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