Bentkus, V.; Pap, G.; van Zuijlen, M. Confidence bounds for a parameter. (English) Zbl 1043.62044 Math. Comput. Modelling 38, No. 7-9, 727-737 (2003). MSC: 62G15 62G32 62P99 PDFBibTeX XMLCite \textit{V. Bentkus} et al., Math. Comput. Modelling 38, No. 7--9, 727--737 (2003; Zbl 1043.62044) Full Text: DOI
Bloznelis, M. A note on the bias and consistency of the jackknife variance estimator in stratified samples. (English) Zbl 1032.62008 Statistics 37, No. 6, 489-504 (2003). MSC: 62D05 62E20 60F05 PDFBibTeX XMLCite \textit{M. Bloznelis}, Statistics 37, No. 6, 489--504 (2003; Zbl 1032.62008) Full Text: DOI
Brown, Lawrence D.; Wang, Yazhen; Zhao, Linda H. On the statistical equivalence at suitable frequencies of GARCH and stochastic volatility models with the corresponding diffusion model. (English) Zbl 1034.62105 Stat. Sin. 13, No. 4, 993-1013 (2003). MSC: 62P05 62M10 62B15 60J70 PDFBibTeX XMLCite \textit{L. D. Brown} et al., Stat. Sin. 13, No. 4, 993--1013 (2003; Zbl 1034.62105)