Parameter estimation for stochastic equations with additive fractional Brownian sheet Tommi SottinenCiprian A. Tudor OriginalPaper 11 December 2007 Pages: 221 - 236
On estimation of parameters for spatial autoregressive model Youri DavydovVygantas Paulauskas OriginalPaper 29 April 2008 Pages: 237 - 247
Parametric estimation for the standard and geometric telegraph process observed at discrete times Alessandro De GregorioStefano Maria Iacus OriginalPaper 11 December 2007 Pages: 249 - 263
A functional limit theorem for η-weakly dependent processes and its applications Jean-Marc BardetPaul DoukhanJosé Rafael León OriginalPaper 11 December 2007 Pages: 265 - 280
Root-n consistency in weighted L 1-spaces for density estimators of invertible linear processes Anton SchickWolfgang Wefelmeyer OriginalPaper 23 April 2008 Pages: 281 - 310
L1-convergence of smoothing densities in non-parametric state space models Valérie MonbetPierre AilliotPierre-François Marteau OriginalPaper 18 December 2007 Pages: 311 - 325