# Elsevier

# Statistics & Probability Letters

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### 2008, Volume 78, Issue 17

**3008-3013 Higher order moments of renewal counting processes and Eulerian polynomials***by*Brown, Geoffrey W.**3014-3017 A note on non-regular martingales***by*Iksanov, Alex & Marynych, Alex**3018-3022 Asymptotic expansions for inverse moments of binomial and negative binomial***by*Wuyungaowa & Wang, Tianming**3023-3028 The law of the iterated logarithm for the Gaussian free field***by*Hu, Xiaoyu**3029-3033 Nonparametric estimation of level sets under minimal assumptions***by*Ren, Qunshu & Mojirsheibani, Majid**3034-3039 On the Burkholder-Davis-Gundy inequalities for continuous martingales***by*Ren, Yao-Feng**3040-3046 On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs***by*Poufinas, Thomas**3047-3055 Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models***by*Ferrari, Silvia L.P. & Cysneiros, Audrey H.M.A.**3056-3061 Preservation of classes of life distributions under weighting with a general weight function***by*Blazej, Pawel**3062-3069 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition***by*Jasra, Ajay & Doucet, Arnaud**3070-3074 The multivariate point null testing problem: A Bayesian discussion***by*Gómez-Villegas, Miguel A. & González-Pérez, Beatriz**3075-3081 Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise***by*Kliger, Mark & Francos, Joseph M.**3082-3085 Conditions for weak ergodicity of inhomogeneous Markov chains***by*Coppersmith, Don & Wu, Chai Wah**3086-3090 On moments of recurrence times for positive recurrent renewal sequences***by*Szewczak, Zbigniew S.**3091-3095 A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function***by*Jokiel-Rokita, Alicja**3096-3102 A test for independence of two sets of variables when the number of variables is large relative to the sample size***by*Schott, James R.**3103-3109 The finite-time ruin probability for ND claims with constant interest force***by*Kong, Fanchao & Zong, Gaofeng**3110-3113 On the compatibility of Dyson's conditions***by*Berenhaut, Kenneth S. & Chen, Donghui & Tran, Vy**3114-3121 The multifractal spectrum of harmonic measure for forward moving random walks on a Galton-Watson tree***by*Kinnison, Adam L.

### 2008, Volume 78, Issue 16

**2559-2566 Inference in the additive risk model with time-varying covariates subject to measurement errors***by*Sun, Liuquan & Zhou, Xian**2567-2571 A semiparametric regression estimator under left truncation and right censoring***by*Karlsson, Maria & Laitila, Thomas**2572-2577 Semiparametric left truncation and right censorship models with missing censoring indicators***by*Subramanian, Sundarraman & Bandyopadhyay, Dipankar**2578-2583 Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring***by*Wang, Antai & Oakes, David**2584-2591 Testing additivity in nonparametric regression under random censorship***by*Debbarh, Mohammed & Viallon, Vivian**2592-2596 More powerful exact tests of binary matched pairs***by*Lloyd, Chris J.**2597-2603 A pointwise Bayes-type estimator of the survival probability with censored data***by*Kulasekera, K.B. & Zhao, Meng**2604-2608 Identifiability of a mixture cure frailty model***by*Peng, Yingwei & Zhang, Jiajia**2609-2613 Multiple rank-based testing for ordered alternatives with incomplete data***by*Cabilio, P. & Peng, J.**2614-2622 A Bartlett type correction for Wald test in Cox regression model***by*Li, Xiao & Wu, Yaohua & Tu, Dongsheng**2623-2631 The integral option in a model with jumps***by*Gapeev, Pavel V.**2632-2636 Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions***by*Lelong, Jérôme**2637-2643 Monitoring a Poisson process in several categories subject to changes in the arrival rates***by*Brown, Marlo**2644-2646 On construction of consistent mixing distributions for compound decisions***by*Mashayekhi, Mostafa**2647-2653 Missing observation analysis for matrix-variate time series data***by*Triantafyllopoulos, K.**2654-2659 Bias of the regression estimator for experiments using clustered random assignment***by*Middleton, Joel A.**2660-2663 The Bahadur representation for sample quantiles under negatively associated sequence***by*Ling, Nengxiang**2664-2670 Orlicz norm inequalities for operator-valued martingale transforms***by*Yu, Lin**2671-2678 On a new moments inequality***by*Simic, Slavko**2679-2684 A one-sided large deviation local limit theorem***by*Lin, Jianxi**2685-2691 Approximate predictive pivots for autoregressive processes***by*Corcuera, José M.**2692-2699 On the time to ruin and the deficit at ruin in a risk model with double-sided jumps***by*Xing, Xiaoyu & Zhang, Wei & Jiang, Yiming**2700-2704 Modeling financial time series through second-order stochastic differential equations***by*Nicolau, João**2705-2708 Inverse renewal thinning of Cox and renewal processes***by*Teke, S.P. & Deshmukh, S.R.**2709-2714 Asymptotics of sums of lognormal random variables with Gaussian copula***by*Asmussen, Søren & Rojas-Nandayapa, Leonardo**2715-2719 Space-time dependence dynamics for birth-death point processes***by*Comas, C. & Mateu, J.**2720-2724 Optimal main effect plans in nested row-column set-up of small size***by*Bagchi, Sunanda & Bose, Mausumi**2725-2730 The functional central limit theorem for a family of GARCH observations with applications***by*Berkes, István & Hörmann, Siegfried & Horváth, Lajos**2731-2738 A note on self-weighted quantile estimation for infinite variance quantile autoregression models***by*Yang, Xiao Rong & Zhang, Li Xin**2739-2743 Wavelet regression with correlated errors on a piecewise Hölder class***by*Porto, Rogério F. & Morettin, Pedro A. & Aubin, Elisete C.Q.**2744-2750 Efficient estimation of population quantiles in general semiparametric regression models***by*Maity, Arnab**2751-2755 On the connections between weakly stable and pseudo-isotropic distributions***by*Jasiulis, B.H. & Misiewicz, J.K.**2756-2761 An alternative multivariate skew-slash distribution***by*Arslan, Olcay**2762-2767 On occurrence of patterns in Markov chains: Method of gambling teams***by*Pozdnyakov, Vladimir**2768-2775 Testing for parameter stability in quantile regression models***by*Su, Liangjun & Xiao, Zhijie**2776-2780 Some new maximal inequalities***by*Harremoës, Peter**2781-2786 Fisher information in hybrid censored data***by*Park, Sangun & Balakrishnan, N. & Zheng, Gang**2787-2792 Exponential families are not preserved by the formation of order statistics***by*Bar-Lev, Shaul K. & Bshouty, Daoud**2793-2797 Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case***by*Chang, In Hong & Mukerjee, Rahul**2798-2803 Sufficient dimension reduction and variable selection for regression mean function with two types of predictors***by*Wang, Qin & Yin, Xiangrong**2804-2810 Heavy-tailedness and threshold sex determination***by*Ibragimov, Rustam**2811-2820 Maxima of Dirichlet and triangular arrays of gamma variables***by*Bose, Arup & Dasgupta, Amites & Maulik, Krishanu**2821-2826 The distribution of the product of two triangular random variables***by*Glickman, Theodore S. & Xu, Feng**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

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