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Polynomials under Ornstein–Uhlenbeck noise and an application to inference in stochastic Hodgkin–Huxley systems Reinhard Höpfner OriginalPaper Open access 13 September 2020 Pages: 35 - 59
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function Chiara AmorinoArnaud Gloter OriginalPaper 06 September 2020 Pages: 61 - 148
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models Fabienne ComteValentine Genon-Catalot OriginalPaper 25 September 2020 Pages: 149 - 177
The value of the high, low and close in the estimation of Brownian motion Kurt Riedel OriginalPaper Open access 04 December 2020 Pages: 179 - 210
On Neyman–Pearson minimax detection of Poisson process intensity M. V. Burnashev OriginalPaper 06 January 2021 Pages: 211 - 221
EM algorithm for stochastic hybrid systems Masaaki Fukasawa OriginalPaper 07 January 2021 Pages: 223 - 239