1996-1997/24/4

Statistical estimation of higher-order spectral densities by means of general tapering

Characteristic properties of generalized order statistics from exponential distributions

Some results on convergence acceleration for the E-algorithm

Information-type divergence when the likelihood ratios are bounded

A note on the characterization ofsome minification processes

Dispersive functions and stochastic orders

Linearization of the product of orthogonal polynomials of a discrete variable

Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior

Point derivations for Lipschitz functions andClarke's generalized derivative

Option pricing in the CRR model with proportional transaction costs: a cone transformation approach