Some invariance principles for rank statistics for testing independence Pranab Kumar SenMalay Ghosh OriginalPaper Pages: 93 - 107
Martingales and stochastic integrals for processes with a multi-dimensional parameter Eugene WongMoshe Zakai OriginalPaper Pages: 109 - 122
Central limit theorems and statistical inference for finite Markov chains Thomas Höglund OriginalPaper Pages: 123 - 151
Taboo probabilities in the entrance boundary theory of Markov chains Etienne Archinard OriginalPaper Pages: 165 - 179
Time-revealed convergence properties of normalized maxima in stationary Gaussian processes Yash Mittal OriginalPaper Pages: 181 - 192