 383-430 Data driven time scale in Gaussian quasi-likelihood inference
by Shoichi Eguchi & Hiroki Masuda - 431-474 Second-order properties of thresholded realized power variations of FJA additive processes
by José E. Figueroa-López & Jeffrey Nisen - 475-498 The Dantzig selector for a linear model of diffusion processes
by Kou Fujimori - 499-523 Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
by Michel Harel & Livasoa Andriamampionona & Victor Harison - 525-555 Nonparametric Gaussian inference for stable processes
by Fabian Mies & Ansgar Steland - 557-593 Testing nonstationary and absolutely regular nonlinear time series models
by Joseph Ngatchou-Wandji & Madan L. Puri & Michel Harel & Echarif Elharfaoui
July 2019, Volume 22, Issue 2
- 157-185 Two-step wavelet-based estimation for Gaussian mixed fractional processes
by Patrice Abry & Gustavo Didier & Hui Li - 187-231 Robust adaptive efficient estimation for semi-Markov nonparametric regression models
by Vlad Stefan Barbu & Slim Beltaief & Sergey Pergamenshchikov - 233-261 Empirical $$L^2$$ L 2 -distance test statistics for ergodic diffusions
by A. Gregorio & S. M. Iacus - 263-306 An inverse problem for infinitely divisible moving average random fields
by Wolfgang Karcher & Stefan Roth & Evgeny Spodarev & Corinna Walk - 307-322 On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
by A. R. Soltani & A. R. Nematollahi & M. R. Mahmoudi
April 2019, Volume 22, Issue 1
- 1-16 Time series analysis of covariance based on linear transfer function models
by M. Azimmohseni & M. Khalafi & M. Kordkatuli - 17-40 Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
by Bernard Bercu & Sami Capderou & Gilles Durrieu - 41-75 On conditional least squares estimation for affine diffusions based on continuous time observations
by Beáta Bolyog & Gyula Pap - 77-110 Parametric inference for discretely observed subordinate diffusions
by Weiwei Guo & Lingfei Li - 111-142 Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter
by Yaozhong Hu & David Nualart & Hongjuan Zhou - 143-155 Estimation of the mean in partially observed branching processes with general immigration
by I. Rahimov
October 2018, Volume 21, Issue 3
- 485-511 Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models
by Abdelhakim Aknouche & Eid Al-Eid & Nacer Demouche - 513-526 A frequency-domain test for long range dependence
by Gennadi Gromykov & Mohamedou Ould Haye & Anne Philippe - 527-538 Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion
by Simon Holbach - 539-551 Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion
by Antoine Lejay - 553-567 Moderate deviations for parameters estimation in a geometrically ergodic Heston process
by Marie Roy de Chaumaray - 569-601 Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
by Tommi Sottinen & Lauri Viitasaari - 603-628 Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions
by Frank Meulen & Moritz Schauer & Jan Waaij
July 2018, Volume 21, Issue 2
- 261-262 Foreword from the editors…
by Marc Hallin & Yury Kutoyants - 263-287 Polygonal smoothing of the empirical distribution function
by D. Blanke & D. Bosq - 289-307 Efficient estimation of stable Lévy process with symmetric jumps
by Alexandre Brouste & Hiroki Masuda - 309-329 Statistical inference for SPDEs: an overview
by Igor Cialenco - 331-344 Estimating linear functionals of a sparse family of Poisson means
by Olivier Collier & Arnak S. Dalalyan - 345-362 Estimation of cusp location of stochastic processes: a survey
by S. Dachian & N. Kordzakhia & Yu. A. Kutoyants & A. Novikov - 363-383 Translation invariant statistical experiments with independent increments
by Alexander Gushchin & Nino Kordzakhia & Alexander Novikov - 385-398 Optimal dimension reduction for high-dimensional and functional time series
by Marc Hallin & Siegfried Hörmann & Marco Lippi - 399-413 LAMN in a class of parametric models for null recurrent diffusions
by Reinhard Höpfner & Carina Zeller - 415-434 A review of asymptotic theory of estimating functions
by Jean Jacod & Michael Sørensen - 435-454 Hybrid estimators for stochastic differential equations from reduced data
by Yusuke Kaino & Masayuki Uchida - 455-468 Analysis of variance for high-dimensional time series
by Hideaki Nagahata & Masanobu Taniguchi - 469-483 Oracle inequalities for the stochastic differential equations
by E. A. Pchelintsev & S. M. Pergamenshchikov
April 2018, Volume 21, Issue 1
- 1-19 Trajectory fitting estimators for SPDEs driven by additive noise
by Igor Cialenco & Ruoting Gong & Yicong Huang - 21-52 Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
by Marco Dozzi & Yuriy Kozachenko & Yuliya Mishura & Kostiantyn Ralchenko - 53-79 A non-parametric Bayesian approach to decompounding from high frequency data
by Shota Gugushvili & Frank Meulen & Peter Spreij - 81-111 Non-parametric estimation of the spiking rate in systems of interacting neurons
by P. Hodara & N. Krell & E. Löcherbach - 113-140 Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients
by Sixian Jin & Qidi Peng & Henry Schellhorn - 141-167 Nonparametric estimation for irregularly sampled Lévy processes
by Johanna Kappus - 169-190 Statistical inference of 2-type critical Galton–Watson processes with immigration
by Kristóf Körmendi & Gyula Pap - 191-215 Estimation and testing in generalized mean-reverting processes with change-point
by Sévérien Nkurunziza & Pei Patrick Zhang - 217-259 Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
by Serguei Pergamenchtchikov & Alexander G. Tartakovsky
October 2017, Volume 20, Issue 3
- 273-274 Foreword from the Editors
by Marc Hallin & Yury Kutoyants - 275-290 Circular autocorrelation of stationary circular Markov processes
by Toshihiro Abe & Hiroaki Ogata & Takayuki Shiohama & Hiroyuki Taniai - 291-313 Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
by Fumiya Akashi - 315-327 Asymptotic normality of quadratic forms of martingale differences
by Liudas Giraitis & Masanobu Taniguchi & Murad S. Taqqu - 329-346 Time series regression models with locally stationary disturbance
by Junichi Hirukawa - 347-367 The asymptotics of misspecified MLEs for some stochastic processes: a survey
by Yury A. Kutoyants - 369-386 Statistical inference for quantiles in the frequency domain
by Yan Liu - 387-397 Moment convergence of Z-estimators
by Ilia Negri & Yoichi Nishiyama
July 2017, Volume 20, Issue 2
- 139-177 Periodic autoregressive stochastic volatility
by Abdelhakim Aknouche - 179-210 Autoregressive functions estimation in nonlinear bifurcating autoregressive models
by S. Valère Bitseki Penda & Adélaïde Olivier - 211-235 Parameter estimation of Ornstein–Uhlenbeck process generating a stochastic graph
by Emmanuel Gobet & Gustaw Matulewicz - 237-252 Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise
by Wooyong Lee & Priscilla E. Greenwood & Nancy Heckman & Wolfgang Wefelmeyer - 253-272 The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
by Michael Messer & Gaby Schneider
April 2017, Volume 20, Issue 1
- 1-14 Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
by Herold Dehling & Brice Franke & Jeannette H. C. Woerner - 15-56 Time endogeneity and an optimal weight function in pre-averaging covariance estimation
by Yuta Koike - 57-78 On maximum likelihood estimation of the drift matrix of a degenerated O–U process
by Ana Prior & Marina Kleptsyna & Paula Milheiro-Oliveira - 79-103 Memory properties of transformations of linear processes
by Hailin Sang & Yongli Sang - 105-137 Two-step estimation of ergodic Lévy driven SDE
by Hiroki Masuda & Yuma Uehara
October 2016, Volume 19, Issue 3
- 259-287 On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator
by Maroua Ben Abdeddaiem - 321-336 Classification error in multiclass discrimination from Markov data
by Sören Christensen & Albrecht Irle & Lars Willert - 337-361 Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions
by Stella Kitromilidou & Konstantinos Fokianos - 363-387 Asymptotics for random functions moderated by dependent noise
by Ansgar Steland
July 2016, Volume 19, Issue 2
- 159-173 A kriging procedure for processes indexed by graphs
by T. Espinasse & J.-M. Loubes - 235-258 The Gumbel test and jumps in the volatility process
by Christian Palmes & Jeannette H. C. Woerner
October 2015, Volume 18, Issue 3
- 205-227 Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind
by Ehsan Azmoodeh & Lauri Viitasaari