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Content
December 2008, Volume 78, Issue 17
- 3018-3022 Asymptotic expansions for inverse moments of binomial and negative binomial
by Wuyungaowa & Wang, Tianming
- 3023-3028 The law of the iterated logarithm for the Gaussian free field
by Hu, Xiaoyu
- 3029-3033 Nonparametric estimation of level sets under minimal assumptions
by Ren, Qunshu & Mojirsheibani, Majid
- 3034-3039 On the Burkholder-Davis-Gundy inequalities for continuous martingales
by Ren, Yao-Feng
- 3040-3046 On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs
by Poufinas, Thomas
- 3047-3055 Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
by Ferrari, Silvia L.P. & Cysneiros, Audrey H.M.A.
- 3056-3061 Preservation of classes of life distributions under weighting with a general weight function
by Blazej, Pawel
- 3062-3069 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
by Jasra, Ajay & Doucet, Arnaud
- 3070-3074 The multivariate point null testing problem: A Bayesian discussion
by Gómez-Villegas, Miguel A. & González-Pérez, Beatriz
- 3075-3081 Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
by Kliger, Mark & Francos, Joseph M.
- 3082-3085 Conditions for weak ergodicity of inhomogeneous Markov chains
by Coppersmith, Don & Wu, Chai Wah
- 3086-3090 On moments of recurrence times for positive recurrent renewal sequences
by Szewczak, Zbigniew S.
- 3091-3095 A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function
by Jokiel-Rokita, Alicja
- 3096-3102 A test for independence of two sets of variables when the number of variables is large relative to the sample size
by Schott, James R.
- 3103-3109 The finite-time ruin probability for ND claims with constant interest force
by Kong, Fanchao & Zong, Gaofeng
- 3110-3113 On the compatibility of Dyson's conditions
by Berenhaut, Kenneth S. & Chen, Donghui & Tran, Vy
- 3114-3121 The multifractal spectrum of harmonic measure for forward moving random walks on a Galton-Watson tree
by Kinnison, Adam L.
November 2008, Volume 78, Issue 16
- 2559-2566 Inference in the additive risk model with time-varying covariates subject to measurement errors
by Sun, Liuquan & Zhou, Xian
- 2567-2571 A semiparametric regression estimator under left truncation and right censoring
by Karlsson, Maria & Laitila, Thomas
- 2572-2577 Semiparametric left truncation and right censorship models with missing censoring indicators
by Subramanian, Sundarraman & Bandyopadhyay, Dipankar
- 2578-2583 Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
by Wang, Antai & Oakes, David
- 2584-2591 Testing additivity in nonparametric regression under random censorship
by Debbarh, Mohammed & Viallon, Vivian
- 2592-2596 More powerful exact tests of binary matched pairs
by Lloyd, Chris J.
- 2597-2603 A pointwise Bayes-type estimator of the survival probability with censored data
by Kulasekera, K.B. & Zhao, Meng
- 2604-2608 Identifiability of a mixture cure frailty model
by Peng, Yingwei & Zhang, Jiajia
- 2609-2613 Multiple rank-based testing for ordered alternatives with incomplete data
by Cabilio, P. & Peng, J.
- 2614-2622 A Bartlett type correction for Wald test in Cox regression model
by Li, Xiao & Wu, Yaohua & Tu, Dongsheng
- 2623-2631 The integral option in a model with jumps
by Gapeev, Pavel V.
- 2632-2636 Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions
by Lelong, Jérôme
- 2637-2643 Monitoring a Poisson process in several categories subject to changes in the arrival rates
by Brown, Marlo
- 2644-2646 On construction of consistent mixing distributions for compound decisions
by Mashayekhi, Mostafa
- 2647-2653 Missing observation analysis for matrix-variate time series data
by Triantafyllopoulos, K.
- 2654-2659 Bias of the regression estimator for experiments using clustered random assignment
by Middleton, Joel A.
- 2660-2663 The Bahadur representation for sample quantiles under negatively associated sequence
by Ling, Nengxiang
- 2664-2670 Orlicz norm inequalities for operator-valued martingale transforms
by Yu, Lin
- 2671-2678 On a new moments inequality
by Simic, Slavko
- 2679-2684 A one-sided large deviation local limit theorem
by Lin, Jianxi
- 2685-2691 Approximate predictive pivots for autoregressive processes
by Corcuera, José M.
- 2692-2699 On the time to ruin and the deficit at ruin in a risk model with double-sided jumps
by Xing, Xiaoyu & Zhang, Wei & Jiang, Yiming
- 2700-2704 Modeling financial time series through second-order stochastic differential equations
by Nicolau, João
- 2705-2708 Inverse renewal thinning of Cox and renewal processes
by Teke, S.P. & Deshmukh, S.R.
- 2709-2714 Asymptotics of sums of lognormal random variables with Gaussian copula
by Asmussen, Søren & Rojas-Nandayapa, Leonardo
- 2715-2719 Space-time dependence dynamics for birth-death point processes
by Comas, C. & Mateu, J.
- 2720-2724 Optimal main effect plans in nested row-column set-up of small size
by Bagchi, Sunanda & Bose, Mausumi
- 2725-2730 The functional central limit theorem for a family of GARCH observations with applications
by Berkes, István & Hörmann, Siegfried & Horváth, Lajos
- 2731-2738 A note on self-weighted quantile estimation for infinite variance quantile autoregression models
by Yang, Xiao Rong & Zhang, Li Xin
- 2739-2743 Wavelet regression with correlated errors on a piecewise Hölder class
by Porto, Rogério F. & Morettin, Pedro A. & Aubin, Elisete C.Q.
- 2744-2750 Efficient estimation of population quantiles in general semiparametric regression models
by Maity, Arnab
- 2751-2755 On the connections between weakly stable and pseudo-isotropic distributions
by Jasiulis, B.H. & Misiewicz, J.K.
- 2756-2761 An alternative multivariate skew-slash distribution
by Arslan, Olcay
- 2762-2767 On occurrence of patterns in Markov chains: Method of gambling teams
by Pozdnyakov, Vladimir
- 2768-2775 Testing for parameter stability in quantile regression models
by Su, Liangjun & Xiao, Zhijie
- 2776-2780 Some new maximal inequalities
by Harremoës, Peter
- 2781-2786 Fisher information in hybrid censored data
by Park, Sangun & Balakrishnan, N. & Zheng, Gang
- 2787-2792 Exponential families are not preserved by the formation of order statistics
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 2793-2797 Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case
by Chang, In Hong & Mukerjee, Rahul
- 2798-2803 Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
by Wang, Qin & Yin, Xiangrong
- 2804-2810 Heavy-tailedness and threshold sex determination
by Ibragimov, Rustam
- 2811-2820 Maxima of Dirichlet and triangular arrays of gamma variables
by Bose, Arup & Dasgupta, Amites & Maulik, Krishanu
- 2821-2826 The distribution of the product of two triangular random variables
by Glickman, Theodore S. & Xu, Feng
- 2827-2835 Stochastic orderings for discrete random variables
by Giovagnoli, A. & Wynn, H.P.
- 2836-2838 A generalized constructive definition for the Dirichlet process
by Favaro, S. & Walker, S.G.
October 2008, Volume 78, Issue 15
- 2275-2280 On the distribution of the left singular vectors of a random matrix and its applications
by Bura, E. & Pfeiffer, R.
- 2281-2292 Explicit solutions for multivalued stochastic differential equations
by Xu, Siyan
- 2293-2299 On the convergence of the empirical mass function
by Russo, Ralph P. & Shyamalkumar, Nariankadu D.
- 2300-2307 A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
by Aurzada, Frank
- 2308-2313 On the Tukey depth of a continuous probability distribution
by Hassairi, Abdelhamid & Regaieg, Ons
- 2314-2320 The gambler's ruin problem for a Markov chain related to the Bessel process
by Lefebvre, Mario
- 2321-2326 Counting by weighing and its effect on comparing population proportions
by Nickerson, David M.
- 2327-2331 Statistical testing alone and estimation plus testing: Reporting study outcomes in biomedical journals
by Janosky, Janine E.
- 2332-2338 Acceleration of the EM and ECM algorithms using the Aitken [delta]2 method for log-linear models with partially classified data
by Kuroda, Masahiro & Sakakihara, Michio & Geng, Zhi
- 2339-2345 Limit theorems for correlated Bernoulli random variables
by James, Barry & James, Kang & Qi, Yongcheng
- 2346-2352 A class of weighted Poisson processes
by Balakrishnan, N. & Kozubowski, Tomasz J.
- 2353-2360 On a multivariate gamma distribution
by Furman, Edward
- 2361-2365 General matrix-valued inhomogeneous linear stochastic differential equations and applications
by Duan, Jinqiao & Yan, Jia-an
- 2366-2370 A note on the construction of optimal main effects plans in blocks of size two
by Jacroux, Mike
- 2371-2377 Bivariate positive stable frailty models
by Mallick, Madhuja & Ravishanker, Nalini & Kannan, Nandini
- 2378-2387 Some properties of convolutions of Pascal and Erlang random variables
by Mi, J. & Shi, W. & Zhou, Y.Y.
- 2388-2399 Tail dependence of skewed grouped t-distributions
by Banachewicz, Konrad & van der Vaart, Aad
- 2400-2403 Dynamical circle covering with homogeneous Poisson updating
by Jonasson, Johan
- 2404-2407 An extension of Wick's theorem
by Vignat, C. & Bhatnagar, S.
- 2408-2411 Propriety of posterior in Bayesian space varying parameter models with normal data
by Rodrigues, Alexandre & Assunção, Renato
- 2412-2419 On solutions of a class of infinite horizon FBSDEs
by Yin, Juliang
- 2420-2425 A goodness of fit test for left-truncated and right-censored data
by Hwang, Yi-Ting & Wang, Chun-chao
- 2426-2432 On a risk model with debit interest and dividend payments
by Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi
- 2433-2436 Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model
by Brilhante, M.F. & Kotz, S.
- 2437-2439 Estimability of parameters in a linear model and related characterizations
by Kounias, Stratis & Chalikias, Miltiadis
- 2440-2445 A simple estimator of the bivariate distribution function for censored gap times
by de Uña-Álvarez, Jacobo & Meira-Machado, Luis F.
- 2446-2455 On the expected discounted penalty function for the continuous-time compound binomial risk model
by Liu, Guoxin & Wang, Ying
- 2456-2462 Autoregressive processes with normal-Laplace marginals
by Jose, K.K. & Tomy, Lishamol & Sreekumar, J.
- 2463-2469 Bootstrap confidence intervals in nonparametric regression with built-in bias correction
by McMurry, Timothy L. & Politis, Dimitris N.
- 2470-2477 On the E-optimality of complete designs under an interference model
by Filipiak, Katarzyna & Rózanski, Rafal & Sawikowska, Aneta & Wojtera-Tyrakowska, Dominika
- 2478-2484 On the shapes of bilateral Gamma densities
by Küchler, Uwe & Tappe, Stefan
- 2485-2489 Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
by Coeurjolly, Jean-François
- 2490-2495 Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
by Hwang, Leng-Cheng & Karunamuni, Rohana J.
- 2496-2502 Optimal mixed-level supersaturated design with general number of runs
by Chen, Jie & Liu, Min-Qian
- 2503-2510 Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
by Roussas, George G. & Bhattacharya, Debasis
- 2511-2516 On-line detection of a part of a sequence with unspecified distribution
by Sarnowski, Wojciech & Szajowski, Krzysztof
- 2517-2521 Some asymptotic results on density estimators by wavelet projections
by Varron, Davit
- 2522-2527 Consistent estimation of the accuracy of importance sampling using regenerative simulation
by Bhattacharya, Sourabh
- 2528-2535 On the convergence of stochastic integrals with respect to p-semimartingales
by Kubilius, K.
- 2536-2542 Trimmed sums of long range dependent moving averages
by Kulik, Rafal & Ould Haye, Mohamedou
- 2543-2551 An L2 -test for comparing spatial spectral densities
by Crujeiras, Rosa M. & Fernández-Casal, Rubén & González-Manteiga, Wenceslao
- 2552-2558 The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
by Zhu, Chun-hua & Gao, Qi-bing
October 2008, Volume 78, Issue 14
- 1999-2005 On convergence properties of sums of dependent random variables under second moment and covariance restrictions
by Hu, Tien-Chung & Rosalsky, Andrew & Volodin, Andrei
- 2006-2009 The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case
by Liu, Fuxiang & Liu, Yanyan
- 2010-2017 Laws of large numbers for the number of weak records
by Gouet, Raúl & Javier López, F. & Sanz, Gerardo
- 2018-2023 A note on strong limit theorems for arbitrary stochastic sequences
by Yang, Weiguo & Yang, Xue
- 2024-2030 On optimality of the Benjamini-Hochberg procedure for the false discovery rate
by Guo, Wenge & Bhaskara Rao, M.
- 2031-2038 On a non-classical invariance principle
by Davydov, Youri & Rotar, Vladimir
- 2039-2045 On the asymptotic behaviour of random matrices in a multivariate statistical model
by Cerqueti, Roy & Costantini, Mauro
- 2046-2051 A note on upper estimates for Pickands constants
by Dëbicki, Krzysztof & Kisowski, Pawel
- 2052-2057 A bilateral inequality on the Borel-Cantelli Lemma
by Xie, Yuquan
- 2058-2065 Incomplete factorial experiments in completely randomized and randomized complete block designs
by Gerami, A.
- 2066-2074 On weak convergence of the likelihood ratio process in multi-phase regression models
by Fujii, Takayuki
- 2075-2085 A singular stochastic differential equation driven by fractional Brownian motion
by Hu, Yaozhong & Nualart, David & Song, Xiaoming
- 2086-2094 Absolute ruin in the compound Poisson risk model with constant dividend barrier
by Yuan, Haili & Hu, Yijun
- 2095-2101 The functional CLT for linear processes generated by mixing random variables with infinite variance
by Moon, H.J.
- 2102-2109 A central limit theorem for the linear process generated by associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa
- 2110-2115 On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa & Han, Kwang-Hee
- 2116-2120 An unexpected result in an approximate carrier-borne epidemic process
by Gani, J. & Swift, R.J.
- 2121-2129 A strong invariance principle for positively or negatively associated random fields
by Shashkin, Alexey
- 2130-2136 The disk-percolation model on graphs
by Lebensztayn, E. & Rodríguez, P.M.
- 2137-2141 Asymptotics of Oja Median Estimate
by Shen, Gang
- 2142-2153 Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression
by Arashi, M. & Tabatabaey, S.M.M.
- 2154-2164 Isoperimetric and related bounds on configuration spaces
by Houdré, Christian & Privault, Nicolas
- 2165-2170 Survival probabilities for N-ary subtrees on a Galton-Watson family tree
by Mutafchiev, Ljuben R.
- 2171-2174 On the equivalence between standard and sequentially ordered hidden Markov models
by Chopin, N.
- 2175-2180 Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
by Yano, Kouji & Yano, Yuko
- 2181-2187 The Wills functional for Poisson processes
by Vitale, Richard A. & Wang, Yazhen
- 2188-2193 Ratio estimation via Poisson regression and Generalized Estimating Equations
by Morel, Jorge G. & Neerchal, Nagaraj K.
- 2194-2200 Nonparametric density estimation for stratified samples
by Breunig, Robert
- 2201-2209 Inner product spaces of integrands associated to subfractional Brownian motion
by Tudor, Constantin
- 2210-2216 Stochastic approximation of the factors of a generalized canonical correlation analysis
by Monnez, Jean-Marie
- 2217-2221 On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability
by Nayak, Tapan K. & Bose, Sudip & Kundu, Subrata
- 2222-2229 A study on LTD and RTI positive dependence orderings
by Colangelo, Antonio
- 2230-2233 Convergence rates in the local renewal theorem
by Sapozhnikov, Artëm
- 2234-2239 Ordering comparison of negative binomial random variables with their mixtures
by Alamatsaz, Mohammad Hossein & Abbasi, Somayyeh
- 2240-2247 A canonical definition of shape
by Paindaveine, Davy
- 2248-2257 A note on birth-death processes with catastrophes
by Di Crescenzo, A. & Giorno, V. & Nobile, A.G. & Ricciardi, L.M.
- 2258-2264 On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
by Chen, Yong & Qian, Min-Ping & Xie, Jian-Sheng
- 2265-2272 The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes
by Endo, Kotaro & Matsui, Muneya
September 2008, Volume 78, Issue 13
- 1683-1693 Almost sure functional central limit theorems for weakly dependent sequences
by Chen, Shouquan & Lin, Zhengyan
- 1694-1701 A note on scale mixtures of skew normal distribution
by Kim, Hyoung-Moon
- 1702-1710 Divergence-based tests for model diagnostic
by Esteban, M.D. & Hobza, T. & Morales, D. & Marhuenda, Y.
- 1711-1721 Beta-hypergeometric distributions and random continued fractions
by Asci, Claudio & Letac, Gérard & Piccioni, Mauro
- 1722-1726 A two-parameter generalized skew-normal distribution
by Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N.
- 1727-1734 On a risk model with dependence between claim sizes and claim intervals
by Meng, Qingbin & Zhang, Xin & Guo, Junyi
- 1735-1741 Estimation using response probability under callbacks
by Park, Hyeonah & Na, Seongryong & Jeon, Jongwoo
- 1742-1747 A note on the finite collision property of random walks
by Chen, Dayue & Wei, Bei & Zhang, Fuxi
- 1748-1756 Nonparametric regression estimation with assigned risk
by Efromovich, Sam
- 1757-1764 Inverse beta transformation in kernel density estimation
by Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch
- 1765-1774 The first negative moment in the sense of the Cauchy principal value
by Peng, Chien-Yu
- 1775-1783 Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
by Liu, Kai
- 1784-1791 Sample paths of jump-type Fleming-Viot processes with bounded mutation operators
by da Silva, Telles Timóteo & Fragoso, Marcelo D.
- 1792-1799 Moment inequalities for DVRL distributions, characterization and testing for exponentiality
by Al-Zahrani, Bander & Stoyanov, Jordan
- 1800-1806 A note on the exchangeability condition in Stein's method
by Röllin, Adrian
- 1807-1810 On prediction error in functional linear regression
by Apanasovich, Tatiyana V. & Goldstein, Edward
- 1811-1816 Optimal robust estimates using the Kullback-Leibler divergence
by Yohai, Victor J.
- 1817-1822 The combined INAR(p) models for time series of counts
by Weiß, Christian H.
- 1823-1825 A matrix version of Chernoff inequality
by Wei, Zhengyuan & Zhang, Xinsheng
- 1826-1834 On the convergence rate of sequential fixed-width confidence intervals for normal parameters
by Isogai, Eiichi & Futschik, Andreas
- 1835-1845 On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
by Yang, Hu & Zhang, Zhimin & Lan, Chunmei
- 1846-1850 Marginal distribution of some path-dependent stochastic volatility model
by Sekine, Jun
- 1851-1856 Stam inequality on
by Gibilisco, Paolo & Imparato, Daniele & Isola, Tommaso
- 1857-1862 Bivariate stopped-sum distributions using saddlepoint methods
by Abd-Elfattah, Ehab F.
- 1863-1868 Histogram density estimators based upon a fuzzy partition
by Loquin, Kevin & Strauss, Olivier
- 1869-1877 Hausdorff moment problem: Reconstruction of probability density functions
by Mnatsakanov, Robert M.
- 1878-1884 Optimality of the Holm procedure among general step-down multiple testing procedures
by Gordon, Alexander Y. & Salzman, Peter
- 1885-1893 A variance component test for mixed hidden Markov models
by Altman, Rachel MacKay
- 1894-1902 Confidence intervals for long memory regressions
by Ko, Kyungduk & Lee, Jaechoul & Lund, Robert
- 1903-1913 Central limit theorems for the integrated squared error of derivative estimators
by Birke, Melanie
- 1914-1921 Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model
by Chen, Ray-Bing & Wong, Weng Kee & Li, Kun-Yu
- 1922-1928 Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions
by Marrelec, Guillaume & Benali, Habib
- 1929-1932 Collision probability for an occupancy problem
by Nakata, Toshio
- 1933-1942 Lee discrepancy and its applications in experimental designs
by Zhou, Yong-Dao & Ning, Jian-Hui & Song, Xie-Bing
- 1943-1947 Unit root testing based on BLUS residuals
by Vougas, Dimitrios V.
- 1948-1954 A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
by Gatto, Riccardo
- 1955-1963 Prediction intervals for future records
by Raqab, Mohammad Z. & Balakrishnan, N.
- 1964-1970 A note on the almost sure central limit theorem for negatively associated fields
by Wang, Jiang-Feng & Liang, Han-Ying
- 1971-1980 Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
by Roy, Anuradha & Leiva, Ricardo
- 1981-1989 A new class of excited random walks on trees
by Del Greco M., Fabiola & Di Marzio, Marco & Panzera, Agnese
- 1990-1998 Test for parameter change in ARMA models with GARCH innovations
by Lee, Sangyeol & Song, Junmo
September 2008, Volume 78, Issue 12
- 1349-1354 Characterizations using the bivariate failure rate function
by Navarro, Jorge
- 1355-1361 A class of autoregressive processes
by Krishnarani, S.D. & Jayakumar, K.
- 1362-1368 Modified Simes' critical values under independence
by Cai, Gengqian & Sarkar, Sanat K.
- 1369-1374 A generalization and extension of an autoregressive model
by Satheesh, S. & Sandhya, E. & Rajasekharan, K.E.
- 1375-1383 Parameter estimation using partial information with applications to queueing and related models
by Basawa, I.V. & Bhat, U.N. & Zhou, J.
- 1384-1387 On the central limit theorem and the law of the iterated logarithm
by Fukuyama, Katusi & Ueno, Yôhei
- 1388-1396 Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process
by Kiselák, Jozef & Stehlík, Milan
- 1397-1403 A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
by Chiquet, Julien & Limnios, Nikolaos
- 1404-1411 Seasonal fractional ARIMA with stable innovations
by Diongue, Abdou Kâ & Diop, Aliou & Ndongo, Mor
- 1412-1421 A higher order multifractal formalism
by Ben Mabrouk, Anouar
- 1422-1429 An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models
by Shang, Junfeng & Cavanaugh, Joseph E.
- 1430-1433 The asymptotic and exact Fisher information matrices of a vector ARMA process
by Klein, André & Mélard, Guy & Saidi, Abdessamad
- 1434-1439 Extended Glivenko-Cantelli Theorem in ARCH(p)-time series
by Cheng, Fuxia
- 1440-1444 On the max-domain of attraction of distributions with log-concave densities
by Müller, Samuel & Rufibach, Kaspar
- 1445-1451 Empirical likelihood for linear models in the presence of nuisance parameters
by Kim, Mi-Ok & Zhou, Mai
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