Inference about the Arithmetic Average of Log Transformed Data
José Dias Curto
vol. 64, 2023, p. 179-204.

Optimal Design of Experiments for Hypothesis Testing on Ordered Treatments via Intersection-Union Tests
Belmiro P. M. Duarte, Anthony C. Atkinson, Satya P. Singh, Marco S. Reis
vol. 64, 2023, p. 587-615.

Extremal Behaviour of a Periodically Controlled Sequence with Imputed Values
Helena Ferreira, Ana Paula Martins, Maria da Graca Temido
vol. 62, 2021, p. 2991-3013.

On the Theory of Periodic Multivariate INAR Processes
Cláudia Santos, Isabel Pereira, Manuel Scotto
vol. 62, 2021, p. 1291-1348.

The Optimal Stopping Problem Revisited
Manuel Guerra, Cláudia Nunes, Carlos Oliveira
vol. 62, 2021, p. 137-169.

Methods for Estimating the Upcrossings Index: Improvements and Comparison
Ana Paula Martins, João Renato Sebastião
vol. 60, 2019, p. 1317-1347.

On ARL-Unbiased C-Charts for INAR(1) Poisson Counts
Sofia Paulino, Manuel Cabral Morais, Sven Knoth
vol. 60, 2019, p. 1021-1038.

Mean Driven Balance and Uniformly Best Linear Unbiased Estimators
Roman Zmyslony, João Mexia, Francisco Carvalho, Inês J. Sequeira
vol. 57, 2016, p. 43-53.

On the Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of Multivariate i.i.d. Output
Patricia Ferreira Ramos, Manuel Cabral Morais, António Pacheco
vol. 57, 2016, p. 471-498.

Estimation and Inference in Multivariate Markov Chains
João Nicolau, Flavio Ivo Riedlinger
vol. 56, 2015, p. 1163-1173.

On Proportional Reversed Failure Rate Class
Paulo Oliveira, Nuria Torrado
vol. 56, 2015, p. 999-1013.

Quality Surveillance with EWMA Control Charts Based on Exact Control Limits
Manuel Cabral Morais, Yarema Okhrin, Wolfgang Schmid
vol. 56, 2015, p. 863-885.

Structured Orthogonal Families of One and Two Strata Prime Basis Factorial Models
Paulo C. Rodrigues, Elsa Moreira, Vera M. Jesus, João Mexia
vol. 55, 2014, p. 603-614.

The ARL of Modified Shewhart Control Charts for Conditionally Heteroskedastic Models
Nazaré Mendes Lopes, Joana Leite, Esmeralda Gonçalves
vol. 54, 2013, p. 1-19.

Additive Outliers in INAR(1) Models
Mátyás Barczy, Márton Ispány, Gyula Pap, Manuel Scotto, Maria Eduarda Silva
vol. 53, 2012, p. 935-949.

Modeling Stock Markets´ Volatility Using GARCH Models with Normal, Student´s t and Stable Paretian Distributions
José Dias Curto, José Castro Pinto, Gonçalo Nuno Tavares
vol. 50, 2009, p. 311-321.

A Note on Testing for Nonstationarity in Autoregressive Processes with Level Dependent Conditional Heteroskedasticity
Paulo M. M. Rodrigues, Antonio Rubia
vol. 49, 2008, p. 581-593.

Two-Way ANOVA for the Watson Distribution Defined on the Hypersphere
Adelaide Figueiredo
vol. 49, 2008, p. 363-376.

Stationary Persistent Time Series Misspecified as Nonstationary Arima
Nuno Crato, Howard Taylor
vol. 37, 1996, p. 215-223.