Sommaire

Contents
p. [1]
Editorial
p. [3]
On nonparametric estimators of location of maximum
p. 5-13
Ridge least weighted squares
p. 15-26
Maximization of the information divergence from multinomial distributions
p. 27-35
Bootstraping of M-smoothers
p. 37-46
Ratio type statistics for detection of changes in mean
p. 47-58
Estimation of interarrival time distribution from short time windows
p. 59-67
Strongly consistent estimation in dependent errors-in-variables
p. 69-79
Weak $\sqrt{n}$-consistency of the least weighted squares under heteroscedasticity
p. 81-92
Some applications of time series models to financial data
p. 93-102