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Content
2019, Volume 145, Issue C
- 166-172 Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model
by Arvanitis, Stelios
- 173-180 Kernel estimation of the conditional density under a censorship model
by Aouicha, Lamia & Messaci, Fatiha
- 181-186 An extremal property of the normal distribution, with a discrete analog
by Hillion, Erwan & Johnson, Oliver & Saumard, Adrien
- 187-196 Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
by Laïb, Naâmane & Louani, Djamal
- 197-204 Geometric dispersion models with real quadratic v-functions
by Abid, Rahma & Kokonendji, Célestin C. & Masmoudi, Afif
- 205-215 On probabilistic aspects of Chebyshev polynomials
by Szabłowski, Paweł J.
- 216-223 Concentration of measure for radial distributions and consequences for statistical modeling
by Arias-Castro, Ery & Pu, Xiao
- 224-228 A note on strong-consistency of componentwise ARH(1) predictors
by Ruiz-Medina, M.D. & Álvarez-Liébana, J.
- 229-237 Integration by parts formulas for marked Hawkes processes
by Takeuchi, Atsushi
- 238-247 Moments and cumulants of the extremes of a sample from a uniform distribution
by Withers, Christopher S. & Nadarajah, Saralees
- 248-253 Partial monotonicity of entropy revisited
by Xia, Wanwan
- 254-259 Central limit theorem for the entries of products of random matrices without the positivity condition
by Arbués, Ignacio
- 260-267 Time-varying cointegration model using wavelets
by da Fonseca, Eder Lucio & Alencar, Airlane Pereira & Morettin, Pedro Alberto
- 268-272 Bayesian estimation of Kendall’s τ using a latent normal approach
by van Doorn, Johnny & Ly, Alexander & Marsman, Maarten & Wagenmakers, Eric-Jan
- 273-283 Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations
by Wu, Zhen & Xu, Ruimin
- 284-292 Stable Lévy process delayed by tempered stable subordinator
by Gajda, J. & Kumar, A. & Wyłomańska, A.
- 293-300 A model for level induced conditional heteroskedasticity
by Michel, Jon & de Jong, Robert M.
- 301-311 Minimum distance parameter estimation for SDEs with small α-stable noises
by Zhao, Huiyan & Zhang, Chongqi
- 312-316 Conditional distributions of multivariate normal mean–variance mixtures
by Jamalizadeh, Ahad & Balakrishnan, Narayanaswamy
- 317-320 Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model
by Szretter Noste, María Eugenia
- 321-326 A quantitative discounted central limit theorem using the Fourier metric
by Katriel, Guy
- 327-337 Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components
by Salehi, Ebrahim & Tavangar, Mahdi
- 338-344 On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
by Niu, Zhenzhen & Hu, Jiang & Bai, Zhidong & Gao, Wei
- 345-350 On the moment generating function for random vectors via inverse survival function
by Song, Pingfan & Tan, Changchun & Wang, Shaochen
- 351-358 A variation of constant formula for Caputo fractional stochastic differential equations
by Anh, P.T. & Doan, T.S. & Huong, P.T.
- 359-364 Efficient estimation of a distribution function based on censored data
by Alevizos, Filippos & Bagkavos, Dimitrios & Ioannides, Dimitrios
2019, Volume 144, Issue C
- 3-8 Multivariate spatial meta kriging
by Guhaniyogi, Rajarshi & Banerjee, Sudipto
- 9-15 A turning bands method for simulating isotropic Gaussian random fields on the sphere
by Emery, Xavier & Furrer, Reinhard & Porcu, Emilio
- 16-22 Copula-based segmentation of cylindrical time series
by Lagona, Francesco
- 23-29 Kernel density classification for spherical data
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 30-36 Local binary regression with spherical predictors
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 37-43 Synthetically lagged models
by Burr, Wesley S. & Shin, Hwashin H. & Takahara, Glen
- 44-51 A Bayesian hierarchical model for multiple imputation of urban spatio-temporal groundwater levels
by Manago, Kimberly F. & Hogue, Terri S. & Porter, Aaron & Hering, Amanda S.
- 52-56 Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors
by Jona Lasinio, Giovanna & Pollice, Alessio & Fano, Elisa Anna
- 57-62 Functional analysis of spatial aggregation regions of Jeffrey pine beetle-attack within the Lake Tahoe Basin
by Smirnova, Ekaterina & Khormali, Omid & Egan, Joel M.
- 63-68 Using isotope composition and other node attributes to predict edges in fish trophic networks
by Lyubchich, Vyacheslav & Woodland, Ryan J.
- 69-73 The scale enhanced wild bootstrap method for evaluating climate models using wavelets
by Chatterjee, Snigdhansu
2018, Volume 143, Issue C
- 1-6 A power comparison between autocorrelation based tests
by Hajria, Raja Ben & Khardani, Salah & Raïssi, Hamdi
- 7-16 A random walk on the profinite completion of a finitely generated group
by Cruz-López, Manuel & Estala-Arias, Samuel
- 17-27 A population evolution model and its applications to random networks
by Fazekas, I. & Noszály, Cs. & Perecsényi, A.
- 28-36 The max-BARMA models for counts with bounded support
by Weiß, Christian H. & Scotto, Manuel G. & Möller, Tobias A. & Gouveia, Sónia
- 37-42 Best look-alike prediction: Another look at the Bayesian classifier and beyond
by Sun, Hanmei & Jiang, Jiming & Nguyen, Thuan & Luan, Yihui
- 43-46 Brownian bricklayer: A random space-filling curve
by Forman, Noah
- 47-55 Large deviations of time-averaged statistics for Gaussian processes
by Gajda, J. & Wyłomańska, A. & Kantz, H. & Chechkin, A.V. & Sikora, G.
- 56-66 Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion
by Ren, Yong & He, Qian & Gu, Yuanfang & Sakthivel, R.
- 67-73 Improved on-line estimation for gamma process
by Xu, Ancha & Shen, Lijuan
- 74-80 Optimal directional statistic for general regression
by Gillard, Jonathan & Zhigljavsky, Anatoly
- 81-85 Convexity of probit weights
by Schumann, Martin & Tripathi, Gautam
- 86-94 Factorizable non-atomic copulas
by Printechapat, Tanes & Sumetkijakan, Songkiat
- 95-101 Robust conditional nonparametric independence screening for ultrahigh-dimensional data
by Zhang, Shucong & Pan, Jing & Zhou, Yong
2018, Volume 142, Issue C
- 1-7 Dynamic IFR concepts for coherent systems
by Burkschat, M. & Samaniego, F.J.
- 8-16 Weak and one-sided strong laws for random variables with infinite mean
by Adler, André & Pakes, Anthony G.
- 17-22 A proof of the transfer-current theorem in absence of reversibility
by Avena, L. & Gaudillière, A.
- 23-29 On the distribution of extended CIR model
by Peng, Qidi & Schellhorn, Henry
- 30-38 Strong modified transportation cost inequalities on k-concave probability measures with heavy tails
by Ding, Ying & Zhang, Xinsheng & Fang, Longxiang
- 39-43 Granger causality between vectors of time series: A puzzling property
by Triacca, Umberto
- 44-49 Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
by Chen, Yong & Hu, Yaozhong & Wang, Zhi
- 50-56 A note on weak convergence of general halfspace depth trimmed means
by Wang, Jin
- 57-61 The necklace process: A generating function approach
by Hackl, Benjamin & Prodinger, Helmut
- 62-70 A moment coboundary theorem for C[0,1]-valued random fields
by Morrow, Steven T.
- 71-76 The inverse survival function for multivariate distributions and its application to the product moment
by Ogasawara, Haruhiko
- 77-83 A self-equilibrium Friedman-like urn via stochastic approximation
by Gao, Shuyang & Mahmoud, Hosam M.
- 84-91 Fractional Lévy Cox–Ingersoll–Ross and Jacobi processes
by Fink, Holger & Schlüchtermann, Georg
- 92-101 Semi-functional partial linear quantile regression
by Ding, Hui & Lu, Zhiping & Zhang, Jian & Zhang, Riquan
- 102-108 Stochastic differential equations driven by fractional Brownian motion
by Xu, Liping & Luo, Jiaowan
- 109-117 A uniform L1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
by Lafaye de Micheaux, Pierre & Ouimet, Frédéric
- 118-122 Comment on “Sum of squares of uniform random variables” by I. Weissman
by Forrester, Peter J.
2018, Volume 141, Issue C
- 1-6 Complete asymptotic expansions for the density function of t-distribution
by Chen, Chao-Ping
- 7-18 Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps
by Chen, Guiling & van Gaans, Onno & Lunel, Sjoerd Verduyn
- 19-30 Pseudo-binomial approximation to (k1,k2)-runs
by Upadhye, N.S. & Kumar, A.N.
- 31-40 On unfair permutations
by Arslan, İlker & Işlak, Ümit & Pehlivan, Cihan
- 41-49 Long time behavior for stochastic Burgers equations with jump noises
by Wang, Guanying & Wang, Xingchun & Zhou, Ke
- 50-55 A proof for the existence of multivariate singular generalized skew-elliptical density functions
by Shushi, Tomer
- 56-61 A note on the spectral gap for general harmonic measures on spheres
by Ma, Yutao & Wang, Xinyu
- 62-67 Velocity formulae between entropy and hitting time for Markov chains
by Choi, Michael C.H.
- 68-73 Exact simulation of reciprocal Archimedean copulas
by Mai, Jan-Frederik
- 74-81 Families of complementary distributions
by Jones, M.C.
- 82-89 Inference for partial correlation when data are missing not at random
by Gorbach, Tetiana & de Luna, Xavier
- 90-95 The semicircle law for matrices with ergodic entries
by Löwe, Matthias
- 96-102 Parametric estimation for non recurrent diffusion processes
by Abi-ayad, Ilham & Mourid, Tahar
- 103-108 Dynamic optimality in optimal variance stopping problems
by Buonaguidi, B.
- 109-113 Some families of asymmetric nested orthogonal arrays and asymmetric sliced orthogonal arrays
by Zhang, Tianfang & Jiang, Junyu & Li, Zhiming
- 114-124 On some applications of Sobolev flows of SDEs with unbounded drift coefficients
by Menoukeu Pamen, Olivier
- 125-128 Equivalence between Mallows and Girone–Cifarelli tests
by Youndjé, É.
- 129-134 A class of space-filling designs and their projection properties
by Mu, Weiyan & Xiong, Shifeng
- 135-142 A probabilistic proof for Fourier inversion formula
by Wong, Tak Kwong & Yam, Sheung Chi Phillip
2018, Volume 140, Issue C
- 1-6 A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse
by Morikawa, Kosuke & Kim, Jae Kwang
- 7-12 Selective inference after likelihood- or test-based model selection in linear models
by Rügamer, David & Greven, Sonja
- 13-22 A note on joint occupation times of spectrally negative Lévy risk processes with tax
by Wang, Wenyuan & Wu, Xueyuan & Peng, Xingchun & Yuen, Kam C.
- 23-32 A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
by Li, Jinzhu
- 33-36 On notions of Q-independence and Q-identical distributiveness
by Il’inskii, Alexander
- 37-43 Characterization of the inverse stable subordinator
by Mselmi, Farouk
- 44-47 On optimal policy in the group testing with incomplete identification
by Malinovsky, Yaakov
- 48-52 Strong unimodality of discrete order statistics
by Kim, Bara & Kim, Jeongsim & Lee, Sungji
- 53-62 Recovery of quantile and quantile density function using the frequency moments
by Mnatsakanov, Robert M. & Sborshchikovi, Aleksandre
- 63-70 Closure properties of O-exponential distributions
by Danilenko, Svetlana & Šiaulys, Jonas & Stepanauskas, Gediminas
- 71-76 Moderate deviations for multivariate Hawkes processes
by Yao, Nian
- 77-83 Dual representations of Laplace transforms of Brownian excursion and generalized meanders
by Bryc, Włodzimierz & Wang, Yizao
- 84-90 Random cyclic polygons from Dirichlet distributions and approximations of π
by Wang, Shasha & Xu, Wen-Qing
- 91-95 Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels
by Benhaddou, Rida
- 96-105 Projection uniformity under mixture discrepancy
by Yi, Si-Yu & Zhou, Yong-Dao
- 106-114 Regularly varying non-stationary Galton–Watson processes with immigration
by Barczy, Mátyás & Bősze, Zsuzsanna & Pap, Gyula
- 115-125 The critical infection rate of the high-dimensional two-stage contact process
by Xue, Xiaofeng
- 126-131 Unit roots test: Spatial model with long memory errors
by Adu, N. & Richardson, G.
- 132-141 On Schott’s and Mao’s test statistics for independence of normal random vectors
by Chang, Shuhua & Qi, Yongcheng
- 142-146 Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
by Chae, Minwoo & Martin, Ryan & Walker, Stephen G.
- 147-159 Approximation of the maximum of storage process with fractional Brownian motion as input
by Xu, Zhengchun & Tan, Zhongquan & Tang, Linjun
- 160-166 Empirical likelihood ratio tests with power one
by Vexler, Albert & Zou, Li
- 167-175 Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance
by Liang, Xiaoqing & Young, Virginia R.
- 176-184 On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
by Zhao, Xianghua & Dong, Hua & Dai, Hongshuai
- 185-190 Two sources of poor coverage of confidence intervals after model selection
by Kabaila, Paul & Mainzer, Rheanna
- 191-201 Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
by Tang, Xufei & Xi, Mengmei & Wu, Yi & Wang, Xuejun
- 202-209 A new bivariate Poisson common shock model covering all possible degrees of dependence
by Genest, Christian & Mesfioui, Mhamed & Schulz, Juliana
2018, Volume 139, Issue C
- 1-9 Some new results on Triple designs
by Li, Hongyi & Qin, Hong
- 10-19 The joint distribution of the sum and the maximum of heterogeneous exponential random variables
by Arendarczyk, Marek & Kozubowski, Tomasz. J. & Panorska, Anna K.
- 20-30 A dynamic Markov regime-switching GARCH model and its cumulative impulse response function
by Kim, Yujin & Hwang, Eunju
- 31-39 Large deviation principle for the maximal positions in critical branching random walks with small drifts
by Sun, Hongyan & Zhang, Lin
- 40-46 Classification with incomplete functional covariates
by Mojirsheibani, Majid & Shaw, Crystal
- 47-52 On cumulative residual entropy of progressively censored order statistics
by Abo-Eleneen, Z.A. & Almohaimeed, B. & Ng, H.K.T.
- 53-60 The Lambert W function, Nuttall’s integral, and the Lambert law
by Pakes, Anthony G.
- 61-66 Testing equivalence to families of multinomial distributions with application to the independence model
by Ostrovski, Vladimir
- 67-74 An elementary analysis of the probability that a binomial random variable exceeds its expectation
by Doerr, Benjamin
- 75-83 Transportation inequalities for stochastic heat equations
by Boufoussi, Brahim & Hajji, Salah
- 84-89 On the regularity of weak solutions to space–time fractional stochastic heat equations
by Zou, Guang-an & Lv, Guangying & Wu, Jiang-Lun
- 90-94 On a new class of sufficient dimension reduction estimators
by Dong, Yuexiao & Zhang, Yongxu
- 95-102 Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model
by Cheng, Fuxia
- 103-114 Nonparametric recursive method for kernel-type function estimators for spatial data
by Bouzebda, Salim & Slaoui, Yousri
- 115-118 Singular integrals of stable subordinator
by Xu, Lihu
- 119-128 The distance between a naive cumulative estimator and its least concave majorant
by Lopuhaä, Hendrik P. & Musta, Eni
- 129-134 On optimal stopping and free boundary problems under ambiguity
by Zhao, Guoqing & Zhai, Kun & Zong, Gaofeng
- 135-140 On the non-monotonic analogue of a class based on the hazard rate order
by Majumder, Priyanka & Mitra, Murari
- 141-151 On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
by Kordzakhia, Nino E. & Kutoyants, Yury A. & Novikov, Alexander A. & Hin, Lin-Yee
- 152-161 Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique
by Li, Yuyuan & Lu, Jianqiu & Kou, Chunhai & Mao, Xuerong & Pan, Jiafeng
2018, Volume 138, Issue C
- 1-8 Universality in the fluctuation of eigenvalues of random circulant matrices
by Adhikari, Kartick & Saha, Koushik
- 9-19 Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
by El Heda, Khadijetou & Louani, Djamal
- 20-26 Moderate deviation principle in nonlinear bifurcating autoregressive models
by Bitseki Penda, S. Valère & Olivier, Adélaïde
- 27-30 A note on a network model with degree heterogeneity and homophily
by Su, Liju & Qian, Xiaodi & Yan, Ting
- 31-35 Brillinger-mixing point processes need not to be ergodic
by Heinrich, Lothar
- 36-41 The moments of a diffusion process
by Yun, Youngyun
- 42-46 A note on joint functional convergence of partial sum and maxima for linear processes
by Krizmanić, Danijel
- 47-56 Large deviations for some logarithmic means in the case of random variables with thin tails
by Giuliano, Rita & Macci, Claudio
- 57-65 A supplement on CLT for LSS under a large dimensional generalized spiked covariance model
by Chen, Jiaqi & Zhang, Yangchun & Li, Weiming & Tian, Boping
- 66-74 Two-side exit problems for taxed Lévy risk process involving the general draw-down time
by Wang, Wenyuan & Ming, Ruixing
- 75-81 On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation
by Davies, Tilman M. & Flynn, Claire R. & Hazelton, Martin L.
- 82-89 A note on extending the alias length pattern
by Zhou, Qi & Guo, Bing & Zhao, Shengli
- 90-94 A weighted M-estimator for linear regression models with randomly truncated data
by Du, Jiang & Zhang, Zhongzhan & Xie, Tianfa
- 95-103 Subsampling based inference for U statistics under thick tails using self-normalization
by Chen, Willa W. & Deo, Rohit S.
- 104-110 On complete moment convergence for CAANA random vectors in Hilbert spaces
by Ko, Mi-Hwa
- 111-115 Scoring rules for statistical models on spheres
by Takasu, Yuya & Yano, Keisuke & Komaki, Fumiyasu
- 116-126 Option pricing in a regime switching stochastic volatility model
by Biswas, Arunangshu & Goswami, Anindya & Overbeck, Ludger
- 127-136 A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >12
by Hong, Phan Thanh & Binh, Cao Tan
- 137-142 Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations
by Sabelfeld, Karl K.
- 143-150 On the large deviation principle for maximum likelihood estimator of α-Brownian bridge
by Zhao, Shoujiang & Liu, Qiaojing & Chen, Ting
- 151-156 On limiting theorems for conditional causation probabilities of multiple-run-rules
by Chang, Hsing-Ming & Chang, Yung-Ming & Fu, Winnie H.W. & Lee, Wan-Chen
- 157-164 A new result on lifetime estimation based on skew-Wiener degradation model
by Pan, Donghui & Liu, Jia-Bao & Yang, Wenzhi
- 165-170 Optimal weighting schemes for longitudinal and functional data
by Zhang, Xiaoke & Wang, Jane-Ling
- 171-176 On quantitative bounds in the mean martingale central limit theorem
by Röllin, Adrian
- 177-182 On covariance functions with slowly or regularly varying modulo of continuity
by Albin, J.M.P.
- 183-189 Lower bounds in estimation at a point under multi-index constraint
by Serdyukova, Nora
2018, Volume 137, Issue C
- 1-7 On the partial identification of a new causal measure for ordinal outcomes
by Lu, Jiannan
- 8-13 Testing convexity of a discrete distribution
by Balabdaoui, Fadoua & Durot, Cécile & Koladjo, Babagnidé François
- 14-18 Asymptotic normality of the trace for a class of distributions on orthogonal matrices
by Sepehri, Amir
- 19-25 Generalizations of maximal inequalities to arbitrary selection rules
by Jiao, Jiantao & Han, Yanjun & Weissman, Tsachy
- 26-33 Uniform minimum moment aberration designs
by Yang, Xue & Yang, Gui-Jun & Su, Ya-Juan
- 34-39 Functional law of the iterated logarithm for partial sum processes of non-negative valued iid random variables belonging to the domain of partial attraction of a semi-stable law
by Vasudeva, R.
- 40-45 Signed rank based empirical likelihood for the symmetric location model
by Du, Xiaojie & Schick, Anton
- 46-53 Martingale transforms between Hardy–Lorentz spaces
by He, Min & Yu, Lin
- 54-62 Convergence in total variation distance for (in)homogeneous Markov processes
by Mao, Yong-Hua & Xu, Liping & Zhang, Ming & Zhang, Yu-Hui
- 63-69 Reaching goals under ambiguity: Continuous-time optimal portfolio selection
by Ji, Shaolin & Shi, Xiaomin
- 70-78 Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
by Aazizi, Soufiane & El Mellali, Tarik & Fakhouri, Imade & Ouknine, Youssef
- 79-83 Quenched phantom distribution functions for Markov chains
by Jakubowski, Adam & Truszczyński, Patryk
- 84-90 Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
by Zeifman, A.I. & Korolev, V.Yu. & Satin, Ya.A. & Kiseleva, K.M.
- 91-98 On relative log-concavity and stochastic comparisons
by Fang, Rui & Ding, Weiyong
- 99-104 Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present
by Packham, N.
- 105-112 Remarks for the singular multivariate skew-normal distribution and its quadratic forms
by Li, Baokun & Tian, Weizhong & Wang, Tonghui
- 113-123 On the existence of optimal controls for backward stochastic partial differential equations
by Meng, Qingxin & Shen, Yang & Shi, Peng
- 124-134 On the maxima and minima of complete and incomplete samples from nonstationary random fields
by Panga, Zacarias & Pereira, Luísa
- 135-141 Computing optimal experimental designs with respect to a compound Bayes risk criterion
by Harman, Radoslav & Prus, Maryna
- 142-147 New and refined bounds for expected maxima of fractional Brownian motion
by Borovkov, Konstantin & Mishura, Yuliya & Novikov, Alexander & Zhitlukhin, Mikhail
- 148-156 Simultaneous variable weighting and determining the number of clusters—A weighted Gaussian means algorithm
by Chakraborty, Saptarshi & Das, Swagatam
- 157-164 Dividend barrier strategy: Proceed with caution
by Sendova, Kristina P. & Yang, Chen & Zhang, Ruixi
- 165-172 Bismut formula for a stochastic heat equation with fractional noise
by Yan, Litan & Yin, Xiuwei
- 173-182 Uniform in bandwidth consistency of nonparametric regression based on copula representation
by Bouzebda, Salim & Elhattab, Issam & Seck, Cheikh Tidiane
- 183-190 Malliavin differentiability of indicator functions on canonical Lévy spaces
by Suzuki, Ryoichi
- 191-200 Convergence of series of strongly integrable random variables and applications
by Boukhari, Fakhreddine & Malti, Dounyazed
- 201-208 Optimal designs for multi-factor nonlinear models based on the second-order least squares estimator
by He, Lei
- 209-216 On information-based residual lifetime in survival models with delayed failures
by Cha, Ji Hwan & Finkelstein, Maxim
- 217-223 Laplace symbols and invariant distributions
by Behme, Anita & Schnurr, Alexander
- 224-228 On the asymptotic variance of reversible Markov chain without cycles
by Wu, Chi-Hao & Chen, Ting-Li
- 229-234 Gram–Charlier-like expansions of power-raised hyperbolic secant laws
by Faliva, Mario & Quatto, Piero & Zoia, Maria Grazia
- 235-242 Intermittency of trawl processes
by Grahovac, Danijel & Leonenko, Nikolai N. & Taqqu, Murad S.
- 243-250 Standardizing densities on Gaussian spaces
by Lanconelli, Alberto
- 251-256 Analysis of the Pólya-Gamma block Gibbs sampler for Bayesian logistic linear mixed models
by Wang, Xin & Roy, Vivekananda
- 257-263 Optimal allocation of clusters in cohort stepped wedge designs
by Li, Fan & Turner, Elizabeth L. & Preisser, John S.
- 264-268 Preservation of DMRL and IMRL aging classes under the formation of order statistics and coherent systems
by Navarro, Jorge
- 269-276 Marcinkiewicz’s strong law of large numbers for nonlinear expectations
by Zhang, Lixin & Lin, Jinghang
- 277-282 Remarks on compositions of some random integral mappings
by Jurek, Zbigniew J.
- 283-291 Second order optimal approximation in a particular exponential family under asymmetric LINEX loss
by Hwang, Leng-Cheng