Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Report of the Editors—1999
pp. 1-2(2)
Authors: Firth D.; Jones M.C.

Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
pp. 3-56(54)
Authors: Durbin J.; Koopman S.J.

Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
pp. 57-75(19)
Authors: Robert C.P.; Rydén T.; Titterington D.M.

Latent variable models with mixed continuous and polytomous data
pp. 77-87(11)
Authors: Shi J.Q.; Lee S.Y.

The exact bootstrap mean and variance of an L-estimator
pp. 89-94(6)
Authors: Hutson A.D.; Ernst M.D.

On a mixture autoregressive model
pp. 91-115(25)
Authors: Wong C.S.; Li W.K.

Extremal analysis of processes sampled at different frequencies
pp. 117-135(19)
Authors: Robinson M.E.; Tawn J.A.

A weighted bootstrap approach to bootstrap iteration
pp. 137-144(8)
Authors: Hall P.; Maesono Y.

Maximum entropy sampling and optimal Bayesian experimental design
pp. 145-157(13)
Authors: Sebastiani P.; Wynn H.P.

Asymptotic inference for mixture models by using data-dependent priors
pp. 159-180(22)
Author: Wasserman L.

A class of weighted dependence measures for bivariate failure time data
pp. 181-190(10)
Authors: Fan J.; Prentice R.L.; Hsu L.

Local likelihood smoothing of sample extremes
pp. 191-208(18)
Authors: Davison A.C.; Ramesh N.I.