Estimation of weak ARMA models with regime changes Yacouba Boubacar MaïnassaraLandy Rabehasaina OriginalPaper 12 July 2019 Pages: 1 - 52
Generalized moment estimators for \(\alpha \)-stable Ornstein–Uhlenbeck motions from discrete observations Yiying ChengYaozhong HuHongwei Long OriginalPaper 03 July 2019 Pages: 53 - 81
Statistical analysis of some evolution equations driven by space-only noise Igor CialencoHyun-Jung KimSergey V. Lototsky OriginalPaper 29 July 2019 Pages: 83 - 103
Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations Quentin ClaironAdeline Samson OriginalPaper Open access 25 June 2019 Pages: 105 - 127
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models A. V. IvanovN. N. LeonenkoI. V. Orlovskyi OriginalPaper Open access 12 September 2019 Pages: 129 - 169
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations Yusuke KainoShogo H. NakakitaMasayuki Uchida OriginalPaper 29 July 2019 Pages: 171 - 198
Inference in a multivariate generalized mean-reverting process with a change-point Sévérien NkurunzizaLei Shen OriginalPaper 06 August 2019 Pages: 199 - 226
Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean Radomyra ShevchenkoCiprian A. Tudor OriginalPaper 19 June 2019 Pages: 227 - 247