Infill Asymptotics Inside Increasing Domains for the Least Squares Estimator in Linear Models István FazekasAlexander G. Kukush OriginalPaper Pages: 199 - 223
On Estimating a Dynamic Function of a Stochastic System with Averaging R. LiptserV. Spokoiny OriginalPaper Pages: 225 - 249
On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion J. H. van Zanten OriginalPaper Pages: 251 - 262
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient Peter HallWolfgang HärdlePeter Schmidt OriginalPaper Pages: 263 - 276
Semiparametric Estimation of the State of a Dynamical System with Small Noise Stefano Maria Iacus OriginalPaper Pages: 277 - 288