1. The asymptotic behaviour of maximum likelihood estimators for stationary point processes

   • Yoshiko Ogata

   OriginalPaper 01 December 1978 Pages: 243 - 261

2. Entropy maximization principle and selection of the order of an autoregressive Gaussian process

   • Ryoichi Shimizu

   OriginalPaper 01 December 1978 Pages: 263 - 270

3. On a generation of normal pseudo-random numbers

   • Hirotaka Sakasegawa

   OriginalPaper 01 December 1978 Pages: 271 - 279

4. A non-parametric test for composite hypotheses in survival analysis

   • H. Dennis Tolley

   OriginalPaper 01 December 1978 Pages: 281 - 295

5. Linear statistics and exponential families

   • Laurie Davies
   • Ludwig Baringhaus

   OriginalPaper 01 December 1978 Pages: 297 - 314

6. Regions of autocorrelation coefficients in AR(p) and EX(p) processes

   • Toshinao Nakatsuka

   OriginalPaper 01 December 1978 Pages: 315 - 319

7. Density estimation for Markov processes using delta-sequences

   • B. L. S. Prakasa Rao

   OriginalPaper 01 December 1978 Pages: 321 - 328

8. Some generalized methods of optimal scaling and their asymptotic theories: The case of multiple responses-multiple factors

   • Yutaka Tanaka

   OriginalPaper 01 December 1978 Pages: 329 - 348

9. Corrections to “on a spectral estimate obtained by an autoregressive model fitting”

   Announcement 01 December 1978 Pages: 349 - 349

10. A procedure for the modeling of non-stationary time series

    • Genshiro Kitagawa
    • Hirotugu Akaike

    OriginalPaper 01 December 1978 Pages: 351 - 363