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National Agronomical Research Institute (INRA) Let {Zn} be a real nonstationary stochastic process such that E(Zn|Fn−1)a.s.< 1 and E(Z2n |Fn−1)a.s.< 1, where {Fn} is an increas- ing seq...
Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing...
We consider the problem of estimating the fractional order of a L´evy process from low frequency historical and options data. An estimation methodology is developed which allows us to treat bo...
Linear ARCH (LARCH) processes were introduced by Robinson [J. Econometrics 47 (1991) 67–84] to model long-range dependence in volatility and leverage. Basic theoretical properties of LARCH processes...
We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametri...
In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on [0, 1]. We consider a parametrization of Beta distributions in ...
We study graph estimation and density estimation in high dimensions. To avoid the curse of dimensionality, we consider a family of density estimators based on tree structured undirected graphical mo...
This article introduces trimmed estimators for the mean and covariance functional of data in general Hilbert spaces. The estimators are based on a data depth measure that can be computed on any Hilb...
paper considers the efficient estimation of copula-based semi- parametric strictly stationary Markov models. These models are char- acterized by nonparametric invariant (one-dimensional marginal) di...
Minima of convex integral functionals and unbiased estimation
Robust estimation and finite population
Contingent valuation models are used in Economics to value nonmarket goods and can be expressed as binary choice regression models with one of the regression coe?cients fixed. A ...

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