1. Editorial

   • Holger Dette
   • Udo Kamps
   • Jürgen Lehn

   EditorialNotes 15 January 2008 Pages: 125 - 125

2. A test for the weights of the global minimum variance portfolio in an elliptical model

   • Taras Bodnar
   • Wolfgang Schmid

   OriginalPaper 13 February 2007 Pages: 127 - 143

3. Growing and reproducing particles evolving through space and time

   • C. Comas
   • J. Mateu

   OriginalPaper 16 February 2007 Pages: 145 - 169

4. Model-based variance estimation under unequal probability sampling

   • P. A. Patel
   • R. D. Chaudhari

   OriginalPaper 01 March 2007 Pages: 171 - 187

5. Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study

   • Graciela Boente
   • Ana M. Pires
   • Isabel M. Rodrigues

   OriginalPaper 28 March 2007 Pages: 189 - 218

6. Analytical quasi maximum likelihood inference in multivariate volatility models

   • Christian M. Hafner
   • Helmut Herwartz

   OriginalPaper 16 March 2007 Pages: 219 - 239

7. Survey sampling: theory and methods

   • Andreas Karlsson

   Book Review 22 November 2007 Pages: 241 - 242

8. H. Rue, L. Held: Gaussian Markov random fields. Theory and applications

   • Sibylle Sturtz

   Book Review 22 November 2007 Pages: 243 - 244

9. Gentle, J., Härdle, W., Mori, Y.: Handbook of Computational Statistics: Concepts and Methods

   • Antony Unwin

   Book Review 27 November 2007 Pages: 245 - 246

10. H. Föllmer, A. Schied: Stochastic finance: an introduction in discrete time. de Gruyter Studies in Mathematics 27

    • Reinhold Kainhofer

    Book Review 27 November 2007 Pages: 247 - 249