J. Syga

Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions

M. Fonseca; J.T. Mexia; A. Pereira

Orthogonal models: Algebraic structure and explicit estimators for estimable vectors

S. Inacio; J.T. Mexia; M.M. Oliveira

Confidence intervals for large non-centrality parameters

C. Stępniak

A note on correlation coefficient between random events

M. Ferreira

Estimating the extremal index through the tail dependence concept

M. Bensić

Properties of the generalized nonlinear least squares method applied for fitting distribution to data

A.I. Genc

Moments of order statistics of the Generalized T Distribution

A. Slama

Erratum to: A Bayesian sigificance test of change for correlated observations