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Convergence of the Stochastic Quantization Method. I
I. A. Ignatyuk, V. A. Malyshev, V. Sidoravičius
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241–253 |
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On the Distribution of Supremum-Type Functionals of Nonparametric Estimates of Probability and Spectral Densities
R. Rudzkis
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254–267 |
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On Asymptotics of Large Deviations in Hilbert Space. III
V. V. Yurinskii
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268–275 |
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Rate of Convergence for Sums and Maxima and Doubly Ideal Metrics
S. T. Rachev, L. Rüschendorf
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276–289 |
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On Shrinkage Estimation of the Parameters of an Autoregressive Gaussian Process
A. K. Md. E. Saleh
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290–300 |
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Martingale Convergence and Large Deviations in the Branching Random Walk
J. D. Biggins
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301–306 |
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Multivariate Survival Analysis
R. D. Gill
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307–328 |
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The Central Limit Theorem for Empirical and Quantile Processes in $L_p$ Spaces, $1\le p\lt +\infty$
R. Norvaiša
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329–341 |
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Comparing Non-Nested, Misspecified Models
F. F. Findley
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342–351 |
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Limiting Joint Distributions of Sums and Maxima in a Statistical Context
C. W. Anderson, K. F. Turkman
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352–355 |
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On the Distribution of the Decisive Sample Number of the Invariant $T^2 $-Sequential Test
F. C. Gheorghe, I. Chitescu, G. Obreja
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355–357 |
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An Improved Procedure for Evaluating the Statistical Characteristics of a Doubly Stochastic Poisson Process
R. Gutierrez, M. Valderrama
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358–360 |
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Outlier Detection Before Running Statistical Methods
Ch. Derquenne
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360–363 |
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Weak Convergence of Masses on Normal Topological Spaces
B. Girotto, S. Holzer
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364–366 |
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Measures of Dependence in Semiparametric Heteroscedastic Regression Models
K. A. Doksum
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367–369 |
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Improved Parametric Confidence Estimation — The Calculation of Bartlett Adjustment for the Two-Parameter Exponential Family
W. Kahle
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369–371 |
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Expected Pattern Frequency in Markov Chain Realizations Conditional Upon Transition Counts: Application of Whittle's Combinatoric Formula to Problems in DNA Sequences
R. Cowan
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371–374 |
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Epidemic Estimation with Removal Time Data
A. Cairns
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374–377 |
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Cross-Validation and Variogram Estimation
D. Myers
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377–380 |
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Limiting Distribution of Sums of Certain Types of Nonstationary Sequences
M. F. Oliveira
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380–383 |
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Stability of Nonparametric Procedures Against Dependence
S. Penev
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383–386 |
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Updating of Moments
K. Pötzelberger
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386–388 |
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Bounds on the Prior Probability of a Set and Robust Bayesian Analysis
K. Ruggeri
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389–390 |
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Confidence Intervals Using a Modified Bootstrap
D. Thorburn
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390–392 |
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Robust Estimation in Linear Models with Nuisance Parameters
J. Fellman, K. Nordström
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393–395 |
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The Influence of Central Observations on Discrimination among Multivariate Extremal Models
M. I. Fraga Alves
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395–398 |
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Recursive Estimation and Difference Equations
R. Schwabe
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399–402 |
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Fusions of a Probability Distribution: Preliminary Announcement
J. Elton, T. P. Hill
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402–406 |
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Short Communications
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The Invariance of the Steady State Distribution of a Multichannel Queueing System Serving a Finite Number of Different Sources of Customers under the Absolute Priority of an Arriving Customer
V. A. Ivnitskii
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407–410 |
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A Condition for Convergence of Convolutions
V. I. Rotar', A. G. Sholomitskii
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410–413 |
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On Limit Distribution for Quadratic Deviation of Generalized Kernel Estimates of a Density
È. A. Nadaraya
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413–421 |
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A Simple Proof of Tarieladze's Theorem on Sufficiency of Positively Sufficient Topologies
O. G. Smolyanov, E. T. Shavgulidze
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421–424 |
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On the Probabilistic Representation of a Solution of the Telegraph Equation
Yu. M. Kabanov
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425–426 |
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Asymptotic Expansions in the Problem of Sequential Estimation of an Autoregressive Parameter
V. K. Malinovskii
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426–428 |
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On Further Classes of Martingale-Like Sequences
Dinh Quang Luu
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428–434 |
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On Some Inequalities of Chernoff-Type
B. Prakasa Rao
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434–439 |
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Jonction maximale
V. Harison, S. N. Smirnov
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439–444 |
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