# De Gruyter

# Statistics & Risk Modeling

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Web: http://www.degruyter.com/view/j/strm

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**Current editor:**Robert Stelzer

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**Series handle:**repec:bpj:strimo

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### 2016, Volume 33, Issue 1-2

**1-20 Implied basket correlation dynamics***by*Härdle Wolfgang Karl & Silyakova Elena**21-40 Change detection in the Cox–Ingersoll–Ross model***by*Pap Gyula & Szabó Tamás T.**41-50 Asymptotically stable dynamic risk assessments***by*Eisele Karl-Theodor & Kupper Michael**51-65 Scenario aggregation method for portfolio expectile optimization***by*Jakobsons Edgars

### 2016, Volume 32, Issue 2

**89-102 Nonparametric estimation of risk measures of collective risks***by*Lauer Alexandra & Zähle Henryk**103-124 Time-consistency of risk measures with GARCH volatilities and their estimation***by*Klüppelberg Claudia & Zhang Jianing**125-141 On the shortfall risk control: A refinement of the quantile hedging method***by*Barski Michał

### 2015, Volume 32, Issue 3-4

**143-158 Dividend maximization in a hidden Markov switching model***by*Szölgyenyi Michaela**159-176 Exact and approximate hidden Markov chain filters based on discrete observations***by*Bäuerle Nicole & Gilitschenski Igor & Hanebeck Uwe**177-195 Analyzing model robustness via a distortion of the stochastic root: A Dirichlet prior approach***by*Mai Jan-Frederik & Schenk Steffen & Scherer Matthias

### 2015, Volume 32, Issue 1

**1-24 Moment based estimation of supOU processes and a related stochastic volatility model***by*Stelzer Robert & Wittlinger Marc & Tosstorff Thomas**25-47 Quasi-Hadamard differentiability of general risk functionals and its application***by*Krätschmer Volker & Schied Alexander & Zähle Henryk**49-72 Series expansions for convolutions of Pareto distributions***by*Nguyen Quang Huy & Robert Christian Y.**73-87 A copula-based hierarchical hybrid loss distribution***by*Bernardi Enrico & Romagnoli Silvia

### 2014, Volume 31, Issue 3-4

**21 Constrained inference in multiple regression with structural changes***by*Chen Fuqi & Nkurunziza Sévérien**22 Law-invariant risk measures: Extension properties and qualitative robustness***by*Koch-Medina Pablo & Munari Cosimo**31 Optimal risk allocation for convex risk functionals in general risk domains***by*Kiesel Swen & Rüschendorf Ludger**37 Change point test for tail index of scale-shifted processes***by*Kim Moosup & Lee Sangyeol**37 Stochastic dominance with respect to a capacity and risk measures***by*Grigorova Miryana

### 2014, Volume 31, Issue 2

**12 A note on nonparametric estimation of bivariate tail dependence***by*Bücher Axel**19 Prediction of regionalized car insurance risks based on control variates***by*Christiansen Marcus C. & Hirsch Christian & Schmidt Volker**22 Asymptotic results for the regression function estimate on continuous time stationary and ergodic data***by*Didi Sultana & Louani Djamal**31 Stochastic orderings with respect to a capacity and an application to a financial optimization problem***by*Grigorova Miryana

### 2014, Volume 31, Issue 1

**20 Central clearing of OTC derivatives: Bilateral vs multilateral netting***by*Cont Rama & Kokholm Thomas**23 Spatial risk measures and their local specification: The locally law-invariant case***by*Föllmer Hans**26 Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type***by*Frittelli Marco & Maggis Marco**29 On dependence consistency of CoVaRand some other systemic risk measures***by*Mainik Georg & Schaanning Eric**26 Optimal control of interbank contagion under complete information***by*Minca Andreea & Sulem Agnès

### 2013, Volume 30, Issue 4

**281-286 Editorial to the special issue on Copulae of Statistics & Risk Modeling***by*Okhrin Ostap**287-306 What makes dependence modeling challenging? Pitfalls and ways to circumvent them***by*Mai Jan-Frederik & Scherer Matthias**307-342 Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50***by*Brechmann Eike Christain & Czado Claudia**343-360 Bernstein estimator for unbounded copula densities***by*Bouezmarni Taoufik & Ghouch El & Taamouti Abderrahim**361-388 Dynamic structured copula models***by*Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema

### 2013, Volume 30, Issue 3

**189-204 The bootstrap does not alwayswork for heteroscedasticmodels***by*Shimizu Kenichi**205-219 Estimating scale parameters under an order statistics prior***by*Burkschat Marco & Kamps Udo & Kateri Maria**221-235 Conditional L1 estimation for random coefficient integer-valued autoregressive processes***by*Chen Xi & Wang Lihong**237-254 American Options with guarantee – A class of two-sided stopping problems***by*Christensen Sören & Irle Albrecht**255-280 Membership conditions for consistent families of monetary valuations***by*Roorda Berend & Schumacher Hans

### 2013, Volume 30, Issue 2

**105-120 Inherent difficulties of non-Bayesian likelihood-based inference, as revealed by an examination of a recent book by Aitkin***by*Gelman Andrew & Robert Christian P. & Rousseau Judith**121-132 Comments on the review of Statistical Inference***by*Aitkin Murray**133-167 Loss-based risk measures***by*Cont Rama & Deguest Romain & He Xue Dong**169-180 A harmonic function approach to Nash-equilibria of Kifer-type stopping games***by*Lerche Hans Rudolf & Stich Dominik**181-188 A note on the biasedness and unbiasedness of two-sample Kolmogorov–Smirnov test***by*Bubeliny Peter

### 2013, Volume 30, Issue 1

**1-21 Perpetual American options in a diffusion model with piecewise-linear coefficients***by*Gapeev Pavel V. & Rodosthenous Neofytos**21-54 Properties of hierarchical Archimedean copulas***by*Okhrin Ostap & Okhrin Yarema & Schmid Wolfgang**55-74 Rate of convergence of the density estimation of regression residual***by*Györfi László & Walk Harro**75-104 A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties***by*Laïb Naâmane & Lemdani Mohamed & Ould Saïd Elias

### 2012, Volume 29, Issue 4

**281-314 Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests***by*Bodnar Taras & Schmid Wolfgang & Zabolotskyy Tara**315-342 The covariance structure of cml-estimates in the Rasch model***by*Strasser Helmut**327-343 Asymptotic expansions for conditional moments of Bernoulli trials***by*Strasser Helmut**345-346 Erratum to: Dependence properties of dynamic credit risk models***by*Bäuerle Nicole & Schmock Uwe

### 2012, Volume 29, Issue 3

**189-214 On the functional local linear estimate for spatial regression***by*Chouaf Abdelhak & Laksaci Ali**215-242 Adaptive estimation for an inverse regression model with unknown operator***by*Marteau Clement & Loubes Jean-Michel**243-268 Dependence properties of dynamic credit risk models***by*Bäuerle Nicole & Schmock Uwe**269-280 A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market***by*Ziehaus Christina

### 2012, Volume 29, Issue 2

**107-132 Bounds for joint portfolios of dependent risks***by*Puccetti Giovanni & Rüschendorf Ludger**133-153 Time consistency of multi-period distortion measures***by*Fasen Vicky & Svejda Adela**155-174 Stable stopping***by*Treviño Aguilar Erick**175-187 Moderate deviations and intermediate efficiency for lack-of-fit tests***by*Mason David M. & Eubank Randy

### 2012, Volume 29, Issue 1

**1-18 Conditional risk and acceptability mappings as Banach-lattice valued mappings***by*Kovacevic Raimund M.**19-46 PCA-kernel estimation***by*Biau Gérard & Mas André**47-72 Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm***by*Cénac P. & Maume-Deschamps V. & Prieur C.**73-106 Ordering of multivariate risk models with respect to extreme portfolio losses***by*Mainik Georg & Rüschendorf Ludger

### 2011, Volume 28, Issue 4

**297-298 Letter from the Editors***by*Pflug Georg Ch.**299-317 Risk margin for a non-life insurance run-off***by*Wüthrich Mario V. & Embrechts Paul & Tsanakas Andreas**319-342 On the exact distribution of the estimated expected utility portfolio weights: Theory and applications***by*Bodnar Taras & Schmid Wolfgang**343-357 Well-balanced Lévy driven Ornstein–Uhlenbeck processes***by*Schnurr Alexander & Woerner Jeannette H. C.**359-387 Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes***by*Heinrich Lothar & Klein Stella**389-410 Test on components of mixture densities***by*Autin Florent & Pouet Christophe

### 2011, Volume 28, Issue 3

**195-225 Law invariant risk measures on L∞ (ℝd)***by*Ekeland Ivar & Schachermayer Walter**227-249 A Bayesian sequential testing problem of three hypotheses for Brownian motion***by*Zhitlukhin Mikhail V. & Shiryaev Albert**251-276 Optimal dividend-payout in random discrete time***by*Albrecher Hansjörg & Bäuerle Nicole & Thonhauser Stefan**277-295 Multivariate log-concave distributions as a nearly parametric model***by*Schuhmacher Dominic & Hüsler André & Dümbgen Lutz

### 2011, Volume 28, Issue 2

**81-95 Expansions for the risk of Stein type estimates for non-normal data***by*Withers Christopher S. & Nadarajah Saralees**97-118 Mean-risk tests of stochastic dominance***by*Dentcheva Darinka & Stock Gregory J. & Rekeda Ludmyla**119-150 Non-parametric drift estimation for diffusions from noisy data***by*Schmisser Emeline**151-168 Comparison of Markov processes via infinitesimal generators***by*Rüschendorf Ludger & Wolf Viktor**169-194 Method of moment estimation in time-changed Lévy models***by*Kallsen Jan & Muhle-Karbe Johannes

### 2011, Volume 28, Issue 1

**1-16 Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems***by*Birkmeier Olga & Käufl Andreas & Pukelsheim Friedrich**17-36 Asymptotic utility-based pricing and hedging for exponential utility***by*Kallsen Jan & Rheinländer Thorsten**37-50 Robust replication in H-self-similar Gaussian market models under uncertainty***by*Gapeev Pavel V. & Sottinen Tommi & Valkeila Esko**51-61 A note on moment convergence of bootstrap M-estimators***by*Kato Kengo**63-80 On the maximization of financial performance measures within mixture models***by*Hentati Rania & Prigent Jean-Luc

### 2009, Volume 27, Issue 4

**227-234 A note on incomplete and boundedly complete families of discrete distributions***by*Purkayastha Sumitra**281-307 Option pricing in bilateral Gamma stock models***by*Küchler Uwe & Tappe Stefan**309-326 On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion***by*Höpfner Reinhard & Kutoyants Yury A.**335-356 On Brownian motion as a prior for nonparametric regression***by*van Zanten Harry**357-369 The face-lifting theorem for proportional transaction costs in multiasset models***by*Blum Benedikt

### 2009, Volume 27, Issue 3

**201-209 A note on pivotal Value-at-Risk estimates***by*Pflug Georg Ch. & Schaller Peter**211-233 A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets***by*Irle Albrecht & Prelle Claas**235-248 Cusp estimation in random design regression models***by*Fujii Takayuki**249-260 On the mean residual waiting time of records***by*Bdair Omar M. & Raqab Mohammad Z.**261-280 A maximal inequality for skew Brownian motion***by*Zhitlukhin Mikhail V.

### 2009, Volume 27, Issue 2

**93-128 Estimation of split-points in binary regression***by*Ferger Dietmar & Klotsche Jens**129-144 On hedging European options in geometric fractional Brownian motion market model***by*Azmoodeh Ehsan & Mishura Yuliya & Valkeila Esko**145-168 On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss***by*Kucerovsky Dan & Marchand Eric & Najafabadi Amir T. Payandeh & Strawderman William E.**169-199 Subgradients of law-invariant convex risk measures on L***by*Svindland Gregor

### 2009, Volume 27, Issue 1

**1-23 Robust efficient hedging for American options: The existence of worst case probability measures***by*Trevino Aguilar Erick**25-35 Shrinkage estimation in elliptically contoured distribution with restricted parameter space***by*Tsukuma Hisayuki**37-54 Minimum risk equivariant estimator in linear regression model***by*Jurecková Jana & Picek Jan**55-73 Non-standard behavior of density estimators for sums of squared observations***by*Schick Anton & Wefelmeyer Wolfgang**75-92 The likelihood ratio test for non-standard hypotheses near the boundary of the null – with application to the assessment of non-inferiority***by*Balabdaoui Fadoua & Mielke Matthias & Munk Axel

### 2009, Volume 26, Issue 4

**243-261 Minimaxity of the Stein risk-minimization estimator for a normal mean matrix***by*Kubokawa Tatsuya & Tsukuma Hisayuki**263-274 Estimation of search tree size and approximate counting: A likelihood approach***by*Dennert Florian & Grübel Rudolf**275-288 Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps***by*Kohler Michael & Krzyzak Adam & Walk Harro**289-302 On a stochastic version of the trading rule “Buy and Hold”***by*Shiryaev Albert & Novikov Alexander A.**303-319 Characterization of optimal risk allocations for convex risk functionals***by*Kiesel Swen & Rüschendorf Ludger

### 2009, Volume 26, Issue 3

**159-177 On nonparametric estimation of the regression function under random censorship model***by*Guessoum Zohra & Ould-Said Elias**179-201 Estimation of optimal portfolio compositions for Gaussian returns***by*Bodnar Taras & Schmid Wolfgang**203-217 Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix***by*Fourdrinier Dominique & Strawderman William E. & Wells Martin T.**219-242 A Bayesian approach to incorporate model ambiguity in a dynamic risk measure***by*Bäuerle Nicole & Mundt André

### 2008, Volume 26, Issue 2

**73-73 Editorial***by*Kaniovski Yuri & Pflug Georg Ch.**75-88 A lattice model with incomplete information: A credit risk application***by*Cherubini Umberto & Mulinacci Sabrina & Romagnoli Silvia**89-108 Optimal portfolios with Haezendonck risk measures***by*Bellini Fabio & Rosazza Gianin Emanuela**109-143 Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization***by*Guigues Vincent**145-157 Nonparametric nearest neighbor based empirical portfolio selection strategies***by*Györfi László & Udina Frederic & Walk Harro

### 2008, Volume 26, Issue 1

**1-1 Editorial***by*Pflug Georg Ch.**3-23 Goodness of fit testing using a specific density estimate***by*Albers Casper J. & Schaafsma Willem**25-34 Uniform and individual convergence rates for convex density classes***by*Meister Alexander**35-51 A kernel-based classifier on a Riemannian manifold***by*Loubes Jean-Michel & Pelletier Bruno**53-72 Comparison results for path-dependent options***by*Bergenthum Jan & Rüschendorf Ludger

### 2007, Volume 25, Issue 4/2007

**1 Letter from the editor***by*Strasser Helmut**15 Bootstrapping L2-type statistics in copula density testing***by*Rehbock Volker**20 Importance sampling for simulations of moderate deviation probabilities of statistics***by*Ermakov Mikhail**22 Pricing and hedging with globally and instantaneously vanishing risk***by*Leitner Johannes**25 Dynamic utility-based good deal bounds***by*Klöppel Susanne & Schweizer Martin

### 2007, Volume 25, Issue 3/2007

**19 A limit theorem for recursively defined processes in L***by*Eickmeyer Kord & Rüschendorf Ludger**25 Resampling in the frequency domain of time series to determine critical values for change-point tests***by*Kirch Claudia**43 Minimax estimators of the coverage probability of the impermissible error for a location family***by*Arcones Miguel A.

### 2007, Volume 25, Issue 2/2007

**20 Optimal kernels***by*Mammitzsch Volker**26 On universal Bayesian adaptation***by*Lember Jüri & van der Vaart Aad**37 Large deviations for L-statistics***by*Boistard Hélène

### 2007, Volume 25, Issue 1/2007

**18 Estimating the error distribution function in semiparametric regression***by*Müller Ursula U. & Schick Anton & Wefelmeyer Wolfgang**21 Decision theoretic Bayesian hypothesis testing with the selection goal***by*Bansal Naveen K.**22 Most powerful conditional tests***by*Janssen Arnold & Völker Dominik**24 An asymptotic analysis of the mean-variance portfolio selection***by*Ottucsák György & Vajda István

### 2006, Volume 24, Issue 4/2006

**9 Pure self-financing trading strategies under transaction costs***by*Beutner Eric**17 On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in σ***by*Cabral Morais Manuel & Okhrin Yarema & Pacheco António & Schmidt Wolfgang**20 On utility-based derivative pricing with and without intermediate trades***by*Kallsen Jan & Kühn Christoph**26 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings***by*Feinberg Eugene A. & Shiryaev Albert N.

### 2006, Volume 24, Issue 3

**21 Bootstrap autoregressive order selection***by*Franke Jürgen & Kreiss Jens-Peter & Moser Martin**23 The cross-validated adaptive epsilon-net estimator***by*Laan Mark J. van der & Dudoit Sandrine & Vaart Aad W. van der**24 Parametric and semiparametric inference for shape: the role of the scale functional***by*Hallin Marc & Paindaveine Davy**21 Oracle inequalities for multi-fold cross validation***by*Vaart Aad W. van der & Dudoit Sandrine & Laan Mark J. van der

### 2006, Volume 24, Issue 2

**1 Correction note: On the optimal risk allocation problem***by*Burgert Christian & Rüschendorf Ludger**11 On local bootstrap bandwidth choice in kernel density estimation***by*Ziegler Klaus**17 On Markovian short rates in term structure models driven by jump-diffusion processes***by*Gapeev Pavel V. & Küchler Uwe**18 Robust multivariate location estimation, admissibility, and shrinkage phenomenon***by*Jurečková Jana & Sen P. K.**21 Estimating market risk with neural networks***by*Franke Jürgen & Diagne Mabouba**24 Statistical inference on graphs***by*Biau Gérard & Bleakley Kevin

### 2006, Volume 24, Issue 1/2006

**12 Law invariant convex risk measures for portfolio vectors***by*Rüschendorf Ludger**15 Monetary utility over coherent risk ratios***by*Leitner Johannes**16 On distortion functionals***by*Pflug Georg Ch.**17 Robust utility maximization in a stochastic factor model***by*Hernández-Hernández Daniel & Schied Alexander**18 Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals***by*Grigoriev Pavel G. & Leitner Johannes**19 On the optimal risk allocation problem***by*Burgert Christian & Rüschendorf Ludger**25 Risk measurement with equivalent utility principles***by*Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger**26 Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints***by*Carlier Guillaume & Dana Rose-Anne**36 Convex risk measures and the dynamics of their penalty functions***by*Föllmer Hans & Penner Irina**19 Mean-risk optimization for index tracking***by*Nakano Yumiharu**15 Editorial preface***by*Rüschendorf L.

### 2005, Volume 23, Issue 4/2005

**249-279 Input-dependent estimation of generalization error under covariate shift***by*Sugiyama Masashi & Müller Klaus-Robert**281-299 Credit risk with infinite dimensional Lévy processes***by*Özkan Fehmi & Schmidt Thorsten**301-316 Quantile hedging and its application to life insurance***by*Melnikov Alexander & Skornyakova Victoria**317-329 The heat equation given a time series of initial data subject to error***by*Hesse C. H.

### 2005, Volume 23, Issue 3/2005

**161-180 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations***by*Liang Han-Ying & Mammitzsch Volker & Steinebach Josef**181-198 Empirical Bayes estimation by wavelet series***by*Pensky Marianna & Alotaibi Mohammed**199-217 Duality theory for optimal investments under model uncertainty***by*Schied Alexander & Wu Ching-Tang**219-248 Qualitative stability of stochastic programs with applications in asymptotic statistics***by*Vogel Silvia

### 2005, Volume 23, Issue 2/2005

**81-100 Absolutely continuous optimal martingale measures***by*Acciaio Beatrice**101-115 Optimal choice of kn-records in the extreme value index estimation***by*El Arrouchi Mohamed & Imlahi Abdelouahid**117-129 On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence***by*Heinrich Lothar & Pukelsheim Friedrich & Schwingenschlögl Udo**131-146 Recursive random variables with subgaussian distributions***by*Neininger Ralph**147-159 Change in non-parametric regression with long memory errors***by*Wang Lihong

### 2005, Volume 23, Issue 1/2005

**1-14 Optimal consumption strategies under model uncertainty***by*Burgert Christian & Rüschendorf Ludger**15-31 Perpetual convertible bonds in jump-diffusion models***by*Gapeev Pavel V. & Kühn Christoph**33-48 On low dimensional case in the fundamental asset pricing theorem with transaction costs***by*Grigoriev Pavel G.**49-66 Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures***by*Leitner Johannes**67-80 Approximations of empirical probability generating processes***by*Szűcs Gábor

### 2004, Volume 22, Issue 4/2004

**261-282 Quantization of probability distributions under norm-based distortion measures***by*Delattre Sylvain & Graf Siegfried & Luschgy Harald & Pagès Gilles**283-300 Confidence estimation of the covariance function of stationary and locally stationary processes***by*Giurcanu Mihai & Spokoiny Vladimir**301-318 Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach***by*Peng Hanxiang & Schick Anton**319-334 Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem***by*Steinke Ingo**335-349 Maximum likelihood estimator in a two-phase nonlinear random regression model***by*Ciuperca Gabriela

### 2004, Volume 22, Issue 3/2004

**171-200 On Robins’ formula***by*van der Vaart Aad**201-223 Optimal influence curves for general loss functions***by*Ruckdeschel Peter & Rieder Helmut**225-233 A note on log-optimal portfolios in exponential Lévy markets***by*Hurd T. R.**235-243 On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise***by*Rohde Angelika**245-259 CWLS and ML estimates in a heteroscedastic RCA(1) model***by*Janečková Hana & Prášková Zuzana

### 2004, Volume 22, Issue 2/2004

**83-108 Local maximin properties of tests in Gaussian shift experiments***by*Dencker Peter & Liese Friedrich**109-130 Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids***by*Fehrenbach Johannes & Rüschendorf Ludger**131-151 A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives***by*Ferger Dietmar**153-170 Necessary conditions for the existence of utility maximizing strategies under transaction costs***by*Guasoni Paolo & Schachermayer Walter

### 2004, Volume 22, Issue 1/2004

**1-16 On asymptotic expansion of pseudovalues in nonparametric median regression***by*Belitser Eduard**17-42 On second order minimax estimation of invariant density for ergodic diffusion***by*Dalalyan Arnak S. & Kutoyants Yury A.**43-60 Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law***by*Heinrich Lothar & Pukelsheim Friedrich & Schwingenschlögl Udo**61-78 Estimation of linear functionals of bivariate distributions with parametric marginals***by*Peng Hanxiang & Schick Anton**79-82 A remark on the quickest detection problems***by*Shiryaev Albert

### 2003, Volume 21, Issue 4/2003

**301-326 Which power of goodness of fit tests can really be expected: intermediate versus contiguous alternatives***by*Janssen Arnold**327-342 Estimation of the multivariate normal covariance matrix under some restrictions***by*Sheena Yo & Gupta Arjun K.