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ORCIDComputational Statistics, Volume 18
Volume 18, Number 1, March 2003
- Markus Thamerus:
Fitting a Mixture Distribution to a Variable Subject to Heteroscedastie Measurement Errors. 1-17 - Mirjam Moerbeek, Gerard J. P. Van Breukelen, Martijn P. F. Berger:
A Comparison of Estimation Methods for Multilevel Logistic Models. 19-37 - Jorge Alberto Achcar, Vanderly Janeiro, Josmar Mazucheli:
Regression Models for Correlated Biliary Data with Random Effects Assuming a Mixture of Normal Distributions. 39-55 - Jianxin Pan, Robin Thompson
:
Gauss-Hermite Quadrature Approximation for Estimation in Generalised Linear Mixed Models. 57-78 - Hermann Singer:
Simulated Maximum Likelihood in Nonlinear Continuous-Discrete State Space Models: Importance Sampling by Approximate Smoothing. 79-106 - A. M. Kitchen, R. Drachenberg, Jürgen Symanzik:
Assessing the reliability of web-based statistical software. 107-122 - Jeffrey T. Terpstra, Joseph W. McKean, Kirk Anderson:
Studentized Autoregressive Time Series Residuals. 123-141 - Ursula Garczarek, Glaus Weihs:
Standardizing the Comparison of Partitions. 143-162
Volume 18, Number 2, July 2003
- A. McMullan, Adrian W. Bowman, E. Marian Scott:
Non-Linear and Nonparametric Modelling of Seasonal Environmental Data. 167-183 - Jochen Einbeck:
Multivariate Local Fitting with General Basis Functions. 185-203 - Jan Terje Kvaløy, Bo Henry Lindqvist:
Estimation and Inference in Nonparametric Cox-models: Time Transformation Methods. 205-221 - M. P. Wand:
Smoothing and mixed models. 223-249 - María Durbán, Iain D. Currie:
A note on P-spline additive models with correlated errors. 251-262 - Stefan Lang, Samson B. Adebayo, Ludwig Fahrmeir, Winfried J. Steiner:
Bayesian Geoadditive Seemingly Unrelated Regression. 263-292 - Pedro Delicado, Mario Huerta:
Principal Curves of Oriented Points: theoretical and computational improvements. 293-315
Volume 18, Number 3, September 2003
- Rudi Zagst, Jan Kehrbaum, Bernd Schmid:
Portfolio Optimization Under Credit Risk. 317-338 - Christian M. Hafner:
Simple approximations for option pricing under mean reversion and stochastic volatility. 339-353 - Eckhard Platen, Gerhard Stahl:
A Structure for General and Specific Market Risk. 355-373 - Andreas Stadie:
Detecting periods in which a time series model fails to predict the observed volatility. 375-386 - Giuseppe Storti, Cosimo Vitale:
Likelihood inference in BL-GARCH models. 387-400 - Ricardo Fernández Pascual, María Dolores Ruiz-Medina, José Miguel Angulo:
Multiscale estimation of processes related to the fractional Black-Scholes equation. 401-415 - Sascha Meyer, Willi Schwarz:
A PDE based Implementation of the Hull&White Model for Cashflow Derivatives. 417-434 - Karel Komorád:
Implied Trinomial Trees and Their Implementation with XploRe. 435-448 - Rainer Schulz, Hizir Sofyan, Axel Werwatz, Rodrigo Witzel:
Online Prediction of Berlin Single-Family House Prices. 449-462 - Rosa Bernardini Papalia:
Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias. 463-475 - Suria Ellis, Faans Steyn, Hennie Venter:
Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data. 477-491 - Jeong-Ryeol Kim:
Finite-sample distributions of self-normalised sums. 493-504 - Tomàs Aluja-Banet, Eduard Nafria:
Stability and scalability in decision trees. 505-520 - A. H. M. Rahmatullah Imon:
Simulation of Errors in Linear Regression: An Approach Based on Fixed Percentage Area. 521-531 - Mariano J. Valderrama, Mónica Ortega-Moreno, Pedro González, Ana M. Aguilera:
Derivation of a State-Space Model by Functional Data Analysis. 533-546 - C. H. Sim:
Combined X-bar and CRL Charts for the Gamma Process. 547-563 - Tommi Härkänen:
BITE: A Bayesian Intensity Estimator. 565-583 - Ali Gannoun, Jérôme Saracco:
Two Cross Validation Criteria for SIRα and PSIRα methods in view of prediction. 585-603 - Ju Sun Ahn, Heike Hofmann, Dianne Cook:
A Projection Pursuit Method on the multidimensional squared Contingency Table. 605-626
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