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Content
2019, Volume 106, Issue 1
- 211-227 Goodness-of-fit tests for the cure rate in a mixture cure model
by U U Müller & I Van Keilegom - 229-241 Semiparametric inference for the dominance index under the density ratio model
by W W Zhuang & B Y Hu & J Chen - 243-250 Signal-plus-noise matrix models: eigenvector deviations and fluctuations
by J Cape & M Tang & C E Priebe
2018, Volume 105, Issue 4
- 755-768 Selective inference with unknown variance via the square-root lasso
by Xiaoying Tian & Joshua R Loftus & Jonathan E Taylor - 769-782 A convex formulation for high-dimensional sparse sliced inverse regression
by Kean Ming Tan & Zhaoran Wang & Tong Zhang & Han Liu & R Dennis Cook - 783-795 A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices
by Tommaso Proietti & Alessandro Giovannelli - 797-814 Statistical sparsity
by Peter McCullagh & Nicholas G Polson - 815-831 A test of weak separability for multi-way functional data, with application to brain connectivity studies
by Brian Lynch & Kehui Chen - 833-848 A test for the absence of aliasing or local white noise in locally stationary wavelet time series
by I A Eckley & G P Nason - 849-858 Model-assisted design of experiments in the presence of network-correlated outcomes
by Guillaume W Basse & Edoardo M Airoldi - 859-872 Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors
by Lan Wang & Ingrid Van Keilegom & Adam Maidman - 873-890 A bootstrap recipe for post-model-selection inference under linear regression models
by S M S Lee & Y Wu - 891-903 The change-plane Cox model
by Susan Wei & Michael R Kosorok - 905-916 Transforming cumulative hazard estimates
by Pål C Ryalen & Mats J Stensrud & Kjetil Røysland - 917-930 Integrative linear discriminant analysis with guaranteed error rate improvement
by Quefeng Li & Lexin Li - 931-944 Continuous testing for Poisson process intensities: a new perspective on scanning statistics
by Franck Picard & Patricia Reynaud-Bouret & Etienne Roquain - 945-962 Functional prediction through averaging estimated functional linear regression models
by Xinyu Zhang & Jeng-Min Chiou & Yanyuan Ma - 963-977 Constructing dynamic treatment regimes over indefinite time horizons
by Ashkan Ertefaie & Robert L Strawderman - 979-986 Principal ignorability in mediation analysis: through and beyond sequential ignorability
by Laura Forastiere & Alessandra Mattei & Peng Ding - 987-993 Identifying causal effects with proxy variables of an unmeasured confounder
by Wang Miao & Zhi Geng & Eric J Tchetgen Tchetgen - 994-1000 Regression-assisted inference for the average treatment effect in paired experiments
by Colin B Fogarty
2018, Volume 105, Issue 3
- 505-516 Assessing replicability of findings across two studies of multiple features
by Marina Bogomolov & Ruth Heller - 517-527 When is the first spurious variable selected by sequential regression procedures?
by Weijie J Su - 529-546 Asymptotic normality of interpoint distances for high-dimensional data with applications to the two-sample problem
by Jun Li - 547-562 Symmetric rank covariances: a generalized framework for nonparametric measures of dependence
by L Weihs & M Drton & N Meinshausen - 563-574 Shrinking characteristics of precision matrix estimators
by Aaron J Molstad & Adam J Rothman - 575-592 High-dimensional peaks-over-threshold inference
by R de Fondeville & A C Davison - 593-607 Asymptotic properties of approximate Bayesian computation
by D T Frazier & G M Martin & C P Robert & J Rousseau - 609-625 Variance estimation in the particle filter
by A Lee & N Whiteley - 627-643 A structural break test for extremal dependence in β-mixing random vectors
by Y Hoga - 645-664 Asymptotic post-selection inference for the Akaike information criterion
by Ali Charkhi & Gerda Claeskens - 665-680 A semiparametric extension of the stochastic block model for longitudinal networks
by C Matias & T Rebafka & F Villers - 681-690 Local polynomial regression with correlated errors in random design and unknown correlation structure
by K De Brabanter & F Cao & I Gijbels & J Opsomer - 691-707 Bayesian spatial monotonic multiple regression
by C Rohrbeck & D A Costain & A Frigessi - 709-722 Covariate association eliminating weights: a unified weighting framework for causal effect estimation
by Sean Yiu & Li Su - 723-738 Targeted learning ensembles for optimal individualized treatment rules with time-to-event outcomes
by I Díaz & O Savenkov & K Ballman - 739-744 On Bayes factors for the linear model
by T S Shively & S G Walker - 745-752 Sequential rerandomization
by Quan Zhou & Philip A Ernst & Kari Lock Morgan & Donald B Rubin & Anru Zhang - 753-753 Amendments and Corrections
by F Blasques & S J Koopman & A Lucas
2018, Volume 105, Issue 2
- 249-269 Joint testing and false discovery rate control in high-dimensional multivariate regression
by Yin Xia & T Tony Cai & Hongzhe Li - 271-284 Robust estimation of high-dimensional covariance and precision matrices
by Marco Avella-Medina & Heather S Battey & Jianqing Fan & Quefeng Li - 285-299 On the asymptotic efficiency of approximate Bayesian computation estimators
by Wentao Li & Paul Fearnhead - 301-318 Convergence of regression-adjusted approximate Bayesian computation
by Wentao Li & Paul Fearnhead - 319-335 Adaptive multigroup confidence intervals with constant coverage
by C Yu & P D Hoff - 337-352 Testing independence for multivariate time series via the auto-distance correlation matrix
by K Fokianos & M Pitsillou - 353-369 A frequency domain analysis of the error distribution from noisy high-frequency data
by Jinyuan Chang & Aurore Delaigle & Peter Hall & Cheng Yong Tang - 371-388 Bayesian precision and covariance matrix estimation for graphical Gaussian models with edge and vertex symmetries
by H Massam & Q Li & X Gao - 389-402 On the number of principal components in high dimensions
by Sungkyu Jung & Myung Hee Lee & Jeongyoun Ahn - 403-418 Semiparametric regression analysis for composite endpoints subject to componentwise censoring
by Guoqing Diao & Donglin Zeng & Chunlei Ke & Haijun Ma & Qi Jiang & Joseph G Ibrahim - 419-429 Design-based maps for continuous spatial populations
by L Fattorini & M Marcheselli & C Pisani & L Pratelli - 431-446 Theoretical limits of microclustering for record linkage
by J E Johndrow & K Lum & D B Dunson - 447-454 On edge correction of conditional and intrinsic autoregressions
by D Mondal - 455-462 A non-model-based approach to bandwidth selection for kernel estimators of spatial intensity functions
by O Cronie & M N M Van Lieshout - 463-469 Bootstrapping volatility functionals: a local and nonparametric perspective
by Xin-Bing Kong & Shao-Jun Xu & Wang Zhou - 471-477 On the connection between maximin distance designs and orthogonal designs
by Yaping Wang & Jianfeng Yang & Hongquan Xu - 479-486 Optimal pseudolikelihood estimation in the analysis of multivariate missing data with nonignorable nonresponse
by Jiwei Zhao & Yanyuan Ma - 487-493 Asymptotic inference of causal effects with observational studies trimmed by the estimated propensity scores
by S Yang & P Ding - 495-501 Uniformly minimum variance conditionally unbiased estimation in multi-arm multi-stage clinical trials
by Nigel Stallard & Peter K Kimani - 503-503 ‘Asymptotic properties of penalized spline estimators’
by G Claeskens & T Krivobokova & J D Opsomer
2018, Volume 105, Issue 1
- 1-18 Dual regression
by R H Spady & S Stouli - 19-29 A structural Markov property for decomposable graph laws that allows control of clique intersections
by Peter J Green & Alun Thomas - 31-44 Robust and consistent variable selection in high-dimensional generalized linear models
by Marco Avella-Medina & Elvezio Ronchetti - 45-56 A randomization-based perspective on analysis of variance: a test statistic robust to treatment effect heterogeneity
by Peng Ding & Tirthankar Dasgupta - 57-71 Testing for the presence of significant covariates through conditional marginal regression
by Yanlin Tang & Huixia Judy Wang & Emre Barut - 73-89 A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models
by Yao Zheng & Wai Keung Li & Guodong Li - 91-102 Approximate Bayesian inference under informative sampling
by Z Wang & J K Kim & S Yang - 103-114 Shape-constrained partial identification of a population mean under unknown probabilities of sample selection
by L W Miratrix & S Wager & J R Zubizarreta - 115-132 Two-sample tests of high-dimensional means for compositional data
by Yuanpei Cao & Wei Lin & Hongzhe Li - 133-148 Partial likelihood estimation of isotonic proportional hazards models
by Yunro Chung & Anastasia Ivanova & Michael G Hudgens & Jason P Fine - 149-164 Simple least squares estimator for treatment effects using propensity score residuals
by Myoung-Jae Lee - 165-184 Scalar-on-image regression via the soft-thresholded Gaussian process
by Jian Kang & Brian J Reich & Ana-Maria Staicu - 185-197 Optimal discrimination designs for semiparametric models
by H Dette & R Guchenko & V B Melas & W K Wong - 199-213 Kernel-based covariate functional balancing for observational studies
by Raymond K W Wong & Kwun Chuen Gary Chan - 215-220 On causal estimation using $U$-statistics
by Lu Mao - 221-224 On overfitting and post-selection uncertainty assessments
by L Hong & T A Kuffner & R Martin - 225-232 A conditional composite likelihood ratio test with boundary constraints
by Yong Chen & Jing Huang & Yang Ning & Kung-Yee Liang & Bruce G Lindsay - 233-238 On bias reduction and incidental parameters
by N Lunardon - 239-246 Choosing between methods of combining $p$-values
by N A Heard & P Rubin-Delanchy - 247-247 ‘On the degrees of freedom of reduced-rank estimators in multivariate regression’
by A Mukherjee & K Chen & N Wang & J Zhu
2017, Volume 104, Issue 4
- 755-770 Differential network analysis via lasso penalized D-trace loss
by Huili Yuan & Ruibin Xi & Chong Chen & Minghua Deng - 771-783 Estimating network edge probabilities by neighbourhood smoothing
by Yuan Zhang & Elizaveta Levina & Ji Zhu - 785-800 Partition-based ultrahigh-dimensional variable screening
by Jian Kang & Hyokyoung G Hong & Yi Li - 801-812 Semiparametric analysis of complex polygenic gene-environment interactions in case-control studies
by Odile Stalder & Alex Asher & Liang Liang & Raymond J Carroll & Yanyuan Ma & Nilanjan Chatterjee - 813-828 Distribution-free tests of independence in high dimensions
by Fang Han & Shizhe Chen & Han Liu - 829-843 Projection correlation between two random vectors
by Liping Zhu & Kai Xu & Runze Li & Wei Zhong - 845-861 A $C_p$ criterion for semiparametric causal inference
by Takamichi Baba & Takayuki Kanemori & Yoshiyuki Ninomiya - 863-880 Doubly robust nonparametric inference on the average treatment effect
by D Benkeser & M Carone & M J Van Der Laan & P B Gilbert - 881-899 On two-stage estimation of structural instrumental variable models
by Byeong Yeob Choi & Jason P Fine & M Alan Brookhart - 901-922 Principal component analysis and the locus of the Fréchet mean in the space of phylogenetic trees
by Tom M W Nye & Xiaoxian Tang & Grady Weyenberg & Ruriko Yoshida - 923-938 Median bias reduction of maximum likelihood estimates
by E C Kenne Pagui & A Salvan & N Sartori - 939-952 Bayesian local extremum splines
by M W Wheeler & D B Dunson & A H Herring - 953-969 Blocking strategies and stability of particle Gibbs samplers
by S S Singh & F Lindsten & E Moulines - 971-986 Robust rank estimation for transformation models with random effects
by Yuanyuan Lin & Yang Luo & Shangyu Xie & Kani Chen - 987-994 Dependent generalized functional linear models
by S Jadhav & H L Koul & Q Lu - 995-1001 Contours and dimple for the Gneiting class of space-time correlation functions
by F Cuevas & E Porcu & M Bevilacqua - 1003-1010 Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes
by K Schorning & H Dette & K Kettelhake & W K Wong & F Bretz
2017, Volume 104, Issue 3
- 505-525 Maximum likelihood estimation for semiparametric regression models with multivariate interval-censored data
by Donglin Zeng & Fei Gao & D. Y. Lin - 527-543 Maximum empirical likelihood estimation for abundance in a closed population from capture-recapture data
by Yukun Liu & Pengfei Li & Jing Qin - 545-560 Optimal Bayes classifiers for functional data and density ratios
by Xiongtao Dai & Hans-Georg Müller & Fang Yao - 561-581 Multiple robustness in factorized likelihood models
by J. Molina & A. Rotnitzky & M. Sued & J. M. Robins - 583-596 Joint sufficient dimension reduction and estimation of conditional and average treatment effects
by Ming-Yueh Huang & Kwun Chuen Gary Chan - 597-612 Identification and estimation of causal effects with outcomes truncated by death
by Linbo Wang & Xiao-Hua Zhou & Thomas S. Richardson - 613-632 Uncertainty quantification under group sparsity
by Qing Zhou & Seunghyun Min - 633-647 Robust reduced-rank regression
by Y. She & K. Chen - 649-663 Expandable factor analysis
by Sanvesh Srivastava & Barbara E. Engelhardt & David B. Dunson - 665-680 Simple, scalable and accurate posterior interval estimation
by Cheng Li & Sanvesh Srivastava & David B. Dunson - 681-697 On the Pitman–Yor process with spike and slab base measure
by A. Canale & A. Lijoi & B. Nipoti & I. Prünster - 699-711 Non-strange weird resampling for complex survival data
by D. Dobler & J. Beyersmann & M. Pauly - 713-725 Interleaved lattice-based minimax distance designs
by Xu He - 727-734 Pseudo-marginal Metropolis–Hastings sampling using averages of unbiased estimators
by Chris Sherlock & Alexandre H. Thiery & Anthony Lee - 735-742 Conditional moment models with data missing at random
by M. Hristache & V. Patilea - 743-749 Weighted envelope estimation to handle variability in model selection
by D. J. Eck & R. D. Cook - 751-751 ‘Improving the accuracy of likelihood-based inference in meta-analysis and meta-regression’
by I. Kosmidis & A. Guolo & C. Varin
2017, Volume 104, Issue 2
- 251-272 Data integration with high dimensionality
by Xin Gao & Raymond J. Carroll - 273-290 Automatic tagging with existing and novel tags
by Junhui Wang & Xiaotong Shen & Yiwen Sun & Annie Qu - 291-302 Instrumental variables as bias amplifiers with general outcome and confounding
by P. Ding & T.J. Vanderweele & J. M. Robins - 303-316 An improved and explicit surrogate variable analysis procedure by coefficient adjustment
by Seunggeun Lee & Wei Sun & Fred A. Wright & Fei Zou - 317-326 Ignorability for general longitudinal data
by D. M. Farewell & C. Huang & V. Didelez - 327-341 Bayesian nonparametric analysis of longitudinal studies in the presence of informative missingness
by A. R. Linero - 343-359 Bayesian block-diagonal variable selection and model averaging
by O. Papaspiliopoulos & D. Rossell - 361-377 Covariate-assisted spectral clustering
by N. Binkiewicz & J. T. Vogelstein & K. Rohe - 379-395 Sparse Gaussian graphical model estimation via alternating minimization
by Onkar Dalal & Bala Rajaratnam - 397-410 On the number of common factors with high-frequency data
by Xin-Bing Kong - 411-423 Projection-based outlier detection in functional data
by Haojie Ren & Nan Chen & Changliang Zou - 425-437 Testing separability of space-time functional processes
by P. Constantinou & P. Kokoszka & M. Reimherr - 439-453 Multiply robust imputation procedures for the treatment of item nonresponse in surveys
by Sixia Chen & David Haziza - 455-464 Construction of maximin distance Latin squares and related Latin hypercube designs
by Qian Xiao & Hongquan Xu - 465-472 A general rotation method for orthogonal Latin hypercubes
by Fasheng Sun & Boxin Tang - 473-480 Bias-corrected score decomposition for generalized quantiles
by W. Ehm & E. Y. Ovcharov - 481-488 Nonlinear shrinkage estimation of large integrated covariance matrices
by Clifford Lam & Phoenix Feng & Charlie Hu - 489-496 Improving the accuracy of likelihood-based inference in meta-analysis and meta-regression
by I. Kosmidis & A. Guolo & C. Varin - 497-503 Assigning a value to a power likelihood in a general Bayesian model
by C. C. Holmes & S. G. Walker
2017, Volume 104, Issue 1
- 1-1 Erratum: On falsification of the binary instrumental variable model
by Linbo Wang & James M. Robins & Thomas S. Richardson - 1-16 Should annual maximum temperatures follow a generalized extreme value distribution?
by M. L. Stein - 2-2 Erratum: Testing for high-dimensional white noise using maximum cross-correlations
by Jinyuan Chang & Qiwei Yao & Wen Zhou - 17-29 Case-cohort studies with interval-censored failure time data
by Q. Zhou & H. Zhou & J. Cai - 31-50 Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach
by Aurelie Bertrand & Catherine Legrand & Raymond J. Carroll & Christophe de Meester & Ingrid Van Keilegom - 51-65 On estimating regression-based causal effects using sufficient dimension reduction
by Wei Luo & Yeying Zhu & Debashis Ghosh - 67-81 Principal weighted support vector machines for sufficient dimension reduction in binary classification
by Seung Jun Shin & Yichao Wu & Hao Helen Zhang & Yufeng Liu - 83-96 Regression modelling on stratified data with the lasso
by E. Ollier & V. Viallon - 97-110 Selective factor extraction in high dimensions
by Yiyuan She - 111-127 Testing for high-dimensional white noise using maximum cross-correlations
by Jinyuan Chang & Qiwei Yao & Wen Zhou - 129-139 Generalized R-squared for detecting dependence
by X. Wang & B. Jiang & J. S. Liu - 141-152 Density estimation in the two-sample problem with likelihood ratio ordering
by Tao Yu & Pengfei Li & Jing Qin - 153-164 On asymptotic validity of naive inference with an approximate likelihood
by H. E. Ogden - 165-179 On pseudolikelihood inference for semiparametric models with boundary problems
by Y. Chen & J. Ning & Y. Ning & K.-Y. Liang & K. Bandeen-Roche - 181-193 Roy’s largest root test under rank-one alternatives
by I. M. Johnstone & B. Nadler - 195-205 Design-based asymptotics for two-phase sampling strategies in environmental surveys
by L. Fattorini & M. Marcheselli & C. Pisani & L. Pratelli - 207-220 Itemwise conditionally independent nonresponse modelling for incomplete multivariate data
by Mauricio Sadinle & Jerome P. Reiter - 221-228 A note on multiple imputation under complex sampling
by J. K. Kim & S. Yang - 229-236 On falsification of the binary instrumental variable model
by Linbo Wang & James M. Robins & Thomas S. Richardson - 237-242 Modelling structured correlation matrices
by Ruey S. Tsay & Mohsen Pourahmadi - 243-249 Modified marginal expected shortfall under asymptotic dependence
by J.-J. Cai & V. Chavez-Demoulin & A. Guillou
2016, Volume 103, Issue 4
- 747-759 Some pioneers of modern statistical theory: a personal reflection
by D. R. Cox - 761-777 Replicates in high dimensions, with applications to latent variable graphical models
by Kean Ming Tan & Yang Ning & Daniela M. Witten & Han Liu - 779-799 Approximating fragmented functional data by segments of Markov chains
by A. Delaigle & P. Hall - 801-815 Misclassified group-tested current status data
by L. C. Petito & N. P. Jewell - 817-828 Optimal stratification in outcome prediction using baseline information
by Florence H. Yong & Lu Tian & Sheng Yu & Tianxi Cai & L. J. Wei - 829-842 On inverse probability-weighted estimators in the presence of interference
by L. Liu & M. G. Hudgens & S. Becker-Dreps - 843-859 In-sample forecasting with local linear survival densities
by M. Hiabu & E. Mammen & M. D. Martìnez-Miranda & J. P. Nielsen - 875-887 Combining eigenvalues and variation of eigenvectors for order determination
by Wei Luo & Bing Li - 905-914 Nonnested model comparisons for time series
by T. S. McElroy - 915-935 Multivariate spatial covariance models: a conditional approach
by Noel Cressie & Andrew Zammit-Mangion - 937-954 The cylindrical $K$-function and Poisson line cluster point processes
by Jesper Møller & Farzaneh Safavimanesh & Jakob Gulddahl Rasmussen - 955-969 Default Bayesian analysis with global-local shrinkage priors
by Anindya Bhadra & Jyotishka Datta & Nicholas G. Polson & Brandon Willard - 971-983 Bayesian inference on quasi-sparse count data
by Jyotishka Datta & David B. Dunson - 993-999 A conditional Lindley paradox in Bayesian linear models
by Agniva Som & Christopher M Hans & Steven N MacEachern
2016, Volume 103, Issue 3
- 493-511 Joint estimation of multiple dependent Gaussian graphical models with applications to mouse genomics
by Yuying Xie & Yufeng Liu & William Valdar - 513-530 On an additive partial correlation operator and nonparametric estimation of graphical models
by Kuang-Yao Lee & Bing Li & Hongyu Zhao - 531-545 The correlation space of Gaussian latent tree models and model selection without fitting
by N. Shiers & P. Zwiernik & J. A. D. Aston & J. Q. Smith - 547-562 Variable selection for case-cohort studies with failure time outcome
by Ai Ni & Jianwen Cai & Donglin Zeng - 563-577 A differential-geometric approach to generalized linear models with grouped predictors
by Luigi Augugliaro & Angelo M. Mineo & Ernst C. Wit - 579-593 Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
by Z. Su & G. Zhu & X. Chen & Y. Yang - 595-607 Indirect multivariate response linear regression
by Aaron J. Molstad & Adam J. Rothman - 609-624 An adaptive two-sample test for high-dimensional means
by Gongjun Xu & Lifeng Lin & Peng Wei & Wei Pan - 625-639 Accurate directional inference for vector parameters
by D. A. S. Fraser & N. Reid & N. Sartori - 641-652 Distribution of likelihood-based p-values under a local alternative hypothesis
by Stephen M. S. Lee & G. Alastair Young - 653-666 A theoretical study of Stein's covariance estimator
by Bala Rajaratnam & Dario Vincenzi - 667-681 A Bayesian view of doubly robust causal inference
by O. Saarela & L. R. Belzile & D. A. Stephens - 683-700 Intrinsic efficiency and multiple robustness in longitudinal studies with drop-out
by Peisong Han - 701-717 Particle Metropolis-adjusted Langevin algorithms
by Christopher Nemeth & Chris Sherlock & Paul Fearnhead - 719-726 On random- and systematic-scan samplers
by C. Andrieu - 727-733 Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data
by E. Paparoditis & T. Sapatinas - 734-741 A goodness-of-fit test for structural nested mean models
by S. Yang & J. J. Lok - 742-745 On the win-ratio statistic in clinical trials with multiple types of event
by D. Oakes
2016, Volume 103, Issue 2
- 1-1 Retraction Notice
by Paul R. Rosenbaum - 253-271 Maximum likelihood estimation for semiparametric transformation models with interval-censored data
by Donglin Zeng & Lu Mao & D. Y. Lin - 273-286 Nonparametric maximum likelihood estimation for the multisample Wicksell corpuscle problem
by Kwun Chuen Gary Chan & Jing Qin - 287-301 Regression analysis of networked data
by Yan Zhou & Peter X.-K. Song - 303-317 Exact simulation of max-stable processes
by Clément Dombry & Sebastian Engelke & Marco Oesting - 319-335 Data augmentation for models based on rejection sampling
by Vinayak Rao & Lizhen Lin & David B. Dunson - 337-349 Exponential tilting in Bayesian asymptotics
by S. A. Kharroubi & T. J. Sweeting - 351-362 Partial least squares for dependent data
by Marco Singer & Tatyana Krivobokova & Axel Munk & Bert de Groot - 363-376 Skew-normal antedependence models for skewed longitudinal data
by Shu-Ching Chang & Dale L. Zimmerman - 377-396 A pairwise interaction model for multivariate functional and longitudinal data
by Jeng-Min Chiou & Hans-Georg Müller - 397-408 On exchangeable multinomial distributions
by E. Olusegun George & Kyeongmi Cheon & Yilian Yuan & Aniko Szabo - 409-421 A pairwise likelihood-based approach for changepoint detection in multivariate time series models
by Ting Fung Ma & Chun Yip Yau - 423-434 Nonparametric identification and maximum likelihood estimation for hidden Markov models
by G. Alexandrovich & H. Holzmann & A. Leister