Non-parametric estimation of the diffusion coefficient from noisy data Emeline Schmisser OriginalPaper 27 September 2012 Pages: 193 - 223
On large deviations in testing simple hypotheses for locally stationary Gaussian processes Inder Tecuapetla-GómezMichael Nussbaum OriginalPaper 25 September 2012 Pages: 225 - 239
Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases Abdelhakim Aknouche OriginalPaper 25 September 2012 Pages: 241 - 256
Wavelet estimation in diffusions with periodicity Michael Diether OriginalPaper 26 September 2012 Pages: 257 - 284