ESAIM: Probability and Statistics
New directions in Time Series Analysis (Guest Editor: Philippe Soulier)
Free Access
Adaptive estimation of the stationary density of discrete and continuous time mixing processes
Published online: 15 November 2002
Free Access
Goodness-of-fit test for long range dependent processes
Published online: 15 November 2002
Free Access
Autocovariance structure of powers of switching-regime ARMA Processes
Published online: 15 November 2002
Free Access
Semiparametric deconvolution with unknown noise variance
Published online: 15 November 2002
Free Access
Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory
Published online: 15 November 2002
Free Access
Long memory properties and covariance structure of the EGARCH model
Published online: 15 November 2002