Masuda, Hiroki; Uehara, Yuma Two-step estimation of ergodic Lévy driven SDE. (English) Zbl 1369.62216 Stat. Inference Stoch. Process. 20, No. 1, 105-137 (2017). MSC: 62M09 60G51 60H10 PDFBibTeX XMLCite \textit{H. Masuda} and \textit{Y. Uehara}, Stat. Inference Stoch. Process. 20, No. 1, 105--137 (2017; Zbl 1369.62216) Full Text: DOI arXiv
Sang, Hailin; Sang, Yongli Memory properties of transformations of linear processes. (English) Zbl 1369.62236 Stat. Inference Stoch. Process. 20, No. 1, 79-103 (2017). MSC: 62M10 62E20 60F17 PDFBibTeX XMLCite \textit{H. Sang} and \textit{Y. Sang}, Stat. Inference Stoch. Process. 20, No. 1, 79--103 (2017; Zbl 1369.62236) Full Text: DOI arXiv
Prior, Ana; Kleptsyna, Marina; Milheiro-Oliveira, Paula On maximum likelihood estimation of the drift matrix of a degenerated O-U process. (English) Zbl 1362.62049 Stat. Inference Stoch. Process. 20, No. 1, 57-78 (2017). MSC: 62F12 62M05 60H10 60J60 PDFBibTeX XMLCite \textit{A. Prior} et al., Stat. Inference Stoch. Process. 20, No. 1, 57--78 (2017; Zbl 1362.62049) Full Text: DOI
Koike, Yuta Time endogeneity and an optimal weight function in pre-averaging covariance estimation. (English) Zbl 1369.62215 Stat. Inference Stoch. Process. 20, No. 1, 15-56 (2017). MSC: 62M09 60F05 62P05 PDFBibTeX XMLCite \textit{Y. Koike}, Stat. Inference Stoch. Process. 20, No. 1, 15--56 (2017; Zbl 1369.62215) Full Text: DOI arXiv
Dehling, Herold; Franke, Brice; Woerner, Jeannette H. C. Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean. (English) Zbl 1369.62214 Stat. Inference Stoch. Process. 20, No. 1, 1-14 (2017). MSC: 62M09 60G22 60H10 PDFBibTeX XMLCite \textit{H. Dehling} et al., Stat. Inference Stoch. Process. 20, No. 1, 1--14 (2017; Zbl 1369.62214) Full Text: DOI arXiv