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Springer

Statistical Inference for Stochastic Processes

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Web page: http://www.springerlink.com/link.asp?id=102997

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Web: http://link.springer.de/orders.htm
Download restrictions: Access to the full text of the articles in this series is restricted.
Editor: Denis Bosq
For technical questions regarding this series, please contact (Christopher F Baum)
Series handle: repec:spr:sistpr

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 [Downloadable! (restricted)]
139-163 Maximum likelihood estimator for hidden Markov models in continuous time
by Pavel Chigansky [Downloadable! (restricted)]
165-183 Test for parameter change in discretely observed diffusion processes
by Junmo Song & Sangyeol Lee [Downloadable! (restricted)]
185-201 Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
by George Roussas & Debasis Bhattacharya [Downloadable! (restricted)]

2009, Volume 12, Issue 1

1-19 Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type
by Luis Valdivieso & Wim Schoutens & Francis Tuerlinckx [Downloadable! (restricted)]
21-36 Confidence regions for the intensity function of a cyclic Poisson process
by Roelof Helmers & Qiying Wang & Ričardas Zitikis [Downloadable! (restricted)]
37-53 Stein estimation of Poisson process intensities
by Nicolas Privault & Anthony Réveillac [Downloadable! (restricted)]
55-64 Strong law of large numbers for pairwise positive quadrant dependent random variables
by Alessio Sancetta [Downloadable! (restricted)]
65-87 An empirical central limit theorem with applications to copulas under weak dependence
by Paul Doukhan & Jean-David Fermanian & Gabriel Lang [Downloadable! (restricted)]
89-114 On approximating max-stable processes and constructing extremal copula functions
by Zhengjun Zhang [Downloadable! (restricted)]

2008, Volume 11, Issue 3

221-236 Parameter estimation for stochastic equations with additive fractional Brownian sheet
by Tommi Sottinen & Ciprian Tudor [Downloadable! (restricted)]
237-247 On estimation of parameters for spatial autoregressive model
by Youri Davydov & Vygantas Paulauskas [Downloadable! (restricted)]
249-263 Parametric estimation for the standard and geometric telegraph process observed at discrete times
by Alessandro Gregorio & Stefano Iacus [Downloadable! (restricted)]
265-280 A functional limit theorem for η-weakly dependent processes and its applications
by Jean-Marc Bardet & Paul Doukhan & José León [Downloadable! (restricted)]
281-310 Root-n consistency in weighted L 1-spaces for density estimators of invertible linear processes
by Anton Schick & Wolfgang Wefelmeyer [Downloadable! (restricted)]
311-325 L1-convergence of smoothing densities in non-parametric state space models
by Valérie Monbet & Pierre Ailliot & Pierre-François Marteau [Downloadable! (restricted)]

2008, Volume 11, Issue 2

107-121 Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
by D. Loukianova & O. Loukianov [Downloadable! (restricted)]
123-141 Information geometry of small diffusions
by Tomonari Sei & Fumiyasu Komaki [Downloadable! (restricted)]
143-155 On large deviations in testing Ornstein–Uhlenbeck-type models
by Pavel Gapeev & Uwe Küchler [Downloadable! (restricted)]
157-175 Recursive parameter estimation: convergence
by Teo Sharia [Downloadable! (restricted)]
177-205 Non parametric estimation of smooth stationary covariance functions by interpolation methods
by S. Elogne & O. Perrin & C. Thomas-Agnan [Downloadable! (restricted)]
207-219 A note on wavelet density deconvolution for weakly dependent data
by Harry Zanten & Pawel Zareba [Downloadable! (restricted)]

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 [Downloadable! (restricted)]
11-34 Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process
by Ronaldo Dias & Clécio Ferreira & Nancy Garcia [Downloadable! (restricted)]
35-54 Sequential change-point detection for mixing random sequences under composite hypotheses
by Boris Brodsky & Boris Darkhovsky [Downloadable! (restricted)]
55-76 Survival analysis in Johnson–Mehl Tessellation
by Giacomo Aletti & Diane Saada [Downloadable! (restricted)]
77-91 Strong convergence rates for the estimation of a covariance operator for associated samples
by Carla Henriques & Paulo Oliveira [Downloadable! (restricted)]
93-106 Consistent estimation of covariation under nonsynchronicity
by Takaki Hayashi & Shigeo Kusuoka [Downloadable! (restricted)]

2007, Volume 10, Issue 3

209-221 Nonparametric density estimation for nonmixing approximable Stochastic Processes
by Salim Lardjane [Downloadable! (restricted)]
223-253 Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes
by Dominique Dehay & Vincent Monsan [Downloadable! (restricted)]
255-282 Invariance principles for non-isotropic long memory random fields
by Frédéric Lavancier [Downloadable! (restricted)]
283-303 Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes
by Paolo Bulla & Pietro Muliere [Downloadable! (restricted)]

2007, Volume 10, Issue 2

107-145 Bootstrapping the Empirical Distribution Function of a Spatial Process
by Jun Zhu & S. Lahiri [Downloadable! (restricted)]
147-163 Testing for the Mean of Random Curves: A Penalization Approach
by André Mas [Downloadable! (restricted)]
165-179 Deterministic Noises that can be Statistically Distinguished from the Random Ones
by Youri Davydov & Ričardas Zitikis [Downloadable! (restricted)]
181-208 Second-Order Efficient Test for Inhomogeneous Poisson Processes
by Fazli Kh [Downloadable! (restricted)]

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 [Downloadable! (restricted)]
29-47 Nonparametric Regression Estimation for Random Fields in a Fixed-Design
by Mohamed Machkouri [Downloadable! (restricted)]
49-73 Estimating the Hurst Parameter
by Corinne Berzin & José León [Downloadable! (restricted)]
75-95 The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data
by C. Hesse [Downloadable! (restricted)]
97-106 Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments
by Jacques Istas [Downloadable! (restricted)]

2006, Volume 9, Issue 3

227-277 Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
by Yasutaka Shimizu & Nakahiro Yoshida [Downloadable! (restricted)]
279-330 Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients
by Rajae Azrak & Guy Mélard [Downloadable! (restricted)]

2006, Volume 9, Issue 2

111-134 Testing Epidemic Changes of Infinite Dimensional Parameters
by Alfredas Račkauskas & Charles Suquet [Downloadable! (restricted)]
135-160 Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes
by Carlo Grillenzoni [Downloadable! (restricted)]
161-178 Asymptotic Normality of Kernel Type Density Estimators for Random Fields
by István Fazekas & Alexey Chuprunov [Downloadable! (restricted)]
179-225 M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
by Yasutaka Shimizu [Downloadable! (restricted)]

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 [Downloadable! (restricted)]
17-30 On-line Tracking of a Smooth Regression Function
by Lev Goldentayer & Robert Liptser [Downloadable! (restricted)]
31-46 Spatial Point Process Models of Defensive Strategies: Detecting Changes
by John Kornak & Mark Irwin & Noel Cressie [Downloadable! (restricted)]
47-76 Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models
by Frédéric Ferraty & Ali Laksaci & Philippe Vieu [Downloadable! (restricted)]
77-96 Inference for Shot Noise
by Yuanhui Xiao & Robert Lund [Downloadable! (restricted)]
97-107 A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences
by Majid Mojirsheibani [Downloadable! (restricted)]

2005, Volume 8, Issue 3

225-225 Introduction
by Michael Wiper [Downloadable! (restricted)]
227-254 Exact Inference for Random Dirichlet Means
by Nils Hjort & Andrea Ongaro [Downloadable! (restricted)]
255-281 Estimation of the Defect Status on Visual Field Longitudinal Data
by M. Ibáñez & Amelia Simó [Downloadable! (restricted)]
283-309 Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior
by Antonio Lijoi & Ramsés Mena & Igor Prünster [Downloadable! (restricted)]
311-329 On Modeling Change Points in Non-Homogeneous Poisson Processes
by Fabrizio Ruggeri & Siva Sivaganesan [Downloadable! (restricted)]
331-354 Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
by Yong Zeng [Downloadable! (restricted)]

2005, Volume 8, Issue 2

109-135 Testing for Superiority among Two Time Series
by Hira Koul & Fang Li [Downloadable! (restricted)]
137-149 Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations
by Herold Dehling & Olimjon Sharipov [Downloadable! (restricted)]
151-184 On the Non-parametric Prediction of Conditionally Stationary Sequences
by S. Caires & J. Ferreira [Downloadable! (restricted)]
185-204 Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables
by Julien Damon & Serge Guillas [Downloadable! (restricted)]
205-223 The Empirical Process for Bivariate Sequences with Long Memory
by D. Marinucci [Downloadable! (restricted)]

2005, Volume 8, Issue 1

1-24 Sequential Identification of Linear Dynamic Systems with Memory
by Uwe Küchler & Vyacheslav Vasiliev [Downloadable! (restricted)]
25-50 Classical Method of Moments for Partially and Discretely Observed Ergodic Models
by Hiroki Masuda [Downloadable! (restricted)]
51-70 On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications
by Luisa Beghin [Downloadable! (restricted)]
71-93 Statistical Inference with Fractional Brownian Motion
by Alexander Kukush & Yulia Mishura & Esko Valkeila [Downloadable! (restricted)]
95-107 On Time-Reversibility and Estimating Functions for Markov Processes
by Mathieu Kessler & Michael Sørensen [Downloadable! (restricted)]

2004, Volume 7, Issue 3

189-223 Asymptotic Expansion for Small Diffusions Applied to Option Pricing
by Masayuki Uchida & Nakahiro Yoshida [Downloadable! (restricted)]
225-277 General Asymptotic Confidence Bands Based on Kernel-type Function Estimators
by Paul Deheuvels & David Mason [Downloadable! (restricted)]
279-304 Estimation of the Mean of a Wiener Sheet
by Sándor Baran & Gyula Pap & Martien Van Zuijlen [Downloadable! (restricted)]
305-325 Optimal Design in Nonparametric Life Testing
by C. Ceci & L. Mazliak [Downloadable! (restricted)]
327-349 Nonparametric Spatial Prediction
by Gérard Biau & Benoît Cadre [Downloadable! (restricted)]

2004, Volume 7, Issue 2

95-113 Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type
by A. Szimayer & R. Maller [Downloadable! (restricted)]
115-135 Sieve Estimates via Neural Network for Strong Mixing Processes
by Jiantong Zhang [Downloadable! (restricted)]
137-151 Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
by M. Kessler & A. Rahbek [Downloadable! (restricted)]
153-188 An Asymptotic Expansion Scheme for Optimal Investment Problems
by Akihiko Takahashi & Nakahiro Yoshida [Downloadable! (restricted)]

2004, Volume 7, Issue 1

1-34 Asymptotic Normality of Cross-correlogram Estimates of the Response Function
by Valery Buldygin & Frederic Utzet & Vladimir Zaiats [Downloadable! (restricted)]
35-67 Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
by Masayuki Uchida & Nakahiro Yoshida [Downloadable! (restricted)]
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 [Downloadable! (restricted)]

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 [Downloadable! (restricted)]
237-246 L p -Loss and Limit Distribution for Predicting Integrals of Some Non-Gaussian Second Order Processes
by Jacques Istas [Downloadable! (restricted)]
247-266 Prediction of Continuous Time Autoregressive Processes via the Reproducing Kernel Spaces
by Fatiha Mokhtari & Tahar Mourid [Downloadable! (restricted)]
267-290 Modelization and Nonparametric Estimation for Dynamical Systems with Noise
by D. Blanke & D. Bosq & D. Guégan [Downloadable! (restricted)]
291-307 Nonparametric Estimation of Regression Functions in Point Process Models
by Sebastian Döhler & Ludger Rüschendorf [Downloadable! (restricted)]

2003, Volume 6, Issue 2

111-133 Seasonal Space–Time Models for Climate Systems
by Xu-Feng Niu & Ian McKeague & James Elsner [Downloadable! (restricted)]
135-153 Deconvolving Multivariate Density from Random Field
by Ming Yuan [Downloadable! (restricted)]
155-197 Partial and Recombined Estimators for Nonlinear Additive Models
by Nathalie Chèze & Jean-Michel Poggi & Bruno Portier [Downloadable! (restricted)]
199-213 On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators
by Harry Van Zanten [Downloadable! (restricted)]

2003, Volume 6, Issue 1

1-14 Estimation of Cusp Location by Poisson Observations
by S. Dachian [Downloadable! (restricted)]
15-24 A Nonparametric Estimation Problem From Indirect Observations
by Samir Lababidi [Downloadable! (restricted)]
25-42 On a Problem of Statistical Inference in Null Recurrent Diffusions
by R. Höpfner & Yu. Kutoyants [Downloadable! (restricted)]
43-64 Prediction Problems for Square-Transformed Stationary Processes
by In-Bong Choi & Masanobu Taniguchi [Downloadable! (restricted)]
65-87 Parameter Estimation for Stochastic Parabolic Equations: Asymptotic Properties of a Two-Dimensional Projection-Based Estimator
by S. Lototsky [Downloadable! (restricted)]
89-107 Asymptotically Efficient Estimation of the Derivative of the Invariant Density
by Arnak Dalalyan & Yury Kutoyants [Downloadable! (restricted)]

2002, Volume 5, Issue 3

229-248 Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
by M.L. Kleptsyna & A. Le Breton [Downloadable! (restricted)]
249-271 Extension of the Kalman–Bucy Filter to Elementary Linear Systems with Fractional Brownian Noises
by M.L. Kleptsyna & A. Le Breton [Downloadable! (restricted)]
273-286 The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model
by J. McCrorie [Downloadable! (restricted)]
287-306 Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces
by Denis Bosq [Downloadable! (restricted)]
307-320 Impact of Bursty Traffic on Queues
by Philippe Nain [Downloadable! (restricted)]
321-333 General Autoregressive Models with Long-Memory Noise
by Mohamed Boutahar [Downloadable! (restricted)]

2002, Volume 5, Issue 2

131-152 Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
by Markus Reiß [Downloadable! (restricted)]
153-177 Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps
by E. Löcherbach [Downloadable! (restricted)]
179-197 Relative Asymptotic Efficiency of the Maximum Pseudolikelihood Estimate for Gauss–Markov Random Fields
by Martin Janžura & Pavel Boček [Downloadable! (restricted)]
199-228 Rates in the Empirical Central Limit Theorem for Stationary Weakly Dependent Random Fields
by Paul Doukhan & Gabriel Lang [Downloadable! (restricted)]

2002, Volume 5, Issue 1

1-22 Estimating Joint Distributions of Markov Chains
by Anton Schick & Wolfgang Wefelmeyer [Downloadable! (restricted)]
23-53 A Stochastic Filtering Approach To Survival Analysis
by Jin Feng [Downloadable! (restricted)]
55-64 Nonparametric Density Estimation in Hidden Markov Models
by C.C.Y. Dorea & L.C. Zhao [Downloadable! (restricted)]
65-93 Estimation of Local Smoothness Coefficients for Continuous Time Processes
by D. Blanke [Downloadable! (restricted)]
95-130 Small Noise Asymptotics of the Bayesian Estimator in Nonidentifiable Models
by Marc Joannides & François Le Gland [Downloadable! (restricted)]

2001, Volume 4, Issue 3

229-248 Minimax Bounds in Nonparametric Estimation of Multidimensional Deterministic Dynamical Systems
by Alain Berlinet & Gérard Biau [Downloadable! (restricted)]
249-258 Asymptotic Behaviour of Trajectory Fitting Estimators for Certain Non-ergodic SDE
by Hans Dietz [Downloadable! (restricted)]
259-271 On a Partially Observed Illness-Death Model
by Lakhdar Aggoun & Lakdere Benkherouf [Downloadable! (restricted)]
273-282 On Determination of the Order of a Markov Chain
by L. Zhao & C. Dorea & C. Gonçalves [Downloadable! (restricted)]
283-306 Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates
by Gabriel Lang & François Roueff [Downloadable! (restricted)]
307-318 Iterative Approximation of Statistical Distributions and Relation to Information Geometry
by C. Dodson & H. Wang [Downloadable! (restricted)]

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 [Downloadable! (restricted)]
155-179 Generalized Rank Estimates For An Autoregressive Time Series: A U-Statistic Approach
by J. Terpstra & M. Rao [Downloadable! (restricted)]
181-198 Estimating the Distribution Function of a Stationary Process Involving Measurement Errors
by D.A. Ioannides & D.P. Papanastassiou [Downloadable! (restricted)]
199-227 Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
by Jean-François Coeurjolly [Downloadable! (restricted)]

2001, Volume 4, Issue 1

1-15 Remarks on Estimation Problem for Stationary Processes in Continuous Time
by Youri Davydov [Downloadable! (restricted)]
17-40 On the Kaplan–Meier Estimator of Long-Range Dependent Sequences
by Nikolai Leonenko & Ludmila Sakhno [Downloadable! (restricted)]
41-52 Nonparametric Inference for a Class of Stochastic Partial Differential Equations II
by B. Rao [Downloadable! (restricted)]
53-71 Modeling and Smoothing Unequally Spaced Sequence Data
by Piet Jong & Sonia Mazzi [Downloadable! (restricted)]
73-98 Information Criteria in Model Selection for Mixing Processes
by Masayuki Uchida & Nakahiro Yoshida [Downloadable! (restricted)]
99-117 The Asymptotic Variance of the Continuous-Time Kernel Estimator with Applications to Bandwidth Selection
by M. Sköld [Downloadable! (restricted)]

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 [Downloadable! (restricted)]
225-249 On Estimating a Dynamic Function of a Stochastic System with Averaging
by R. Liptser & V. Spokoiny [Downloadable! (restricted)]
251-262 On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion
by J. van Zanten [Downloadable! (restricted)]
263-276 Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
by Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt [Downloadable! (restricted)]
277-288 Semiparametric Estimation of the State of a Dynamical System with Small Noise
by Stefano Iacus [Downloadable! (restricted)]

2000, Volume 3, Issue 1

7-18 The Generalized Multifractional Brownian Motion
by Antoine Ayache & Jacques Vehel [Downloadable! (restricted)]
19-29 Linear Processes, Long-Range Dependence and Asymptotic Expansions
by Tailen Hsing [Downloadable! (restricted)]
31-40 Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series
by Sana Louhichi & Philippe Soulier [Downloadable! (restricted)]
41-51 Convergence de mesures spectrales aléatoires et applications à des principes d'invariance
by Gabriel Lang & Philippe Soulier [Downloadable! (restricted)]
53-68 Long Memory with Seasonal Effects
by G. Oppenheim & M. Haye & M.-C. Viano [Downloadable! (restricted)]
69-83 Robustness of the R / S Statistic for Fractional Stable Noises
by Florin Avram & Murad Taqqu [Downloadable! (restricted)]
85-99 Wavelet Estimator of Long-Range Dependent Processes
by J. Bardet & G. Lang & E. Moulines & P. Soulier [Downloadable! (restricted)]
101-111 Identification of the Hurst Index of a Step Fractional Brownian Motion
by Albert Benassi & Pierre Bertrand & Serge Cohen & Jacques Istas [Downloadable! (restricted)]
113-128 Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity
by Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière [Downloadable! (restricted)]
129-147 Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors
by Hira Koul & Donatas Surgailis [Downloadable! (restricted)]
149-160 The Averaged Periodogram for Nonstationary Vector Time Series
by P.M. Robinson & D. Marinucci [Downloadable! (restricted)]
161-171 Approximation of Some Gaussian Processes
by Philippe Carmona & Laure Coutin & G. Montseny [Downloadable! (restricted)]
173-182 Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems
by M.L. Kleptsyna & A. Le Breton & M.-C. Roubaud [Downloadable! (restricted)]
183-192 Estimating the Diffusion Coefficient for Diffusions Driven by fBm
by José León & Carenne Ludeña [Downloadable! (restricted)]

1999, Volume 2, Issue 3

195-225 Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions
by Hacène Djellout & Arnaud Guillin & Liming Wu [Downloadable! (restricted)]
227-251 Histograms and Associated Point Processes
by Pierre Jacob & Paulo Oliveira [Downloadable! (restricted)]
253-285 Estimation of Time Varying Linear Systems
by Chang Chiann & Pedro Morettin [Downloadable! (restricted)]
287-308 Stepwise Estimation of Random Processes
by Yingcai Su [Downloadable! (restricted)]

1999, Volume 2, Issue 2

105-117 Estimating the Density of the Residuals in Autoregressive Models
by Eckhard Liebscher [Downloadable! (restricted)]
119-134 Characterizing Efficient Empirical Estimators for Local Interaction Gibbs Fields
by Priscilla Greenwood & Wolfgang Wefelmeyer [Downloadable! (restricted)]
135-150 Statistical Analysis of a Spatial Counting Process Modelling Crystallization of Polymers
by Rosa Mininni [Downloadable! (restricted)]
151-173 Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions
by Brahim Ouhbi & Nikolaos Limnios [Downloadable! (restricted)]
175-194 Asymptotic Normality of the Minimum Non-Hilbertian Distance Estimators for a Diffusion Process with Small Noise
by Christophe Aubry [Downloadable! (restricted)]

1999, Volume 2, Issue 1

1-9 On Castellana–Leadbetter's Condition for Diffusion Density Estimation
by A. Veretennikov [Downloadable! (restricted)]
11-30 A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
by Bertrand Melenberg & Bas Werker [Downloadable! (restricted)]
31-56 Sequential Variational Testing Hypotheses on the Wiener Process Under Delayed Observations
by Leonid Galtchouk & Photis Nobelis [Downloadable! (restricted)]
57-68 Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise
by M. Huebner [Downloadable! (restricted)]
69-98 Efficient Estimation in a Semiparametric Autoregressive Model
by Anton Schick [Downloadable! (restricted)]
99-104 Statistical Inference for Stochastic Processes
by Denis Bosq [Downloadable! (restricted)]

1998, Volume 1, Issue 3

225-243 Birth and Death on a Flow: Local Time and Estimation of a Position‐Dependent Death Rate
by R. HÖpfner & E. LÖcherbach [Downloadable! (restricted)]
245-264 Nonparametric Estimation for Gibbs Random Fields Specified Through One‐Point Systems
by S. Dachian [Downloadable! (restricted)]
265-295 Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case
by Alexander Tartakovsky [Downloadable! (restricted)]
297-309 Prediction of Continuous Time Processes by C[0,1]‐Valued Autoregressive Process
by Besnik Pumo [Downloadable! (restricted)]

1998, Volume 1, Issue 2

111-129 Adaptive Estimation of the Lag of a Long–memory Process
by Marc Hallin & Abdeslam Serroukh [Downloadable! (restricted)]
131-155 Efficient Density Estimation for Ergodic Diffusion Processes
by Yu. Kutoyants [Downloadable! (restricted)]
157-173 Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems
by E. Guerre & J. Maës [Downloadable! (restricted)]
175-195 Estimation of the Diffusion Coefficient from Crossings
by Danielle Florens [Downloadable! (restricted)]
197-223 Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time
by S. Pergamenshchikov [Downloadable! (restricted)]

1998, Volume 1, Issue 1

1-15 On the Identifiability of Minimal VARMA Representations
by Alain Berlinet & Christian Francq [Downloadable! (restricted)]
17-27 Note on Functional Large Deviation Principle for Fractional ARIMA Processes
by Philippe Barbe & Michel Broniatowski [Downloadable! (restricted)]
29-41 Can We Estimate the Density's Derivative with Suroptimal Rate?
by A. Lucas [Downloadable! (restricted)]
43-60 Nonparametric Estimation in a Model with a Trend
by Jia Shen & Yun‐Min Huang [Downloadable! (restricted)]
61-84 Stationary Distribution Function Estimation for Ergodic Diffusion Process
by Ilia Negri [Downloadable! (restricted)]
85-103 Asymptotic Expansion of M ‐Estimator Over Wiener Space
by Yuji Sakamoto & Nakahiro Yoshida [Downloadable! (restricted)]

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This page was last updated on 2009-11-13.

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