# Elsevier

# Statistics & Probability Letters

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### 2007, Volume 77, Issue 3

**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

### 2006, Volume 76, Issue 17

**1831-1835 Portmanteau theorem for unbounded measures***by*Barczy, Mátyás & Pap, Gyula**1836-1844 On convergence of empirical point processes***by*Davydov, Youri & Egorov, Vladimir**1845-1854 The variance of partial sums of strong near-epoch dependent variables***by*Qiu, Jin & Lin, Zhengyan**1855-1860 Lorenz ordering of order statistics***by*Kochar, Subhash**1861-1872 Fast approximately balanced bootstrap without construction***by*Lin, C. Devon & Lu, Wilson W. & Sitter, R.R.**1873-1881 Small ball probabilities for jump Lévy processes from the Wiener domain of attraction***by*Shmileva, Elena**1882-1888 Conditional natural exponential families***by*Masmoudi, Afif**1889-1894 An efficient method for identifying clear effects in blocked fractional factorial designs***by*Ai, Mingyao & He, Shuyuan**1895-1903 A note on g-expectation with comonotonic additivity***by*Jiang, Long**1904-1913 Convergence in variation of the joint laws of multiple Wiener-Itô integrals***by*Breton, Jean-Christophe**1914-1924 Superposition of renewal processes and an application to multi-server queues***by*Kella, Offer & Stadje, Wolfgang**1925-1929 Asymptotic properties of estimators in age-period-cohort analysis***by*Fu, Wenjiang J. & Hall, Peter**1930-1934 Notes on Pearson residuals and weighted likelihood estimating equations***by*Agostinelli, Claudio**1935-1939 Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers***by*Gut, Allan**1940-1946 An adaptive design for clinical trials with non-dichotomous response and prognostic factors***by*Moler, José A. & Plo, Fernando & San Miguel, Miguel

### 2006, Volume 76, Issue 16

**1705-1713 Information loss from censoring in rank-based procedures***by*Lim, Johan & Lee, Sungim & Choi, Hyungwon**1714-1722 Convergence rates for the law of large numbers for arrays***by*Hernández, Víctor & Urmeneta, Henar**1723-1730 Seat excess variances of apportionment methods for proportional representation***by*Schwingenschlögl, Udo & Drton, Mathias**1731-1734 The p-values of the hypothesis testing about relative risks***by*Li, Baibing**1735-1740 Robust prediction limits based on M-estimators***by*Giummolè, F. & Ventura, L.**1741-1747 Robust estimation in the simple errors-in-variables model***by*Fekri, M. & Ruiz-Gazen, A.**1748-1755 A note on the distance in random recursive trees***by*Su, Chun & Liu, Jie & Feng, Qunqiang**1756-1760 Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes***by*Schick, Anton & Wefelmeyer, Wolfgang**1761-1767 A generalized Dirichlet model***by*Thomas, Seemon & Jacob, Joy**1768-1774 On some efficient partial diallel cross designs***by*Ghosh, Himadri & Das, Ashish & Midha, C.K.**1775-1780 On probabilistic properties of conditional medians and quantiles***by*Ghosh, Yashowanto N. & Mukherjee, Bhramar**1781-1786 The limit process of the difference between the empirical distribution function and its concave majorant***by*Kulikov, Vladimir N. & Lopuhaä, Hendrik P.**1787-1799 Precise asymptotics for a new kind of complete moment convergence***by*Liu, Weidong & Lin, Zhengyan**1800-1807 Masking effects on linear regression in multi-class classification***by*Zhang, Chunming & Fu, Haoda**1808-1811 Reflecting thoughts***by*Kella, Offer**1812-1820 Finite time ruin probability with heavy-tailed insurance and financial risks***by*Chen, Yu & Su, Chun**1821-1829 Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution***by*Huang, Wen-Tao & Huang, Hui-Hsin

### 2006, Volume 76, Issue 15

**1587-1593 A new class of scale free random graphs***by*Katona, Zsolt & Móri, Tamás F.**1594-1602 On optimal kernel choice for deconvolution***by*Delaigle, Aurore & Hall, Peter**1603-1606 Every random variable satisfies a certain nontrivial integrability condition***by*Adell, José A. & Lekuona, Alberto**1607-1616 Stationary distributions in the atom-on-demand problem***by*Bebu, Ionut & Rukhin, Andrew L.**1617-1624 A class of distribution functions with less bias in extreme value estimation***by*de Haan, Laurens & Canto e Castro, Luisa**1625-1630 On the almost sure convergence of Syracuse sequences***by*Slakmon, Alain & Macot, Luc**1631-1640 On complete convergence for arrays***by*Kruglov, Victor M. & Volodin, Andrei I. & Hu, Tien-Chung**1641-1646 Some properties of misspecified additive hazards models***by*Hattori, Satoshi**1647-1654 A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling***by*Hafidi, Bezza**1655-1663 Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes***by*Silva, Isabel & Silva, M. Eduarda**1664-1674 The classical bi-Poisson process: An invertible quadratic harness***by*Bryc, Wlodzimierz & Wesolowski, Jacek**1675-1684 Nonparametric predictive subset selection for proportions***by*Coolen, F.P.A. & Coolen-Schrijner, P.**1685-1693 Proportional hazards models for survival data with long-term survivors***by*Zhao, Xiaobing & Zhou, Xian**1694-1700 Exact moments and probabilities for Wei's urn randomization model***by*Oden, Neal L. & McIntosh, Matthew J.**1701-1704 Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree***by*Bischoff, Wolfgang & Miller, Frank

### 2006, Volume 76, Issue 14

**1427-1434 On the regular variation of elliptical random vectors***by*Hashorva, Enkelejd**1435-1440 Max-semi-selfdecomposable laws and related processes***by*Satheesh, S. & Sandhya, E.**1441-1448 Adaptive minimax estimation of a fractional derivative***by*Enikeeva, Farida**1449-1453 A note on large deviations for weak records***by*Bairamov, Ismihan & Stepanov, Alexei**1454-1464 Limit theorems for the ratio of weak records***by*Dembinska, A. & Stepanov, A.**1465-1469 Continuity corrections for integer-valued saddlepoint approximations***by*Fung, Thomas & Robinson, John**1470-1481 On the extremal dependence coefficient of multivariate distributions***by*Frahm, Gabriel**1482-1487 A weighted central limit theorem***by*Weber, Michel**1488-1493 A new class of skew-Cauchy distributions***by*Behboodian, J. & Jamalizadeh, A. & Balakrishnan, N.**1494-1502 The Bickel-Rosenblatt test for diffusion processes***by*Lee, Sangyeol**1503-1509 A sufficient condition for the CLT in the space of nuclear operators--Application to covariance of random functions***by*Mas, André**1510-1513 A convexity property of the median of the gamma distribution***by*Alzer, Horst**1514-1521 Compensator and exponential inequalities for some suprema of counting processes***by*Reynaud-Bouret, P.**1522-1528 On the monotonicity of a function related to the local time of a symmetric Lévy process***by*Song, Renming & Vondracek, Zoran**1529-1535 Graphical comparison of multivariate nonparametric location tests for restricted alternatives***by*Vock, Michael**1536-1542 Estimation of the stationary distribution of semi-Markov processes with Borel state space***by*Limnios, N.**1543-1549 Multivariate partially linear models***by*Pateiro-López, Beatriz & González-Manteiga, Wenceslao**1550-1558 The strong law under a semiparametric model for truncated and censored data***by*Sun, Liuquan**1559-1569 Existence of the solutions of backward-forward SDE's with continuous monotone coefficients***by*Antonelli, Fabio & Hamadène, SaIÂ¨d**1570-1577 Allocating factors to the columns of an orthogonal array when certain interactions are important***by*Das, Ashish & Dey, Aloke & Midha, Chand K.**1578-1583 Karhunen-Loeve expansion of spherical fractional Brownian motions***by*Istas, Jacques

### 2006, Volume 76, Issue 13

**1305-1315 Precise asymptotics in complete moment convergence of moving-average processes***by*Yun-Xia, Li**1316-1322 Maximum scan score-type statistics***by*Glaz, Joseph & Zhang, Zhenkui**1323-1330 On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process***by*Liu, Ji-Chun**1331-1334 Fitting MA(q) models in the closed invertible region***by*Zhang, Y. & McLeod, A.I.**1335-1344 Robust estimators of high order derivatives of regression functions***by*Boente, Graciela & Rodriguez, Daniela**1345-1347 A new method for hypotheses testing using spacings***by*Torabi, Hamzeh**1348-1355 Identifying influential observations in logistic discriminant analysis***by*Poon, Wai-Yin**1356-1363 Probabilistic analysis of maximal gap and total accumulated length in interval division***by*Itoh, Yoshiaki & Mahmoud, Hosam & Smythe, Robert**1364-1368 On Lévy measures for infinitely divisible natural exponential families***by*Kokonendji, Célestin C. & Khoudar, Mohamed**1369-1379 Optimum designs for optimum mixtures***by*Pal, Manisha & Mandal, Nripes K.**1380-1384 Testing for cointegration in the presence of mis-specified structural change***by*Cook, Steven**1385-1396 Model checks of higher order time series***by*Stute, W. & Presedo Quindimil, M. & González Manteiga, W. & Koul, H.L.**1397-1409 Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process***by*Bishwal, Jaya P.N.**1410-1416 On the correlation order***by*Yi, Zhang & Weng, Chengguo**1417-1425 A note on optimal stopping for possible change in the intensity of an ordinary Poisson process***by*Brown, Marlo & Zacks, Shelemyahu

### 2006, Volume 76, Issue 12

**1191-1200 Berry-Esséen bound for high dimensional asymptotic approximation of Wilks' Lambda distribution***by*Ulyanov, Vladimir V. & Wakaki, Hirofumi & Fujikoshi, Yasunori**1201-1210 Asymptotic fluctuations of mutagrams***by*Müller, Hans-Georg & Wai, Newton**1211-1218 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate***by*Zhang, H.Y. & Zhou, M. & Guo, J.Y.**1219-1224 Extended constructions of stationary autoregressive processes***by*Pitt, Michael K. & Walker, Stephen G.**1225-1237 On nonparametric maximum likelihood for a class of stochastic inverse problems***by*ChafaIÂ¨, Djalil & Loubes, Jean-Michel**1238-1244 The Bahadur representation for sample quantiles under weak dependence***by*Sun, Shuxia**1245-1254 Incomplete split-plot designs generated from [alpha]-resolvable designs***by*Ozawa, Kazuhiro & Kuriki, Shinji**1255-1260 Product formula and independence criterion for multiple Huang-Cambanis integrals***by*Chivoret, Sébastien & Amirdjanova, Anna**1261-1264 On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation***by*Chang, Hyeong Soo**1265-1272 On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model***by*Tian, Yongge & Wiens, Douglas P.**1273-1279 Cumulative distribution functions and moments of lattice polynomials***by*Marichal, Jean-Luc**1280-1286 On the sum of t and Gaussian random variables***by*Nason, Guy P.**1287-1297 Bootstrapping MM-estimators for linear regression with fixed designs***by*Salibian-Barrera, Matias**1298-1302 On minimum Kantorovich distance estimators***by*Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio**1303-1304 Local approximation of variograms by covariance functions***by*Schlather, Martin & Gneiting, Tilmann

### 2006, Volume 76, Issue 11

**1081-1088 On the dual reliability systems of (n,f,k) and***by*Cui, Lirong & Kuo, Way & Li, Jinlin & Xie, Min**1089-1096 On the irregular behavior of LS estimators for asymptotically singular designs***by*Pázman, Andrej & Pronzato, Luc**1097-1101 A link between the Matsumoto-Yor property and an independence property on trees***by*Koudou, Angelo Efoévi**1102-1110 Semi-functional partial linear regression***by*Aneiros-Pérez, Germán & Vieu, Philippe**1111-1116 When does E(XkÂ·Yl)=E(Xk)Â·E(Yl) imply independence?***by*Bisgaard, Torben Maack & Sasvári, Zoltán**1117-1124 Nonparametric estimation of the maximum hazard under dependence conditions***by*Quintela-del-Río, A.**1125-1131 Asymptotic normality for U-statistics of negatively associated random variables***by*Huang, Wei & Zhang, Lin-Xi**1132-1136 On a problem of Simons and Johnson***by*Chandra, Tapas Kumar**1137-1146 Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models***by*Xia, Tian & Tang, Nian-Sheng & Wang, Xue-Ren**1147-1155 Association in time of a vector valued process***by*Dharamadhikari, A.D. & Dewan, Isha**1156-1163 Nonparametric estimation for quadratic regression***by*Chatterjee, Samprit & Olkin, Ingram**1164-1169 An asymptotic estimate for Brownian motion with drift***by*McGill, Paul**1170-1174 On the conservativeness of posterior predictive p-values***by*Dahl, Fredrik Andreas**1175-1184 Almost sure max-limits for nonstationary Gaussian sequence***by*Chen, Shouquan & Lin, Zhengyan**1185-1189 A note on moment generating functions***by*Mukherjea, A. & Rao, M. & Suen, S.

### 2006, Volume 76, Issue 10

**971-975 On the maximum of randomly weighted sums with regularly varying tails***by*Chen, Yiqing & Ng, Kai W. & Xie, Xiangsheng**976-980 Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression***by*Hu, Xiaomi**981-985 Laws of large numbers for D[0,1]***by*Bezandry, Paul H.**986-990 A sign test for unit roots in a momentum threshold autoregressive process***by*Park, Soo Jung & Shin, Dong Wan**991-1000 Likelihood-look-ahead inference on the equilibrium distribution of Markov chains***by*Garibotti, Gilda & Tsimikas, John V. & Horowitz, Joseph**1001-1006 Computing the covariance matrix of QML estimators for a state space model***by*Papanastassiou, Demetrios**1007-1011 A note on minimum aberration and clear criteria***by*Li, Peng-Fei & Chen, Bao-Jiang & Liu, Min-Qian & Zhang, Run-Chu**1012-1016 On the generalization of Stein's Lemma for elliptical class of distributions***by*Landsman, Zinoviy**1017-1024 A new test for stochastic order of k[greater-or-equal, slanted]3 ordered multinomial populations***by*Cohen, Arthur & Kolassa, John & Sackrowitz, H.B.**1025-1031 A note on recurrent random walks***by*Cheliotis, Dimitrios**1032-1036 On optimal schemes in progressive censoring***by*Burkschat, M. & Cramer, E. & Kamps, U.**1037-1046 Nonparametric regression under alternative data environments***by*Sam, Abdoul G. & Ker, Alan P.**1047-1055 A novel class of bivariate max-stable distributions***by*Hashorva, Enkelejd**1056-1064 Moderate deviations of maximum likelihood estimator for independent not identically distributed case***by*Xiao, Zhihong & Liu, Luqin**1065-1074 On the joint distribution of runs in the sequence of Markov-dependent multi-state trials***by*Shinde, R.L. & Kotwal, K.S.**1075-1079 A note on unit root tests with heavy-tailed GARCH errors***by*Wang, Gaowen

### 2006, Volume 76, Issue 9

**861-870 Tail asymptotics of the nth convolution of super-exponential distributions***by*Nagaev, A. & Tsitsiashvili, G.**871-879 Quadratic forms of multivariate skew normal-symmetric distributions***by*Huang, Wen-Jang & Chen, Yan-Hau**880-890 Properties of proportional mean residual life model***by*Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.**891-897 A note on the simple random walk on : Probability of exiting sequences of sets***by*Volkov, Stanislav**898-906 PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables***by*Namba, Akio & Ohtani, Kazuhiro**907-912 On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion***by*Nourdin, Ivan & Simon, Thomas**913-919 An optimal completion of the product limit estimator***by*Chen, Zhiqiang & Phadia, Eswar**920-930 Weighted least squares estimation of the extreme value index***by*Hüsler, Jürg & Li, Deyuan & Müller, Samuel**931-938 On the non-negative first-order exponential bilinear time series model***by*Pereira, I. & Scotto, M.G.**939-944 On relative ordering of mean residual lifetime functions***by*Finkelstein, Maxim**945-951 An inverse problem for a class of continuous distributions with skewness***by*Hamedani, G.G. & Volkmer, H.**952-958 Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations***by*Pons, Odile**959-969 Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors***by*Babu, G. Jogesh & Chaubey, Yogendra P.

### 2006, Volume 76, Issue 8

**757-763 When transition count for a Markov chains is a complete sufficient statistic***by*Paszkiewicz, Adam**764-772 Inverse Box-Cox: The power-normal distribution***by*Freeman, Jade & Modarres, Reza**773-780 On estimation with weighted balanced-type loss function***by*Jafari Jozani, Mohammad & Marchand, Éric & Parsian, Ahmad**781-795 On the Whittle estimators for some classes of continuous-parameter random processes and fields***by*Leonenko, N.N. & Sakhno, L.M.**796-802 Invariant measures for jump-type Fleming-Viot processes***by*da Silva, Telles T. & Fragoso, Marcelo D.**803-812 Halton and Hammersley sequences in multivariate nonparametric regression***by*Rafajlowicz, Ewaryst & Schwabe, Rainer**813-820 A note on the generalized maximum likelihood estimator in partial Koziol-Green model***by*Zhang, Haimeng & Rao, M. Bhaskara**821-830 A note on jump-type Fleming-Viot processes***by*da Silva, Telles T. & Fragoso, Marcelo D.**831-837 The moment index of minima (II)***by*Daley, D.J. & Goldie, Charles M.**838-842 Probability matching property of adjusted likelihoods***by*Chang, In Hong & Mukerjee, Rahul**843-851 A general approach rate to the strong law of large numbers***by*Shuhe, Hu & Ming, Hu

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