Quadratic random coefficient autoregression with linear-in-parameters volatility Abdelhakim Aknouche OriginalPaper 07 November 2014 Pages: 99 - 125
On a Poissonian change-point model with variable jump size Sergueï DachianLin Yang OriginalPaper 14 December 2014 Pages: 127 - 150
Asymptotic behavior of mixed power variations and statistical estimation in mixed models Marco DozziYuliya MishuraGeorgiy Shevchenko OriginalPaper 07 October 2014 Pages: 151 - 175
Hybrid multi-step estimators for stochastic differential equations based on sampled data Kengo KamataniMasayuki Uchida OriginalPaper 16 October 2014 Pages: 177 - 204