The influence of parameter estimation on the ARL of Shewhart type charts for time series Holger KramerWolfgang Schmid Articles Pages: 173 - 196
The power of bootstrap based tests for parameters in cointegrating regressions Hongyi Li Articles Pages: 197 - 210
Tests of fit for exponentiality based on a characterization via the mean residual life function Ludwig BaringhausNorbert Henze Notes Pages: 225 - 236
Note on a family of unbiased predictors for the equi-correlated responses in linear regression models Shalabh Notes Pages: 237 - 241