# Elsevier

# Statistics & Probability Letters

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### 2009, Volume 79, Issue 21

**2307-2313 Asymptotic properties of nonlinear estimates in stochastic models with finite design space***by*Pronzato, Luc

### 2009, Volume 79, Issue 20

**2101-2108 Robust empirical likelihood inference for longitudinal data***by*Qin, Guoyou & Bai, Yang & Zhu, Zhongyi**2109-2114 An OLS-based predictor test for a single-index model for predicting transcription rate from histone acetylation level***by*Yoo, Jae Keun & Patterson, Becky S. & Datta, Susmita**2115-2123 The first exit time for a Bessel process from the minimum and maximum random domains***by*Song, Lixin & Lu, Dawei & Feng, Jinghai**2124-2130 Crossing hazard functions in common survival models***by*Zhang, Jiajia & Peng, Yingwei**2131-2137 A species of voter model driven by immigration***by*Preater, J.**2138-2147 On Papakonstantinou's extension of the cardioid distribution***by*Abe, Toshihiro & Pewsey, Arthur & Shimizu, Kunio**2148-2157 Variable selection for semiparametric varying coefficient partially linear models***by*Zhao, Peixin & Xue, Liugen**2158-2165 Maximum likelihood parameter estimation for the multivariate skew-slash distribution***by*Arslan, Olcay**2166-2169 The asymptotic location of the maximum of a stationary random field***by*Pereira, L.**2170-2176 On induced dependent censoring for quality adjusted lifetime (QAL) data in a simple illness-death model***by*Pradhan, Biswabrata & Dewanji, Anup**2177-2181 Ergodicity of a bounded Markov chain with attractiveness towards the centre***by*Pacheco-González, Carlos G.**2182-2188 The logit-stable distributions and latent utility scales in categorical data applications***by*Brown, B.M.**2189-2192 A note on the application of EC2SLS and EC3SLS estimators in panel data models***by*Baltagi, Badi H. & Liu, Long**2193-2199 Parametric estimation for planar random flights***by*De Gregorio, Alessandro**2200-2207 Notes on drift estimation for certain non-recurrent diffusion processes from sampled data***by*Shimizu, Yasutaka**2208-2211 Comments on "Estimating the parameter of the population selected from discrete exponential family"***by*Liang, TaChen**2212-2219 Empirical Bayes estimation for Borel-Tanner distributions***by*Liang, TaChen**2220-2222 Remarks and corrections on "An existence theorem for stochastic functional differential equations with delays under weak assumptions, Statistics and Probability Letters 78, 2008" by N. Halidias and Y. Ren***by*Halidias, Nikolaos**2223-2229 A class of backward doubly stochastic differential equations with non-Lipschitz coefficients***by*Lin, Qian**2230-2236 On the speed of random walks on random trees***by*Konsowa, Mokhtar H.

### 2009, Volume 79, Issue 19

**1977-1984 Estimating the closed skew-normal distribution parameters using weighted moments***by*Flecher, C. & Naveau, P. & Allard, D.**1985-1995 Bootstrap tests for structural change with infinite variance observations***by*Jin, Hao & Tian, Zheng & Qin, Ruibing**1996-2004 Inequalities between generalized familywise error rates of a multiple testing procedure***by*Gordon, Alexander Y.**2005-2011 p-values of a test on homogeneous means in a multivariate isotonic regression***by*Hu, Xiaomi**2012-2019 Jumps in binomial AR(1) processes***by*Weiß, Christian H.**2020-2027 Vertex degree of random geometric graph on exponentially distributed points***by*Gupta, Bhupendra**2028-2036 Marcinkiewicz-Zygmund strong laws for U-statistics of weakly dependent observations***by*Dehling, Herold G. & Sharipov, Olimjon Sh.**2037-2044 Pitman closeness of record values to population quantiles***by*Ahmadi, Jafar & Balakrishnan, N.**2045-2052 On multiplicative seasonal modelling for vector time series***by*Ursu, Eugen & Duchesne, Pierre**2053-2059 Some characterization and ordering results based on entropies of current records***by*Ahmadi, Jafar & Fashandi, M.**2060-2065 Exponential inequalities for N-demimartingales and negatively associated random variables***by*Christofides, Tasos C. & Hadjikyriakou, Milto**2066-2075 Local polynomial regression for circular predictors***by*Di Marzio, Marco & Panzera, Agnese & Taylor, Charles C.**2076-2085 Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises***by*Long, Hongwei**2086-2091 On stochastic orders of absolute value of order statistics in symmetric distributions***by*Malinovsky, Yaakov & Rinott, Yosef**2092-2097 A note on the sum of uniform random variables***by*Buonocore, Aniello & Pirozzi, Enrica & Caputo, Luigia**2098-2099 Corrigendum to: "Moments of random vectors with skew t distribution and their quadratic forms" [Statist. Probab. Lett. 63 (2003) 417-423]***by*Kim, Hyoung-Moon & Mallick, Bani K.

### 2009, Volume 79, Issue 18

**1891-1899 On the strong law of large numbers and -convergence for double arrays of random elements in p-uniformly smooth Banach spaces***by*Quang, Nguyen Van & Huan, Nguyen Van**1900-1905 Efficient and robust scale estimation for trended time series***by*Caliskan, Derya & Croux, Christophe & Gelper, Sarah**1906-1914 The multiple imputations based Kaplan-Meier estimator***by*Subramanian, Sundarraman**1915-1920 Safe density ratio modeling***by*Konis, Kjell & Fokianos, Konstantinos**1921-1927 Constructing the best linear combination of diagnostic markers via sequential sampling***by*Chang, Yuan-chin Ivan & Park, Eunsik**1928-1934 GMM versus GQL inferences for panel count data***by*Jowaheer, Vandna & Sutradhar, Brajendra**1935-1942 An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions***by*Iwashita, Toshiya & Kakizawa, Yoshihide & Inoue, Tatsuki & Seo, Takashi**1943-1950 Modeling and large sample estimation for multi-casting autoregression***by*Hwang, S.Y. & Choi, M.S.**1951-1956 Moment bounds for truncated random variables***by*Liu, Guoqing & Li, Wenbo V.**1957-1962 The asymptotic relative generation distribution of the closest common ancestor of the multitype Galton-Watson tree conditioned on non-extinction***by*Magome, Masahisa & Nakagawa, Tetsuo**1963-1971 On defining P-values***by*Mudholkar, Govind S. & Chaubey, Yogendra P.**1972-1976 A note on maximum likelihood estimation of the initial number of susceptibles in the general stochastic epidemic model***by*Kypraios, Theodore

### 2009, Volume 79, Issue 17

**1809-1817 Asymptotic expansion for ISE of kernel density estimators under censored dependent model***by*Fakoor, Vahid & Jomhoori, Sarah & Azarnoosh, Hasanali**1818-1822 On the functional limits for partial sums under stable law***by*Gonchigdanzan, Khurelbaatar & Kosinski, Kamil M.**1823-1828 High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator***by*Ahmed, S. Ejaz & Volodin, Andrei I. & Volodin, Igor N.**1829-1832 Finitizing power series distributions***by*Golnabi, Saeed & Levy, Martin S. & Cochran, James J.**1833-1838 Approximate subject-deletion influence diagnostics for Inverse Probability of Censoring Weighted (IPCW) method***by*Hattori, Satoshi & Kato, Mai**1839-1846 Estimation of R=P(Y***by*Kundu, Debasis & Raqab, Mohammad Z.**1847-1857 Some results on order statistics generated by two simulation methods***by*Balakrishnan, N. & Cramer, E. & Davies, K.**1858-1865 Principal points and elliptical distributions from the multivariate setting to the functional case***by*Bali, Juan Lucas & Boente, Graciela**1866-1871 A note on the convergence rate of the kernel density estimator of the mode***by*Shi, Xiaoping & Wu, Yuehua & Miao, Baiqi**1872-1877 Extinction of branching processes in varying environments***by*Yu, Jinghu & Pei, Jinli**1878-1883 The "north pole problem" and random orthogonal matrices***by*Eaton, Morris L. & Muirhead, Robb J.**1884-1889 Discrete-valued ARMA processes***by*Biswas, Atanu & Song, Peter X.-K.**1890-1890 Erratum to: "Minimax convergence rates under the Lp-risk in the functional deconvolution model" [Statist. Probab. Lett. 79 (2009) 1568-1576]***by*Petsa, Athanasia & Sapatinas, Theofanis

### 2009, Volume 79, Issue 16

**1733-1743 Multivariate flexible Pareto model: Dependency structure, properties and characterizations***by*Chiragiev, Arthur & Landsman, Zinoviy**1744-1751 Laws of the iterated logarithm for a class of iterated processes***by*Nane, Erkan**1752-1758 Cramér asymptotics for finite time first passage probabilities of general Lévy processes***by*Palmowski, Zbigniew & Pistorius, Martijn**1759-1766 Pitman closeness of sample median to population median***by*Balakrishnan, N. & Iliopoulos, G. & Keating, J.P. & Mason, R.L.**1767-1773 Exponential probability inequality and convergence results for the median absolute deviation and its modifications***by*Serfling, Robert & Mazumder, Satyaki**1774-1783 Bahadur representations for the median absolute deviation and its modifications***by*Mazumder, Satyaki & Serfling, Robert**1784-1788 Sharp norm comparison of the maxima of a sequence and its predictable projection***by*Ose[combining cedilla]kowski, Adam**1789-1797 An inverse probability weighted estimator for the bivariate distribution function under right censoring***by*Dai, Hongsheng & Bao, Yanchun**1798-1808 Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models***by*Huang, Zhensheng & Zhang, Riquan

### 2009, Volume 79, Issue 15

**1655-1662 Bias correction in a multivariate normal regression model with general parameterization***by*Patriota, Alexandre G. & Lemonte, Artur J.**1663-1673 Stability in distribution of neutral stochastic differential delay equations with Markovian switching***by*Bao, Jianhai & Hou, Zhenting & Yuan, Chenggui**1674-1683 Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes***by*Haas, Markus**1684-1689 A consistent local linear estimator of the covariate adjusted correlation coefficient***by*Nguyen, Danh V. & Sentürk, Damla**1690-1694 On a representation of weighted distributions***by*Bartoszewicz, Jaroslaw**1695-1703 Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family***by*Zhu, Rong & Joe, Harry**1704-1709 Analytic expressions for predictive distributions in mixture autoregressive models***by*Boshnakov, Georgi N.**1710-1716 A limit theorem of two-type Galton-Watson branching processes with immigration***by*Ma, Chunhua**1717-1723 Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables***by*Zhao, Peng & Balakrishnan, N.**1724-1730 Constraints for generalized mixtures of Weibull distributions with a common shape parameter***by*Franco, Manuel & Vivo, Juana-María**1731-1731 Corrigendum to: "Tail dependence of skewed grouped t-distributions" [Statist. Probab. Lett. 78 (2008) 2388-2399]***by*Banachewicz, Konrad & van der Vaart, Aad**1732-1732 Acknowledgement of priority concerning "The Hàjek-Rènyi-type inequality for associated random variables" [Statist. Probab. Lett. 79 (2009) 884-888]***by*Hu, Shuhe & Wang, Xuejun & Yang, Wenzhi & Zhao, Ting

### 2009, Volume 79, Issue 14

**1577-1580 A bilateral inequality on a nonnegative bounded random sequence***by*Xie, Yuquan**1581-1584 Weak type inequalities on Lorentz martingale spaces***by*Jiao, Yong & Peng, Lihua & Liu, Peide**1585-1589 On px1 dependent random variables having each (p-1)x1 sub-vector made up of IID observations with examples***by*Mukhopadhyay, Nitis**1590-1595 On the gambler's ruin problem for a finite Markov chain***by*El-Shehawey, M.A.**1596-1601 A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals***by*Kozubowski, Tomasz J. & Meerschaert, Mark M.**1602-1607 Optimal investment for an insurer in the Lévy market: The martingale approach***by*Zhou, Qing**1608-1614 A class of discrete distributions induced by stable laws***by*Soltani, A.R. & Shirvani, A. & Alqallaf, F.**1615-1620 Generalized normal-Laplace AR process***by*Tomy, Lishamol & Jose, K.K.**1621-1629 Variance stabilizing transformations of Poisson, binomial and negative binomial distributions***by*Yu, Guan**1630-1633 On an inequality by Kulikova and Prokhorov***by*Goenner, Lorenz**1634-1636 Expected gains in the MacQueen-Heyde model***by*Stoica, George & Li, Deli**1637-1646 Duals of random vectors and processes with applications to prediction problems with missing values***by*Kasahara, Yukio & Pourahmadi, Mohsen & Inoue, Akihiko**1647-1653 Estimation of the drift of fractional Brownian motion***by*Es-Sebaiy, Khalifa & Ouassou, Idir & Ouknine, Youssef

### 2009, Volume 79, Issue 13

**1495-1500 Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin***by*Rozovsky, Leonid**1501-1508 Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable***by*Rozovsky, Leonid**1509-1511 A denormalized U-statistic which cannot be decoupled from some associated stopping times***by*Klass, Michael J.**1512-1521 Critical randomly indexed branching processes***by*Mitov, Georgi K. & Mitov, Kosto V. & Yanev, Nikolay M.**1522-1527 On the functional limits for sums of a function of partial sums***by*Kosinski, Kamil M.**1528-1535 On weak approximations of U-statistics***by*Nasari, Masoud M.**1536-1538 On the best constant in the weak type inequality for the square function of a conditionally symmetric martingale***by*Ose[combining cedilla]kowski, Adam**1539-1547 Maximal inequalities and laws of large numbers for Lq-mixingale arrays***by*Meng, Yanjiao & Lin, Zhengyan**1548-1558 Minimal repair under a step-stress test***by*Balakrishnan, N. & Kamps, U. & Kateri, M.**1559-1567 An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps***by*Giraudo, Maria Teresa**1568-1576 Minimax convergence rates under the Lp-risk in the functional deconvolution model***by*Petsa, Athanasia & Sapatinas, Theofanis

### 2009, Volume 79, Issue 12

**1429-1437 A maximal moment inequality for [alpha]-mixing sequences and its applications***by*Xing, Guodong & Yang, Shanchao & Chen, Aiwu**1438-1443 Backward stochastic differential equations with non-Lipschitz coefficients***by*Wang, Ying & Huang, Zhen**1444-1449 On Stein's identity and its applications***by*Kumar Kattumannil, Sudheesh**1450-1455 Uniform limit theorems for functions of order statistics***by*Wozabal, Nancy**1456-1462 The central limit theorem for capacities***by*Chareka, Patrick**1463-1472 The rate of convergence for increments of a Brownian motion in Hölder norm***by*Liu, Yonghong & Li, Luoqing & Wan, Chenggao**1473-1479 Data depth, random simplices and multivariate dispersion***by*Romanazzi, Mario**1480-1487 Characterizations using the generalized reversed lack of memory property***by*Asha, G. & Rejeesh, C. John**1488-1493 Tight evaluations for expectations of small order statistics from symmetric and symmetric unimodal populations***by*Rychlik, Tomasz

### 2009, Volume 79, Issue 11

**1363-1365 Exit probability for an integrated geometric Brownian motion***by*Makasu, Cloud**1366-1371 Asymptotic approximation of inverse moments of nonnegative random variables***by*Wu, Tiee-Jian & Shi, Xiaoping & Miao, Baiqi**1372-1377 Reliability estimation of the selected exponential populations***by*Kumar, Somesh & Mahapatra, Ajaya Kumar & Vellaisamy, P.**1378-1386 Moderate deviations for squared radial Ornstein-Uhlenbeck process***by*Gao, Fuqing & Jiang, Hui**1387-1390 A note on the complete convergence of moving average processes***by*Sung, Soo Hak**1391-1396 Empirical likelihood for linear regression models with missing responses***by*Qin, Yongsong & Li, Ling & Lei, Qingzhu**1397-1403 On a generalization of the Laplace approximation***by*Nott, David J. & Fielding, Mark & Leonte, Daniela**1404-1408 A generalized p-value approach for comparing the means of several log-normal populations***by*Li, Xinmin**1409-1413 A geometric property of the sample mean and residuals***by*Kagan, Abram M. & Yu, Tinghui**1414-1420 Maximum of a partial sample in the uniform AR(1) processes***by*Mladenovic, Pavle**1421-1428 Asymptotic behavior of an affine random recursion in defined by a matrix with an eigenvalue of size 1***by*Asci, Claudio

### 2009, Volume 79, Issue 10

**1305-1310 A connection between the double gamma model and Laplace sample mean***by*Nguyen, Truc T. & Chen, John T.**1311-1319 On simple calculation of the Fisher information in hybrid censoring schemes***by*Park, Sangun & Balakrishnan, N.**1320-1326 Total duration of negative surplus for the risk model with debit interest***by*He, Jingmin & Wu, Rong & Zhang, Huayue**1327-1330 An identity for multivariate elliptically contoured matrix distribution***by*Bodnar, Taras & Gupta, Arjun K.**1331-1336 Categorical time series models for contingency tables***by*Zhen, X. & Basawa, I.V.**1337-1342 Characterization of solutions to the Stieltjes-Wigert moment problem***by*López-García, Marcos**1343-1350 Cutoff time based on generalized divergence measure***by*Diédhiou, Alassane & Ngom, Papa**1351-1357 A law of the single logarithm for weighted sums of i.i.d. random elements***by*Sung, Soo Hak**1358-1362 Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test***by*Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain

### 2009, Volume 79, Issue 9

**1135-1140 Estimation of the parameters in a two linear regression equations system with identical parameter vectors***by*Ma, Tiefeng & Wang, Songgui**1141-1145 A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence***by*Shu, F.C.**1146-1154 Gene hunting with forests for multigroup time course data***by*Papana, Ariadni & Ishwaran, Hemant**1155-1161 Minimum Message Length shrinkage estimation***by*Makalic, Enes & Schmidt, Daniel F.**1162-1168 Analyzing longitudinal data with informative observation times under biased sampling***by*Sun, Liuquan & Tong, Xingwei**1169-1174 Maximal inequalities for g-martingales***by*Wang, Wei**1175-1180 Asymptotic properties of covariate-adjusted regression with correlated errors***by*Sentürk, Damla & Nguyen, Danh V.**1181-1185 A simple technique for constructing optimal complete diallel cross designs***by*Shaffer, Jeffrey G. & Srivastav, Sudesh K.**1186-1193 Confidence intervals for the scaling function of multifractal random walks***by*Ludeña, Carenne**1194-1202 Correlated continuous time random walks***by*Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin**1203-1206 Argmax-stable marked empirical processes***by*Ferger, Dietmar**1207-1214 Semiparametric modeling of medical cost data containing zeros***by*Zhao, Xiaobing & Zhou, Xian**1215-1218 Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex***by*Soltani, A.R. & Homei, H.**1219-1223 Asymptotic stability of nonlinear impulsive stochastic differential equations***by*Sakthivel, R. & Luo, J.**1224-1230 Probability of correct model identification in supersaturated design***by*Sarkar, Angshuman & Lin, Dennis K.J. & Chatterjee, Kashinath**1231-1237 A note on convolutions of compound geometric distributions***by*Psarrakos, Georgios**1238-1241 Some Orlicz-norm inequalities for martingales***by*Ren, Yanbo**1242-1245 On a renewal function when the second moment is infinite***by*Sgibnev, M.S.**1246-1251 The distribution of total dividend payments in a Sparre Andersen model***by*Li, Shuanming & Lu, Yi**1252-1259 Asymptotic theory of extreme dual generalized order statistics***by*Barakat, H.M. & El-Adll, Magdy E.**1260-1268 A general definition of conditional information and its application to ergodic decomposition***by*Debowski, Lukasz**1269-1276 An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data***by*Shen, Pao-sheng**1277-1281 Variance inequalities using first derivatives***by*Tang, Hsiu-Khuern & See, Chuen-Teck**1282-1289 A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes***by*Pai, Jeffrey & Ravishanker, Nalini**1290-1298 Precise large deviations for dependent random variables with heavy tails***by*Liu, Li**1299-1304 On the stochastic ordering of folded binomials***by*Porzio, Giovanni C. & Ragozini, Giancarlo

### 2009, Volume 79, Issue 8

**999-1003 Linear boundary kernels for bivariate density estimation***by*Hazelton, Martin L. & Marshall, Jonathan C.**1004-1007 Identities for negative moments of quadratic forms in normal variables***by*Rukhin, Andrew L.**1008-1015 Conditional independence of blocked ordered data***by*Iliopoulos, G. & Balakrishnan, N.**1016-1020 An asymmetric Marcinkiewicz-Zygmund LLN for random fields***by*Gut, Allan & Stadtmüller, Ulrich**1021-1024 Covariance matrices of self-affine measures***by*Zajkowski, Krzysztof**1025-1030 The extremes of a random scenery as seen by a random walk in a random environment***by*Franke, Brice & Saigo, Tatsuhiko**1031-1037 Order statistics using fuzzy random variables***by*Akbari, M.GH. & Rezaei, A.H.**1038-1043 Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices***by*Li, Yun-Xia**1044-1052 Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models***by*Hu, Xuemei & Wang, Zhizhong & Zhao, Zhiwei**1053-1064 Asymptotics of a Theil-type estimate in multiple linear regression***by*Shen, Gang**1065-1073 A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality***by*Laksaci, Ali & Lemdani, Mohamed & Ould-Sad, Elias**1074-1082 A note on the higher moments of the Euler characteristic of the excursion sets of random fields***by*Taheriyoun, Ali Reza & Shafie, Khalil & Jozani, Mohammad Jafari**1083-1088 Set indexed strong martingales and path independent variation***by*Yosef, Arthur**1089-1096 Deviation of discrete distributions--positive and negative results***by*Mri, Tams F.**1097-1104 Goodness-of-fit test for tail copulas modeled by elliptical copulas***by*Li, Deyuan & Peng, Liang**1105-1107 A Hoeffding inequality for Markov chains using a generalized inverse***by*Boucher, Thomas R.**1108-1111 Some closure properties for subexponential distributions***by*Geluk, Jaap**1112-1119 A nonparametric dependent process for Bayesian regression***by*Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G.**1120-1124 A new concept for count distributions***by*Hagmark, Per-Erik**1125-1128 A few remarks on the supremum of stable processes***by*Patie, P.**1129-1133 Measure changes with extinction***by*Harris, S.C. & Roberts, M.I.

### 2009, Volume 79, Issue 7

**851-856 Statistical signal extraction using stable processes***by*Balakrishna, N. & Hareesh, G.**857-863 Almost sure convergence for non-stationary random sequences***by*Tan, Zhongquan & Peng, Zuoxiang**864-872 The average position of the dth maximum in a sample of geometric random variables***by*Archibald, Margaret & Knopfmacher, Arnold**873-879 Covariance matrix inequalities for functions of Beta random variables***by*Wei, Zhengyuan & Zhang, Xinsheng**880-883 Explicit construction of stochastic exponentials with arbitrary expectation k[set membership, variant](0,1)***by*Wong, Bernard**884-888 The Hjek-Rnyi-type inequality for associated random variables***by*Hu, Shuhe & Wang, Xuejun & Yang, Wenzhi & Zhao, Ting**889-893 Comments on the paper: A bilateral inequality on the Borel-Cantelli Lemma***by*Hu, Shuhe & Wang, Xuejun & Li, Xiaoqin & Zhang, Yuanyuan**894-898 Completely random signed measures***by*Hellmund, Gunnar**899-906 Estimation of mean life and reliability for exponential life distribution using time censored sample data***by*Sengupta, Samindra Nath & Sinha, Bikas K. & Bagchi, Srijib B.**907-914 Persistent-threshold-GARCH processes: Model and application***by*Park, J.A. & Baek, J.S. & Hwang, S.Y.**915-919 Maximal rank minimum aberration and doubling***by*Hu, Jianwei & Zhang, Runchu**920-926 Backward doubly stochastic differential equations with discontinuous coefficients***by*N'zi, Modeste & Owo, Jean-Marc**927-935 Asymptotics for Kotz Type III elliptical distributions***by*Hashorva, Enkelejd**936-942 The ROC region of a regression tree***by*Jin, Hua & Lu, Ying**943-952 Efficient estimation of adaptive varying-coefficient partially linear regression model***by*Huang, Zhensheng & Zhang, Riquan**953-956 Limiting distribution of the continuity modulus for Gaussian processes with stationary increments***by*Kabluchko, Zakhar**957-964 Estimating the error distribution function in nonparametric regression with multivariate covariates***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang

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