An Official Journal of the Institute of Mathematical Statistics.
Volume 28, Number 3
Publication Date: June 2000
Sequence Alignment
Approximate $p$-values for local sequence alignments
David Siegmund and Benjamin Yakir; 657-680
Nonparametric Function Estimation
Functional aggregation for nonparametric regression
Anatoli Juditsky and Arkadii Nemirovski; 681-712
Tracking a smooth fault line in a response surface
Peter Hall and Christian Rau; 713-733
Nonparametric Confidence Intervals
Finite sample nonparametric inference and large sample efficiency
Joseph P. Romano and Michael Wolf; 756-778
Inference for Stochastic Processes
Two estimators of the mean of a counting process with panel count data
Jon A. Wellner and Ying Zhang; 779-814
Adaptive drift estimation for nonparametric diffusion model
Vladimir G. Spokoiny; 815-836
Sequential testing problems for Poisson processes
G. Peskir and A. N. Shiryaev; 837-859
Time Series and Random Fields
Recursive estimation of a drifted autoregressive parameter
Eduard Belitser; 860-870
Strong consistency in nonlinear stochastic regression models
K. Skouras; 871-879
Estimating structured correlation matrices in smooth Gaussian random field models
Tao-Kai Lam and Wei-Liem Loh; 880-904
Estimation under Constraints
Estimation of a monotone mean residual life
Subhash C. Kochar, Hari Mukerjee and Francisco J. Samaniego; 905-921
Maximum likelihood estimation of smooth monotone and unimodal densities
P. P. B. Eggermont and V. N. LaRiccia; 922-947
On the asymptotics of constrained local $M$-estimators
Alexander Shapiro; 948-960
