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VOLUMES
44.1 43.2 43.1 42.2 42.1 41.2 41.1
40.2 40.1 39.2 39.1 38.2 38.1 37.2
37.1 36.2 36.1 35.2 35.1 34.2 34.1
33.2 33.1 32.2 32.1 31.2 31.1 30.2
30.1 29.2 29.1 28.2 28.1 27.2 27.1
26.2 26.1 25.2 25.1 24.2 24.1 23.2
23.1 22.2 22.1 21.2 21.1 20.2 20.1
19.2 19.1 18.2 18.1 17.2 17.1 16.2
16.1 15 14.2 14.1 13.2 13.1 12.2
12.1 11.2 11.1 10.2 10.1 9.2 9.1
8 7.2 7.1 6.2 6.1 5.2 5.1
4.2 4.1 3.2 3.1 2.2 2.1 1.2
1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS vol. 21, Fasc. 2, 2001
 
Cover
Cover page
K. Furmańczyk, Note on asymptotic normality of kernel density estimator for linear process under short-range dependence 253 - 263
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O. Fercheluc, On the bootstrapping heteroscedastic regression models 265 - 276
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I. B. Alberink, G. Pap and M. C. A. van Zuijlen, Edgeworth expansions for L-statistics 277 - 302
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R. Magiera and M. Wilczyński, Natural and modified conjugate priors in exponential families of stochastic processes 303 - 319
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K. Kaniowski, On the approximation of a random variable by a conditioning of a given sequence 321 - 328
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O. Klesov, Z. Rychlik and J. Steinebach, Strong limit theorems for general renewal processes 329 - 349
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E. Dettweiler, Predictable extensions of given filtrations 351 - 370
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J. Nowicka-Zagrajek and A. Weron, Dependence structure of stable R-GARCH processes 371 - 380
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H. Byczkowska and T. Byczkowski, One-dimensional symmetric stable Feynman-Kac semigroups 381 - 404
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A. A. Kwiecińska, Almost sure and moment stability of stochastic partial differential equations 405 - 415
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B. Levikson, T. Rolski and G. Weiss, Layering of the Poisson process in the quadrant 417 - 440
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P. Becker-Kern, Max-semistable hemigroups: structure, domains of attraction and limit theorems with random sample size 441 - 465
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J. Á. Visek, Selecting regression model 467 - 492
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T. E. Duncan, B. Pasik-Duncan and Ł. Stettner, Risk sensitive adaptive control of discrete time Markov processes 493 - 512
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