Articles
7-27
Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions
29-44
Orthogonal models: Algebraic structure and explicit estimators for estimable vectors
45-56
Confidence intervals for large non-centrality parameters
57-60
A note on correlation coefficient between random events
61-74
Estimating the extremal index through the tail dependence concept
75-94
Properties of the generalized nonlinear least squares method applied for fitting distribution to data
95-106
Moments of order statistics of the Generalized T Distribution
107-108