Table of Contents
Articles
| Tests based on characterizations, and their efficiencies: a survey | |
| Ya. Nikitin | 4-24 |
| Pattern recognition using hidden Markov models in financial time series | |
| Sara Rebagliati, Emanuela Sasso | 25-41 |
| Markov-modulated multivariate linear regression | |
| Alexander Andronov | 43-50 |
| On estimation of insurance risk parameters by combining local regression and distribution fitting ideas | |
| Meelis Käärik, Raul Kangro, Liina Muru | 51-63 |
| Using k-anonymization for registry data: pitfalls and alternatives | |
| Sten Anspal, Mart Kaska, Indrek Seppo | 65-78 |
| Statistical analysis of high-order Markov dependencies | |
| Yu. S. Kharin, M. V. Maltsew | 79-91 |
| Downward calibration property of estimated response propensities | |
| Natalja Lepik, Imbi Traat | 93-110 |
| Effect of auxiliary information in data collection and estimation stage | |
| Kaur Lumiste | 111-128 |
| Residency index – a tool for measuring the population size | |
| Ethel Maasing, Ene-Margit Tiit, Mare Vähi | 129-139 |
| On expected score of cellwise alignments | |
| Riho Klement, Jüri Lember | 141-165 |
ISSN 1406–2283 (print)
ISSN 2228–4699 (online)