Semimartingales and Their Statistical Inference (Statistics (Boca Raton, Fla.).)

Statistical inference for fractional diffusion processes

Semimartingales and their Statistical Inference (Monographs on Statistics and Applied Probability)

Semimartingales and Their Statistical Inference

Nonparametric functional estimation

Associated Sequences, Demimartingales and Nonparametric Inference

Statistical inference for diffusion type processes

A first course in probability and statistics

STOCHASTIC PROCESSES AND STATISTICAL INFERENCE