Local Whittle likelihood estimators and tests for non-Gaussian stationary processes Tomohito NaitoKohei AsaiMasanobu Taniguchi OriginalPaper 01 October 2010 Pages: 163 - 174
Drift estimation for a periodic mean reversion process Herold DehlingBrice FrankeThomas Kott OriginalPaper 10 October 2010 Pages: 175 - 192
Estimating discontinuous periodic signals in a time inhomogeneous diffusion Reinhard HöpfnerYury Kutoyants OriginalPaper 07 October 2010 Pages: 193 - 230
Statistical estimation for reflected skew processes Olivier BardouMiguel Martinez OriginalPaper 08 October 2010 Pages: 231 - 248