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Volume 1 / 1998 - Volume 15 / 2012
1-26
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Jean-Christophe Breton and Jean-François Coeurjolly
27-59
Estimation of the instantaneous volatility
Alexander Alvarez, Fabien Panloup, Monique Pontier and Nicolas Savy
61-79
Asymptotic inference of unstable periodic ARCH processes
Abdelhakim Aknouche and Eid Al-Eid
81-104
On parameter estimation of threshold autoregressive models
Ngai Hang Chan and Yury A. Kutoyants
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