Fitting circles to scattered data: parameter estimates have no moments

Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration

Fixed-domain asymptotic properties of tapered maximum likelihood estimators

Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields

Fixed-Smoothing Asymptotics For Time Series

Fixed-width output analysis for Markov chain Monte Carlo

Flexible covariance estimation in graphical Gaussian models

Flocking Control of Groups of Mobile Autonomous Agents via Local Feedback

Fluctuation geometry: A counterpart approach of inference geometry

Focused information criterion and model averaging for generalized additive partial linear models

Forecasting the CATS benchmark with the Double Vector Quantization method

Forecasting unstable processes

Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach

Forgetting of the initial distribution for Hidden Markov Models

Forward stagewise regression and the monotone lasso

Fractal and Smoothness Properties of Space-Time Gaussian Models

Fractals with point impact in functional linear regression

Fractional constant elasticity of variance model

Fractional Lévy-driven Ornstein--Uhlenbeck processes and stochastic differential equations

Fragility Index of block tailed vectors