León, José R.; Ludeña, Carenne Estimating the diffusion coefficient for diffusions driven by fBm. (English) Zbl 0966.62051 Stat. Inference Stoch. Process. 3, No. 1-2, 183-192 (2000). MSC: 62M05 62G05 60G15 60J55 PDFBibTeX XMLCite \textit{J. R. León} and \textit{C. Ludeña}, Stat. Inference Stoch. Process. 3, No. 1--2, 183--192 (2000; Zbl 0966.62051) Full Text: DOI
Kleptsyna, M. L.; Le Breton, A.; Roubaud, M.-C. Parameter estimation and optimal filtering for fractional type stochastic systems. (English) Zbl 0966.62069 Stat. Inference Stoch. Process. 3, No. 1-2, 173-182 (2000). MSC: 62M20 60G35 60H05 PDFBibTeX XMLCite \textit{M. L. Kleptsyna} et al., Stat. Inference Stoch. Process. 3, No. 1--2, 173--182 (2000; Zbl 0966.62069) Full Text: DOI
Carmona, Philippe; Coutin, Laure; Montseny, G. Approximation of some processes. (English) Zbl 0986.60036 Stat. Inference Stoch. Process. 3, No. 1-2, 161-171 (2000). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G15 60G99 60F05 PDFBibTeX XMLCite \textit{P. Carmona} et al., Stat. Inference Stoch. Process. 3, No. 1--2, 161--171 (2000; Zbl 0986.60036) Full Text: DOI
Robinson, P. M.; Marinucci, D. The average periodogram for nonstationary vector time series. (English) Zbl 0966.62061 Stat. Inference Stoch. Process. 3, No. 1-2, 149-160 (2000). MSC: 62M10 PDFBibTeX XMLCite \textit{P. M. Robinson} and \textit{D. Marinucci}, Stat. Inference Stoch. Process. 3, No. 1--2, 149--160 (2000; Zbl 0966.62061) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Asymptotic normality of the Whittle estimator in linear regression models with long memory errors. (English) Zbl 0968.62050 Stat. Inference Stoch. Process. 3, No. 1-2, 129-147 (2000). MSC: 62G20 62J05 62M10 62E20 62G05 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, Stat. Inference Stoch. Process. 3, No. 1--2, 129--147 (2000; Zbl 0968.62050) Full Text: DOI
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. (English) Zbl 1054.62104 Stat. Inference Stoch. Process. 3, No. 1-2, 113-128 (2000). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Stat. Inference Stoch. Process. 3, No. 1--2, 113--128 (2000; Zbl 1054.62104) Full Text: DOI
Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques Identification of the Hurst index of a step fractional Brownian motion. (English) Zbl 0982.60081 Stat. Inference Stoch. Process. 3, No. 1-2, 101-111 (2000). Reviewer: Guy Jumarie (Montréal) MSC: 60J65 60G18 62G05 62G20 60G15 PDFBibTeX XMLCite \textit{A. Benassi} et al., Stat. Inference Stoch. Process. 3, No. 1--2, 101--111 (2000; Zbl 0982.60081) Full Text: DOI
Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. Wavelet estimator of long-range dependent processes. (English) Zbl 1054.62579 Stat. Inference Stoch. Process. 3, No. 1-2, 85-99 (2000). MSC: 62M09 62G05 42C40 PDFBibTeX XMLCite \textit{J. M. Bardet} et al., Stat. Inference Stoch. Process. 3, No. 1--2, 85--99 (2000; Zbl 1054.62579) Full Text: DOI
Avram, Florin; Taqqu, Murad S. Robustness of the \(R/S\) statistic for fractional stable noises. (English) Zbl 0968.62037 Stat. Inference Stoch. Process. 3, No. 1-2, 69-83 (2000). MSC: 62F35 62M10 60G18 62F12 60E07 60F17 PDFBibTeX XMLCite \textit{F. Avram} and \textit{M. S. Taqqu}, Stat. Inference Stoch. Process. 3, No. 1--2, 69--83 (2000; Zbl 0968.62037) Full Text: DOI
Oppenheim, G.; Ould Haye, M.; Viano, M.-C. Long memory with seasonal effects. (English) Zbl 0979.60011 Stat. Inference Stoch. Process. 3, No. 1-2, 53-68 (2000). Reviewer: J.Anděl (Praha) MSC: 60F05 62M10 PDFBibTeX XMLCite \textit{G. Oppenheim} et al., Stat. Inference Stoch. Process. 3, No. 1--2, 53--68 (2000; Zbl 0979.60011) Full Text: DOI
Lang, Gabriel; Soulier, Philippe Convergence of random spectral measures and applications to invariance principles. (Convergence de mesures spectrales aléatoires et applications à des principes d’invariance.) (French) Zbl 0978.60023 Stat. Inference Stoch. Process. 3, No. 1-2, 41-51 (2000). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60F17 PDFBibTeX XMLCite \textit{G. Lang} and \textit{P. Soulier}, Stat. Inference Stoch. Process. 3, No. 1--2, 41--51 (2000; Zbl 0978.60023) Full Text: DOI
Louhichi, Sana; Soulier, Philippe Marcinkiewicz-Zygmund strong laws for infinite variance time series. (English) Zbl 1054.60037 Stat. Inference Stoch. Process. 3, No. 1-2, 31-40 (2000). MSC: 60F15 62M10 PDFBibTeX XMLCite \textit{S. Louhichi} and \textit{P. Soulier}, Stat. Inference Stoch. Process. 3, No. 1--2, 31--40 (2000; Zbl 1054.60037) Full Text: DOI
Hsing, Tailen Linear processes, long-range dependence and asymptotic expansions. (English) Zbl 0966.62055 Stat. Inference Stoch. Process. 3, No. 1-2, 19-29 (2000). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{T. Hsing}, Stat. Inference Stoch. Process. 3, No. 1--2, 19--29 (2000; Zbl 0966.62055) Full Text: DOI
Ayache, Antoine; Lévy-Véhel, Jacques The generalized multifractional Brownian motion. (English) Zbl 0979.60023 Stat. Inference Stoch. Process. 3, No. 1-2, 7-18 (2000). Reviewer: Yimin Xiao (East Lansing) MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{J. Lévy-Véhel}, Stat. Inference Stoch. Process. 3, No. 1--2, 7--18 (2000; Zbl 0979.60023) Full Text: DOI
Special issue: 19th Rencontres Franco-Belges de statisticiens. CIRM, Marseille, France, November 19–21, 1998. (English) Zbl 0969.00067 Stat. Inference Stoch. Process. 3, No. 1-2, 198 p. (2000). MSC: 00B25 62-06 PDFBibTeX XMLCite Stat. Inference Stoch. Process. 3, No. 1--2, 198~p. (2000; Zbl 0969.00067)