Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions ofâ€¦ (More)

A method of estimating an unknown density function f based on sample data is studied. Our approach is to use maximum likelihood etimation to estimate log(f) by a function s from a space of cubicâ€¦ (More)

In the standard theorems on weak convergence of stochastic processes, it is invariably assumed that the parameter set is a bounded interval. The object of this paper is to indicate that analogues ofâ€¦ (More)

The logarithm of the spectral density function for a stationary process is approximated by polynomial splines. The approximation is chosen to maximize the expected log-likelihood based on theâ€¦ (More)

Consider repeated events of multiple kinds that occur according to a rightcontinuous semi-Markov process whose transition rates are in Ì„uenced by one or more timedependent covariates. The logarithmsâ€¦ (More)