Programa de trabajo estadístico internacional para América Latina y el Caribe, 1997-1998: Subprograma 1: adaptación y producción de estadísticas básicas en el marco de una estrategia regional para la implementación del Sistema de Cuentas Nacionales 1993 (SCN 1993) = Programme of international statistical work for Latin America and the Caribbean, 1997-1998: Subprogramme 1: adaptation and production of basic statistics in the framework of a regional strategy for the implementation of the System of National Accounts 1993 (SCN 1993)

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Report on the first Latin American training centre on statistics and censuses : held at Mexico City from 2 September to 10 December 1948 by the Food and Agriculture Organization of the United Nations and the Government of the United States of Mexico with the co-operation of the Statistical Office of the United Nations and the Inter-American Statistical Institute.

Mode of access: Internet.

Bulletin de l'Institut international de statistique.

Vols. containing the proceedings of the institute's sessions called: Compte rendu de la ... session de l'Institut international de statistique (varies slightly); or: Actes de la ... session de l'Institut international de statistique (varies slightly); or: Proceedings of the ... session (varies slightly); no sessions held 1914-1922.

Report of the proceedings of the fourth session of the International statistical congress, held in London July 16th, 1860, and the five following days.

Edited by William Farr.

Annuaire international de statistique.

Mode of access: Internet.

Multivariate prediction

The problem of prediction is considered in a multidimensional setting. Extending an idea presented by Barndorff-Nielsen and Cox, a predictive density for a multivariate random variable of interest is proposed. This density has the form of an estimative density plus a correction term. It gives simultaneous prediction regions with coverage error of smaller asymptotic order than the estimative density. A simulation study is also presented showing the magnitude of the improvement with respect to the estimative method.

Power variation of some integral fractional processes

We consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usdBHs, where BH is a fractional Brownian motion with Hurst parameter H E(0,1), and u is a process with finite q-variation, q<1/(1¿H). We establish the stable convergence of the corresponding fluctuations. These results provide new statistical tools to study and detect the long-memory effect and the Hurst parameter.

Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter H > 1/2. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann¿Stieltjes integral.