The asymptotic behaviour of maximum likelihood estimators for stationary point processes Yoshiko Ogata OriginalPaper 01 December 1978 Pages: 243 - 261
Entropy maximization principle and selection of the order of an autoregressive Gaussian process Ryoichi Shimizu OriginalPaper 01 December 1978 Pages: 263 - 270
On a generation of normal pseudo-random numbers Hirotaka Sakasegawa OriginalPaper 01 December 1978 Pages: 271 - 279
A non-parametric test for composite hypotheses in survival analysis H. Dennis Tolley OriginalPaper 01 December 1978 Pages: 281 - 295
Linear statistics and exponential families Laurie DaviesLudwig Baringhaus OriginalPaper 01 December 1978 Pages: 297 - 314
Regions of autocorrelation coefficients in AR(p) and EX(p) processes Toshinao Nakatsuka OriginalPaper 01 December 1978 Pages: 315 - 319
Density estimation for Markov processes using delta-sequences B. L. S. Prakasa Rao OriginalPaper 01 December 1978 Pages: 321 - 328
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
Corrections to “on a spectral estimate obtained by an autoregressive model fitting” Announcement 01 December 1978 Pages: 349 - 349
A procedure for the modeling of non-stationary time series Genshiro KitagawaHirotugu Akaike OriginalPaper 01 December 1978 Pages: 351 - 363