Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models Abdelhakim AknoucheEid Al-EidNacer Demouche OriginalPaper 24 April 2017 Pages: 485 - 511
A frequency-domain test for long range dependence Gennadi GromykovMohamedou Ould HayeAnne Philippe OriginalPaper 30 June 2017 Pages: 513 - 526
Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion Simon Holbach OriginalPaper 26 January 2017 Pages: 527 - 538
Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion Antoine Lejay OriginalPaper 27 April 2017 Pages: 539 - 551
Moderate deviations for parameters estimation in a geometrically ergodic Heston process Marie du Roy de Chaumaray OriginalPaper 08 February 2017 Pages: 553 - 567
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise Tommi SottinenLauri Viitasaari OriginalPaper 24 January 2017 Pages: 569 - 601
Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions Frank van der MeulenMoritz SchauerJan van Waaij OriginalPaper Open access 19 June 2017 Pages: 603 - 628