1. Editorial

   • S. G. Meintanis
   • M. Hušková
   • M. D. Jiménez-Gamero

   Editorial 14 February 2018 Pages: 1 - 2

2. Serial independence tests for innovations of conditional mean and variance models

   • Kilani Ghoudi
   • Bruno Rémillard

   Original Paper 21 December 2016 Pages: 3 - 26

3. Goodness-of-fit tests for Log-GARCH and EGARCH models

   • Christian Francq
   • Olivier Wintenberger
   • Jean-Michel Zakoïan

   Original Paper 06 October 2016 Pages: 27 - 51

   

4. Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

   • Youngmi Lee
   • Sangyeol Lee
   • Dag Tjøstheim

   Original Paper 19 November 2016 Pages: 52 - 69

   

5. Testing the adequacy of semiparametric transformation models

   • J. S. Allison
   • M. Hušková
   • S. G. Meintanis

   Original Paper 20 May 2017 Pages: 70 - 94

6. On the estimation of the characteristic function in finite populations with applications

   • M. D. Jiménez-Gamero
   • J. L. Moreno-Rebollo
   • J. A. Mayor-Gallego

   Original Paper 30 November 2016 Pages: 95 - 121

7. Stochastic orders to approach investments in condor financial derivatives

   • María Concepción López-Díaz
   • Miguel López-Díaz
   • Sergio Martínez-Fernández

   Original Paper 08 May 2017 Pages: 122 - 146

   

8. Parametric bootstrap edf-based goodness-of-fit testing for sinh–arcsinh distributions

   • Arthur Pewsey

   Original Paper 05 May 2017 Pages: 147 - 172

   

9. Stochastic ordering for populations of manufactured items

   • Nil Kamal Hazra
   • Maxim Finkelstein
   • Ji Hwan Cha

   Original Paper 03 May 2017 Pages: 173 - 196

   

10. On the correspondence from Bayesian log-linear modelling to logistic regression modelling with g-priors

    • Michail Papathomas

    Original Paper Open access 18 May 2017 Pages: 197 - 220

11. Spatio-temporal analysis with short- and long-memory dependence: a state-space approach

    • Guillermo Ferreira
    • Jorge Mateu
    • Emilio Porcu

    Original Paper 10 May 2017 Pages: 221 - 245