Volume 41A.
(as bibtex)
29 references.
Articles

119130. Restricted quasiscore estimating functions for sample survey data
Lin, Y.X.,
Steel, D.,
Chambers, R. L.

133143. Power variation and stochastic volatility: A review and some new results
BarndorffNielsen, Ole E.,
Graversen, Svend Erik,
Shephard, Neil

145156. Option bounds
de la Peña, Victor H.,
Ibragimov, Rustam,
Jordan, Steve

157175. Pricing risk when distributions are fat tailed
Gay, Roger

1723. Branching processes in nearcritical random environments
Jagers, Peter,
Klebaner, Fima

177187. Fitting the varianceGamma model to financial data
Seneta, Eugene

191212. On the foundations of multivariate heavytail analysis
Resnick, Sidney

213227. BoxCox transformations and heavytailed distributions
Teugels, Jef L.,
Vanroelen, Giovanni

231238. Summability methods and negatively associated random variables
Bingham, N. H.,
Nili Sani, H. R.

239252. Transforming a random variable to a prescribed distribution: An application to schoolbased assessment
Brown, Timothy C.

2531. A prediction problem of the branching random walk
Révész, P.

253271. Some effects of trimming on the law of the iterated logarithm
Kesten, Harry,
Maller, Ross

273280. On finite exponential moments for branching processes and busy periods for queues
Nakayama, Marvin K.,
Shahabuddin, Perwez,
Sigman, Karl

281294. Stieltjes classes for momentindeterminate probability distributions
Stoyanov, Jordan

297312. Scoring probability forecasts for point processes: The entropy score and information gain
Daley, Daryl J.,
VereJones, David

315. A mosaic of triangular cells formed with sequential splitting rules
Cowan, Richard

313320. Randomallocation and urn models
Gani, J.

321332. Optimal couplings are totally positive and more
Glasserman, Paul,
Yao, David D.

333346. Extremal problems for regenerative phenomena
Kingman, J. F. C.

347360. The eigenvalues of the empirical transition matrix of a Markov chain
Pritchard, Geoffrey,
Scott, David J.

3553. Quasilikelihoodbased higherorder spectral estimation of random fields with possible longrange dependence
Anh, V. V.,
Leonenko, N. N.,
Sakhno, L. M.

361372. Averaging analysis of a point process adaptive algorithm
Solo, Victor

375382. Representations of continuoustime ARMA processes
Brockwell, Peter J.

383392. Asymptotics of the sample mean and sample covariance of longrangedependent series
Dai, Wen

393405. On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
Liu, Shuangzhe

5564. NonGaussian bifurcating models and quasilikelihood estimation
Basawa, I. V.,
Zhou, J.

6579. Interval and band estimation for curves with jumps
Gijbels, Irène,
Hall, Peter,
Kneip, Aloïs

8198. Boundary coiflets for wavelet shrinkage in function estimation
Johnstone, Iain M.,
Silverman, Bernard W.

99118. Estimation for discretely observed diffusions using transform functions
Kelly, Leah,
Platen, Eckhard,
Sørensen, Michael