Quasidiffusions (with natural scale) are semimartingales obtained as time changed Wiener processes. Examples are diffusions and birth- and death-processes. In general, quasidiffusions are not continuous but they are skip-free. In this note we determine the continuous and the purely discontinuous...

We investigate the relative merits of a moment-oriented bootstrap method of Bunke (1997) in comparison with the classical wild bootstrap of Wu (1986) in nonparametric heteroscedastic regression situations. The moment-oriented bootstrap is a wild bootstrap based on local estimators of higher...

A language of a statistical system is important, even though it bas an effective graphical user interface. A language may be used to control the statistical system at will and to implement new statistical procedures which are not realized in the system at the beginning. This paper introduces the...