Statistical Inference for Stochastic Processes

1998 - 2025

Current editor(s): Denis Bosq, Yury A. Kutoyants and Marc Hallin

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Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions pp. 195-225: Hacène Djellout, Arnaud Guillin and Liming Wu
Histograms and Associated Point Processes pp. 227-251: Pierre Jacob and Paulo Oliveira
Estimation of Time Varying Linear Systems pp. 253-285: Chang Chiann and Pedro Morettin
Stepwise Estimation of Random Processes pp. 287-308: Yingcai Su

Estimating the Density of the Residuals in Autoregressive Models pp. 105-117: Eckhard Liebscher
Characterizing Efficient Empirical Estimators for Local Interaction Gibbs Fields pp. 119-134: Priscilla Greenwood and Wolfgang Wefelmeyer
Statistical Analysis of a Spatial Counting Process Modelling Crystallization of Polymers pp. 135-150: Rosa Mininni
Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions pp. 151-173: Brahim Ouhbi and Nikolaos Limnios
Asymptotic Normality of the Minimum Non-Hilbertian Distance Estimators for a Diffusion Process with Small Noise pp. 175-194: Christophe Aubry

On Castellana–Leadbetter's Condition for Diffusion Density Estimation pp. 1-9: Alexander Veretennikov
A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets pp. 11-30: Bertrand Melenberg and Bas Werker
Sequential Variational Testing Hypotheses on the Wiener Process Under Delayed Observations pp. 31-56: Leonid Galtchouk and Photis Nobelis
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise pp. 57-68: M. Huebner
Efficient Estimation in a Semiparametric Autoregressive Model pp. 69-98: Anton Schick
Statistical Inference for Stochastic Processes pp. 99-104: Denis Bosq

Birth and Death on a Flow: Local Time and Estimation of a Position‐Dependent Death Rate pp. 225-243: R. HÖpfner and E. LÖcherbach
Nonparametric Estimation for Gibbs Random Fields Specified Through One‐Point Systems pp. 245-264: S. Dachian
Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case pp. 265-295: Alexander Tartakovsky
Prediction of Continuous Time Processes by C[0,1]‐Valued Autoregressive Process pp. 297-309: Besnik Pumo

Adaptive Estimation of the Lag of a Long–memory Process pp. 111-129: Marc Hallin and Abdeslam Serroukh
Efficient Density Estimation for Ergodic Diffusion Processes pp. 131-155: Yu. Kutoyants
Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems pp. 157-173: E. Guerre and J. Maës
Estimation of the Diffusion Coefficient from Crossings pp. 175-195: Danielle Florens
Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time pp. 197-223: Sergey Pergamenshchikov

On the Identifiability of Minimal VARMA Representations pp. 1-15: Alain Berlinet and Christian Francq
Note on Functional Large Deviation Principle for Fractional ARIMA Processes pp. 17-27: Philippe Barbe and Michel Broniatowski
Can We Estimate the Density's Derivative with Suroptimal Rate? pp. 29-41: A. Lucas
Nonparametric Estimation in a Model with a Trend pp. 43-60: Jia Shen and Yun‐Min Huang
Stationary Distribution Function Estimation for Ergodic Diffusion Process pp. 61-84: Ilia Negri
Asymptotic Expansion of M ‐Estimator Over Wiener Space pp. 85-103: Yuji Sakamoto and Nakahiro Yoshida