Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes L. GaltchoukS. Pergamenshchikov OriginalPaper Pages: 1 - 16
On-line Tracking of a Smooth Regression Function Lev GoldentayerRobert Liptser OriginalPaper Pages: 17 - 30
Spatial Point Process Models of Defensive Strategies: Detecting Changes John KornakMark E. IrwinNoel Cressie OriginalPaper Pages: 31 - 46
Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models Frédéric FerratyAli LaksaciPhilippe Vieu OriginalPaper Pages: 47 - 76
A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences Majid Mojirsheibani OriginalPaper Pages: 97 - 107
Corrections to “On the Nonparametric Prediction of Conditionally Stationary Sequences”, by S. Caires and J.A. Ferreira in Statistical Inference for Stochastic Processes 8 (2005), 151–184. Erratum Pages: 109 - 110