1. Some invariance principles for rank statistics for testing independence

   • Pranab Kumar Sen
   • Malay Ghosh

   OriginalPaper Pages: 93 - 107

2. Martingales and stochastic integrals for processes with a multi-dimensional parameter

   • Eugene Wong
   • Moshe Zakai

   OriginalPaper Pages: 109 - 122

3. Central limit theorems and statistical inference for finite Markov chains

   • Thomas Höglund

   OriginalPaper Pages: 123 - 151

4. Convergence of the iterates of a Markov operator

   • Michael Lin

   OriginalPaper Pages: 153 - 163

5. Taboo probabilities in the entrance boundary theory of Markov chains

   • Etienne Archinard

   OriginalPaper Pages: 165 - 179

6. Time-revealed convergence properties of normalized maxima in stationary Gaussian processes

   • Yash Mittal

   OriginalPaper Pages: 181 - 192