# Elsevier

# Computational Statistics & Data Analysis

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### 2013, Volume 62, Issue C

**136-148 Bandwidth selection for backfitting estimation of semiparametric additive models: A simulation study***by*Häggström, Jenny**149-170 A new exponential-type distribution with constant, decreasing, increasing, upside-down bathtub and bathtub-shaped failure rate function***by*Lemonte, Artur J.**171-180 Estimation of the accelerated failure time frailty model under generalized gamma frailty***by*Chen, Pengcheng & Zhang, Jiajia & Zhang, Riquan**181-187 A partial spline approach for semiparametric estimation of varying-coefficient partially linear models***by*Kim, Young-Ju

### 2013, Volume 61, Issue C

**1-6 A numerical investigation of the accuracy of parametric bootstrap for discrete data***by*Lloyd, Chris J.**7-21 A comparison between Markov approximations and other methods for large spatial data sets***by*Bolin, David & Lindgren, Finn**22-37 Efficient two-dimensional smoothing with P-spline ANOVA mixed models and nested bases***by*Lee, Dae-Jin & Durbán, María & Eilers, Paul**38-49 Fiducial-based tolerance intervals for some discrete distributions***by*Mathew, Thomas & Young, Derek S.**50-66 Generative models for functional data using phase and amplitude separation***by*Tucker, J. Derek & Wu, Wei & Srivastava, Anuj**67-82 Score tests for zero-inflation and overdispersion in two-level count data***by*Lim, Hwa Kyung & Song, Juwon & Jung, Byoung Cheol**83-98 A pure L1-norm principal component analysis***by*Brooks, J.P. & Dulá, J.H. & Boone, E.L.**99-106 Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions***by*Bedrick, Edward J. & Hossain, Anwar**107-123 Bandwidth selection for kernel density estimation with doubly truncated data***by*Moreira, C. & Van Keilegom, I.**124-136 A fast algorithm for robust constrained clustering***by*Fritz, Heinrich & García-Escudero, Luis A. & Mayo-Iscar, Agustín**137-147 Mixed beta regression: A Bayesian perspective***by*Figueroa-Zúñiga, Jorge I. & Arellano-Valle, Reinaldo B. & Ferrari, Silvia L.P.**148-157 A hyper-Poisson regression model for overdispersed and underdispersed count data***by*Sáez-Castillo, A.J. & Conde-Sánchez, A.**158-173 Estimation of a regression spline sample selection model***by*Marra, Giampiero & Radice, Rosalba**174-186 Automatic variable selection for longitudinal generalized linear models***by*Li, Gaorong & Lian, Heng & Feng, Sanying & Zhu, Lixing**187-198 Prediction of sea surface temperature in the tropical Atlantic by support vector machines***by*Lins, Isis Didier & Araujo, Moacyr & Moura, Márcio das Chagas & Silva, Marcus André & Droguett, Enrique López**199-210 On sufficient conditions for mean residual life and related orders***by*Belzunce, Félix & Martínez-Riquelme, Carolina & Ruiz, José M.

### 2013, Volume 60, Issue C

**1-11 Exactly computing bivariate projection depth contours and median***by*Liu, Xiaohui & Zuo, Yijun & Wang, Zhizhong**12-31 Improved Bayesian inference for the stochastic block model with application to large networks***by*McDaid, Aaron F. & Murphy, Thomas Brendan & Friel, Nial & Hurley, Neil J.**32-49 A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples***by*Liu, Shen & Maharaj, Elizabeth Ann**50-69 A new variable selection approach using Random Forests***by*Hapfelmeier, A. & Ulm, K.**70-79 Advances in seeded dimension reduction: Bootstrap criteria and extensions***by*Yoo, Jae Keun**80-89 Group variable selection and estimation in the tobit censored response model***by*Liu, Xianhui & Wang, Zhanfeng & Wu, Yaohua**90-96 Objective Bayesian higher-order asymptotics in models with nuisance parameters***by*Ventura, Laura & Sartori, Nicola & Racugno, Walter**97-110 A Bayesian semiparametric model for volatility with a leverage effect***by*Delatola, E.-I. & Griffin, J.E.**111-122 An expected power approach for the assessment of composite endpoints and their components***by*Rauch, G. & Kieser, M.**123-131 A new class of generalized log rank tests for interval-censored failure time data***by*Zhao, Xingqiu & Duan, Ran & Zhao, Qiang & Sun, Jianguo**132-145 Assessing agreement with intraclass correlation coefficient and concordance correlation coefficient for data with repeated measures***by*Chen, Chia-Cheng & Barnhart, Huiman X.**146-156 Bayesian dynamic models for space–time point processes***by*Reis, Edna A. & Gamerman, Dani & Paez, Marina S. & Martins, Thiago G.**157-168 Most powerful rank tests for perfect rankings***by*Frey, Jesse & Wang, Le**169-178 Sample size requirements to detect an intervention by time interaction in longitudinal cluster randomized clinical trials with random slopes***by*Heo, Moonseong & Xue, Xiaonan & Kim, Mimi Y.

### 2013, Volume 59, Issue C

**1-12 Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments***by*Hertel, Ida & Kohler, Michael**13-27 Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments***by*Karl, Andrew T. & Yang, Yan & Lohr, Sharon L.**28-40 Tuning parameter selection in sparse regression modeling***by*Hirose, Kei & Tateishi, Shohei & Konishi, Sadanori**41-51 On computing the distribution function for the Poisson binomial distribution***by*Hong, Yili**52-69 Selecting and estimating regular vine copulae and application to financial returns***by*Dißmann, J. & Brechmann, E.C. & Czado, C. & Kurowicka, D.**70-81 Bootstrapping for highly unbalanced clustered data***by*Samanta, Mayukh & Welsh, A.H.**82-94 Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination***by*Gromenko, Oleksandr & Kokoszka, Piotr**95-102 A new semiparametric estimation method for accelerated hazards mixture cure model***by*Zhang, Jiajia & Peng, Yingwei & Li, Haifen**103-120 Estimation in linear regression models with measurement errors subject to single-indexed distortion***by*Zhang, Jun & Gai, Yujie & Wu, Ping**121-133 Testing structural change in partially linear single-index models with error-prone linear covariates***by*Huang, Zhensheng & Pang, Zhen & Hu, Tao**134-143 Analysis of presence-only data via semi-supervised learning approaches***by*Wang, Junhui & Fang, Yixin**144-160 Simultaneous multifactor DIF analysis and detection in Item Response Theory***by*Gonçalves, F.B. & Gamerman, D. & Soares, T.M.**161-170 Influence diagnostics in generalized symmetric linear models***by*Villegas, Cristian & Paula, Gilberto A. & Cysneiros, Francisco José A. & Galea, Manuel**171-179 Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: An alternative to inverse probability weighted generalized estimating equations***by*Lee, Donghwan & Lee, Youngjo & Paik, Myunghee Cho & Kenward, Michael G.**180-182 The Cicchetti–Allison weighting matrix is positive definite***by*Warrens, Matthijs J.

### 2013, Volume 58, Issue C

**4-14 Removing seasonality under a changing regime: Filtering new car sales***by*Thornton, Michael A.**15-26 An unscented Kalman smoother for volatility extraction: Evidence from stock prices and options***by*Li, Junye**27-44 Identifying anomalous signals in GPS data using HMMs: An increased likelihood of earthquakes?***by*Wang, Ting & Bebbington, Mark**45-57 Extracting common pulse-like signals from multiple ice core time series***by*Gazeaux, Julien & Batista, Deborah & Ammann, Caspar M. & Naveau, Philippe & Jégat, Cyrille & Gao, Chaochao**58-70 Sequential estimation of mixtures of structured autoregressive models***by*Prado, Raquel**71-81 A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms***by*Ramírez-Cobo, Pepa & Vidakovic, Brani**82-97 A three-state recursive sequential Bayesian algorithm for biosurveillance***by*Zamba, K.D. & Tsiamyrtzis, Panagiotis & Hawkins, Douglas M.**98-113 Description length and dimensionality reduction in functional data analysis***by*Poskitt, D.S. & Sengarapillai, Arivalzahan**114-126 Trend filtering via empirical mode decompositions***by*Moghtaderi, Azadeh & Flandrin, Patrick & Borgnat, Pierre**127-138 Mixture ensemble Kalman filters***by*Frei, Marco & Künsch, Hans R.**139-146 Widely linear prediction for transfer function models based on the infinite past***by*Navarro-Moreno, Jesús & Moreno-Kaiser, Javier & Fernández-Alcalá, Rosa María & Ruiz-Molina, Juan Carlos**147-161 Noise space decomposition method for two-dimensional sinusoidal model***by*Nandi, Swagata & Kundu, Debasis & Srivastava, Rajesh Kumar**162-176 A generative model for rank data based on insertion sort algorithm***by*Biernacki, Christophe & Jacques, Julien**177-186 The computation of bivariate normal and t probabilities, with application to comparisons of three normal means***by*Kim, Jongphil**187-200 Approximate posterior distributions for convolutional two-level hidden Markov models***by*Rimstad, Kjartan & Omre, Henning**201-209 Exact statistical power for response adaptive designs***by*Yi, Yanqing**210-226 A consistent method of estimation for the three-parameter Weibull distribution***by*Nagatsuka, Hideki & Kamakura, Toshinari & Balakrishnan, N.**227-241 Detection, classification and estimation of individual shapes in 2D and 3D point clouds***by*Su, J. & Srivastava, A. & Huffer, F.W.**242-256 Minimum distance estimation of ARFIMA processes***by*Zevallos, Mauricio & Palma, Wilfredo**257-264 Modeling time-dependent overdispersion in longitudinal count data***by*Ye, Fei & Yue, Chen & Yang, Ying**265-275 Simultaneous confidence intervals for multiple comparisons among expected values of log-normal variables***by*Schaarschmidt, Frank**276-282 A procedure for finding an improved upper bound on the number of optimal design points***by*Hyun, Seung Won & Yang, Min & Flournoy, Nancy**283-291 Sample size calculation for comparing time-averaged responses in k-group repeated-measurement studies***by*Zhang, Song & Ahn, Chul**292-307 Spatial interaction models with individual-level data for explaining labor flows and developing local labor markets***by*Chakraborty, A. & Beamonte, M.A. & Gelfand, A.E. & Alonso, M.P. & Gargallo, P. & Salvador, M.**308-325 Small area estimation with spatio-temporal Fay–Herriot models***by*Marhuenda, Yolanda & Molina, Isabel & Morales, Domingo**326-338 Resistant estimates for high dimensional and functional data based on random projections***by*Fraiman, Ricardo & Svarc, Marcela**339-351 SURE-tuned tapering estimation of large covariance matrices***by*Yi, Feng & Zou, Hui**352-367 The compound class of extended Weibull power series distributions***by*Silva, Rodrigo B. & Bourguignon, Marcelo & Dias, Cícero R.B. & Cordeiro, Gauss M.**368-382 Smoothing survival densities in practice***by*Gámiz Pérez, M. Luz & Martínez Miranda, María Dolores & Nielsen, Jens Perch**383-396 A semiparametric approach to source separation using independent component analysis***by*Eloyan, Ani & Ghosh, Sujit K.**397-406 Comparison among run order algorithms for sequential factorial experiments***by*Hilow, Hisham**407-419 Optimal reduction of a spatial monitoring grid: Proposals and applications in process control***by*Borgoni, Riccardo & Radaelli, Luigi & Tritto, Valeria & Zappa, Diego

### 2013, Volume 57, Issue 1

**1-16 Minimum quadratic distance density estimation using nonparametric mixtures***by*Chee, Chew-Seng & Wang, Yong**17-32 Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128***by*Chattopadhyay, Asis Kumar & Mondal, Saptarshi & Chattopadhyay, Tanuka**33-40 Robust estimation for panel count data with informative observation times***by*Zhao, Xingqiu & Tong, Xingwei & Sun, Jianguo**41-51 An EM algorithm for the proportional hazards model with doubly censored data***by*Kim, Yongdai & Kim, Joungyoun & Jang, Woncheol**52-58 On simulating Balakrishnan skew-normal variates***by*Teimouri, Mahdi & Nadarajah, Saralees**59-67 A maximum entropy type test of fit: Composite hypothesis case***by*Lee, Sangyeol**68-81 Improved Birnbaum–Saunders inference under type II censoring***by*Barreto, Larissa Santana & Cysneiros, Audrey H.M.A. & Cribari-Neto, Francisco**82-94 Hyperparameter estimation and plug-in kernel density estimates for maximum a posteriori land-cover classification with multiband satellite data***by*Stover, Jason H. & Ulm, Matthew C.**95-111 Exact methods for variable selection in principal component analysis: Guide functions and pre-selection***by*Pacheco, Joaquín & Casado, Silvia & Porras, Santiago**112-124 Statistical analysis of discrete-valued time series using categorical ARMA models***by*Song, Peter X.-K. & Freeland, R. Keith & Biswas, Atanu & Zhang, Shulin**125-140 Robust estimation for the covariance matrix of multivariate time series based on normal mixtures***by*Kim, Byungsoo & Lee, Sangyeol**141-148 Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means***by*Liu, W. & Ah-Kine, P. & Bretz, F. & Hayter, A.J.**149-165 Simulating the characteristics of populations at the small area level: New validation techniques for a spatial microsimulation model in Australia***by*Rahman, Azizur & Harding, Ann & Tanton, Robert & Liu, Shuangzhe**166-209 Hybrid censoring: Models, inferential results and applications***by*Balakrishnan, N. & Kundu, Debasis**210-222 Association estimation for clustered failure time data with a cure fraction***by*Chen, Chyong-Mei & Lu, Tai-Fang C. & Hsu, Chao-Min**223-232 Sparse sufficient dimension reduction using optimal scoring***by*Wang, Tao & Zhu, Lixing**233-245 A hierarchical Bayesian approach for the analysis of longitudinal count data with overdispersion: A simulation study***by*Aregay, Mehreteab & Shkedy, Ziv & Molenberghs, Geert**246-261 Some tests for detecting trends based on the modified Baumgartner–Weiß–Schindler statistics***by*Shan, Guogen & Ma, Changxing & Hutson, Alan D. & Wilding, Gregory E.**262-270 A multivariate control quantile test using data depth***by*Liu, Zhenyu & Modarres, Reza & Yang, Mengta**271-281 Bayes estimation for the Marshall–Olkin bivariate Weibull distribution***by*Kundu, Debasis & Gupta, Arjun K.**282-296 Interpretable dimension reduction for classifying functional data***by*Tian, Tian Siva & James, Gareth M.**297-308 Testing the significance of index parameters in varying-coefficient single-index models***by*Wong, Heung & Zhang, Riquan & Leung, Bartholomew & Huang, Zhensheng**309-319 Testing the fit of the logistic model for matched case-control studies***by*Chen, Li-Ching & Wang, Jiun-Yi**320-335 Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data***by*Drovandi, Christopher C. & McGree, James M. & Pettitt, Anthony N.**336-348 Statistical inference and visualization in scale-space using local likelihood***by*Park, Cheolwoo & Huh, Jib**349-363 The robustness of the hyperbolic efficiency estimator***by*Bruffaerts, C. & De Rock, B. & Dehon, C.**364-376 Full bandwidth matrix selectors for gradient kernel density estimate***by*Horová, Ivana & Koláček, Jan & Vopatová, Kamila**377-391 Drift mining in data: A framework for addressing drift in classification***by*Hofer, Vera & Krempl, Georg**392-403 Limited information estimation in binary factor analysis: A review and extension***by*Wu, Jianmin & Bentler, Peter M.**404-416 Λ-neighborhood wavelet shrinkage***by*Reményi, Norbert & Vidakovic, Brani**417-428 Parameter estimation for multivariate diffusion systems***by*Varughese, Melvin M.**429-434 A note on the lack of symmetry in the graphical lasso***by*Rolfs, Benjamin T. & Rajaratnam, Bala**435-449 Variable selection in quantile varying coefficient models with longitudinal data***by*Tang, Yanlin & Wang, Huixia Judy & Zhu, Zhongyi**450-464 Influence diagnostics in linear and nonlinear mixed-effects models with censored data***by*Matos, Larissa A. & Lachos, Victor H. & Balakrishnan, N. & Labra, Filidor V.**465-478 An efficient proposal distribution for Metropolis–Hastings using a B-splines technique***by*Shao, Wei & Guo, Guangbao & Meng, Fanyu & Jia, Shuqin**479-490 Halfline tests for multivariate one-sided alternatives***by*Lu, Zeng-Hua**491-503 Variable selection in the additive rate model for recurrent event data***by*Chen, Xiaolin & Wang, Qihua**504-517 An EM algorithm for continuous-time bivariate Markov chains***by*Mark, Brian L. & Ephraim, Yariv**518-535 A simple generalisation of the Hill estimator***by*Fátima Brilhante, M. & Ivette Gomes, M. & Pestana, Dinis**536-548 One-step robust estimation of fixed-effects panel data models***by*Aquaro, M. & Čížek, P.**549-557 Likelihood inference in generalized linear mixed measurement error models***by*Torabi, Mahmoud**558-569 Assessing model adequacy in possibly misspecified quantile regression***by*Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid**570-588 Stochastic models for multiple pathways of temporal natural history on co-morbidity of chronic disease***by*Yen, Amy Ming-Fang & Chen, Hsiu-Hsi**589-599 Modeling respiratory illnesses with change point: A lesson from the SARS epidemic in Hong Kong***by*Wong, Heung & Shao, Quanxi & Ip, Wai-cheung**600-614 A Bayesian model averaging approach to analyzing categorical data with nonignorable nonresponse***by*Janicki, Ryan & Malec, Donald**615-630 Smoothed rank correlation of the linear transformation regression model***by*Lin, Huazhen & Peng, Heng**631-644 An extended variable inclusion and shrinkage algorithm for correlated variables***by*Mkhadri, Abdallah & Ouhourane, Mohamed**645-660 On Crevecoeur’s bathtub-shaped failure rate model***by*Liu, Junfeng & Wang, Yi**661-671 Variational Bayesian inference for the Latent Position Cluster Model for network data***by*Salter-Townshend, Michael & Murphy, Thomas Brendan**672-683 Parameter estimation for growth interaction processes using spatio-temporal information***by*Redenbach, Claudia & Särkkä, Aila**684-698 Change point models for cognitive tests using semi-parametric maximum likelihood***by*van den Hout, Ardo & Muniz-Terrera, Graciela & Matthews, Fiona E.

### 2012, Volume 56, Issue 11

**2993-3005 Jump robust daily covariance estimation by disentangling variance and correlation components***by*Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe**3006-3019 A Bayesian conditional autoregressive geometric process model for range data***by*Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S.**3020-3034 Detection of structural breaks in linear dynamic panel data models***by*De Wachter, Stefan & Tzavalis, Elias**3035-3054 Bayesian estimation of generalized hyperbolic skewed student GARCH models***by*Deschamps, Philippe J.**3055-3069 Modeling dynamic effects of promotion on interpurchase times***by*Fok, Dennis & Paap, Richard & Franses, Philip Hans**3070-3079 Covariate unit root tests with good size and power***by*Fossati, Sebastian**3080-3090 On the online estimation of local constant volatilities***by*Fried, Roland**3091-3104 Econometric analysis of volatile art markets***by*Bocart, Fabian Y.R.P. & Hafner, Christian M.**3105-3119 Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling***by*Kleppe, Tore Selland & Skaug, Hans Julius**3120-3133 The dynamics of UK and US inflation expectations***by*Gefang, Deborah & Koop, Gary & Potter, Simon M.**3134-3152 Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling***by*Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius**3153-3181 Estimation of SEM with GARCH errors***by*Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir**3182-3197 Robust small sample accurate inference in moment condition models***by*Lô, Serigne N. & Ronchetti, Elvezio**3198-3211 Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations***by*Luger, Richard**3212-3229 Counterfactual distributions of wages via quantile regression with endogeneity***by*Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker**3230-3240 Optimal control of nonlinear dynamic econometric models: An algorithm and an application***by*Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R.**3241-3259 Generalized extreme value distribution with time-dependence using the AR and MA models in state space form***by*Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia**3260-3275 Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes***by*Raknerud, Arvid & Skare, Øivind**3276-3285 Robust analysis of default intensity***by*Bellini, Tiziano & Riani, Marco**3286-3306 On the asymptotic t-test for large nonstationary panel models***by*Trapani, Lorenzo**3309-3321 An application of shrinkage estimation to the nonlinear regression model***by*Ahmed, S. Ejaz & Nicol, Christopher J.**3322-3344 Localized level crossing random walk test robust to the presence of structural breaks***by*Alexeev, Vitali & Maynard, Alex**3345-3365 Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market***by*Tsay, Ruey S. & Ando, Tomohiro**3366-3380 A new class of independence tests for interval forecasts evaluation***by*Araújo Santos, P. & Fraga Alves, M.I.**3381-3397 Forecasting with spatial panel data***by*Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain**3398-3414 A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood***by*Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K.**3415-3429 On marginal likelihood computation in change-point models***by*Bauwens, Luc & Rombouts, Jeroen V.K.**3430-3443 On robust tail index estimation***by*Beran, Jan & Schell, Dieter**3444-3458 Efficient bootstrap with weakly dependent processes***by*Bravo, Francesco & Crudu, Federico**3459-3476 Modelling and forecasting wind speed intensity for weather risk management***by*Caporin, Massimiliano & Preś, Juliusz**3477-3490 Structural model of credit migration***by*Chan, Ngai Hang & Wong, Hoi Ying & Zhao, Jing**3491-3497 A wavelet-based approach to test for financial market contagion***by*Gallegati, Marco**3498-3516 Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution***by*Chen, Qian & Gerlach, Richard & Lu, Zudi**3517-3532 Dynamic risk exposures in hedge funds***by*Billio, Monica & Getmansky, Mila & Pelizzon, Loriana**3533-3545 On the estimation of dynamic conditional correlation models***by*Hafner, Christian M. & Reznikova, Olga**3546-3566 Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment***by*Guidolin, Massimo & Hyde, Stuart**3567-3586 Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation***by*Kiviet, Jan F. & Niemczyk, Jerzy**3587-3598 Specification tests for the error distribution in GARCH models***by*Klar, B. & Lindner, F. & Meintanis, S.G.**3599-3622 Applications of the characteristic function-based continuum GMM in finance***by*Kotchoni, Rachidi**3623-3631 Recursive computation of piecewise constant volatilities***by*Davies, Laurie & Höhenrieder, Christian & Krämer, Walter**3632-3644 On the estimation and diagnostic checking of the ARFIMA–HYGARCH model***by*Kwan, Wilson & Li, Wai Keung & Li, Guodong**3645-3658 A spectral estimation of tempered stable stochastic volatility models and option pricing***by*Li, Junye & Favero, Carlo & Ortu, Fulvio**3659-3673 Vine copulas with asymmetric tail dependence and applications to financial return data***by*Nikoloulopoulos, Aristidis K. & Joe, Harry & Li, Haijun**3674-3689 Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors***by*Ishihara, Tsunehiro & Omori, Yasuhiro**3690-3704 Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution***by*Nakajima, Jouchi & Omori, Yasuhiro**3705-3729 Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models***by*Kiviet, Jan F. & Phillips, Garry D.A.**3730-3742 Long memory and nonlinearities in realized volatility: A Markov switching approach***by*Raggi, Davide & Bordignon, Silvano**3743-3756 Likelihood-free Bayesian inference for α-stable models***by*Peters, G.W. & Sisson, S.A. & Fan, Y.**3757-3773 Modelling multi-output stochastic frontiers using copulas***by*Carta, Alessandro & Steel, Mark F.J.**3774-3792 Bayesian inference in a Stochastic Volatility Nelson–Siegel model***by*Hautsch, Nikolaus & Yang, Fuyu**3793-3807 The power of weather***by*Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen

### 2012, Volume 56, Issue 10

**2840-2855 Small area estimation of poverty proportions under area-level time models***by*Esteban, M.D. & Morales, D. & Pérez, A. & Santamaría, L.**2856-2863 Modelling over and undercounts for design-based Monte Carlo studies in small area estimation: An application to the German register-assisted census***by*Burgard, Jan Pablo & Münnich, Ralf T.**2864-2874 Small area estimation using skew normal models***by*Ferraz, V.R.S. & Moura, F.A.S.**2875-2888 Small area estimation under spatial nonstationarity***by*Chandra, Hukum & Salvati, Nicola & Chambers, Ray & Tzavidis, Nikos**2889-2902 Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators***by*Marchetti, Stefano & Tzavidis, Nikos & Pratesi, Monica**2903-2917 A new class of semi-mixed effects models and its application in small area estimation***by*José Lombardía, María & Sperlich, Stefan**2918-2933 Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends***by*Krieg, Sabine & van den Brakel, Jan A.**2934-2948 Estimating the percentage of food expenditure in small areas using bias-corrected P-spline based estimators***by*Militino, A.F. & Goicoa, T. & Ugarte, M.D.**2949-2962 Estimators of error covariance matrices for small area prediction***by*Berg, Emily J. & Fuller, Wayne A.**2965-2975 A particle swarm algorithm with broad applicability in shape-constrained estimation***by*Wolters, Mark A.**2976-2990 An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors***by*She, Yiyuan

### 2012, Volume 56, Issue 9

**2609-2625 Estimating discrete Markov models from various incomplete data schemes***by*Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas**2626-2636 Fitting very large sparse Gaussian graphical models***by*Kiiveri, Harri & de Hoog, Frank**2637-2649 Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families***by*Balakrishnan, N. & Davies, K.F. & Keating, J.P. & Mason, R.L.**2650-2662 The marginal likelihood of dynamic mixture models***by*Fiorentini, G. & Planas, C. & Rossi, A.**2663-2674 Bayesian variable selection for logistic mixed model with nonparametric random effects***by*Yang, Mingan**2675-2687 Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model***by*Yu, Lili & Peace, Karl E.