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Content
October 2001, Volume 4, Issue 3
- 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
January 2000, Volume 3, Issue 1
- 7-18 The Generalized Multifractional Brownian Motion
by Antoine Ayache & Jacques Vehel - 19-29 Linear Processes, Long-Range Dependence and Asymptotic Expansions
by Tailen Hsing - 31-40 Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series
by Sana Louhichi & Philippe Soulier - 41-51 Convergence de mesures spectrales aléatoires et applications à des principes d'invariance
by Gabriel Lang & Philippe Soulier - 53-68 Long Memory with Seasonal Effects
by G. Oppenheim & M. Haye & M.-C. Viano - 69-83 Robustness of the R / S Statistic for Fractional Stable Noises
by Florin Avram & Murad Taqqu - 85-99 Wavelet Estimator of Long-Range Dependent Processes
by J. Bardet & G. Lang & E. Moulines & P. Soulier - 101-111 Identification of the Hurst Index of a Step Fractional Brownian Motion
by Albert Benassi & Pierre Bertrand & Serge Cohen & Jacques Istas - 113-128 Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity
by Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière - 129-147 Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors
by Hira Koul & Donatas Surgailis - 149-160 The Averaged Periodogram for Nonstationary Vector Time Series
by P.M. Robinson & D. Marinucci - 161-171 Approximation of Some Gaussian Processes
by Philippe Carmona & Laure Coutin & G. Montseny - 173-182 Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems
by M.L. Kleptsyna & A. Le Breton & M.-C. Roubaud - 183-192 Estimating the Diffusion Coefficient for Diffusions Driven by fBm
by José León & Carenne Ludeña
October 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 - 227-251 Histograms and Associated Point Processes
by Pierre Jacob & Paulo Oliveira - 253-285 Estimation of Time Varying Linear Systems
by Chang Chiann & Pedro Morettin - 287-308 Stepwise Estimation of Random Processes
by Yingcai Su
May 1999, Volume 2, Issue 2
- 105-117 Estimating the Density of the Residuals in Autoregressive Models
by Eckhard Liebscher - 119-134 Characterizing Efficient Empirical Estimators for Local Interaction Gibbs Fields
by Priscilla Greenwood & Wolfgang Wefelmeyer - 135-150 Statistical Analysis of a Spatial Counting Process Modelling Crystallization of Polymers
by Rosa Mininni - 151-173 Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions
by Brahim Ouhbi & Nikolaos Limnios - 175-194 Asymptotic Normality of the Minimum Non-Hilbertian Distance Estimators for a Diffusion Process with Small Noise
by Christophe Aubry
January 1999, Volume 2, Issue 1
- 1-9 On Castellana–Leadbetter's Condition for Diffusion Density Estimation
by A. Veretennikov - 11-30 A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
by Bertrand Melenberg & Bas Werker - 31-56 Sequential Variational Testing Hypotheses on the Wiener Process Under Delayed Observations
by Leonid Galtchouk & Photis Nobelis - 57-68 Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise
by M. Huebner - 69-98 Efficient Estimation in a Semiparametric Autoregressive Model
by Anton Schick - 99-104 Statistical Inference for Stochastic Processes
by Denis Bosq
October 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 - 245-264 Nonparametric Estimation for Gibbs Random Fields Specified Through One‐Point Systems
by S. Dachian - 265-295 Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case
by Alexander Tartakovsky - 297-309 Prediction of Continuous Time Processes by C[0,1]‐Valued Autoregressive Process
by Besnik Pumo
May 1998, Volume 1, Issue 2
- 111-129 Adaptive Estimation of the Lag of a Long–memory Process
by Marc Hallin & Abdeslam Serroukh - 131-155 Efficient Density Estimation for Ergodic Diffusion Processes
by Yu. Kutoyants - 157-173 Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems
by E. Guerre & J. Maës - 175-195 Estimation of the Diffusion Coefficient from Crossings
by Danielle Florens - 197-223 Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time
by S. Pergamenshchikov
January 1998, Volume 1, Issue 1
- 1-15 On the Identifiability of Minimal VARMA Representations
by Alain Berlinet & Christian Francq - 17-27 Note on Functional Large Deviation Principle for Fractional ARIMA Processes
by Philippe Barbe & Michel Broniatowski - 29-41 Can We Estimate the Density's Derivative with Suroptimal Rate?
by A. Lucas - 43-60 Nonparametric Estimation in a Model with a Trend
by Jia Shen & Yun‐Min Huang - 61-84 Stationary Distribution Function Estimation for Ergodic Diffusion Process
by Ilia Negri - 85-103 Asymptotic Expansion of M ‐Estimator Over Wiener Space
by Yuji Sakamoto & Nakahiro Yoshida