Scandinavian journal of statistics: Theory and applications

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  Año 2003, Vol. 30, Número 2

  • Simulated Likelihood Approximations for Stochastic Volatility Models

    pág. 257

    

  • Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

    Ole Eiler Barndorff-Nielsen, Neil Shephard

    pág. 277

    

  • Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models

    Thierry Jeantheau, Valentine Genon Catalot, Catherine Laredo

    pág. 297

    

  • Local Likelihood Estimation in Generalized Additive Models

    Jean D. Opsomer, G. Kauermann

    pág. 317

    

  • Likelihood Methods for Controlled Calibration

    Ruggero Bellio

    pág. 339

    

  • A Non-Gaussian Spatial Process Model for Opacity of Flocculated Paper

    Robin Henderson, Patrick E. Brown, Peter J. Diggle

    pág. 355

    

  • Extreme Values and Haar Series Estimates of Point Process Boundaries

    Stéphne Girard, Pierre Jacob

    pág. 369

    

  • Algebraic Markov Bases and MCMC for Two-Way Contingency Tables

    Fabio Rapallo

    pág. 385

    

  • Quasi Most Powerful Invariant Goodness-of-fit Tests

    Gilles R. Ducharme, Benoî Frichot

    pág. 399

    

  • Correction of Density Estimators that are not Densities

    Ingrid K. Glad, Nikolai G. Ushakov, Nils Lid Hjort

    pág. 415

    

  • A Semi-parametric Regression Model with Errors in Variables

    Hengjian Cui, Russell Luke

    pág. 429