# Elsevier

# Statistics & Probability Letters

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### 2005, Volume 75, Issue 4

**315-324 Empirical Bayes nonparametric kernel density estimation***by*Ker, Alan P. & Ergün, A.T.**325-330 A note on the distribution of kth records from discrete distributions***by*López-Blázquez, F. & Salamanca Miño, B. & Dembinska, A.

### 2005, Volume 75, Issue 3

**151-157 Some limiting theorems of some random quadratic forms***by*Pan, Guangming & Miao, Boqi & Jin, Baisuo**158-168 Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric***by*Sancetta, Alessio**169-178 Some new orthogonal arrays***by*Kuhfeld, Warren F. & Suen, Chung-yi**179-189 On a class of Lévy processes***by*Braverman, Michael**190-202 Distribution-free confidence intervals for quantile intervals based on current records***by*Ahmadi, J. & Balakrishnan, N.**203-210 An approach for studying aliasing relations of mixed fractional factorials based on product arrays***by*Mandal, Abhyuday**211-218 On identifiability of certain latent class models***by*van Wieringen, Wessel N.**219-229 A new type of parameter estimation algorithm for missing data problems***by*Stoica, Petre & Xu, Luzhou & Li, Jian**230-236 On some stochastic models for replication of character strings***by*Chaudhuri, Probal & Dasgupta, Amites

### 2005, Volume 75, Issue 2

**77-85 On Lange and Ryan's plotting technique for diagnosing non-normality of random effects***by*Eberly, Lynn E. & Thackeray, Lisa M.**86-96 Bartlett corrections in heteroskedastic t regression models***by*Barroso, Lúcia P. & Cordeiro, Gauss M.**97-102 Random walks whose concave majorants often have few faces***by*Qiao, Zhihua & Steele, J. Michael**103-112 On estimation of the dimensionality in linear canonical analysis***by*Nkiet, Guy Martial**113-118 The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process***by*Yi, Seongbaek**119-126 Some properties of weakly approaching sequences of distributions***by*Sjöstedt-de Luna**127-132 Concentration of the hypergeometric distribution***by*Hush, Don & Scovel, Clint**133-139 The exact covariance matrix of dynamic models with latent variables***by*Lyhagen, Johan**140-150 Bonferroni Curve and the related statistical inference***by*Pundir, Sudesh & Arora, Sangeeta & Jain, Kanchan

### 2005, Volume 75, Issue 1

**1-10 Forecasting volatility***by*Thavaneswaran, A. & Appadoo, S.S. & Peiris, S.**11-17 Multiple maxima in multivariate samples***by*Hashorva, Enkelejd & Hüsler, Jürg**18-28 A new class of multivariate distributions: Scale mixture of Kotz-type distributions***by*Arslan, Olcay**29-38 Distribution of waiting time until the rth occurrence of a compound pattern***by*Chang, Yung-Ming**39-48 Inconsistency of bootstrap for nonstationary, vector autoregressive processes***by*Choi, In**49-57 Pairwise likelihood approach to grouped continuous model and its extension***by*de Leon, A.R.**58-66 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier***by*Lepeltier, J.-P. & Xu, M.**67-75 On the product XY for some elliptically symmetric distributions***by*Nadarajah, Saralees

### 2005, Volume 74, Issue 4

**303-311 The evolution of aggregated Markov chains***by*Stadje, Wolfgang**312-321 Construction of some E(fNOD) optimal mixed-level supersaturated designs***by*Koukouvinos, C. & Mantas, P.**322-329 Evaluation of some non-orthogonal saturated designs with two levels***by*Evangelaras, H. & Koukouvinos, C. & Stylianou, S.**330-336 Approximate distributions of clusters of extremes***by*Segers, Johan**337-346 On the equivalence of optimality design criteria for the placebo-treatment problem***by*Dette, Holger & Wong, Weng Kee & Zhu, Wei**347-355 Uniform law of large numbers and consistency of estimators for Harris diffusions***by*Loukianova, D. & Loukianov, O.**356-365 Bootstrap hypothesis testing in regression models***by*Paparoditis, Efstathios & Politis, Dimitris N.**366-372 Consistent estimation of the density and hazard rate functions for censored data via the wavelet method***by*Bezandry, Paul H. & Bonney, George E. & Gannoun, Ali**373-377 Unit-root detection allowing for measurement error***by*Fukuda, Kosei

### 2005, Volume 74, Issue 3

**221-234 A note on the Bickel-Rosenblatt test in autoregressive time series***by*Bachmann, Dirk & Dette, Holger**235-244 The complete convergence of subsequence for sums of independent B-valued random variables***by*Deng, Dianliang**245-252 The Grossman and Zhou investment strategy is not always optimal***by*Klass, Michael J. & Nowicki, Krzysztof**253-264 Mixtures of normal distributions: Modality and failure rate***by*Block, Henry W. & Li, Yulin & Savits, Thomas H.**265-271 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend***by*Bischoff, Wolfgang & Hashorva, Enkelejd**272-280 On uniform integrability of random variables***by*Majerek, Dariusz & Nowak, Wioletta & Zieba, Wieslaw**281-289 A note on testing the covariance matrix for large dimension***by*Birke, Melanie & Dette, Holger**290-302 Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation***by*Koul, Hira L. & Sakhanenko, Lyudmila

### 2005, Volume 74, Issue 2

**109-115 Bayesian unit root test for model with maintained trend***by*Chaturvedi, Anoop & Kumar, Jitendra**116-128 Optimal L1 bandwidth selection for variable kernel density estimates***by*Berlinet, Alain & Biau, Gérard & Rouvière, Laurent**129-138 Asymptotics for products of independent sums with an application to Wishart determinants***by*Rempala, Grzegorz & Wesolowski, Jacek**139-150 Moderate deviation principles for moving average processes of real stationary sequences***by*Dong, Zhi-shan & Xi-li, Tan & Yang, Xiao-yun**151-162 Two inequalities for conditional expectations and convergence results for filters***by*Crimaldi, Irene & Pratelli, Luca**163-170 Some properties of the variance-optimal martingale measure for discontinuous semimartingales***by*Arai, Takuji**171-177 The local approximation of variograms in by covariance functions***by*Barry, Ronald Paul**178-186 Asymptotic probability for the bootstrapped means deviations from the sample mean***by*Hu, Tien-Chung & Ordóñez Cabrera, Manuel & Volodin, Andrei**187-204 Realistic variation of shock models***by*Gut, Allan & Hüsler, Jürg**205-211 Testing independent sparse heterogeneous mixtures***by*Lim, Johan**212-220 A note on Moore's conjecture***by*Lockhart, Richard & O'Reilly, Federico

### 2005, Volume 74, Issue 1

**1-13 Increasing coupling of probabilistic cellular automata***by*Louis, P.-Y.**15-20 Simplified analytical proof of Blackwell's renewal theorem***by*Dippon, Jürgen & Walk, Harro**21-30 Age statistics in the Moran population model***by*Itoh, Yoshiaki & Mahmoud, Hosam M.**31-37 Optimal allocation in balanced sampling***by*Tillé, Yves & Favre, Anne-Catherine**39-49 On the a.s. convergence of certain random series to a fractional random field in***by*Medina, Juan Miguel & Frías, Bruno Cernuschi**51-58 Principal components selection given extensively many variables***by*Lehmann, Nils**59-66 On almost sure limit theorems for positively dependent random variables***by*Matula, Przemyslaw**67-75 On Chung's type law of large numbers for fuzzy random variables***by*Joo, Sang Yeol & Kim, Yun Kyung & Kwon, Joong Sung**77-88 Least-squares estimation for bifurcating autoregressive processes***by*Zhou, J. & Basawa, I.V.**89-91 A note on self-decomposability of stable process subordinated to self-decomposable subordinator***by*Kozubowski, Tomasz J.**93-102 Iterated integrals with respect to Bessel processes***by*Yan, Litan & Ling, Jingyun**103-108 Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions***by*Wang, Peijie

### 2005, Volume 73, Issue 4

**333-342 Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated***by*Bhandary, Madhusudan**343-345 A note on self-decomposability of stable process subordinated to self-decomposable subordinator***by*Kozubowski, Tomasz J.**347-356 The nonorthogonal estimator***by*Haner, Matthew**357-367 Dependence orderings for generalized order statistics***by*Khaledi, Baha-Eldin & Kochar, Subhash**369-379 Some Bayesian predictive approaches to model selection***by*Mukhopadhyay, Nitai & Ghosh, Jayanta K. & Berger, James O.**381-392 Monotonicity and aging properties of random sums***by*Cai, Jun & Willmot, Gordon E.**393-401 A note on multiple comparison procedures for detecting differences in simply ordered means***by*Nashimoto, Kane & Wright, F.T.**403-410 A Beta-Gamma autoregressive process of the second-order (BGAR(2))***by*Ristic, Miroslav M.**411-424 Lower estimation of the remainder term in the CLT for a sum of the functions of k-spacings***by*Mirakhmedov, Sherzod A.**425-432 Comparing distribution functions of errors in linear models: A nonparametric approach***by*Mora, Juan**433-439 On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn***by*Andersson, E.**441-448 On maximum likelihood estimation for log-linear models with non-ignorable non-response***by*Clarke, Paul S. & Smith, Peter W.F.**449-457 The likelihood ratio test for a separable covariance matrix***by*Lu, Nelson & Zimmerman, Dale L.**459-467 On diagnostics in symmetrical nonlinear models***by*Galea, Manuel & Paula, Gilberto A. & Cysneiros, Francisco José A.

### 2005, Volume 73, Issue 3

**207-217 Switching record and order statistics via random contractions***by*Oncel, Sevgi Yurt & Ahsanullah, Mohammad & Aliev, Fazil A. & Aygun, Funda**219-231 Inequalities for expected extreme order statistics***by*de la Cal, J. & Cárcamo, J.**233-241 Inequalities for upper and lower probabilities***by*Chen, Zengjing & Kulperger, Reg**243-250 The asymptotic distribution of the unconditional quantile estimator under dependence***by*Oberhofer, Walter & Haupt, Harry**251-257 Strong uniqueness for cyclically symbiotic branching diffusions***by*Dawson, Donald A. & Fleischmann, Klaus & Xiong, Jie**259-269 On an extension of the exponential-geometric distribution***by*Adamidis, Konstantinos & Dimitrakopoulou, Theodora & Loukas, Sotirios**271-275 Normal moments and Hermite polynomials***by*Willink, R.**277-285 Bootstrap estimation of the distribution of Matusita distance in the mixed case***by*Alba-Fernández, V. & Muñoz-García, J. & Jiménez-Gamero, M.D.**287-296 Latent variable analysis and partial correlation graphs for multivariate time series***by*Fried, Roland & Didelez, Vanessa**297-304 Kernel density estimation on Riemannian manifolds***by*Pelletier, Bruno**305-314 The strong law of large numbers for dependent random variables***by*Kuczmaszewska, Anna**315-320 On Gaussian correlation inequalities for "periodic" sets***by*Bhandari, Subir K. & Basu, Ayanendranath**321-331 Jackknife variance estimator with reimputation for randomly imputed survey data***by*Saigo, H. & Sitter, R.R.

### 2005, Volume 73, Issue 2

**91-97 Monotonicity of likelihood support bounds for system failure rates***by*Lloyd, Chris J.**99-103 Measuring the extremal dependence***by*Martins, A.P. & Ferreira, H.**105-114 A note on minimum distance estimation of copula densities***by*Biau, Gérard & Wegkamp, Marten**115-124 A Once edge-reinforced random walk on a Galton-Watson tree is transient***by*Dai, Jack Jie**125-130 Confidence intervals for the power of Student's t-test***by*Tarasinska, Joanna**131-138 A note on the stability and causality of general time-dependent bilinear models***by*Bibi, Abdelouahab**139-145 Minimax 16-run supersaturated designs***by*Butler, Neil A.**147-153 Asymptotic properties of CLS estimators in the Poisson AR(1) model***by*Keith Freeland, R. & McCabe, Brendan**155-164 Rates of convergence for the change-point estimator for long-range dependent sequences***by*Hariz, Samir Ben & Wylie, Jonathan J.**165-177 The rate of convergence in the functional limit theorem for increments of a Brownian motion***by*Gao, Fuqing & Wang, Qinghua**179-187 A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities***by*Hou, Chia-Ding**189-197 An exponential inequality for associated variables***by*Oliveira, Paulo Eduardo**199-206 Fisher information in censored data***by*Wang, Yanhua & He, Shuyuan

### 2005, Volume 73, Issue 1

**1-12 Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model***by*Sun, Xiaoqian & Sun, Dongchu**13-23 On the AIDS incubation distribution***by*Neammanee, K. & Pianskool, S. & Chonchaiya, R.**25-35 On stationarity and [beta]-mixing property of certain nonlinear GARCH(p,q) models***by*Lee, O. & Shin, D.W.**37-50 The use of domination number of a random proximity catch digraph for testing spatial patterns of segregation and association***by*Ceyhan, Elvan & Priebe, Carey E.**51-56 An explicit local uniform large deviation bound for Brownian bridges***by*Wittich, O.**57-60 Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables***by*Nyrhinen, Harri**61-70 Testing heteroscedasticity in partially linear regression models***by*You, Jinhong & Chen, Gemai**71-78 A note on prediction and interpolation errors in time series***by*Galeano, Pedro & Peña, Daniel**79-90 Inequalities for the norms of integrals with respect to a fractional Brownian motion***by*Slominski, Leszek & Ziemkiewicz, Bartosz

### 2005, Volume 72, Issue 4

**277-283 Another look at rejection sampling through importance sampling***by*Chen, Yuguo**285-290 Limitations on intermittent forecasting***by*Morvai, Gusztáv & Weiss, Benjamin**291-298 On the weak laws for arrays of random variables***by*Sung, Soo Hak & Hu, Tien-Chung & Volodin, Andrei**299-311 VaR is subject to a significant positive bias***by*Inui, Koji & Kijima, Masaaki & Kitano, Atsushi**313-322 Kernel estimation of a partially linear additive model***by*Manzan, Sebastiano & Zerom, Dawit**323-332 Outliers in functional autoregressive time series***by*Battaglia, Francesco**333-343 A nonparametric sequential test with power 1 for the ruin probability in some risk models***by*Conti, Pier Luigi**345-355 A note on the use of kernel functions in weighted estimators***by*Johnson, Brent A. & Boos, Dennis D.

### 2005, Volume 72, Issue 3

**187-194 A mixture and self-exciting model for software reliability***by*Wang, R.**195-204 Recursive demeaning and deterministic seasonality***by*Kuzin, Vladimir**205-217 The expected discounted penalty at ruin in the Erlang (2) risk process***by*Sun, Li-Juan**219-226 Variable selection and transformation in linear regression models***by*Yeo, In-Kwon**227-235 Limit theorems for the Estermann zeta-function. I***by*Laurincikas, Antanas**237-247 Information criterion for Gaussian change-point model***by*Ninomiya, Yoshiyuki**249-264 Central limit theorem for the size of the range of a renewal process***by*Hitczenko, Pawel & Pemantle, Robin**265-275 On the asymptotic behaviour of a simple growing point process model***by*Borovkov, K. & Motyer, A.

### 2005, Volume 72, Issue 2

**93-102 Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions***by*Watamori, Yoko & Jupp, Peter E.**103-112 A refinement to approximate conditional inference***by*Yang, Bo & Kolassa, John E.**113-123 Converses to the Csörgo-Révész laws***by*Frolov, Andrei N.**125-135 Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution***by*Hashorva, Enkelejd**137-143 Exponential stopping and drifted stable processes***by*Letac, G. & Seshadri, V.**145-152 A general Ostrowski-type inequality***by*de la Cal, J. & Cárcamo, J.**153-162 On choosing the centering distribution in Dirichlet process mixture models***by*Hanson, Timothy & Sethuraman, Jayaram & Xu, Ling**163-170 A note on stochastic comparisons of generalized order statistics***by*Hu, Taizhong & Zhuang, Weiwei**171-177 An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges***by*Mansuy, Roger**179-185 A note on comparisons among coherent systems with dependent components using signatures***by*Navarro, Jorge & Ruiz, Jose M. & Sandoval, Carlos J.

### 2005, Volume 72, Issue 1

**1-10 Study of a risk model based on the entrance process***by*Li, Zehui & Zhu, Jinxia & Chen, Feng**11-12 A maximal inequality for nonnegative submartingales***by*Bhattacharya, P.K.**13-22 Optimal sign tests for data from ranked set samples***by*Wang, You-Gan & Zhu, Min**23-32 Type G and spherical distributions on***by*Fotopoulos, Stergios B.**33-42 Birth-death processes with killing***by*van Doorn, Erik A. & Zeifman, Alexander I.**43-50 The superiority of empirical Bayes estimator of parameters in linear model***by*Zhang, Weiping & Wei, Laisheng & Yang, Yaning**51-57 Characterization of hazard function factorization by Fisher information in minima and upper record values***by*Hofmann, Glenn & Balakrishnan, N. & Ahmadi, Jafar**59-69 Convergence rates in the law of large numbers for arrays of Banach space valued random elements***by*Tómács, Tibor**71-81 Minimax correlation between a line segment and a beamlet***by*Huo, Xiaoming**83-92 On linear rank tests for truncated binomial randomization***by*Zhang, Yanqiong & Rosenberger, William F.

### 2005, Volume 71, Issue 4

**295-301 Optimality of an explicit series expansion of the fractional Brownian sheet***by*Dzhaparidze, Kacha & Zanten, Harry van**303-311 More on complete convergence for arrays***by*Sung, Soo Hak & Volodin, Andrei I. & Hu, Tien-Chung**313-322 Ergodicity and existence of moments for local mixtures of linear autoregressions***by*Carvalho, Alexandre & Skoulakis, Georgios**323-335 Chebyshev-type inequalities for scale mixtures***by*Csiszar, Villo & Móri, Tamás F. & Székely, Gábor J.**337-346 The law of the iterated logarithm for character ratios***by*Su, Zhonggen**347-359 Separable Hausdorff measurable Radon spaces***by*Leão, D. Jr. & Fragoso, M.D. & do Val, J.B.R. & Andrade, M.G.**361-369 Saddlepoint approximations to option price in a general equilibrium model***by*Xiong, Jian & Wong, Augustine & Salopek, Donna**371-382 Variable selection in generalized linear models with canonical link functions***by*Jin, Man & Fang, Yixin & Zhao, Lincheng**383-394 A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations***by*Kotz, Samuel & van Dorp, J. René

### 2005, Volume 71, Issue 3

**203-214 kth records from discrete distributions***by*Dembinska, Anna & López-Blázquez, Fernando**215-223 Estimating the slope in measurement error models--a different perspective***by*Davidov, Ori**225-235 Likelihood ratio tests of the number of components in a normal mixture with unequal variances***by*Lo, Yungtai**237-247 Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations***by*Agho, Kingsley & Dai, Wen & Robinson, John**249-256 On the Poisson-binomial relative error***by*Antonelli, Sabrina & Regoli, Giuliana**257-265 Bayesian model selection: a predictive approach with losses based on distances L1 and L2***by*de la Horra, Julián & Rodríguez-Bernal, María Teresa**267-276 Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model***by*Chaudhuri, Sanjay & Perlman, Michael D.**277-281 Jensen's inequality for medians***by*Merkle, Milan**283-294 Reinforced weak convergence of stochastic processes***by*Drmota, Michael & Marckert, Jean-François

### 2005, Volume 71, Issue 2

**111-121 Bootstrapping modified goodness-of-fit statistics with estimated parameters***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël**123-129 Limit infimum results for subsequences of partial sums and random sums***by*Divanji, Gooty & Koroto, Tadewos**131-142 Wilcoxon-signed rank test for associated sequences***by*Dewan, Isha & Rao, B.L.S. Prakasa**143-153 Parametric bootstrapping with nuisance parameters***by*Lee, Stephen M.S. & Young, G. Alastair**155-164 Estimation in comparative calibration models with replicate measurement***by*Giménez, Patricia & Patat, María Laura**165-171 Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions***by*Ostrovska, Sofiya & Stoyanov, Jordan**173-183 Converse comparison theorems for backward stochastic differential equations***by*Jiang, Long**185-191 Sharp estimates for the median of the [Gamma](n+1,1) distribution***by*Adell, José A. & Jodrá, Pedro**193-202 On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables***by*Klesov, Oleg & Rosalsky, Andrew & Volodin, Andrei I.

### 2005, Volume 71, Issue 1

**1-13 On the distribution of the clipping median under a mixture model***by*Steland, Ansgar**15-22 Limit theorems for continuous time random walks with slowly varying waiting times***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**23-31 Transposition invariant principal component analysis in L1 for long tailed data***by*Choulakian, Vartan**33-38 Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding***by*Liquet, Benoit & Commenges, Daniel**39-46 The moment of inertia and the linear discriminant function***by*Reyen, Salem S. & Miller, John J.**47-60 Fragment size distributions in random fragmentations with cutoff***by*Ghorbel, M. & Huillet, T.**61-70 Estimating parameters in autoregressive models with asymmetric innovations***by*Wong, Wing-Keung & Bian, Guorui**71-84 Expressions for Rényi and Shannon entropies for multivariate distributions***by*Zografos, K. & Nadarajah, S.**85-98 Dynamic generalized information measures***by*Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S.**99-110 A-optimal and efficient diallel cross experiments for comparing test treatments with a control***by*Hsu, Yung-Feng & Ting, Chao-Ping

### 2004, Volume 70, Issue 4

**235-242 Characterizations of the hazard rate order and IFR aging notion***by*Belzunce, Félix & Gao, Xiaoli & Hu, Taizhong & Pellerey, Franco**243-251 Estimation of time-varying ARMA models with Markovian changes in regime***by*Francq, Christian & Gautier, Antony**253-261 Weak solutions for stochastic differential equations with additive fractional noise***by*Mishura, Yu. & Nualart, D.**263-273 Testing for parameter constancy in GARCH(p,q) models***by*Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr**275-284 A note on exponential dispersion models which are invariant under length-biased sampling***by*Bar-Lev, Shaul K. & Van der Duyn Schouten, Frank A.**285-298 Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model***by*Kraus, David**299-308 Dimensions of supercritical branching processes in varying environments***by*Shieh, Narn-Rueih & Yu, Jinghu

### 2004, Volume 70, Issue 3

**175-182 On the finite-sample size distortion of smooth transition unit root tests***by*Cook, Steven & Vougas, Dimitrios**183-190 Characterization-based Q-Q plots for testing multinormality***by*Liang, Jiajuan & Pan, William S.Y. & Yang, Zhen-Hai**191-197 Complete moment convergence of moving-average processes under dependence assumptions***by*Yun-xia, Li & Li-xin, Zhang