Vol. 21 No. 1 (2017)

Articles

• Tests based on characterizations, and their efficiencies: a survey

  Ya. Nikitin

  4-24

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• Pattern recognition using hidden Markov models in financial time series

  Sara Rebagliati, Emanuela Sasso

  25-41

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• Markov-modulated multivariate linear regression

  Alexander Andronov

  43-50

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• On estimation of insurance risk parameters by combining local regression and distribution fitting ideas

  Meelis Käärik, Raul Kangro, Liina Muru

  51-63

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• Using k-anonymization for registry data: pitfalls and alternatives

  Sten Anspal, Mart Kaska, Indrek Seppo

  65-78

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• Statistical analysis of high-order Markov dependencies

  Yu S.. Kharin, M. V. Maltsew

  79-91

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• Downward calibration property of estimated response propensities

  Natalja Lepik, Imbi Traat

  93-110

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• Effect of auxiliary information in data collection and estimation stage

  Kaur Lumiste

  111-128

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• Residency index – a tool for measuring the population size

  Ethel Maasing, Ene-Margit Tiit, Mare Vähi

  129-139

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• On expected score of cellwise alignments

  Riho Klement, Jüri Lember

  141-165

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