Volume 1  Number 2  (2006)

CONTENTS

Optimal Smoothing Splines for Detecting Extrema from Observational Data
pp. 111-132 (22)

Authors: Hiroyuki Fujioka and Hiroyuki Kano

Modeling Contemporaneously Correlated Panel Data with Partial Linear Regression
pp. 133-153 (21)

Authors: Shusong Jin and Wai Keung Li

A simulation study about robust methods for regression analysis
pp. 155-166 (12)

Authors: Claudio Giovanni Borroni and Fausta Luscia

Bandwidth Selection in Classical and Robust Estimation of Long Memory
pp. 167-190 (24)

Authors: S.R.C. Lopes and B.V.M Mendes

Upper Bounds for Ruin Probability under Compound Filtered Poisson Models
pp. 191-201 (12)

Authors: Kai W. Ng, Hailiang Yang and Lihong Zhang

A survey about Single-Index Models theory
pp. 203-230 (28)

Authors: Gery Geenens and Michel Delecroix