Statistics and Its Interface

Contents of Volume 6

Evaluating the hedging error in price processes with jumps present

Volatility estimation by combining stock price data and option data

On smoothing estimation for seasonal time series with long cycles

Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery

A state space model approach to integrated covariance matrix estimation with high frequency data

Statistical methods for large portfolio risk management

Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data

A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting

Coordinate great circle descent algorithm with application to single-index models

Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models

Accelerated failure time model for multivariate two-stage current-status data with parallel and longitudinal correlated random effects

Inferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors

Bayesian analysis for exponential random graph models using the adaptive exchange sampler

Comparing spatial counts characterizing human mobility using ratio maps

Distributed iteratively reweighted least squares and applications