2002/22/1-2

Unit root test in the presence of a single additive outlier small sample case

Approximate bias for first-order autoregressive model with uniform innovations. Small sample case

Market efficiency and non-linear dependence in the Czech crown/US dollar foreign exchange market

Exact distribution for the generalized F tests

Estimates for the distribution of the first exit time of α-stable processes

Robust m-estimator of parameters in variance components model

On the Behrens-Fisher distribution and its generalization to the pairwise comparisons