Volume 14.
(as bibtex)
13 references.
Articles

119. Nonparametric signal detection with small type I and type II error probabilities

101109. Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
Mishra, M. N.,
Prakasa Rao, B. L. S.

111140. A branching particle approximation to a filtering micromovement model of asset price
Xiong, Jie,
Zeng, Yong

141175. Nonuniform spacings processes
Deheuvels, Paul

177188. Periodically correlated autoregressive Hilbertian processes
Soltani, A. R.,
Hashemi, M.

2146. Sequential stochastic assignment under uncertainty: estimation and convergence

231253. A latent process model for time series of attributed random graphs

273305. On estimation of delay location

4771. Spectral estimation on the sphere with needlets: high frequency asymptotics

7384. Asymptotic normality of the Parzenâ€“Rosenblatt density estimator for strongly mixing random fields

8599. Estimating the order of meansquare derivatives with quadratic variations

. On compound Poisson processes arising in changepoint type statistical models as limiting likelihood ratios

. Quasilikelihood analysis for the stochastic differential equation with jumps