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An asymptotically unbiased moment estimator of a negative extreme value index

Frederico Caeiro ; M. Ivette Gomes

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p. 5-19

The Polish Digital Mathematics Library
Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

D. Prata Gomes ; Maria Manuela Neves

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p. 21-33

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Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?

M. Ivette Gomes ; Lígia Henriques-Rodrigues

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p. 35-51

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Near-exact distributions for the generalized Wilks Lambda statistic

Luís M. Grilo ; Carlos A. Coelho

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p. 53-86

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Exponential smoothing and resampling techniques in time series prediction

Maria Manuela Neves ; Clara Cordeiro

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p. 87-101

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On the estimation of the autocorrelation function

Manuel Duarte Ortigueira

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p. 103-115

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Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffusion

Luís Ramos

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p. 117-122

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Application of biregressional designs to electrodialytic removal of heavy metals from contaminated matrices

Alexandra B. Ribeiro ; Eduardo P. Mateus

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p. 123-143

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Semi-additive functionals and cocycles in the context of self-similarity

Vladas Pipiras ; Murad S. Taqqu

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p. 149-177

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Some methods of constructing kernels in statistical learning

Tomasz Górecki ; Maciej Łuczak

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p. 179-201

The Polish Digital Mathematics Library
Adaptive trimmed likelihood estimation in regression

Tadeusz Bednarski ; Brenton R. Clarke ; Daniel Schubert

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p. 203-219

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Algebraic structureof step nesting designs

Célia Fernandes ; Paulo Ramos ; João Tiago Mexia

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p. 221-235

The Polish Digital Mathematics Library
A note on Anderson's note on a stationary autoregressive process

Radosław Kala

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p. 237-239

The Polish Digital Mathematics Library