Geodesic

Volume 22 (2002) no. 1-2

Sommaire

Unit root test in the presence of a single additive outlier small sample case
p. 5-13
Approximate bias for first-order autoregressive model with uniform innovations. Small sample case
p. 15-26
Market efficiency and non-linear dependence in the Czech crown/US dollar foreign exchange market
p. 27-35
Exact distribution for the generalized F tests
p. 37-51
Estimates for the distribution of the first exit time of α-stable processes
p. 53-59
Robust m-estimator of parameters in variance components model
p. 61-71
On the Behrens-Fisher distribution and its generalization to the pairwise comparisons
p. 73-104