Bidimensional random effect estimation in mixed stochastic differential model C. DionV. Genon-Catalot OriginalPaper 26 June 2015 Pages: 131 - 158
A kriging procedure for processes indexed by graphs T. EspinasseJ.-M. Loubes OriginalPaper 09 October 2015 Pages: 159 - 173
Estimating integrated co-volatility with partially miss-ordered high frequency data Zhi Liu OriginalPaper 26 July 2015 Pages: 175 - 197
Modified Schwarz and Hannan–Quinn information criteria for weak VARMA models Yacouba Boubacar MaïnassaraCélestin C. Kokonendji OriginalPaper 02 July 2015 Pages: 199 - 217
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation Ivan NourdinDavid NualartRola Zintout OriginalPaper 21 August 2015 Pages: 219 - 234
The Gumbel test and jumps in the volatility process Christian PalmesJeannette H. C. Woerner OriginalPaper 06 October 2015 Pages: 235 - 258