Issue contents

Volume 49 (2013)
Volume 50 (2014)
1
2
3
4
5
6
 Volume 51 (2015)

Issue: 6

Articles
849-868 J. Timková Bayesian nonparametric estimation of hazard rate in monotone Aalen model
869-882 G. Morvai and B. Weiss Inferring the residual waiting time for binary stationary time series
883-895 M. Janžura An efficient estimator for Gibbs random fields
896-913 V. Beneš and M. Zikmundová Editor's award 2014Functionals of spatial point process having density with respect to the Poisson process
914-928 C. Fonseca, H. Ferreira, L. Pereira and A. Martins Stability and contagion measures for spatial extreme value analyzes
929-949 V. Omelchenko Parameter estimation of sub-Gaussian stable distributions
950-977 Q. Wei and X. Chen Strong average optimality criterion for continuous-time Markov decision processes
978-1002 P. Harasim and J. Valdman Verification of functional a posteriori error estimates for obstacle problem in 2D
1003-1031 L. Farkas and T. Kói On capacity regions of discrete asynchronous multiple access channels
1032-1048 C. Krommerová and I. Melicherčík Dynamic portfolio optimization with risk management and strategy constraints
1049-1064 M. Kaut and A. Lium Scenario generation with distribution functions and correlations
1065-1076 L. Slámová and L. B. Klebanov Approximated maximum likelihood estimation of parameters of discrete stable family