1. Forecasting realized volatility: A review

   • Dong Wan Shin

   Review 01 September 2018 Pages: 395 - 404

2. A bivariate distribution with Lomax and geometric margins

   • Marek Arendarczyk
   • Tomasz J. Kozubowski
   • Anna K. Panorska

   OriginalPaper 17 May 2018 Pages: 405 - 422

3. Generalized estimating equations by considering additive terms for analyzing time-course gene sets data

   • T. Baghfalaki
   • M. Ganjali
   • D. Berridge

   OriginalPaper 26 May 2018 Pages: 423 - 435

4. Estimation and variable selection for partially functional linear models

   • Jiang Du
   • Dengke Xu
   • Ruiyuan Cao

   OriginalPaper 28 May 2018 Pages: 436 - 439

5. Adaptive test for mean vectors of high-dimensional time series data with factor structure

   • Mingjuan Zhang
   • Cheng Zhou
   • Xinsheng Zhang

   OriginalPaper 29 May 2018 Pages: 450 - 470

6. Hierarchically penalized quantile regression with multiple responses

   • Jongkyeong Kang
   • Seung Jun Shin
   • Sungwan Bang

   OriginalPaper 19 June 2018 Pages: 471 - 481

7. An iterative sparse algorithm for the penalized maximum likelihood estimator in mixed effects model

   • Won Son
   • Jong Soo Lee
   • Johan Lim

   Short communication 07 June 2018 Pages: 482 - 490

8. A method for computing the autocovariance of renewal processes

   • Suyono
   • Ibnu Hadi

   OriginalPaper 19 June 2018 Pages: 491 - 508

9. Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility

   • Ji Yeoun Kim
   • Yong Hyun Shin

   OriginalPaper 03 July 2018 Pages: 509 - 519

10. Noninformative priors for linear combinations of normal means with unequal variances

    • Dal Ho Kim
    • Woo Dong Lee
    • Yongku Kim

    OriginalPaper 24 July 2018 Pages: 520 - 536

11. Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors?

    • Shuili Zhang
    • Yu Miao
    • Qinghui Gao

    OriginalPaper 01 August 2018 Pages: 537 - 547