Statistics & probability letters
A note on quantile estimation for long-range dependent stochastic processes
E. Youndjé, P. Vieu
págs. 109-116
Monika Klimczak
págs. 117-127
págs. 128-134
A note on the extremes of a particular moving average count data model
Orlando Moreira, Andreia Hall
págs. 135-141
Goodness-of-fit methods for the bipolar Watson distribution defined on the hypersphere
Paolo Gomes, Adelaide Figueiredo
págs. 142-152
Empirical likelihood for NA series
Junjian Zhang
págs. 153-160
Orthogonal multiple contrast test for testing monotone on the average
J. Peng, C.I.C. Lee, L. Liu, J. Jiang
págs. 161-168
Empirical likelihood for the difference of two survival functions under right censorship
Shuyuan He, Junshan Shen
págs. 169-181
Estimation in a change-point hazard regression model
Jean-François Dupuy
págs. 182-190
An extension of almost sure central limit theory
Siegfried Hörmann
págs. 191-202
Sufficient and necessary condition for the convergence of stochastic approximation algorithms
Jianfeng Feng, Neiping Chen, Wenbin Liu
págs. 203-210
Asymptotic normality of an adaptive kernel density estimator for finite mixture models
R.J. Karunamuni, T.N. Sriram, J. Wu
págs. 211-220
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