Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean Herold DehlingBrice FrankeJeannette H. C. Woerner OriginalPaper 05 May 2016 Pages: 1 - 14
Time endogeneity and an optimal weight function in pre-averaging covariance estimation Yuta Koike OriginalPaper 25 February 2016 Pages: 15 - 56
On maximum likelihood estimation of the drift matrix of a degenerated O–U process Ana PriorMarina KleptsynaPaula Milheiro-Oliveira OriginalPaper 28 May 2016 Pages: 57 - 78
Memory properties of transformations of linear processes Hailin SangYongli Sang OriginalPaper 13 February 2016 Pages: 79 - 103
Two-step estimation of ergodic Lévy driven SDE Hiroki MasudaYuma Uehara OriginalPaper 08 February 2016 Pages: 105 - 137