Scandinavian Journal of Statistics

Simulated Likelihood Approximations for Stochastic Volatility Models
pp. 257-276(20)
Authors: Sørensen H.

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models
pp. 277-295(19)
Authors: Barndorff-Nielsen O.E.; Shephard N.

Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
pp. 297-316(20)
Authors: Genon-Catalot V.; Jeantheau T.; Laredo C.

Local Likelihood Estimation in Generalized Additive Models
pp. 317-337(21)
Authors: Kauermann G.; Opsomer J.D.

Likelihood Methods for Controlled Calibration
pp. 339-353(15)
Author: Bellio R.

A Non-Gaussian Spatial Process Model for Opacity of Flocculated Paper
pp. 355-368(14)
Authors: Brown P.E.; Diggle P.J.; Henderson R.

Extreme Values and Haar Series Estimates of Point Process Boundaries
pp. 369-384(16)
Authors: Girard S.; Jacob P.

Algebraic Markov Bases and MCMC for Two-Way Contingency Tables
pp. 385-397(13)
Author: Rapallo F.

Quasi Most Powerful Invariant Goodness-of-fit Tests
pp. 399-414(16)
Authors: Ducharme G.R.; Frichot B.

Correction of Density Estimators that are not Densities
pp. 415-427(13)
Authors: Glad I.K.; Hjort N.L.; Ushakov N.G.

A Semi-parametric Regression Model with Errors in Variables
pp. 429-442(14)
Authors: Zhu L.; Cui H.