Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size Jean-Christophe BretonJean-François Coeurjolly OriginalPaper 22 December 2011 Pages: 1 - 26
Estimation of the instantaneous volatility Alexander AlvarezFabien PanloupNicolas Savy OriginalPaper 23 December 2011 Pages: 27 - 59
Asymptotic inference of unstable periodic ARCH processes Abdelhakim AknoucheEid Al-Eid OriginalPaper 29 December 2011 Pages: 61 - 79
On parameter estimation of threshold autoregressive models Ngai Hang ChanYury A. Kutoyants OriginalPaper 21 December 2011 Pages: 81 - 104