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On-line nonparametric estimation.

Khasminskii, Rafail

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p. 1-8

Biblioteca Digital de Matemáticas
Asymptotic normality of the integrated square error of a density estimator in the convolution model.

Butucea, Cristina

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p. 9-26

Biblioteca Digital de Matemáticas
On best affine unbiased covariance-preserving prediction of factor scores.

Neudecker, Heinz

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p. 27-36

Biblioteca Digital de Matemáticas
Local superefficiency of data-driven projection density estimators in continuous time.

Bosq, Denis ; Blanke, Delphine

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p. 37-54

Biblioteca Digital de Matemáticas
Modelling stock returns with AR-GARCH processes.

Ferenstein, Elzbieta ; Gasowski, Miroslaw

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p. 55-68

Biblioteca Digital de Matemáticas
Improving both domain and total area estimation by composition.

Costa, Alex ; Satorra, Albert ; Ventura, Eva

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p. 69-86

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Incorporating patients' characteristics in cost-effectiveness studies with clinical trial data: a flexible Bayesian approach.

Vázquez Polo, Francisco José ; Negrín Hernández, Miguel Angel

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p. 87-108

Biblioteca Digital de Matemáticas
On invariant density estimation for ergodic diffusion processes.

Kutoyants, Yuri A.

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p. 111-124

Biblioteca Digital de Matemáticas
Robust estimation and forecasting for beta-mixed hierarchical models of grouped binary data.

Pashkevich, Maxim A. ; Kharin, Yurij S.

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p. 125-160

Biblioteca Digital de Matemáticas
Extremes of periodic moving averages of random variables with regularly varying tail probabilities.

Martins, Ana Paula ; Ferreira, Helena

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p. 161-176

Biblioteca Digital de Matemáticas
Asymptotically optimal filtering in linear systems with fractional Brownian noises.

Kleptsyna, Marina L. ; Le Breton, Alain ; Viot, Michel

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p. 177-190

Biblioteca Digital de Matemáticas
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.

Neudecker, Heinz

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p. 191-200

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Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes.

Kokonendji, Célestin C. ; Dossou-Gbété, Simplice ; Demétrio, Clarice G. B.

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p. 201-214

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A comparative study of small area estimators.

Santamaría, Laureano ; Morales, Domingo ; Molina, Isabel

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p. 215-230

Biblioteca Digital de Matemáticas