Simultaneous Testing of Change-Point Location and of a Regular Parameter by Poisson Observations Sergueï DachianLin Yang OriginalPaper 11 February 2020 Pages: 465 - 487
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Charlotte DionSarah Lemler OriginalPaper 07 May 2020 Pages: 489 - 515
Optimal iterative threshold-kernel estimation of jump diffusion processes José E. Figueroa-LópezCheng LiJeffrey Nisen OriginalPaper 26 March 2020 Pages: 517 - 552
Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails Alexander GushchinIlya PavlyukevichMarian Ritsch OriginalPaper Open access 27 March 2020 Pages: 553 - 570
Oscillating Gaussian processes Pauliina IlmonenSoledad TorresLauri Viitasaari OriginalPaper Open access 29 April 2020 Pages: 571 - 593
Parametric inference for hypoelliptic ergodic diffusions with full observations Anna Melnykova OriginalPaper 17 July 2020 Pages: 595 - 635
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr {L}^{2}\)-differentiable parametric densities S. C. PandhareT. V. Ramanathan OriginalPaper 20 March 2020 Pages: 637 - 663
Recursive nonparametric regression estimation for dependent strong mixing functional data Yousri Slaoui OriginalPaper 27 July 2020 Pages: 665 - 697