Vol. 28 No. 1 (2004): January-June
Vol. 28 No. 1 (2004): January-June

Articles

Rafail Khasminskii
1-8
On-line nonparametric estimation
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Cristina Butucea
9-26
Asymptotic normality of the integrated square error of a density estimator in the convolution model
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Heinz Neudecker
27-36
On best affine unbiased covariance-preserving prediction of factor scores
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Denis Bosq, Delphine Blanke
37-54
Local superefficiency of data-driven projection density estimators in continuous time
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Elzbieta Ferenstein, Miroslaw Gasowski
55-68
Modelling stock returns with AR-GARCH processes
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Alex Costa, Albert Satorra, Eva Ventura
69-86
Improving both domain and total area estimation by composition
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Francisco José Vázquez Polo, Miguel Ángel Negrín Hernández
87-108
Incorporating patients' characteristics in cost-effectiveness studies with clinical trial data: a flexible Bayesian approach
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Book Reviews

Josep Vives
Book review: Statistical inference for ergodic diffusion processes. Yuri A. Kutoyans. Springer-Verlag, London, 2004. 481 pages.
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Rosario Delgado
Book review: Partial identification on probability distributions. Charles F. Manski. Springer Series in Statistics, 2003. 178 pages.
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