Testing hypotheses on the “drift” of parameters in ARMA and ARCH models M. V. BoldinI. G. Erlikh OriginalPaper 28 March 2009 Pages: 1 - 20
Estimation of the distribution of random shifts deformation I. CastilloJ. -M. Loubes OriginalPaper 28 March 2009 Pages: 21 - 42
Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises D. FourdrinierV. KonevS. Pergamenshchikov OriginalPaper 28 March 2009 Pages: 43 - 58
Adaptive density estimation of stationary β-mixing and τ-mixing processes M. Lerasle OriginalPaper 28 March 2009 Pages: 59 - 83
A quantitative weak law of large numbers and its application to the delta method M. Weba OriginalPaper 28 March 2009 Pages: 84 - 95