1. Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise

   • Peter Brockwell
   • Alexander Lindner
   • Bernd Vollenbröker

   OriginalPaper 11 March 2012 Pages: 1089 - 1119

2. Loss of information of a statistic for a family of non-regular distributions, II: more general case

   • Masafumi Akahira
   • Hyo Gyeong Kim
   • Nao Ohyauchi

   OriginalPaper 23 December 2011 Pages: 1121 - 1138

3. Converting information into probability measures with the Kullback–Leibler divergence

   • Pier Giovanni Bissiri
   • Stephen G. Walker

   OriginalPaper 13 March 2012 Pages: 1139 - 1160

4. Resampling-based information criteria for best-subset regression

   • Philip T. Reiss
   • Lei Huang
   • Amy Krain Roy

   OriginalPaper 20 March 2012 Pages: 1161 - 1186

5. Exact goodness-of-fit tests for censored data

   • Aurea Grané

   OriginalPaper 17 April 2012 Pages: 1187 - 1203

6. Nonlinear Poisson autoregression

   • Konstantinos Fokianos
   • Dag Tjøstheim

   OriginalPaper 13 March 2012 Pages: 1205 - 1225

7. On the meaning of mean shape: manifold stability, locus and the two sample test

   • Stephan F. Huckemann

   OriginalPaper 13 March 2012 Pages: 1227 - 1259

8. Predicting a cyclic Poisson process

   • Roelof Helmers
   • I. Wayan Mangku

   OriginalPaper 17 March 2012 Pages: 1261 - 1279