On the integrated mean squared error of wavelet density estimation for linear processes Aleksandr BeknazaryanHailin SangPeter Adamic OriginalPaper 17 November 2022 Pages: 235 - 254
A portmanteau-type test for detecting serial correlation in locally stationary functional time series Axel BücherHolger DetteFlorian Heinrichs OriginalPaper Open access 17 January 2023 Pages: 255 - 278
Parameter estimation for ergodic linear SDEs from partial and discrete observations Masahiro Kurisaki OriginalPaper Open access 28 April 2023 Pages: 279 - 330
High-dimensional estimation of quadratic variation based on penalized realized variance Kim ChristensenMikkel Slot NielsenMark Podolskij OriginalPaper 05 December 2022 Pages: 331 - 359
Threshold estimation for jump-diffusions under small noise asymptotics Mitsuki KobayashiYasutaka Shimizu OriginalPaper Open access 20 February 2023 Pages: 361 - 411
On the \(\alpha \)-lazy version of Markov chains in estimation and testing problems Sela Fried OriginalPaper 05 December 2022 Pages: 413 - 435
On consistency for time series model selection William Kengne OriginalPaper 27 December 2022 Pages: 437 - 458