Estimation of the lead–lag parameter between two stochastic processes driven by fractional Brownian motions Kohei Chiba OriginalPaper 11 January 2019 Pages: 323 - 357
Nonparametric estimation in fractional SDE Fabienne ComteNicolas Marie OriginalPaper 14 January 2019 Pages: 359 - 382
Data driven time scale in Gaussian quasi-likelihood inference Shoichi EguchiHiroki Masuda OriginalPaper 16 March 2019 Pages: 383 - 430
Second-order properties of thresholded realized power variations of FJA additive processes José E. Figueroa-LópezJeffrey Nisen OriginalPaper 04 April 2019 Pages: 431 - 474
The Dantzig selector for a linear model of diffusion processes Kou Fujimori OriginalPaper 04 October 2018 Pages: 475 - 498
Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions Michel HarelLivasoa AndriamampiononaVictor Harison OriginalPaper 28 October 2018 Pages: 499 - 523
Nonparametric Gaussian inference for stable processes Fabian MiesAnsgar Steland OriginalPaper 28 November 2018 Pages: 525 - 555
Testing nonstationary and absolutely regular nonlinear time series models Joseph Ngatchou-WandjiMadan L. PuriEcharif Elharfaoui OriginalPaper 18 December 2018 Pages: 557 - 593