1. Importance Sampling for Continuous Time Markov Chains and Applications to Fluid Models*

   • Paolo Baldi
   • Mauro Piccioni

   OriginalPaper Pages: 375 - 390

2. Smoothness in Bayesian Non-parametric Regression with Wavelets

   • Marco Di Zio
   • Arnoldo Frigessi

   OriginalPaper Pages: 391 - 405

3. Negative Binomial Approximation with Stein's Method

   • Timothy C. Brown
   • M. J. Phillips

   OriginalPaper Pages: 407 - 421

4. Statistical Analysis of Financial Volatility by Wavelet Shrinkage

   • Enrico Capobianco

   OriginalPaper Pages: 423 - 443

5. Efficent Generation of Fractional Brownian Motion for Simulation of Infrared Focal-plane Array Calibration Drift

   • Steven B. Lowen

   OriginalPaper Pages: 445 - 456

6. Algorithms to Find Exact Inclusion Probabilities for Conditional Poisson Sampling and Pareto πps Sampling Designs

   • Nibia Aires

   OriginalPaper Pages: 457 - 469