Issue
Licensed
Unlicensed
Requires Authentication
Volume 10, Issue 3
Contents
-
Requires Authentication UnlicensedSTRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSESLicensedMarch 1, 1992
-
Requires Authentication UnlicensedIMPROVED ESTIMATION OF ERROR VARIANCE IN GENERAL BALANCED MIXED MODELSLicensedMarch 1, 1992
-
Requires Authentication UnlicensedON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVESLicensedMarch 1, 1992
-
Requires Authentication UnlicensedGEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURESLicensedMarch 1, 1992
-
Requires Authentication UnlicensedRESTRICTED RISK BAYES ESTIMATION WHEN THE PARAMETER INTERVAL IS BOUNDEDLicensedMarch 1, 1992
-
Requires Authentication UnlicensedTHE CENTRAL LIMIT PROBLEM FOR COMPOSED ARRAYS OF MARTINGALE DIFFERENCESLicensedMarch 1, 1992
-
Requires Authentication UnlicensedLimit Laws of Erdös-Rényi-Type Indexed By SetsLicensedMarch 1, 1992
-
Requires Authentication UnlicensedBook ReviewsLicensedMarch 1, 1992
-
Requires Authentication UnlicensedINSTRUCTIONS TO AUTHORSLicensedMarch 1, 1992
-
Requires Authentication UnlicensedImpressumLicensedMarch 1, 1992
-
