Vol. 34 No. 2 (2005)

Articles

• Synthetic Indicators of Quality of Life: Construction and Utilization for Social-Economic Management and Comparative Analysis

  Serguei Aivazian

  69–77

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• A Simple Encompassing Test for the Deterministic and Bilinear Unit Root Models

  Wojciech W. Charemza, Svetlana Makarova

  79–89

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• Construction of the Consistent Estimate of the Spectral Density of a Discrete-Time Homogeneous Stable Random Fields

  Nikolay Demesh, Sergey Chekhmenok

  91–100

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• The Queueing Model MAP|PH|1|N with Feedback Operating in a Markovian Random Environment

  A.N. Dudin, A.V. Kazimirsky, V.I. Klimenok, L. Breuer, U. Krieger

  101–110

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• On a Class of Gaussian Distributions in Functional Space

  A.D. Egorov, A.V. Zherelo

  111–116

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• A Comparison of Three Procedures for Robust PCA in High Dimensions

  S. Engelen, M. Hubert, K. Vanden Branden

  117–126

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• Identification of Multivariate Outliers: A Performance Study

  Peter Filzmoser

  127–138

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• Robust Trend Estimation for AR(1) Disturbances

  Roland Fried, Ursula Gather

  139–151

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• Robust Sequential Testing of Hypotheses on Discrete Probability Distributions

  Alexey Kharin, Dzmitry Kishylau

  153–162

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• “Plug-in” Statistical Forecasting of Vector Autoregressive Time Series with Missing Values

  Yuriy Kharin, Aliaksandr Huryn

  163–174

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• Kriging and Prediction of Nonlinear Functionals

  Alexander Kukush, István Fazekas

  175–184

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• A Small Macroeconometric Model of the Lithuanian Economy

  Rimantas Rudzkis, Virmantas Kvedaras

  185–197

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• On Robust Estimation of Power Spectra

  Bernhard Spangl, Rudolf Dutter

  199–210

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• Stochastic Design Criteria in Linear Models

  Alexander Zaigraev

  211–223

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• Notes on Statistical Tests for Nonidentically Distributed Observations

  Andrew M. Zubkov

  225–232

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