Periodic autoregressive stochastic volatility Abdelhakim Aknouche OriginalPaper 14 June 2016 Pages: 139 - 177
Autoregressive functions estimation in nonlinear bifurcating autoregressive models S. Valère Bitseki PendaAdélaïde Olivier OriginalPaper 16 June 2016 Pages: 179 - 210
Parameter estimation of Ornstein–Uhlenbeck process generating a stochastic graph Emmanuel GobetGustaw Matulewicz OriginalPaper 27 June 2016 Pages: 211 - 235
Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise Wooyong LeePriscilla E. GreenwoodWolfgang Wefelmeyer OriginalPaper 20 June 2016 Pages: 237 - 252
The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points Michael MesserGaby Schneider OriginalPaper 31 May 2016 Pages: 253 - 272