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Likelihood theory for the graph Ornstein-Uhlenbeck process Valentin CourgeauAlmut E. D. Veraart OriginalPaper Open access 21 October 2021 Pages: 227 - 260
Detection and identification of changes of hidden Markov chains: asymptotic theory Savas DayanikKazutoshi Yamazaki OriginalPaper Open access 06 October 2021 Pages: 261 - 301
Contrast estimation for noisy observations of diffusion processes via closed-form density expansions Salima El KoleiFabien Navarro OriginalPaper 05 October 2021 Pages: 303 - 336
Martingale estimation functions for Bessel processes Nicole HufnagelJeannette H. C. Woerner OriginalPaper Open access 04 August 2021 Pages: 337 - 353
Estimation of stationary probability of semi-Markov Chains Nikolaos LimniosBei Wu OriginalPaper 30 September 2021 Pages: 355 - 364
Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination Kevin W. Lu OriginalPaper 02 November 2021 Pages: 365 - 396
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations Yozo TonakiYusuke KainoMasayuki Uchida OriginalPaper 09 September 2021 Pages: 397 - 430