Papers to Appear in Subsequent Issues

When papers are accepted for publication, they will appear below. Any changes that are made during the production process will only appear in the final version. Papers listed here are not updated during the production process and are removed once an issue is published.

Dynamic sparsity on dynamic regression models Hedibert Freitas Lopes and Paloma Vaissman Uribe
Improved estimation of location parameters of two exponential distributions with ordered scale Lakshmi Kanta Patra, Constantinos Petropoulos, Shrajal Bajpai and Naresh Garg
Optimal designs for comparing multivariate linear models with known covariance matrix Changyu Liu
Uniform large deviation principles for SDEs under locally weak monotonicity conditions Wang Jian and Hao Yang
Numerical stability enhancements in beta autoregressive moving average model estimation Francisco Cribari-Neto, Everton Costa and Rodney V. Fonseca
Comparison of zero-inflated and hurdle INAR(1) processes for modeling count data Victor Hugo Lachos Davila
A Unit Gompertz ARMA Model for Bounded Variables with a Time-Varying Quantiles Renata Rojas Guerra, Thiago Tavares Lopes and Fernando Arturo Peña-Ramírez