Statistics & probability letters

• 

  Año 2005, Vol. 75, Número 1

  • Seleccionado

    Forecasting volatility

    S. Peiris, S.S. Appadoo, A. Thavaneswaran

    págs. 1-10

    
  • Seleccionado

    Multiple maxima in multivariate samples

    Jürg Hüsler, Enkelejd Hashorva

    págs. 11-17

    
  • Seleccionado

    A new class of multivariate distributions: Scale mixture of Kotz-type distributions

    Olcay Arslan

    págs. 18-28

    
  • Seleccionado

    Distribution of waiting time until the rth occurrence of a compound pattern

    Yung-Ming Chang

    págs. 29-38

    
  • Seleccionado

    Inconsistency of bootstrap for nonstationary, vector autoregressive processes

    In Choi

    págs. 39-48

    
  • Seleccionado

    Pairwise likelihood approach to grouped continuous model and its extension

    A.R. de Leon

    págs. 49-57

    
  • Seleccionado

    Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier

    M. Xu, J.-P. Lepeltier

    págs. 58-66

    
  • Seleccionado

    On the product XY for some elliptically symmetric distributions

    Saralees Nadarajah

    págs. 67-75