LIMIT THEOREMS FOR MOVING AVERAGES OF DISCRETIZED PROCESSES PLUS NOISEJean Jacod, Mark Podolskij and Mathias Vetter · The Annals of Statistics · 2010

Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit TestingHolger Dette, Mark Podolskij and Mathias Vetter · Scandinavian Journal of Statistics · 2006

Sieve Bootstrap for Time SeriesPeter Bühlmann · Bernoulli · 1997

Resampling and Exchangeable ArraysPeter McCullagh · Bernoulli · 2000

On Multivariate Median RegressionBiman Chakraborty · Bernoulli · 1999

Local mixture models of exponential familiesAnaya-Izquierdo, Karim; Marriott, Paul · Bernoulli · 2007

GARCH processes: structure and estimationBerkes, Istv'an; Horv'ath, Lajos; Kokoszka, Piotr · Bernoulli · 2003

Multivariate Generalized Pareto DistributionsHolger Rootzén and Nader Tajvidi · Bernoulli · 2006

Maximum likelihood characterization of distributionsDuerinckx, Mitia; Ley, Christophe; Swan, Yvik · Bernoulli · 2014

Nonparametric inference for fractional diffusionSaussereau, Bruno · Bernoulli · 2014