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