The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother Genshiro Kitagawa Time Series Analysis Pages: 605 - 623
Canonical correlation and reduction of multiple time series Mohsen Pourahmadi Time Series Analysis Pages: 625 - 631
Asymptotic distribution of maximal autoregressive process with weight tending to 1 Nobuo Inagaki Process Pages: 633 - 640
The geometric structure of the expected/observed likelihood expansions Luigi PaceAlessandra Salvan Asymptotic Expansion Pages: 649 - 666
Edgeworth expansions for spectral mean estimates with applications to Whittle estimates Daniel Janas Asymptotic Expansion Pages: 667 - 682
Minimum disparity estimation for continuous models: Efficiency, distributions and robustness Ayanendranath BasuBruce G. Lindsay Estimation Pages: 683 - 705
Sampling designs for regression coefficient estimation with correlated errors Yingcai SuStamatis Cambanis Estimation Pages: 707 - 722
Estimation of parameters in a two-parameter exponential distribution using ranked set sample Kin LamBimal K. SinhaZhong Wu Estimation Pages: 723 - 736
Adaptive choice of trimming proportions Jana JurečkováRoger KoenkerA. H. Welsh Estimation Pages: 737 - 755
On the joint distribution of Grubbs' statistics Tea-Yuan HwangChin-Yuan Hu Order Statistics Pages: 769 - 775
Necessary conditions for characterization of laws via mixed sums Anthony G. Pakes Distribution Pages: 797 - 802