Introduction
XIXèmes Rencontres Franco-Belges de Statisticiens (19, 20 et 21 Novembre 1998 au Centre International de Rencontres Mathématiques (CIRM)
The Generalized Multifractional Brownian Motion
Linear Processes, Long-Range Dependence and Asymptotic Expansions
Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series
Convergence de mesures spectrales aléatoires et applications à des principes d'invariance
Long Memory with Seasonal Effects
Robustness of the R/S Statistic for Fractional Stable Noises
Wavelet Estimator of Long-Range Dependent Processes
Identification of the Hurst Index of a Step Fractional Brownian Motion
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity*
Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors
The Averaged Periodogram for Nonstationary Vector Time Series
Approximation of Some Gaussian Processes
Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems
Estimating the Diffusion Coefficient for Diffusions Driven by fBm