1. Consistent covariance estimation for general classes of stationary discrete stochastic processes

   • F. Eicker

   OriginalPaper Pages: 265 - 278

2. On infinite products of random elements and infinite convolutions of probability distributions on locally compact groups

   • I. Csiszár

   OriginalPaper Pages: 279 - 295

3. On the construction problem for Markov chains. II

   • David Williams

   OriginalPaper Pages: 296 - 299

4. Sur les mesures invariantes

   • Antoine Brunel

   OriginalPaper Pages: 300 - 303

5. An application of extreme point methods to the representation of infinitely divisible distributions

   • S. Johansen

   OriginalPaper Pages: 304 - 316

6. Inference in stochastic processes. II

   • M. M. Rao

   OriginalPaper Pages: 317 - 335

7. Wachstumseigenschaften zufälliger ganzer Funktionen

   • Ludwig Arnold

   OriginalPaper Pages: 336 - 347

8. Zur Erweiterung von Mengenkörpern

   • Volker Mammitzsch

   OriginalPaper Pages: 348 - 356

9. On the uniform continuity of the probabilistic distance

   • B. Schweizer

   OriginalPaper Pages: 357 - 360

10. Existence of optimal stopping rules for linear and quadratic rewards

    • H. Teicher
    • J. Wolfowitz

    OriginalPaper Pages: 361 - 368