A Data-Dependent Approach to Modeling Volatility in Financial Time Series Jianing DiAshis Gangopadhyay OriginalPaper 27 December 2014 Pages: 1 - 26
Fitting EXPAR Models Through the Extended Kalman Filter Himadri GhoshBishal GurungPrajneshu Gupta OriginalPaper 02 September 2014 Pages: 27 - 44
Improved Loss Estimation for the Lasso: A Variable Selection Tool Rajendran NarayananMartin T. Wells OriginalPaper 28 March 2015 Pages: 45 - 74
Estimation Of Finite Population Proportion In Randomized Response Surveys Using Multiple Responses S. Sengupta OriginalPaper 16 July 2014 Pages: 75 - 83
On the Comparison of Warner’s and Eriksson’s Randomized Response Plans for Estimating Sensitive Finite Population Proportions S. Sengupta OriginalPaper 26 September 2014 Pages: 84 - 90
An Improvement Over Kim and Elam Stratified Unrelated Question Randomized Response Mode Using Neyman Allocation Housila P. SinghTanveer A. Tarray OriginalPaper 02 September 2014 Pages: 91 - 107
A Note on Multivariate Folded Normal Distribution G S R Murthy OriginalPaper 18 December 2014 Pages: 108 - 113
Tolerance Intervals for Hypergeometric and Negative Hypergeometric Variables Derek S. Young OriginalPaper 11 October 2014 Pages: 114 - 140
The Inactivity Time of Exchangeable Components of k-out-of-n Structures Mahdi TavangarMajid Asadi OriginalPaper 09 September 2014 Pages: 141 - 164
On the E-optimality of Blocked Main Effects Plans When n ≡ 2 (mod 4) Mike JacrouxBonni Kealy-Dichone OriginalPaper 11 October 2014 Pages: 165 - 174