# Elsevier

# Statistics & Probability Letters

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### 2007, Volume 77, Issue 14

### 2007, Volume 77, Issue 13

**1403-1412 The supremum of random walk with negatively associated and heavy-tailed steps***by*Wang, Dingcheng & Chen, Pingyan & Su, Chun**1413-1417 Alternative ways of obtaining Hausman's test using artificial regressions***by*Baltagi, Badi H. & Liu, Long**1418-1427 Stationarity domains for [delta]-power Garch process with heavy tails***by*Bellini, Fabio & Bottolo, Leonardo**1428-1438 Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process***by*Liu, Ji-Chun**1439-1448 Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors***by*Hwang, S.Y. & Kim, S. & Lee, S.D. & Basawa, I.V.**1449-1458 On Hinkley's estimator: Inference about the change point***by*Fotopoulos, S.B. & Jandhyala, V.K.**1459-1466 Fisher information matrix for a four-parameter kappa distribution***by*Park, Jeong-Soo & Yoon Kim, Tae**1467-1472 On stochastic orderings between residual record values***by*Khaledi, Baha-Eldin & Shojaei, Roohollah

### 2007, Volume 77, Issue 12

**1165-1175 Rescaled range analysis in the presence of stochastic trend***by*Aue, Alexander & Horváth, Lajos & Steinebach, Josef**1176-1184 Optimal times for software release when repair is imperfect***by*Boland, Philip J. & Ní Chuív, Nóra**1185-1189 St. Petersburg games with the largest gains withheld***by*Csörgo, Sándor & Simons, Gordon**1190-1200 A Karhunen-Loeve expansion for a mean-centered Brownian bridge***by*Deheuvels, Paul**1201-1213 Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections***by*Doksum, Kjell & Ozeki, Akichika & Kim, Jihoon & Chaibub Neto, Elias**1214-1224 On the convergence rate of fixed design regression estimators for negatively associated random variables***by*Gu, Wentao & Roussas, George G. & Tran, Lanh T.**1225-1234 Time series smoothing by penalized least squares***by*Guerrero, Victor M.**1235-1247 Inclusion and exclusion of data or parameters in the general linear model***by*Jammalamadaka, S. Rao & Sengupta, D.**1248-1257 Brittle power: On Roman Emperors and exponential lengths of rule***by*Khmaladze, Estate & Brownrigg, Ray & Haywood, John**1258-1268 Extensions of the Markov chain marginal bootstrap***by*Kocherginsky, Masha & He, Xuming**1269-1281 Test-based classification: A linkage between classification and statistical testing***by*Liao, Shu-Min & Akritas, Michael**1282-1287 On exact Type I and Type II errors of Cochran's test***by*Lou, W.Y. Wendy & Fu, James C.**1288-1299 Squeezing the last drop: Cluster-based classification algorithm***by*Mehrotra, Kishan G. & Ozgencil, Necati E. & McCracken, Nancy**1300-1311 Efficient Gibbs sampler for Bayesian analysis of a sample selection model***by*Omori, Yasuhiro**1312-1321 Normal order statistics and sums of geometric random variables in treatment allocation problems***by*Rukhin, Andrew L.**1322-1331 Prediction in invertible linear processes***by*Schick, Anton & Wefelmeyer, Wolfgang**1332-1338 Shot-noise processes and the minimal martingale measure***by*Schmidt, Thorsten & Stute, Winfried**1339-1344 Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications***by*Shaked, Moshe**1345-1353 A test based on quantile score for c-sample randomized block design***by*Sim, Songyong**1354-1361 Betting on residual life: The caveats of conditioning***by*Singpurwalla, Nozer D.**1362-1370 Simultaneous testing of multiple hypotheses using generalized p-values***by*Tsui, Kam-Wah & Tang, Shijie**1371-1376 Rate of convergence of k-step Newton estimators to efficient likelihood estimators***by*Verrill, Steve**1377-1384 Orthogonality and D-optimality of the U-type design under general Fourier regression models***by*Xie, Min-Yu & Ning, Jian-Hui & Fang, Kai-Tai**1385-1393 Testing treatment effect by combining weighted log-rank tests and using empirical likelihood***by*Yang, Song & Zhao, Yichuan**1394-1402 Generalized weighted additive models based on distribution functions***by*Yeo, In-Kwon

### 2007, Volume 77, Issue 11

**1043-1049 Generalized n-Paul paradox***by*Kevei, Péter**1050-1060 On complete convergence for arrays of rowwise dependent random variables***by*Kuczmaszewska, Anna**1061-1069 Proof load designs for estimation of dependence in a bivariate Weibull model***by*Johnson, Richard A. & Lu, Wenqing**1070-1076 The minimal entropy measure and an Esscher transform in an incomplete market model***by*Monoyios, Michael**1077-1083 Experimentation on heterogeneous experimental units***by*Weerahandi, Samaradasa & Koschat, Martin A.**1084-1090 Heteroscedastic symmetrical linear models***by*Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel**1091-1097 Optimal convergence rates for density estimation from grouped data***by*Meister, Alexander**1098-1105 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales***by*Gilliland, Dennis & Levental, Shlomo & Xiao, Yimin**1106-1110 Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables***by*Amini, M. & Zarei, H. & Bozorgnia, A.**1111-1116 Some measures for asymmetry of distributions***by*Boshnakov, Georgi N.**1117-1122 Kolmogorov inequalities for the partial sum of independent Bernoulli random variables***by*Mavrikiou, Petroula M.**1123-1132 Optimal Poisson quantisation***by*Molchanov, Ilya & Tontchev, Nikolay**1133-1136 Random convex combinations of order statistics***by*Beutner, Eric & Kamps, Udo**1137-1147 Generalized skew-Cauchy distribution***by*Huang, Wen-Jang & Chen, Yan-Hau**1148-1157 A preorder relation for Markov reward processes***by*Daly, David & Buchholz, Peter & Sanders, William H.**1158-1164 The stationary seasonal hyperbolic asymmetric power ARCH model***by*Diongue, Abdou Kâ & Guégan, Dominique

### 2007, Volume 77, Issue 10

**937-941 Consistency of minimum divergence estimators based on grouped data***by*Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio**942-951 The uniqueness of extremum estimation***by*Krätschmer, Volker**952-963 On complete convergence of triangular arrays of independent random variables***by*Berkes, István & Weber, Michel**964-972 Fisher information in record values and their concomitants about dependence and correlation parameters***by*Amini, Morteza & Ahmadi, J.**973-980 Optimal correction of an indefinite estimated MA spectral density matrix***by*Stoica, Petre & Xu, Luzhou & Li, Jian & Xie, Yao**981-988 A note on proportional hazards and proportional odds models***by*Chen, Shande & Manatunga, Amita K.**989-994 Lattice polynomials of random variables***by*Dukhovny, Alexander**995-1003 The pair correlation function of spatial Hawkes processes***by*Møller, Jesper & Torrisi, Giovanni Luca**1004-1013 Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms***by*Meintanis, Simos & Swanepoel, Jan**1014-1020 Goodness-of-fit test for response adaptive clinical trials***by*Yi, Yanqing & Wang, Xikui**1021-1033 Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum***by*Ladoucette, Sophie A.**1034-1042 A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model***by*Wang, Lan

### 2007, Volume 77, Issue 9

**863-872 U-statistics based on the Green's function of the Laplacian on the circle and the sphere***by*Pycke, J.-R.**873-880 The distribution of the first [beta] point in the classical risk model with interest***by*Li, Zhigang & Wu, Rong & Du, Yonghong**881-884 Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?***by*Perrin, Olivier & Schlather, Martin**885-895 On sequential detection of parameter changes in linear regression***by*Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef**896-900 On the connection between model selection criteria and quadratic discrimination in ARMA time series models***by*Galeano, Pedro & Peña, Daniel**901-906 Balanced residual treatment effects designs of first order for correlated observations***by*Aggarwal, M.L. & Deng, Lih-Yuan & Jha, Mithilesh Kumar**907-913 Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials***by*Karabatsos, George & Walker, Stephen G.**914-919 Constrained estimators of treatment parameters in semiparametric models***by*Przystalski, Marcin & Krajewski, Pawel**920-924 Shiga-Watanabe's time inversion property for self-similar diffusion processes***by*Vuolle-Apiala, Juha**925-930 Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression***by*Gao, Sujuan & Shen, Jianzhao**931-936 Variational form of the large deviation functional***by*Comman, Henri

### 2007, Volume 77, Issue 8

**761-768 Ruin problems in risk models with dependent rates of interest***by*Gao, Qi-bing & Wu, Yao-hua & Zhu, Chun-hua & Wei, Guang-hua**769-773 Sensor analytics: radioactive gas concentration estimation and error propagation***by*Anderson, Dale N. & Fagan, Deborah K. & Suarez, Rey & Hayes, Jim C. & McIntyre, Justin I.**774-781 Permutation and scale invariant one-sided approximate likelihood ratio tests***by*Chongcharoen, Samruam & Wright, F.T.**782-794 Sharp estimation in sup norm with random design***by*GaIÂ¨ffas, Stéphane**795-802 Decomposition of supermartingales indexed by a linearly ordered set***by*Cassese, Gianluca**803-810 Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors***by*Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti**811-816 Difference-based estimation for error variances in repeated measurement regression models***by*Xu, Qinfeng & You, Jinhong**817-821 A note on sufficient dimension reduction***by*Wen, Xuerong Meggie**822-825 Besov regularity of stochastic measures***by*Radchenko, Vadym M.**826-831 The optional sampling theorem for submartingales in the sequentially planned context***by*Fenoy, M. Mar & Ibarrola, Pilar**832-837 On the derivatives of the normalising constant of the Bingham distribution***by*Kume, A. & Wood, Andrew T.A.**838-842 A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations***by*Maejima, Makoto & Miura, Manabu**843-852 Adaptive deadband control of a drifting process with unknown parameters***by*Lian, Zilong & del Castillo, Enrique**853-861 Conservative confidence intervals based on weighted means statistics***by*Rukhin, Andrew L.

### 2007, Volume 77, Issue 7

**667-680 A Darling-Siegert formula relating some Bessel integrals and random walks***by*De Gregorio, A. & Orsingher, E.**681-686 Unfair gambles in probability***by*Beam, John**687-692 Some properties of a multifractional Brownian motion***by*Lin, Zhengyan & Zheng, Jing**693-703 A note on uniform consistency of monotone function estimators***by*Neumeyer, Natalie**704-709 Some efficient estimators of the domain parameters***by*Agrawal, M.C. & Midha, Chand K.**710-716 Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case***by*Chacón, J.E. & Montanero, J. & Nogales, A.G. & Pérez, P.**717-725 A new family of slash-distributions with elliptical contours***by*Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J.**726-734 Convergence of quadratic forms with nonvanishing diagonal***by*Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.**735-739 A note on the proportional hazards model with discontinuous data***by*Yu, Qiqing**740-747 An application of reinforced urn processes to determining maximum tolerated dose***by*Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo**748-751 Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials***by*Sun, Ping**752-759 On processes with summable partial autocorrelations***by*Debowski, Lukasz

### 2007, Volume 77, Issue 6

**577-587 Life behavior of [delta]-shock model***by*Li, Zehui & Kong, Xinbing**588-593 Entropy correlation coefficient for measuring predictive power of generalized linear models***by*Eshima, Nobuoki & Tabata, Minoru**594-597 Ordering the dispersion of ordinary least squares under near-integration***by*Bailey, Ralph W. & Burridge, Peter**598-603 A class of ordinal quasi-symmetry models for square contingency tables***by*Kateri, Maria & Agresti, Alan**604-606 Generalization of Simmons' theorem***by*Perrin, Olivier & Redside, Edmond**607-613 Efficient capital markets: A statistical definition and comments***by*Milionis, Alexandros E.**614-620 On stochastic ordering for diffusion with jumps and applications***by*Zhang, Xinsheng**621-624 Behavior of elemental sets in regression***by*Olive, David J. & Hawkins, Douglas M.**625-631 Modified p-values for one-sided testing in restricted parameter spaces***by*Wang, Hsiuying**632-643 Self-normalized Wittmann's laws of iterated logarithm in Banach space***by*Deng, Dianliang**644-648 On the infinite divisibility of some skewed symmetric distributions***by*Domínguez-Molina, J. Armando & Rocha-Arteaga, Alfonso**649-653 On the use of linear models in the estimation of the size of a population using capture-recapture data***by*Huggins, Richard**654-657 Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian Bootstrap***by*Parzen, Michael & Lipsitz, Stuart R.**658-666 A formula for transition density function under Girsanov transform***by*Song, Ruili & Ying, Jiangang

### 2007, Volume 77, Issue 5

**475-482 Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump***by*Chou, Ching-Sung & Lin, Hsien-Jen**483-489 Quadratic prediction problems in finite populations***by*Liu, Xu-Qing & Rong, Jian-Ying**490-496 Some characterizations of the spherical harmonics coefficients for isotropic random fields***by*Baldi, Paolo & Marinucci, Domenico**497-502 Randomization in survival analysis***by*Aletti, Giacomo & Saada, Diane**503-513 Age and residual lifetime distributions for branching processes***by*Yakovlev, A. & Yanev, N.**514-524 Mitigating the effect of measurement errors in quantile estimation***by*Schechtman, E. & Spiegelman, C.**525-529 Hierarchical structures associated with order functions***by*Li, Deli & Qi, Yongcheng**530-538 Large deviations for random sums of negatively dependent random variables with consistently varying tails***by*Chen, Yu & Zhang, Weiping**539-542 An example of a stationary, triplewise independent triangular array for which the CLT fails***by*Kantorovitz, Miriam Ruth**543-548 Quasi-sure p-variation of fractional Brownian motion***by*Cao, Guilan & He, Kai**549-557 Empirical likelihood inference for the mean residual life under random censorship***by*Qin, Gengsheng & Zhao, Yichuan**558-565 A reversion of the Chernoff bound***by*Theodosopoulos, Ted**566-575 Nonregular two-level designs of resolution IV or more containing clear two-factor interactions***by*Yang, Guijun & Butler, Neil A.

### 2007, Volume 77, Issue 4

**357-364 Characterization of the Dirichlet distribution on symmetric matrices***by*Ben Farah, Mohamed & Hassairi, Abdelhamid**365-373 Properties of aging intensity function***by*Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.**374-382 Empirical likelihood ratio test for the change-point problem***by*Zou, Changliang & Liu, Yukun & Qin, Peng & Wang, Zhaojun**383-388 Extension of runs to the continuous-valued sequences***by*Eryilmaz, Serkan**389-395 Stability of weighted averages of 2-exchangeable random variables***by*Etemadi, N.**396-400 Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions***by*Li, Yangrong**401-406 An estimation procedure for a spatial-temporal model***by*Landagan, Ohmar Z. & Barrios, Erniel B.**407-416 Multivariate extensions of Spearman's rho and related statistics***by*Schmid, Friedrich & Schmidt, Rafael**417-425 Random integral representations for free-infinitely divisible and tempered stable distributions***by*Jurek, Zbigniew J.**426-430 Optimal designs in multivariate linear models***by*Markiewicz, A. & Szczepanska, A.**431-437 A note on quasi-likelihood for exponential families***by*Annis, David H.**438-446 Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion***by*Özkale, M. Revan & KaçIranlar, Selahattin**447-454 Statistical interpretation of the importance of phase information in signal and image reconstruction***by*Ni, Xuelei (Sherry) & Huo, Xiaoming**455-461 Averaged estimation of functional-coefficient regression models with different smoothing variables***by*Zhang, Riquan & Li, Guoying**462-467 A variable bandwidth selector in multivariate kernel density estimation***by*Wu, Tiee-Jian & Chen, Ching-Fu & Chen, Huang-Yu**468-473 Extensions of functional LIL w.r.t. (r,Â p)--Capacities on Wiener space***by*Chen, Xiong & Balakrishnan, N.

### 2007, Volume 77, Issue 3

**231-238 Applications of large deviations to optimal experimental designs***by*Joutard, Cyrille**239-246 Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition***by*Ma, Yutao & Song, Qiongxia & Wu, Liming**247-255 A bootstrap method for assessing the dimension of a general regression problem***by*Barrios, M. Pilar & Velilla, Santiago**256-264 Binary market models with memory***by*Inoue, Akihiko & Nakano, Yumiharu & Anh, Vo**265-271 Splitting variable selection for multivariate regression trees***by*Hsiao, Wei-Cheng & Shih, Yu-Shan**272-279 On Sevast'yanov's theorem***by*Denker, M. & Kan, N.**280-287 Sufficiency and efficiency in statistical prediction***by*Bosq, Denis**288-294 Exact power calculations for detecting hypotheses involving two correlated binary outcomes***by*Yu, Jihnhee & Kepner, James L. & Bundy, Brian N.**295-302 Chung LIL for integrated [alpha] stable process***by*Zhang, Rongmao & Lin, Zhengyan**303-311 Complete convergence for weighted sums of random variables***by*Sung, Soo Hak**312-318 Chain graphs for multilevel models***by*Gottard, Anna & Rampichini, Carla**319-328 Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data***by*Holan, Scott & Spinka, Christine**329-334 Comparison of tests of uniformity defined on the hypersphere***by*Figueiredo, Adelaide**335-342 On Srivastava's multivariate sample skewness and kurtosis under non-normality***by*Maruyama, Yosihito**343-349 A robust inverse regression estimator***by*Ni, Liqiang & Cook, R. Dennis**350-356 Comparison of error distributions in nonparametric regression***by*Pardo-Fernández, Juan Carlos

### 2007, Volume 77, Issue 2

**117-122 Unimprovability of the Bonferroni procedure in the class of general step-up multiple testing procedures***by*Gordon, Alexander Y.**123-130 Nontransitivity in a class of weighted logrank statistics under nonproportional hazards***by*Gillen, Daniel L. & Emerson, Scott S.**131-141 Two-sample median test for order restricted randomized designs***by*Ozturk, Omer**142-147 Optimal main effect plans in blocks of small size***by*Bose, Mausumi & Bagchi, Sunanda**148-150 A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor***by*Hobson, David**151-157 Comparison of level-crossing times for Markov and semi-Markov processes***by*Ferreira, Fátima & Pacheco, António**158-165 The overshoot of a random walk with negative drift***by*Tang, Qihe**166-168 A class of random matrices with infinitely divisible determinants***by*Maejima, Makoto & Pérez-Abreu, Víctor**169-172 On the convolution of the negative binomial random variables***by*Furman, Edward**173-180 On the negative binomial distribution and its generalizations***by*Vellaisamy, P. & Upadhye, N.S.**181-189 Precise large deviations for negatively associated random variables with consistently varying tails***by*Liu, Yan**190-195 Probability weighted moments properties for small samples***by*Furrer, Reinhard & Naveau, Philippe**196-203 Statistical options: Crash resistant financial contracts based on robust estimation***by*Ramprasath, L. & Singh, Kesar**204-210 On constrained estimation problems in time-use surveys***by*Samaniego, F.J. & Vestrup, E.M. & Bhattacharya, D.**211-219 Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps***by*Wu, Shujin & Han, Dong**220-229 Maximum estimation capacity projection designs from Hadamard matrices with 32, 36 and 40 runs***by*Angelopoulos, P. & Koukouvinos, C.

### 2007, Volume 77, Issue 1

**1-8 Distributional properties for the generalized p-value for the Behrens-Fisher problem***by*Tang, Shijie & Tsui, Kam-Wah**9-18 Asymptotic properties for partial sum processes of a Gaussian random field***by*Moon, Hee-Jin & Choi, Yong-Kab**19-24 Consistency of Bayesian estimation of a step function***by*Lian, Heng**25-31 New two-variable full orthogonal designs and related experiments with linear regression models***by*Georgiou, Stelios D.**32-39 A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems***by*Antzoulakos, Demetrios L. & Boutsikas, Michael V.**40-53 Regression with random design: A minimax study***by*Chesneau, Christophe**54-62 The linear minimax estimator of stochastic regression coefficients and parameters under quadratic loss function***by*Yu, Sheng-Hua**63-68 On the distribution of Dickey-Fuller unit root statistics when there is a break in the innovation variance***by*Sen, Amit**69-74 Bayesian local robustness under weighted squared-error loss function incorporating unimodality***by*Ojeda, Enrique Calderín & Déniz, Emilio Gómez & Cabrera Ortega, Ignacio J.**75-82 Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors***by*Shin, Dong Wan & Joon Kim, Han & Jhee, Won-Chul**83-89 Modelling spatio-temporal data: A new variogram and covariance structure proposal***by*Porcu, E. & Mateu, J. & Zini, A. & Pini, R.**90-94 Improvements on removing nonoptimal support points in D-optimum design algorithms***by*Harman, Radoslav & Pronzato, Luc**95-98 A new characterization of the normal law***by*Novak, S.Y.**99-103 Calibration approach estimators in stratified sampling***by*Kim, Jong-Min & Sungur, Engin A. & Heo, Tae-Young**104-110 A penalized version of the empirical likelihood ratio for the population mean***by*Bartolucci, Francesco**111-115 On the construction and existence of a certain class of complete diallel cross designs***by*Srivastav, Sudesh K. & Shankar, Arti

### 2006, Volume 76, Issue 18

**1947-1953 Limit theorems for self-normalized linear processes***by*Kulik, Rafal**1954-1960 On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients***by*Guo, Dongmei & Ji, Shaolin & Zhao, Huaizhong**1961-1964 An example and transition function equicontinuity***by*Rosenblatt, M.**1965-1974 Limiting average availability of a system supported by several spares and several repair facilities***by*Sarkar, Jyotirmoy & Li, Fang**1975-1982 A local invariance principle for Gibbsian fields***by*Nowak, Emmanuel & Thilly, Emmanuel**1983-1993 Asian options with jumps***by*Chou, Ching-Sung & Lin, Hsien-Jen**1994-2000 Moment inequalities for sums of products of independent random variables***by*Shanchao, Yang**2001-2006 Almost sure convergence of Titterington's recursive estimator for mixture models***by*Wang, Shaojun & Zhao, Yunxin**2007-2016 Nonparametric estimation of volatility models with serially dependent innovations***by*Dahl, Christian M. & Levine, Michael**2017-2026 A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers***by*Wang, Zhong-zhi**2027-2035 On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays***by*Hashorva, Enkelejd

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