Trajectory fitting estimators for SPDEs driven by additive noise Igor CialencoRuoting GongYicong Huang OriginalPaper 16 November 2016 Pages: 1 - 19
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation Marco DozziYuriy KozachenkoKostiantyn Ralchenko OriginalPaper 26 September 2016 Pages: 21 - 52
A non-parametric Bayesian approach to decompounding from high frequency data Shota GugushviliFrank van der MeulenPeter Spreij OriginalPaper Open access 16 December 2016 Pages: 53 - 79
Non-parametric estimation of the spiking rate in systems of interacting neurons P. HodaraN. KrellE. Löcherbach OriginalPaper 17 November 2016 Pages: 81 - 111
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients Sixian JinQidi PengHenry Schellhorn OriginalPaper 15 July 2016 Pages: 113 - 140
Nonparametric estimation for irregularly sampled Lévy processes Johanna Kappus OriginalPaper 14 July 2016 Pages: 141 - 167
Statistical inference of 2-type critical Galton–Watson processes with immigration Kristóf KörmendiGyula Pap OriginalPaper 06 October 2016 Pages: 169 - 190
Estimation and testing in generalized mean-reverting processes with change-point Sévérien NkurunzizaPei Patrick Zhang OriginalPaper 17 November 2016 Pages: 191 - 215
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data Serguei PergamenchtchikovAlexander G. Tartakovsky OriginalPaper 14 October 2016 Pages: 217 - 259