1. Extending conditional likelihood in models for stratified binary data

   • Ruggero Bellio
   • Nicola Sartori

   OriginalPaper Pages: 121 - 132

2. Identification of long memory in GARCH models

   • Massimiliano Caporin

   OriginalPaper Pages: 133 - 151

3. Estimating unobservable signal by Markovian noise induction

   • Stefano M. Iacus
   • Ilia Negri

   OriginalPaper Pages: 153 - 167

4. CLS asymptotic variance for a particular relevant bilinear time series model

   • Francesco Giordano
   • Cosimo Vitale

   OriginalPaper Pages: 169 - 185

5. Applications in business, medical and industrial statistics of bi-aspect nonparametric tests for location problems

   • Marco Marozzi

   OriginalPaper Pages: 187 - 194

6. Missing at random (MAR) in nonparametric regression - A simulation experiment

   • Thomas Nittner

   OriginalPaper Pages: 195 - 210

7. Fundamentals and asset price dynamics

   • Attilio Gardini
   • Giuseppe Cavaliere
   • Michele Costa

   OriginalPaper Pages: 211 - 226

8. Modelling childhood malnutrition in Zambia: an adaptive Bayesian splines approach

   • Samson B. Adebayo

   OriginalPaper Pages: 227 - 241

9. Quantile estimation in ultra-high frequency financial data: a comparison between parametric and semiparametric approach

   • Paola Zuccolotto

   OriginalPaper Pages: 243 - 257