1. Selection of smoothing parameters inB-spline nonparametric regression models using information criteria

   • Seiya Imoto
   • Sadanori Konishi

   Model Selection Pages: 671 - 687

2. Adjusted empirical likelihood method for quantiles

   • Wang Zhou
   • Bing-Yi Jing

   Empirical Likelihood Pages: 689 - 703

3. Semiparametric estimation of the long-range parameter

   • J. Hidalgo
   • Y. Yajima

   Time Series Pages: 705 - 736

4. Forecasting non-stationary time series by wavelet process modelling

   • Piotr Fryzlewicz
   • Sébastien Van Bellegem
   • Rainer von Sachs

   Time Series Pages: 737 - 764

5. Resampling time series using missing values techniques

   • Andrés M. Alonso
   • Daniel Peña
   • Juan Romo

   Time Series Pages: 765 - 796

6. A bivariate uniform autoregressive process

   • Miroslav M. Ristić
   • Biljana Č. Popović

   Time Series Pages: 797 - 802

7. On Bayes and unbiased estimators of loss

   • Dominique Fourdrinier
   • William E. Strawderman

   Estimation Pages: 803 - 816

8. ML estimation for multivariate shock models via an EM algorithm

   • Dimitris Karlis

   Estimation Pages: 817 - 830

9. Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing transformations

   • Nobuhiro Taneichi
   • Yuri Sekiya
   • Hideyuki Imai

   Test Pages: 831 - 848

10. Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test

    • Wolfgang Bischoff
    • Enkelejd Hashorva
    • Frank Miller

    Brownian Motion Pages: 849 - 864

11. On the distribution of the total number of run lengths

    • D. L. Antzoulakos
    • S. Bersimis
    • M. V. Koutras

    Distribution Pages: 865 - 884

12. One-sided variations on binary search trees

    • Hosam M. Mahmoud

    Random Graph Pages: 885 - 900

13. Acknowledgement

    Acknowledgments Pages: 901 - 903