Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps Hiroshi Kunita OriginalPaper 10 November 2011 Pages: 1 - 45
Discussion of Hiroshi Kunita’s Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps David Nualart OriginalPaper 10 November 2011 Pages: 46 - 49
Discussion of Hiroshi Kunita’s Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps S. R. S. Varadhan OriginalPaper 10 November 2011 Pages: 50 - 51
Rejoinder to Discussion of Hiroshi Kunita’s Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps Hiroshi Kunita OriginalPaper 10 November 2011 Pages: 52 - 54
Strong consistency of Lasso estimators A. ChatterjeeS. N. Lahiri OriginalPaper 10 November 2011 Pages: 55 - 78
Properties of a block bootstrap under long-range dependence Young Min KimDaniel J. Nordman OriginalPaper 10 November 2011 Pages: 79 - 109
Simultaneous estimation of restricted means via the gauss divergence theorem Hisayuki Tsukuma OriginalPaper 06 October 2011 Pages: 110 - 124
Asymptotic results for an L 1-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology Ali LaksaciMohamed LemdaniElias Ould Saïd OriginalPaper 10 November 2011 Pages: 125 - 141
On the use of antithetic variables to improve over the ranked set sampling estimator of the population mean Mohammad Jafari JozaniFrançois Perron OriginalPaper 10 November 2011 Pages: 142 - 161
Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model Fuyuhiko TanakaFumiyasu Komaki OriginalPaper 10 November 2011 Pages: 162 - 184