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  1. Home /
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  3. Vol 21 No 1 (2017)

Published: 2017-07-03

Articles

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

Published by University of Tartu Press
W. Struve 1, 50091 Tartu, Estonia
http://www.tyk.ee

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