Journal: Comput. Stat.

Volume 18, Issue 3

317 -- 338Rudi Zagst, Jan Kehrbaum, Bernd Schmid. Portfolio Optimization Under Credit Risk
339 -- 353Christian M. Hafner. Simple approximations for option pricing under mean reversion and stochastic volatility
355 -- 373Eckhard Platen, Gerhard Stahl. A Structure for General and Specific Market Risk
375 -- 386Andreas Stadie. Detecting periods in which a time series model fails to predict the observed volatility
387 -- 400Giuseppe Storti, Cosimo Vitale. Likelihood inference in BL-GARCH models
401 -- 415Ricardo Fernández Pascual, María Dolores Ruiz-Medina, José Miguel Angulo. Multiscale estimation of processes related to the fractional Black-Scholes equation
417 -- 434Sascha Meyer, Willi Schwarz. A PDE based Implementation of the Hull&White Model for Cashflow Derivatives
435 -- 448Karel Komorád. Implied Trinomial Trees and Their Implementation with XploRe
449 -- 462Rainer Schulz, Hizir Sofyan, Axel Werwatz, Rodrigo Witzel. Online Prediction of Berlin Single-Family House Prices
463 -- 475Rosa Bernardini Papalia. Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias
477 -- 491Suria Ellis, Faans Steyn, Hennie Venter. Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
493 -- 504Jeong-Ryeol Kim. Finite-sample distributions of self-normalised sums
505 -- 520Tomàs Aluja-Banet, Eduard Nafria. Stability and scalability in decision trees
521 -- 531A. H. M. Rahmatullah Imon. Simulation of Errors in Linear Regression: An Approach Based on Fixed Percentage Area
533 -- 546Mariano J. Valderrama, Mónica Ortega-Moreno, Pedro González, Ana M. Aguilera. Derivation of a State-Space Model by Functional Data Analysis
547 -- 563C. H. Sim. Combined X-bar and CRL Charts for the Gamma Process
565 -- 583Tommi Härkänen. BITE: A Bayesian Intensity Estimator
585 -- 603Ali Gannoun, Jérôme Saracco. α methods in view of prediction
605 -- 626Ju Sun Ahn, Heike Hofmann, Dianne Cook. A Projection Pursuit Method on the multidimensional squared Contingency Table

Volume 18, Issue 2

167 -- 183A. McMullan, Adrian W. Bowman, E. Marian Scott. Non-Linear and Nonparametric Modelling of Seasonal Environmental Data
185 -- 203Jochen Einbeck. Multivariate Local Fitting with General Basis Functions
205 -- 221Jan Terje Kvaløy, Bo Henry Lindqvist. Estimation and Inference in Nonparametric Cox-models: Time Transformation Methods
223 -- 249M. P. Wand. Smoothing and mixed models
251 -- 262María Durbán, Iain D. Currie. P-spline additive models with correlated errors
263 -- 292Stefan Lang 0003, Samson B. Adebayo, Ludwig Fahrmeir, Winfried J. Steiner. Bayesian Geoadditive Seemingly Unrelated Regression
293 -- 315Pedro Delicado, Mario Huerta. Principal Curves of Oriented Points: theoretical and computational improvements

Volume 18, Issue 1

1 -- 17Markus Thamerus. Fitting a Mixture Distribution to a Variable Subject to Heteroscedastie Measurement Errors
19 -- 37Mirjam Moerbeek, Gerard J. P. Van Breukelen, Martijn P. F. Berger. A Comparison of Estimation Methods for Multilevel Logistic Models
39 -- 55Jorge Alberto Achcar, Vanderly Janeiro, Josmar Mazucheli. Regression Models for Correlated Biliary Data with Random Effects Assuming a Mixture of Normal Distributions
57 -- 78Jianxin Pan, Robin Thompson. Gauss-Hermite Quadrature Approximation for Estimation in Generalised Linear Mixed Models
79 -- 106Hermann Singer. Simulated Maximum Likelihood in Nonlinear Continuous-Discrete State Space Models: Importance Sampling by Approximate Smoothing
107 -- 122A. M. Kitchen, R. Drachenberg, Jürgen Symanzik. Assessing the reliability of web-based statistical software
123 -- 141Jeffrey T. Terpstra, Joseph W. McKean, Kirk Anderson. Studentized Autoregressive Time Series Residuals
143 -- 162Ursula Garczarek, Glaus Weihs. Standardizing the Comparison of Partitions