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Publisher: Wiley-Blackwell on behalf of the Royal Statistical Society

Volume 63, Number 2, 2001

Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics
pp. 167-241(75)
Authors: Barndorff-Nielsen, Ole E.; Shephard, Neil

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Nonparametric maximum likelihood estimation for shifted curves
pp. 243-259(17)
Author: Rønn, Birgitte B.

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Moment estimation for statistics from marked point processes
pp. 261-275(15)
Authors: Politis, Dimitris N.; Sherman, Michael

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Robust estimation for finite populations based on a working model
pp. 277-292(16)
Authors: Kuk, Anthony Y. C.; Welsh, A. H.

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A diagnostic for selecting the threshold in extreme value analysis
pp. 293-305(13)
Authors: Guillou, Armelle; Hall, Peter

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Influence analysis based on the case sensitivity function
pp. 307-323(17)
Authors: Critchley, Frank; Atkinson, Richard A.; Lu, Guobing; Biazi, Elenice

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Fast sampling of Gaussian Markov random fields
pp. 325-338(14)
Author: Rue, Håvard

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Smoothing for discrete-valued time series
pp. 357-375(19)
Authors: Cai, Zongwu; Yao, Qiwei; Zhang, Wenyang

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Estimating the structural dimension of regressions via parametric inverse regression
pp. 393-410(18)
Authors: Bura, Efstathia; Cook, R. Dennis

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Estimating the number of clusters in a data set via the gap statistic
pp. 411-423(13)
Authors: Tibshirani, Robert; Walther, Guenther; Hastie, Trevor

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