M. Kirane | Global pointwise a priori bounds and large time behaviour for a nonlinear system describing the spread of infectious disease | 1-9 |

E. Navarro R. Company L. Jódar | Bessel matrix differential equations: explicit solutions of initial and two-point boundary value problems | 11-23 |

Ł. Stettner | Ergodic control of partially observed Markov processes with equivalent transition probabilities | 25-38 |

S. Trybula | A mixed duel under arbitrary motion and uncertain existence of the shot | 39-44 |

L. Muche | An incomplete Voronoi tessellation | 45-53 |

W. Niemiro | Least empirical risk procedures in statistical inference | 55-67 |

S. Rolewicz | On a globalization property | 69-73 |

A. Pokrzywa | Perturbation of the spectrum of an essentially selfadjoint operator | 75-89 |

W. Popiński | On least squares estimation of Fourier coefficients and of the regression function | 91-102 |

A. Rukhin | Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible? | 103-115 |

M. Męczarski | Stability and conditional Γ-minimaxity in Bayesian inference | 117-122 |

L. Gajek A. Lenic | An approximate necessary condition for the optimal bandwidth selector in kernel density estimation | 123-138 |

R. Zieliński A. Boratyńska | Bayes robustness via the Kolmogorov metric | 139-143 |

A. Markiewicz J. Hauke | On orderings induced by the Loewner partial ordering | 145-154 |

Z. Kowalski | Ergodic properties of skew products with fibre maps of LasotaYorke type | 155-163 |

Ł. Stettner G. Dimasi | On adaptive control of a partially observed Markov chain | 165-180 |

L. Zaremba | Viscosity solutions of the Isaacs equation on an attainable set | 181-192 |

M. Wiśniewski | Extreme order statistics in an equally correlated Gaussian array | 193-200 |

M. Bogdan | Asymptotic distributions of linear combinations of order statistics | 201-225 |

V. Monsan | Poisson sampling for spectral estimation in periodically correlated processes | 227-266 |

I. Kopocińska | Two mutually rarefied renewal processes | 267-273 |

W. Popiński | On fourier coefficient estimators consistent in the mean-square sense | 275-284 |

J. Chavarriga | Integrable systems in the plane with center type linear part | 285-309 |

R. Magiera | Bayes sequential estimation procedures for exponential-type processes | 311-320 |

R. Magiera | Conjugate priors for exponential-type processes with random initial conditions | 321-330 |

W. Kühne P. Neumann D. Stoyan H. Stoyan | Pairs of successes in Bernoulli trials and a new n-estimator for the binomial distribution | 331-337 |

A. Alharbi | On the convergence of the Bhattacharyya bounds in the multiparametric case | 339-349 |

G. Sierksma | Hamiltonicity and the 3-Opt procedure for the Traveling Salesman Problem | 351-358 |

S. Lewanowicz | A fast algorithm for the construction of recurrence relations for modified moments | 359-372 |

E. Busvelle R. Kharab A. Maciejewski J. Strelcyn | Numerical integration of differential equations in the presence of first integrals: observer method | 373-418 |

D. Pallaschke S. Bartels | Some remarks on the space of differences of sublinear functions | 419-426 |

M. Bertrand-Retali L. Ait-Hennani | Uniform convergence of density estimators on spheres | 427-446 |

H. Wysocki M. Zellma | Modulating element method in the identification of a generalized dynamical system | 447-467 |

P. Grzegorzewski | The robustness against dependence of nonparametric tests for the two-sample location problem | 469-476 |

H. Lavastre | On the stochastic regularity of sequence transformations operating in a Banach space | 477-484 |

T. Rychlik | A class of unbiased kernel estimates of a probability density function | 485-497 |

K. Moszyński | On solving linear algebraic equations with an ill-conditioned matrix | 499-513 |

W. Niemiro | Estimation of nuisance parameters for inference based on least absolute deviations | 515-529 |