Statistics & probability letters

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  Año 2004, Vol. 68, Número 3

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    Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes

    I.V. Basawa, S.Y. Hwang

    págs. 209-220

    
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    The supremum of a Gaussian process over a random interval

    Sem Borst, Bert Zwart, Krzystof D&ecedil;bicki

    págs. 221-234

    
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    Fixed design regression quantiles for time series

    D.A. Ioannides

    págs. 235-245

    
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    The observed total time on test and the observed excess wealth

    Xiaohu Li, Moshe Shaked

    págs. 247-258

    
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    Optimality of type I orthogonal arrays for general interference model with correlated observations

    A. Markiewicz, K. Filipiak

    págs. 259-265

    
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    Formulation of the EM algorithm for a mixture of central and non-central <f>¿²</f> distributions

    C. Hory

    págs. 267-272

    
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    Stability of a random diffusion with nonlinear drift

    Fubao Xi

    págs. 273-286

    
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    Maxima of sums and random sums for negatively associated random variables with heavy tails

    Dingcheng Wang, Qihe Tang

    págs. 287-295

    
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    A remark about the norm of a Brownian bridge

    M. Yor, L. Zambotti

    págs. 297-304

    
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    A new method of calibration for the empirical loglikelihood ratio

    Min Tsao

    págs. 305-314

    
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    Maximum likelihood estimation of dependence parameter using ranked set sampling

    Reza Modarres, Gang Zheng

    págs. 315-323

    
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  Año 2004, Vol. 68, Número 4

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    A minimax equivalence theorem for optimum bounded design measures

    Luc Pronzato

    págs. 325-331

    
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    On the optimization of the weighted Bickel¿Rosenblatt test

    Fateh Chebana

    págs. 333-345

    
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    Local likelihood density estimation on random fields

    B.U. Park, K.S. Yu, H. Choi, Y.K. Lee

    págs. 347-357

    
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    Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions

    Klaus Ziegler, Eva Herrmann

    págs. 359-368

    
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    Strong approximation for RCA(1) time series with applications

    Alexander Aue

    págs. 369-382

    
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    Path properties of a d-dimensional Gaussian process

    Zhengyan Lin, Kyo-Shin Hwang, Sungchul Lee, Yong-Kab Choi

    págs. 383-393

    
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    Confidence intervals for quantiles in terms of record range

    N. Balakrishnan, J. Ahmadi

    págs. 395-405

    
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    A note on asymptotic distribution of products of sums

    Yongcheng Qi, Xuewen Lu

    págs. 407-413

    
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    A note on the paper of Khmaladze et al

    N. Balakrishnan, A. Stepanov

    págs. 415-419

    
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    Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression

    Xiangrong Yin, R. Dennis Cook

    págs. 421-427

    
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    On generalized projectivity of two-level screening designs

    Christos Koukouvinos, H. Evangelaras

    págs. 429-434

    
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    Author Index

    págs. 435-436

    
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  Año 2004, Vol. 69, Número 1

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    Solution to a functional equation and its application to stable and stable-type distributions

    Eric S. Key, G.G. Hamedani, Hans Volkmer

    págs. 1-9

    
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    Doubly penalized likelihood estimator in heteroscedastic regression

    Grace Wahba, Ming Yuan

    págs. 11-20

    
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    On the robustness of the predictive distribution for sampling from finite populations

    Sudip Bose

    págs. 21-27

    
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    On simulating exchangeable sub-Gaussian random vectors

    A. Reza Soltani, Adel Mohammadpour

    págs. 29-36

    
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    Adaptive simultaneous confidence intervals in non-parametric estimation

    Karine Tribouley

    págs. 37-51

    
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    Asymptotic inference for a nearly unstable sequence of stationary spatial AR models

    Sándor Baran, Gyula Pap, Martien C. A. van Zuijlen

    págs. 53-61

    
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    Asymptotics in the symmetrization inequality

    Jaap Geluk

    págs. 63-68