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Statistics & Probability Letters
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2008, Volume 78, Issue 16
- 2827-2835 Stochastic orderings for discrete random variables
by Giovagnoli, A. & Wynn, H.P. - 2836-2838 A generalized constructive definition for the Dirichlet process
by Favaro, S. & Walker, S.G.
2008, Volume 78, Issue 15
- 2275-2280 On the distribution of the left singular vectors of a random matrix and its applications
by Bura, E. & Pfeiffer, R. - 2281-2292 Explicit solutions for multivalued stochastic differential equations
by Xu, Siyan - 2293-2299 On the convergence of the empirical mass function
by Russo, Ralph P. & Shyamalkumar, Nariankadu D. - 2300-2307 A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
by Aurzada, Frank - 2308-2313 On the Tukey depth of a continuous probability distribution
by Hassairi, Abdelhamid & Regaieg, Ons - 2314-2320 The gambler's ruin problem for a Markov chain related to the Bessel process
by Lefebvre, Mario - 2321-2326 Counting by weighing and its effect on comparing population proportions
by Nickerson, David M. - 2327-2331 Statistical testing alone and estimation plus testing: Reporting study outcomes in biomedical journals
by Janosky, Janine E. - 2332-2338 Acceleration of the EM and ECM algorithms using the Aitken [delta]2 method for log-linear models with partially classified data
by Kuroda, Masahiro & Sakakihara, Michio & Geng, Zhi - 2339-2345 Limit theorems for correlated Bernoulli random variables
by James, Barry & James, Kang & Qi, Yongcheng - 2346-2352 A class of weighted Poisson processes
by Balakrishnan, N. & Kozubowski, Tomasz J. - 2353-2360 On a multivariate gamma distribution
by Furman, Edward - 2361-2365 General matrix-valued inhomogeneous linear stochastic differential equations and applications
by Duan, Jinqiao & Yan, Jia-an - 2366-2370 A note on the construction of optimal main effects plans in blocks of size two
by Jacroux, Mike - 2371-2377 Bivariate positive stable frailty models
by Mallick, Madhuja & Ravishanker, Nalini & Kannan, Nandini - 2378-2387 Some properties of convolutions of Pascal and Erlang random variables
by Mi, J. & Shi, W. & Zhou, Y.Y. - 2388-2399 Tail dependence of skewed grouped t-distributions
by Banachewicz, Konrad & van der Vaart, Aad - 2400-2403 Dynamical circle covering with homogeneous Poisson updating
by Jonasson, Johan - 2404-2407 An extension of Wick's theorem
by Vignat, C. & Bhatnagar, S. - 2408-2411 Propriety of posterior in Bayesian space varying parameter models with normal data
by Rodrigues, Alexandre & Assunção, Renato - 2412-2419 On solutions of a class of infinite horizon FBSDEs
by Yin, Juliang - 2420-2425 A goodness of fit test for left-truncated and right-censored data
by Hwang, Yi-Ting & Wang, Chun-chao - 2426-2432 On a risk model with debit interest and dividend payments
by Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi - 2433-2436 Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model
by Brilhante, M.F. & Kotz, S. - 2437-2439 Estimability of parameters in a linear model and related characterizations
by Kounias, Stratis & Chalikias, Miltiadis - 2440-2445 A simple estimator of the bivariate distribution function for censored gap times
by de Uña-Álvarez, Jacobo & Meira-Machado, Luis F. - 2446-2455 On the expected discounted penalty function for the continuous-time compound binomial risk model
by Liu, Guoxin & Wang, Ying - 2456-2462 Autoregressive processes with normal-Laplace marginals
by Jose, K.K. & Tomy, Lishamol & Sreekumar, J. - 2463-2469 Bootstrap confidence intervals in nonparametric regression with built-in bias correction
by McMurry, Timothy L. & Politis, Dimitris N. - 2470-2477 On the E-optimality of complete designs under an interference model
by Filipiak, Katarzyna & Rózanski, Rafal & Sawikowska, Aneta & Wojtera-Tyrakowska, Dominika - 2478-2484 On the shapes of bilateral Gamma densities
by Küchler, Uwe & Tappe, Stefan - 2485-2489 Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
by Coeurjolly, Jean-François - 2490-2495 Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
by Hwang, Leng-Cheng & Karunamuni, Rohana J. - 2496-2502 Optimal mixed-level supersaturated design with general number of runs
by Chen, Jie & Liu, Min-Qian - 2503-2510 Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
by Roussas, George G. & Bhattacharya, Debasis - 2511-2516 On-line detection of a part of a sequence with unspecified distribution
by Sarnowski, Wojciech & Szajowski, Krzysztof - 2517-2521 Some asymptotic results on density estimators by wavelet projections
by Varron, Davit - 2522-2527 Consistent estimation of the accuracy of importance sampling using regenerative simulation
by Bhattacharya, Sourabh - 2528-2535 On the convergence of stochastic integrals with respect to p-semimartingales
by Kubilius, K. - 2536-2542 Trimmed sums of long range dependent moving averages
by Kulik, Rafal & Ould Haye, Mohamedou - 2543-2551 An L2 -test for comparing spatial spectral densities
by Crujeiras, Rosa M. & Fernández-Casal, Rubén & González-Manteiga, Wenceslao - 2552-2558 The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
by Zhu, Chun-hua & Gao, Qi-bing
2008, Volume 78, Issue 14
- 1999-2005 On convergence properties of sums of dependent random variables under second moment and covariance restrictions
by Hu, Tien-Chung & Rosalsky, Andrew & Volodin, Andrei - 2006-2009 The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case
by Liu, Fuxiang & Liu, Yanyan - 2010-2017 Laws of large numbers for the number of weak records
by Gouet, Raúl & Javier López, F. & Sanz, Gerardo - 2018-2023 A note on strong limit theorems for arbitrary stochastic sequences
by Yang, Weiguo & Yang, Xue - 2024-2030 On optimality of the Benjamini-Hochberg procedure for the false discovery rate
by Guo, Wenge & Bhaskara Rao, M. - 2031-2038 On a non-classical invariance principle
by Davydov, Youri & Rotar, Vladimir - 2039-2045 On the asymptotic behaviour of random matrices in a multivariate statistical model
by Cerqueti, Roy & Costantini, Mauro - 2046-2051 A note on upper estimates for Pickands constants
by Dëbicki, Krzysztof & Kisowski, Pawel - 2052-2057 A bilateral inequality on the Borel-Cantelli Lemma
by Xie, Yuquan - 2058-2065 Incomplete factorial experiments in completely randomized and randomized complete block designs
by Gerami, A. - 2066-2074 On weak convergence of the likelihood ratio process in multi-phase regression models
by Fujii, Takayuki - 2075-2085 A singular stochastic differential equation driven by fractional Brownian motion
by Hu, Yaozhong & Nualart, David & Song, Xiaoming - 2086-2094 Absolute ruin in the compound Poisson risk model with constant dividend barrier
by Yuan, Haili & Hu, Yijun - 2095-2101 The functional CLT for linear processes generated by mixing random variables with infinite variance
by Moon, H.J. - 2102-2109 A central limit theorem for the linear process generated by associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa - 2110-2115 On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa & Han, Kwang-Hee - 2116-2120 An unexpected result in an approximate carrier-borne epidemic process
by Gani, J. & Swift, R.J. - 2121-2129 A strong invariance principle for positively or negatively associated random fields
by Shashkin, Alexey - 2130-2136 The disk-percolation model on graphs
by Lebensztayn, E. & Rodríguez, P.M. - 2137-2141 Asymptotics of Oja Median Estimate
by Shen, Gang - 2142-2153 Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression
by Arashi, M. & Tabatabaey, S.M.M. - 2154-2164 Isoperimetric and related bounds on configuration spaces
by Houdré, Christian & Privault, Nicolas - 2165-2170 Survival probabilities for N-ary subtrees on a Galton-Watson family tree
by Mutafchiev, Ljuben R. - 2171-2174 On the equivalence between standard and sequentially ordered hidden Markov models
by Chopin, N. - 2175-2180 Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
by Yano, Kouji & Yano, Yuko - 2181-2187 The Wills functional for Poisson processes
by Vitale, Richard A. & Wang, Yazhen - 2188-2193 Ratio estimation via Poisson regression and Generalized Estimating Equations
by Morel, Jorge G. & Neerchal, Nagaraj K. - 2194-2200 Nonparametric density estimation for stratified samples
by Breunig, Robert - 2201-2209 Inner product spaces of integrands associated to subfractional Brownian motion
by Tudor, Constantin - 2210-2216 Stochastic approximation of the factors of a generalized canonical correlation analysis
by Monnez, Jean-Marie - 2217-2221 On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability
by Nayak, Tapan K. & Bose, Sudip & Kundu, Subrata - 2222-2229 A study on LTD and RTI positive dependence orderings
by Colangelo, Antonio - 2230-2233 Convergence rates in the local renewal theorem
by Sapozhnikov, Artëm - 2234-2239 Ordering comparison of negative binomial random variables with their mixtures
by Alamatsaz, Mohammad Hossein & Abbasi, Somayyeh - 2240-2247 A canonical definition of shape
by Paindaveine, Davy - 2248-2257 A note on birth-death processes with catastrophes
by Di Crescenzo, A. & Giorno, V. & Nobile, A.G. & Ricciardi, L.M. - 2258-2264 On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
by Chen, Yong & Qian, Min-Ping & Xie, Jian-Sheng - 2265-2272 The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes
by Endo, Kotaro & Matsui, Muneya
2008, Volume 78, Issue 13
- 1683-1693 Almost sure functional central limit theorems for weakly dependent sequences
by Chen, Shouquan & Lin, Zhengyan - 1694-1701 A note on scale mixtures of skew normal distribution
by Kim, Hyoung-Moon - 1702-1710 Divergence-based tests for model diagnostic
by Esteban, M.D. & Hobza, T. & Morales, D. & Marhuenda, Y. - 1711-1721 Beta-hypergeometric distributions and random continued fractions
by Asci, Claudio & Letac, Gérard & Piccioni, Mauro - 1722-1726 A two-parameter generalized skew-normal distribution
by Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N. - 1727-1734 On a risk model with dependence between claim sizes and claim intervals
by Meng, Qingbin & Zhang, Xin & Guo, Junyi - 1735-1741 Estimation using response probability under callbacks
by Park, Hyeonah & Na, Seongryong & Jeon, Jongwoo - 1742-1747 A note on the finite collision property of random walks
by Chen, Dayue & Wei, Bei & Zhang, Fuxi - 1748-1756 Nonparametric regression estimation with assigned risk
by Efromovich, Sam - 1757-1764 Inverse beta transformation in kernel density estimation
by Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch - 1765-1774 The first negative moment in the sense of the Cauchy principal value
by Peng, Chien-Yu - 1775-1783 Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
by Liu, Kai - 1784-1791 Sample paths of jump-type Fleming-Viot processes with bounded mutation operators
by da Silva, Telles Timóteo & Fragoso, Marcelo D. - 1792-1799 Moment inequalities for DVRL distributions, characterization and testing for exponentiality
by Al-Zahrani, Bander & Stoyanov, Jordan - 1800-1806 A note on the exchangeability condition in Stein's method
by Röllin, Adrian - 1807-1810 On prediction error in functional linear regression
by Apanasovich, Tatiyana V. & Goldstein, Edward - 1811-1816 Optimal robust estimates using the Kullback-Leibler divergence
by Yohai, Victor J. - 1817-1822 The combined INAR(p) models for time series of counts
by Weiß, Christian H. - 1823-1825 A matrix version of Chernoff inequality
by Wei, Zhengyuan & Zhang, Xinsheng - 1826-1834 On the convergence rate of sequential fixed-width confidence intervals for normal parameters
by Isogai, Eiichi & Futschik, Andreas - 1835-1845 On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
by Yang, Hu & Zhang, Zhimin & Lan, Chunmei - 1846-1850 Marginal distribution of some path-dependent stochastic volatility model
by Sekine, Jun - 1851-1856 Stam inequality on
by Gibilisco, Paolo & Imparato, Daniele & Isola, Tommaso - 1857-1862 Bivariate stopped-sum distributions using saddlepoint methods
by Abd-Elfattah, Ehab F. - 1863-1868 Histogram density estimators based upon a fuzzy partition
by Loquin, Kevin & Strauss, Olivier - 1869-1877 Hausdorff moment problem: Reconstruction of probability density functions
by Mnatsakanov, Robert M. - 1878-1884 Optimality of the Holm procedure among general step-down multiple testing procedures
by Gordon, Alexander Y. & Salzman, Peter - 1885-1893 A variance component test for mixed hidden Markov models
by Altman, Rachel MacKay - 1894-1902 Confidence intervals for long memory regressions
by Ko, Kyungduk & Lee, Jaechoul & Lund, Robert - 1903-1913 Central limit theorems for the integrated squared error of derivative estimators
by Birke, Melanie - 1914-1921 Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model
by Chen, Ray-Bing & Wong, Weng Kee & Li, Kun-Yu - 1922-1928 Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions
by Marrelec, Guillaume & Benali, Habib - 1929-1932 Collision probability for an occupancy problem
by Nakata, Toshio - 1933-1942 Lee discrepancy and its applications in experimental designs
by Zhou, Yong-Dao & Ning, Jian-Hui & Song, Xie-Bing - 1943-1947 Unit root testing based on BLUS residuals
by Vougas, Dimitrios V. - 1948-1954 A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
by Gatto, Riccardo - 1955-1963 Prediction intervals for future records
by Raqab, Mohammad Z. & Balakrishnan, N. - 1964-1970 A note on the almost sure central limit theorem for negatively associated fields
by Wang, Jiang-Feng & Liang, Han-Ying - 1971-1980 Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
by Roy, Anuradha & Leiva, Ricardo - 1981-1989 A new class of excited random walks on trees
by Del Greco M., Fabiola & Di Marzio, Marco & Panzera, Agnese - 1990-1998 Test for parameter change in ARMA models with GARCH innovations
by Lee, Sangyeol & Song, Junmo
2008, Volume 78, Issue 12
- 1349-1354 Characterizations using the bivariate failure rate function
by Navarro, Jorge - 1355-1361 A class of autoregressive processes
by Krishnarani, S.D. & Jayakumar, K. - 1362-1368 Modified Simes' critical values under independence
by Cai, Gengqian & Sarkar, Sanat K. - 1369-1374 A generalization and extension of an autoregressive model
by Satheesh, S. & Sandhya, E. & Rajasekharan, K.E. - 1375-1383 Parameter estimation using partial information with applications to queueing and related models
by Basawa, I.V. & Bhat, U.N. & Zhou, J. - 1384-1387 On the central limit theorem and the law of the iterated logarithm
by Fukuyama, Katusi & Ueno, Yôhei - 1388-1396 Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process
by Kiselák, Jozef & Stehlík, Milan - 1397-1403 A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
by Chiquet, Julien & Limnios, Nikolaos - 1404-1411 Seasonal fractional ARIMA with stable innovations
by Diongue, Abdou Kâ & Diop, Aliou & Ndongo, Mor - 1412-1421 A higher order multifractal formalism
by Ben Mabrouk, Anouar - 1422-1429 An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models
by Shang, Junfeng & Cavanaugh, Joseph E. - 1430-1433 The asymptotic and exact Fisher information matrices of a vector ARMA process
by Klein, André & Mélard, Guy & Saidi, Abdessamad - 1434-1439 Extended Glivenko-Cantelli Theorem in ARCH(p)-time series
by Cheng, Fuxia - 1440-1444 On the max-domain of attraction of distributions with log-concave densities
by Müller, Samuel & Rufibach, Kaspar - 1445-1451 Empirical likelihood for linear models in the presence of nuisance parameters
by Kim, Mi-Ok & Zhou, Mai - 1452-1458 On computation of NPMLE for middle-censored data
by Mangalam, Vasudevan & Nair, Gopalan M. & Zhao, Yun - 1459-1465 On Pólya mixtures of multivariate Gaussian distributions
by Grigelionis, Bronius - 1466-1472 Complete convergence of weighted sums for [rho]* -mixing sequence of random variables
by Jun, An & Demei, Yuan - 1473-1479 A note on the closed-form identification of regression models with a mismeasured binary regressor
by Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur - 1480-1489 The autocorrelation structure of the Markov-switching asymmetric power GARCH process
by Haas, Markus - 1490-1497 Clustering gene expression profile data by selective shrinkage
by Ishwaran, Hemant & Sunil Rao, J. - 1498-1504 A note on auxiliary particle filters
by Johansen, Adam M. & Doucet, Arnaud - 1505-1513 Distribution of runs in a sequence of exchangeable multi-state trials
by EryIlmaz, Serkan - 1514-1516 A problem on extreme magnitudes of characteristic functions: The general case
by He, Xin - 1517-1525 On exit times of Lévy-driven Ornstein-Uhlenbeck processes
by Borovkov, Konstantin & Novikov, Alexander - 1526-1533 A generalized Gittins index for a Markov chain and its recursive calculation
by Sonin, Isaac M. - 1534-1540 Growth rates for pure birth Markov chains
by Athreya, K.B. - 1541-1547 A self-normalized central limit theorem for [rho] -mixing stationary sequences
by Jiang, Xinxin & Hahn, Marjorie - 1548-1556 Spiking problem in monotone regression: Penalized residual sum of squares
by Pal, Jayanta Kumar - 1557-1559 Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables
by Xia, Ye - 1560-1569 Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
by Hu, Xuemei & Wang, Zhizhong & Liu, Feng - 1570-1576 How to construct asymptotically stable iterated function systems
by Jaroszewska, Joanna - 1577-1582 Extreme variances of order statistics in dependent samples
by Rychlik, Tomasz - 1583-1592 Edgeworth expansions in operator form
by Szewczak, Zbigniew S. - 1593-1600 On the matching noise of some nonparametric imputation procedures
by Marella, Daniela & Scanu, Mauro & Luigi Conti, Pier - 1601-1611 Spectral density estimation for linear processes with dependent innovations
by Bensaïd, Nadia & Yazourh-Benrabah, Ouafae - 1612-1618 Hausdorff moment problem: Reconstruction of distributions
by Mnatsakanov, Robert M. - 1619-1623 Some moment relationships for multivariate skew-symmetric distributions
by Umbach, Dale - 1624-1633 Moment estimation in a semiparametric generalized linear model
by Wang, Xueqin & Peng, Hanxiang - 1634-1638 A note on extreme values and kernel estimators of sample boundaries
by Girard, Stéphane & Jacob, Pierre - 1639-1648 A lower bound for the reliability function of multiple failure mode systems
by Milienos, F.S. & Koutras, M.V. - 1649-1655 A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
by Jasra, Ajay & Yang, Chao - 1656-1661 Limiting distribution of the G statistics
by Zhang, Tonglin - 1662-1670 kth records from geometric distribution
by Dembinska, Anna - 1671-1672 R-squared for general regression models in the presence of sampling weights
by Freels, S. & Sinha, K. - 1673-1682 Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
by Vermaat, M.B. & van der Meulen, F.H. & Does, R.J.M.M.
2008, Volume 78, Issue 11
- 1251-1254 On fake Brownian motions
by Oleszkiewicz, Krzysztof - 1255-1258 H(n)-factors in random graphs
by Yan, Yun-Zhi & Wang, Han-Xing & Wang, Jun & Yin, Xiang-Feng - 1259-1265 BSDE driven by a simple Lévy process with continuous coefficient
by El Otmani, Mohamed - 1266-1273 A new three-parameter extension of the inverse Gaussian distribution
by Leiva, Víctor & Sanhueza, Antonio & Silva, Andrés & Galea, Manuel - 1274-1282 Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
by Anh, V.V. & Leonenko, N.N. - 1283-1289 A note on the complete convergence for arrays of rowwise independent random elements
by Sung, Soo Hak - 1290-1300 Codispersion coefficients for spatial and temporal series
by Rukhin, Andrew L. & Vallejos, Ronny - 1301-1304 How to compute the extremal index of stationary random fields
by Ferreira, H. & Pereira, L. - 1305-1313 Algebraic polynomials with random non-symmetric coefficients
by Farahmand, K. & Stretch, C.T. - 1314-1316 The Karcher mean of a class of symmetric distributions on the circle
by Kaziska, David & Srivastava, Anuj - 1317-1327 Asymptotic properties for Cauchy's principal values of Brownian and random walk local time
by Wen, Jiwei & Lin, Zhengyan - 1328-1338 Multiple comparisons of several heteroscedastic multivariate populations
by Kakizawa, Yoshihide - 1339-1348 Prolate spheroidal spectral estimates
by Lii, K.S. & Rosenblatt, M.
2008, Volume 78, Issue 10
- 1161-1164 A note on a transformation under censoring with application to partial least squares regression
by Basu, Sanjib & Ebrahimi, Nader - 1165-1167 A generalization of the Balakrishnan skew-normal distribution
by Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari - 1168-1173 A note on checking the Clayton model assumption based on left-truncated bivariate data
by Wang, Antai - 1174-1180 On asymptotic failure rates in bivariate frailty competing risks models
by Finkelstein, Maxim & Esaulova, Veronica - 1181-1188 On comonotonicity of Pareto optimal risk sharing
by Ludkovski, Michael & Rüschendorf, Ludger - 1189-1193 A k-nearest neighbor approach for functional regression
by Laloë, Thomas - 1194-1199 Modelling marked point patterns by intensity-marked Cox processes
by Ho, Lai Ping & Stoyan, D. - 1200-1205 Noncanonical representation with an infinite-dimensional orthogonal complement
by Ouknine, Youssef & Erraoui, Mohamed - 1206-1214 Precise large deviation results for the total claim amount under subexponential claim sizes
by Baltrunas, Aleksandras & Leipus, Remigijus & Siaulys, Jonas - 1215-1221 On moments of the maximum of normed partial sums of [rho] -mixing random variables
by Chen, Pingyan & Gan, Shixin - 1222-1225 When do cylinder [sigma]-algebras equal Borel [sigma]-algebras in Polish spaces?
by Yan, Yi - 1226-1229 On monotonicity of regression quantile functions
by Neocleous, Tereza & Portnoy, Stephen - 1230-1235 On first and last ruin times of Gaussian processes
by Hüsler, Jürg & Zhang, Yueming - 1236-1245 Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics
by Ahmadi, J. & Balakrishnan, N. - 1246-1249 On the Gaussian representation of intrinsic volumes
by Vitale, R.A.
2008, Volume 78, Issue 9
- 1051-1055 Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process
by Zhang, Yong & Yang, Xiao-Yun - 1056-1061 Reproducibility probability estimation for testing statistical hypotheses
by De Martini, Daniele - 1062-1071 Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
by Wang, Zhidong