Volume 20, Issue 3

Search all Statistical Inference for Stochastic Processes articles

October 2017

Special Issue: Recent Trends and Developments in Portfolio Estimation and the Statistical Analysis of Stochastic Processes Waseda University, 2015 – 2017

Issue Editor:

Masanobu Taniguchi

8 articles in this issue

Foreword from the Editors
Marc Hallin
Yury Kutoyants
EditorialNotes 30 August 2017 Pages: 273 - 274
Circular autocorrelation of stationary circular Markov processes
Toshihiro Abe
Hiroaki Ogata
Hiroyuki Taniai
OriginalPaper 31 December 2016 Pages: 275 - 290
Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
Fumiya Akashi
OriginalPaper 09 April 2017 Pages: 291 - 313
Asymptotic normality of quadratic forms of martingale differences
Liudas Giraitis
Masanobu Taniguchi
Murad S. Taqqu
OriginalPaper Open access 18 July 2016 Pages: 315 - 327
Time series regression models with locally stationary disturbance
Junichi Hirukawa
OriginalPaper 17 January 2017 Pages: 329 - 346
The asymptotics of misspecified MLEs for some stochastic processes: a survey
Yury A. Kutoyants
OriginalPaper 17 May 2017 Pages: 347 - 367
Statistical inference for quantiles in the frequency domain
Yan Liu
OriginalPaper 24 August 2017 Pages: 369 - 386
Moment convergence of Z-estimators
Ilia Negri
Yoichi Nishiyama
OriginalPaper 16 July 2016 Pages: 387 - 397

Volume 20, Issue 3

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