Geodesic

Volume 35 (2015) no. 1-2

Sommaire

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