Estimation of the Error Density in a Semiparametric Transformation Model

Estimation of the Hurst parameter from discrete noisy data

Estimation of the Location of a 0-type or $\infty$-type Singularity by Poisson Observations

Estimation of the mean of functional time series and a two sample problem

Estimation of the Memory Parameter of the Infinite Source Poisson Process

Estimation of the spectral measure of multivariate regularly varying distributions

Estimation of the volume of an excursion set of a Gaussian process using intrinsic Kriging

Estimation of the Weibull tail-coefficient with linear combination of upper order statistics

Estimation of trend in state-space models: Asymptotic mean square error and rate of convergence

Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps

Estimation of Weibull Shape Parameter by Shrinkage Towards an Interval Under Failure Censored Sampling

Estimator selection in the Gaussian setting

Estimator selection with respect to Hellinger-type risks

Estimators for the interval censoring problem

Estimators of diffusions with randomly spaced discrete observations: A general theory

Estimators of Long-Memory: Fourier versus Wavelets

Evaluating Default Priors with a Generalization of Eaton's Markov Chain

Evaluating Pricing Strategy Using e-Commerce Data: Evidence and Estimation Challenges

Evaluating probability forecasts

Evaluation for moments of a ratio with application to regression estimation