Strong consistency of Kernel density estimates for Markov chains failure rates G. S. AtuncarC. C. Y. DoreaC. R. Gonçalves OriginalPaper 07 July 2006 Pages: 1 - 10
Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process Ronaldo DiasClécio S. FerreiraNancy L. Garcia OriginalPaper 26 January 2007 Pages: 11 - 34
Sequential change-point detection for mixing random sequences under composite hypotheses Boris BrodskyBoris Darkhovsky OriginalPaper 26 January 2007 Pages: 35 - 54
Survival analysis in Johnson–Mehl Tessellation Giacomo AlettiDiane Saada OriginalPaper 09 March 2007 Pages: 55 - 76
Strong convergence rates for the estimation of a covariance operator for associated samples Carla HenriquesPaulo Eduardo Oliveira OriginalPaper 03 November 2006 Pages: 77 - 91
Consistent estimation of covariation under nonsynchronicity Takaki HayashiShigeo Kusuoka OriginalPaper 30 May 2007 Pages: 93 - 106