Volume 15, Issue 3, October 2012

ISSN: 1387-0874 (Print) 1572-9311 (Online)

In this issue (4 articles)

  1. No Access

    OriginalPaper

    Non-parametric estimation of the diffusion coefficient from noisy data

    Emeline Schmisser Pages 193-223
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  2. No Access

    OriginalPaper

    On large deviations in testing simple hypotheses for locally stationary Gaussian processes

    Inder Tecuapetla-Gómez, Michael Nussbaum Pages 225-239
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  3. No Access

    OriginalPaper

    Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases

    Abdelhakim Aknouche Pages 241-256
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  4. No Access

    OriginalPaper

    Wavelet estimation in diffusions with periodicity

    Michael Diether Pages 257-284
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