## Content

### 2018, Volume 134, Issue C

**1-4 Generalized skew-elliptical distributions are closed under affine transformations***by*Shushi, Tomer**5-14 On the discrepancy of powers of random variables***by*Chenavier, Nicolas & Schneider, Dominique**15-21 On periodic ergodicity of a general periodic mixed Poisson autoregression***by*Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer**22-28 Error analysis for coefficient-based regularized regression in additive models***by*Tao, Yanfang & Song, Biqin & Li, Luoqing**29-35 The false discovery rate (FDR) of multiple tests in a class room lecture***by*Benditkis, Julia & Heesen, Philipp & Janssen, Arnold**36-44 Triangular random matrices and biorthogonal ensembles***by*Cheliotis, Dimitris**45-53 Harnack inequalities for SDEs driven by subordinator fractional Brownian motion***by*Li, Zhi & Yan, Litan**54-62 Extension of the loss probability formula to an overloaded queue with impatient customers***by*Kim, Bara & Kim, Jeongsim**63-69 On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics***by*Ferger, Dietmar**70-78 ARCH model and fractional Brownian motion***by*Bahamonde, Natalia & Torres, Soledad & Tudor, Ciprian A.**79-85 Wavelet density deconvolution estimations with heteroscedastic measurement errors***by*Zeng, Xiaochen & Wang, Jinru**86-92 A couple of remarks on the convergence of σ-fields on probability spaces***by*Vidmar, Matija**93-97 An adjusted random-effects model for binary-data meta-analysis***by*Baker, Rose**98-105 Some asymptotic results for fiducial and confidence distributions***by*Veronese, Piero & Melilli, Eugenio**106-113 ‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process***by*Martin, Ryan & Ouyang, Cheng & Domagni, Francois**114-121 Empirical likelihood based inference for conditional Pareto-type tail index***by*Ma, Yaolan & Jiang, Yuexiang & Huang, Wei**122-127 Estimation of quantile oriented sensitivity indices***by*Maume-Deschamps, Véronique & Niang, Ibrahima**128-133 Local linear estimate of the nonparametric robust regression in functional data***by*Belarbi, Faiza & Chemikh, Souheyla & Laksaci, Ali**134-140 A general construction for nested Latin hypercube designs***by*Xu, Jin & Duan, Xiaojun & Wang, Zhengming & Yan, Liang**141-149 Bootstrapping for multivariate linear regression models***by*Eck, Daniel J.**150-158 The nonparametric quantile estimation for length-biased and right-censored data***by*Shi, Jianhua & Ma, Huijuan & Zhou, Yong

### 2018, Volume 133, Issue C

**1-8 Multidimensional extremal dependence coefficients***by*Ferreira, Helena & Ferreira, Marta**9-14 Heterogeneous connection effects***by*Wei, Fengrong & Tian, Weizhong**15-22 The residual extropy of order statistics***by*Qiu, Guoxin & Jia, Kai**23-27 On heat kernel decay for the random conductance model***by*Boukhadra, Omar**28-37 Parametric inference for ruin probability in the classical risk model***by*Oshime, Takayoshi & Shimizu, Yasutaka**38-41 The median of an exponential family and the normal law***by*Letac, Gérard & Mattner, Lutz & Piccioni, Mauro**42-49 Joint arrival process of multiple independent batch Markovian arrival processes***by*Cao, Jianyu & Xie, Weixin**50-58 A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model***by*Krebs, Johannes T.N.**59-64 A fast spectral quasi-likelihood approach for spatial point processes***by*Deng, C. & Waagepetersen, R.P. & Wang, M. & Guan, Y.**65-70 A nonparametric test for covariate-adjusted models***by*Zhao, Jingxin & Xie, Chuanlong**71-79 Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations***by*Wu, Bo & Wu, Jiang-Lun

### 2018, Volume 132, Issue C

**1-6 Estimation of the survival function with redistribution algorithm under semi-competing risks data***by*Hsieh, Jin-Jian & Hsu, Chia-Hao**7-16 On limiting distribution of U-statistics based on associated random variables***by*Garg, Mansi & Dewan, Isha**17-27 Tempered fractional Brownian and stable motions of second kind***by*Sabzikar, Farzad & Surgailis, Donatas**28-34 Weak convergence of the linear rank statistics under strong mixing conditions***by*Tabacu, Lucia**35-39 On Khintchine type inequalities for k-wise independent Rademacher random variables***by*Pass, Brendan & Spektor, Susanna**40-45 Consistency of direct integral estimator for partially observed systems of ordinary differential equations***by*Vujačić, Ivan & Dattner, Itai**46-54 A random regularized approximate solution of the inverse problem for Burgers’ equation***by*Nane, Erkan & Tuan, Nguyen Hoang & Tuan, Nguyen Huy**55-61 Optimal Jittered Sampling for two points in the unit square***by*Pausinger, Florian & Rachh, Manas & Steinerberger, Stefan**62-73 On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise***by*Pilipenko, Andrey & Proske, Frank Norbert**74-82 Moderate deviation principle for maximum likelihood estimator for Markov processes***by*Prakasa Rao, B.L.S.**83-90 An extension of Feller’s strong law of large numbers***by*Li, Deli & Liang, Han-Ying & Rosalsky, Andrew**91-98 On success runs in a sequence of dependent trials with a change point***by*Eryilmaz, Serkan**99-106 Generation of discrete random variables in scalable frameworks***by*Aletti, Giacomo**107-115 Varying Coefficient Support Vector Machines***by*Lu, Xiaoling & Dong, Fengchi & Liu, Xiexin & Chang, Xiangyu**116-124 On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions***by*Sun, Xiaoxia & Guo, Feng

### 2017, Volume 131, Issue C

**1-12 Representation of local times of fractional Brownian motion***by*Mukeru, Safari**13-18 Definitive screening designs with extreme numbers of level changes***by*Wang, Yaping & Ai, Mingyao**19-24 The pseudo component transformation design for experiment with mixture***by*Li, Guanghui & Zhang, Chongqi**25-37 Set-valued risk statistics with scenario analysis***by*Chen, Yanhong & Hu, Yijun**38-45 Estimation of the smallest normal variance with applications to variance components models***by*Bobotas, Panayiotis & Kourouklis, Stavros**46-50 Higher order kernel density estimation on the circle***by*Tsuruta, Yasuhito & Sagae, Masahiko**51-55 On the likelihood of mixture cure models***by*Wang, Antai & Zhang, Yilong & Shao, Yongzhao**56-63 Moment conditions in strong laws of large numbers for multiple sums and random measures***by*Klesov, Oleg & Molchanov, Ilya**64-71 On the consistency of a new kernel rule for spatially dependent data***by*Younso, Ahmad**72-77 On the support of matching algorithms***by*Cannas, Massimo & Puggioni, Gavino**78-86 Piecewise linear process with renewal starting points***by*Ratanov, Nikita**87-92 A refined Hoeffding’s upper tail probability bound for sum of independent random variables***by*Zheng, Songfeng**93-101 Sharp weighted weak-norm estimates for maximal functions***by*Brzozowski, Michał & Osȩkowski, Adam & Rapicki, Mateusz**102-107 Exact tests for the means of Gaussian stochastic processes***by*Ghiglietti, Andrea & Paganoni, Anna Maria**108-115 Asymptotics of the order statistics for a process with a regenerative structure***by*Soja-Kukieła, Natalia

### 2017, Volume 130, Issue C

**1-4 On the expected diameter of planar Brownian motion***by*McRedmond, James & Xu, Chang**5-11 Bayesian sieve method for piece-wise smooth regression***by*Yi, Taihe & Wang, Zhengming**12-16 Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases***by*Ogasawara, Haruhiko**17-24 A note on constructing clear compromise plans***by*Zhou, Qi & Guo, Bing**25-31 A new flexible extreme value model for modeling the extreme value data, with an application to environmental data***by*Barakat, H.M. & Omar, A.R. & Khaled, O.M.**32-39 Robust mixture multivariate linear regression by multivariate Laplace distribution***by*Li, Xiongya & Bai, Xiuqin & Song, Weixing**42-48 Asymptotic properties of principal component projections with repeated eigenvalues***by*Petrovich, Justin & Reimherr, Matthew**49-56 A sufficient condition for a unique invariant distribution of a higher-order Markov chain***by*Geiger, Bernhard C.**57-62 Partial sum processes and continued fractions***by*Athreya, Jayadev S. & Athreya, Krishna B.**63-70 Parametric inference of autoregressive heteroscedastic models with errors in variables***by*El Kolei, Salima & Pelgrin, Florian**71-75 Revisiting variance decomposition when independent samples intersect***by*Tillé, Yves & Vallée, Audrey-Anne**76-79 The randomly fluctuating hyperrectangles are spatially monotone***by*Tzioufas, Achillefs**80-84 Answer to an open problem on mean residual life ordering of parallel systems under multiple-outlier exponential models***by*Wang, Jiantian & Cheng, Bin**85-91 Hedging in fractional Black–Scholes model with transaction costs***by*Shokrollahi, Foad & Sottinen, Tommi**92-99 Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization***by*Bhati, Deepesh & Ravi, Sreenivasan**100-104 Pathwise uniqueness for stochastic differential equations driven by pure jump processes***by*Zheng, Jiayu & Xiong, Jie**105-110 A novel exact method for significance of higher criticism via Steck’s determinant***by*Miecznikowski, Jeffrey C. & Wang, Jiefei & Gaile, Daniel P. & Tritchler, David L.**111-114 On the length of the longest head run***by*Novak, S.Y.**115-119 A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields***by*Ip, Ryan H.L. & Li, W.K.**120-125 On minimax convergence rates under Lp-risk for the anisotropic functional deconvolution model***by*Benhaddou, Rida

### 2017, Volume 129, Issue C

**1-11 The mean of the reciprocal in a Cauchy–Stieltjes family***by*Fakhfakh, Raouf**12-16 On maximal tail probability of sums of nonnegative, independent and identically distributed random variables***by*Łuczak, Tomasz & Mieczkowska, Katarzyna & Šileikis, Matas**17-27 Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences***by*Xu, Feng & Wu, Qunying**28-33 A more efficient proportion estimator in ranked set sampling***by*Zamanzade, Ehsan & Mahdizadeh, M.**34-41 Hölder continuity for stochastic fractional heat equation with colored noise***by*Li, Kexue**42-49 Preservation of weak stochastic arrangement increasing under fixed time left-censoring***by*Li, Chen & Li, Xiaohu**50-57 Exact optimal sample allocation: More efficient than Neyman***by*Wright, Tommy**58-64 A weighted integral approach to testing against HNBUE alternatives***by*Ghosh, Shyamal & Mitra, Murari**65-68 Strict local martingales: Examples***by*Li, Xue-Mei**69-80 Saigo space–time fractional Poisson process via Adomian decomposition method***by*Kataria, K.K. & Vellaisamy, P.**81-85 A Fefferman–Stein inequality for the martingale square and maximal functions***by*Osȩkowski, Adam**86-95 On a vector double autoregressive model***by*Zhu, Huafeng & Zhang, Xingfa & Liang, Xin & Li, Yuan**96-100 Slow mixing for Latent Dirichlet Allocation***by*Jonasson, Johan**101-106 A note on Bayesian model selection for discrete data using proper scoring rules***by*Dawid, A. Philip & Musio, Monica & Columbu, Silvia**107-112 A modification of balanced acceptance sampling***by*Robertson, B.L. & McDonald, T. & Price, C.J. & Brown, J.A.**113-119 Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises***by*Xiong, Jie & Yang, Xu**120-130 Robust parameter estimation for stationary processes by an exotic disparity from prediction problem***by*Liu, Yan**131-140 On the functional and local limit theorems for Markov modulated compound Poisson processes***by*Pang, Guodong & Zheng, Yi**141-146 A note on the unbiased estimator of Σ2***by*Zhou, Bu & Guo, Jia**147-154 Sum of squares of uniform random variables***by*Weissman, Ishay**155-166 Prediction law of fractional Brownian motion***by*Sottinen, Tommi & Viitasaari, Lauri**167-170 Minimizing Fisher information with absolute moment constraints***by*Ernst, Philip A.**171-181 Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables***by*Anastasiou, Andreas**182-188 Numerical instability of calculating inverse of spatial covariance matrices***by*Lim, Chae Young & Chen, Chien-Hung & Wu, Wei-Ying**189-195 Non trivial limit distributions for transient renewal chains***by*Terhesiu, Dalia**196-202 On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock***by*Khovansky, Serguey & Zhylyevskyy, Oleksandr**203-209 C∞-convergence of Picard’s successive approximations to solutions of stochastic differential equations***by*Li, Zhen & Liu, Jicheng**210-215 An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: Complete and censored data***by*Malekzadeh, Ahad & Kharrati-Kopaei, Mahmood**216-221 Asymptotic normality of one-step M-estimators based on non-identically distributed observations***by*Linke, Yuliana Yu.**222-229 Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion***by*Boufoussi, Brahim & Hajji, Salah**230-235 A note on conditional covariance matrices for elliptical distributions***by*Jaworski, Piotr & Pitera, Marcin**236-240 A generalization of Gerber’s inequality for ruin probabilities in risk-switching models***by*Gajek, Lesław & Rudź, Marcin**241-251 Fractional smoothness of derivative of self-intersection local times***by*Shi, Qun & Yu, Xianye**252-259 Subsampling for nonstationary time series with non-zero mean function***by*Dudek, Anna E. & Lenart, Łukasz**260-268 Asymptotic results for a multivariate version of the alternative fractional Poisson process***by*Beghin, Luisa & Macci, Claudio**269-274 Upper bound on the number of multi-level columns in equally replicated optimal designs minimizing the E(fNOD) criterion***by*Chasiotis, Vasilis & Kounias, Stratis & Farmakis, Nikolaos**275-283 Second-order expansions for maxima of dynamic bivariate normal copulas***by*Wang, Rui & Liao, Xin & Peng, Zuoxiang**284-287 A note on the asymptotics of the maxima for the St. Petersburg game***by*Nakata, Toshio**288-296 L2 limits of generalized Jiřina processes***by*Lv, You & Li, Yuqiang**297-305 A representation theorem for generators of BSDEs with general growth generators in y and its applications***by*Xiao, Lishun & Fan, Shengjun**306-310 The left tail of renewal measure***by*Kołodziejek, Bartosz**311-317 A note on isotropic random flights moving in mixed Poisson environments***by*De Gregorio, Alessandro**318-325 Studying contributions of variables to classification***by*Melnykov, Yana & Melnykov, Volodymyr & Zhu, Xuwen**326-334 Factorial designs robust against the presence of an aberration***by*Biswas, A. & Das, P. & Mandal, N.K.**335-339 On the maximal halfspace depth of permutation-invariant distributions on the simplex***by*Paindaveine, Davy & Van Bever, Germain**340-347 A new bivariate semiparametric control chart based on order statistics and concomitants***by*Koutras, M.V. & Sofikitou, E.M.**348-354 Distribution free testing for conditional distributions given covariates***by*Khmaladze, Estate**355-359 Asymptotic distribution of rewards accumulated by alternating renewal processes***by*Hew, Patrick Chisan**360-366 On exact interval estimation for the odds ratio in subject-specific table***by*Wang, Weizhen**367-372 Symmetry of a distribution via symmetry of order statistics***by*Balakrishnan, Narayanaswamy & Selvitella, Alessandro**373-378 Monotonicity properties of spatial depth***by*Nagy, Stanislav**379-386 Limit theorems for sums of random variables with mixture distribution***by*Panov, Vladimir**387-392 Universal optimal block designs under hub correlation structure***by*Khodsiani, R. & Pooladsaz, S.**393-400 On distance in total variation between image measures***by*Davydov, Youri

### 2017, Volume 128, Issue C

**1-7 Conditional Stein approximation for Itô and Skorohod integrals***by*Privault, Nicolas & She, Qihao**8-13 Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble***by*Chang, Shuhua & Qi, Yongcheng**14-20 On copula-based conditional quantile estimators***by*Rémillard, Bruno & Nasri, Bouchra & Bouezmarni, Taoufik**21-27 Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion***by*Coeurjolly, Jean-François & Porcu, Emilio**28-34 DS-optimal designs for random coefficient first-degree regression model with heteroscedastic errors***by*Wilk, M. & Zaigraev, A.**35-43 On kernel estimation of the second order rate parameter in multivariate extreme value statistics***by*Goegebeur, Yuri & Guillou, Armelle & Qin, Jing**44-51 Variable selection through adaptive MAVE***by*Moradi Rekabdarkolaee, Hossein & Wang, Qin**52-59 On simultaneous prediction in a multivariate general linear model with future observations***by*Tian, Yongge & Wang, Cheng**60-66 Bernstein polynomial angular densities of multivariate extreme value distributions***by*Hanson, Timothy E. & de Carvalho, Miguel & Chen, Yuhui**67-70 Multiplying a Gaussian matrix by a Gaussian vector***by*Mattei, Pierre-Alexandre**71-76 Restricted profile estimation for partially linear models with large-dimensional covariates***by*Wang, Xiuli & Zhao, Shengli & Wang, Mingqiu**77-83 On the Lp-quantiles for the Student t distribution***by*Bernardi, Mauro & Bignozzi, Valeria & Petrella, Lea**84-88 Point separation in logistic regression on Hilbert space-valued variables***by*Kazakevičiūtė, Agne & Olivo, Malini**89-96 A test procedure for uniformity on the Stiefel manifold based on projection***by*Iwashita, Toshiya & Klar, Bernhard & Amagai, Moe & Hashiguchi, Hiroki

### 2017, Volume 127, Issue C

**1-6 A note on spiked Wishart matrices***by*Liu, Dang-Zheng & Wang, Yanhui**7-13 Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation***by*Nie, Keyu & Sinha, Bikas K. & Hedayat, A.S.**14-22 Estimating conditional means with heavy tails***by*Peng, Liang & Yao, Qiwei**23-32 Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises***by*Wang, Guanying & Wang, Xingchun & Xu, Guangli**33-41 On beta distributed limits of iterated linear random functions***by*McKinlay, Shaun**42-48 Computing an expected hitting time for the 3-urn Ehrenfest model via electric networks***by*Chen, Yung-Pin & Goldstein, Isaac H. & Lathrop, Eve D. & Nelsen, Roger B.**49-55 A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation***by*Li, Jinzhu**56-66 Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model***by*Wu, Yi & Wang, Xuejun & Hu, Shuhe**67-74 Representation and converse comparison theorems for multidimensional BSDEs***by*Liu, Haodong & Yang, Shuzhen**75-84 Parisian quasi-stationary distributions for asymmetric Lévy processes***by*Czarna, Irmina & Palmowski, Zbigniew**85-96 Fluctuations of Marchenko–Pastur limit of random matrices with dependent entries***by*Hasegawa, Ayako & Sakuma, Noriyoshi & Yoshida, Hiroaki**97-103 On the concept of subcriticality and criticality and a ratio theorem for a branching process in a random environment***by*Wang, Yuejiao & Liu, Zaiming & Li, Yingqiu & Liu, Quansheng**104-110 First exit from an open set for a matrix-exponential Lévy process***by*Chen, Yu-Ting & Chen, Yu-Tzu & Sheu, Yuan-Chung**111-119 On some extensions of Bernstein’s inequality for self-adjoint operators***by*Minsker, Stanislav**120-130 Imputation in nonparametric quantile regression with complex data***by*Hu, Yanan & Yang, Yaqi & Wang, Chunyu & Tian, Maozai**131-137 Modified confidence intervals for the Mahalanobis distance***by*Garthwaite, Paul H. & Elfadaly, Fadlalla G. & Crawford, John R.**138-149 On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process***by*Aliyev, Rovshan & Bayramov, Veli**150-157 The Hadamard product and the free convolutions***by*Chakrabarty, Arijit**158-164 Self-normalized deviation inequalities with application to t-statistic***by*Fan, Xiequan**165-172 Limit theorems for the compensator of Hawkes processes***by*Seol, Youngsoo**173-177 Simultaneous selection of predictors and responses for high dimensional multivariate linear regression***by*An, Baiguo & Zhang, Beibei**178-184 Mean field limit for survival probability of the high-dimensional contact process***by*Xue, Xiaofeng

### 2017, Volume 126, Issue C

**1-6 Scale mixtures of skew-normal-Cauchy distributions***by*Kahrari, F. & Arellano-Valle, R.B. & Rezaei, M. & Yousefzadeh, F.**7-17 The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions***by*Tu, Shuheng & Hao, Wu & Chen, Jing**18-25 Genericity of dimension drop on self-affine sets***by*Käenmäki, Antti & Li, Bing**26-32 Asymptotic inference for non-supercritical partially observed branching processes***by*Rahimov, I.**33-40 Limiting empirical distribution for eigenvalues of products of random rectangular matrices***by*Zeng, Xingyuan**41-48 The multiset EM algorithm***by*Huang, Weihong & Chen, Yuguo**49-58 Weak decreasing stochastic order***by*Bogso, Antoine-Marie & Takam Soh, Patrice**59-64 Characterization of convolution splitting graphical models***by*Peyhardi, Jean & Fernique, Pierre**65-75 Large deviations for estimators of the parameters of a neuronal response latency model***by*Macci, Claudio & Pacchiarotti, Barbara**76-82 A note on the connection between some classical mortality laws and proportional frailty***by*Lindholm, Mathias**83-87 A non-iterative (trivial) method for posterior inference in stochastic volatility models***by*Tsionas, Mike G.**88-96 Mean square exponential stability of stochastic Hopfield neural networks with mixed delays***by*Li, Xiaofei & Ding, Deng**97-107 Moderate deviations for neutral stochastic differential delay equations with jumps***by*Ma, Xiaocui & Xi, Fubao**108-113 On relative efficiency of principal Hessian directions***by*Cheng, Qing & Zhu, Liping**114-118 Generalized mixed effects regression trees***by*Hajjem, Ahlem & Larocque, Denis & Bellavance, François**119-126 Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models***by*Zhao, Li & Xu, Xingzhong**127-131 Maximum likelihood estimator of the scale parameter for the Riesz distribution***by*Kammoun, Kaouthar & Louati, Mahdi & Masmoudi, Afif**132-138 A family of Markov processes in maximal compact subgroups of a semisimple Lie groups***by*Arafat, Ahmed & Mateu, Jorge & Gregori, Pablo**139-149 Portfolio selection and risk control for an insurer in the Lévy market under mean–variance criterion***by*Zhou, Jieming & Yang, Xiangqun & Guo, Junyi**150-156 On inequalities for values of first jumps of distribution functions and Hölder’s inequality***by*Frolov, Andrei N.**157-163 Asymptotic distributions of some robust scale estimators in explosive AR(1) model***by*Koul, Hira L. & Vellaisamy, P.**164-172 Generalized cumulative entropy based on kth lower record values***by*Tahmasebi, Saeid & Eskandarzadeh, Maryam**173-178 Bounds on Kendall’s tau for zero-inflated continuous variables***by*Denuit, Michel M. & Mesfioui, Mhamed**179-184 Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles***by*Jiang, Hui & Wang, Shaochen**185-192 Exponential stability of impulsive stochastic partial differential equations with delays***by*Li, Dingshi & Fan, Xiaoming**193-197 The unbiased nonparametric test and its moment generating function for the ordered alternative***by*Murakami, Hidetoshi & Lee, Seong Keon**198-204 A note on the limit theory of a Dickey–Fuller unit root test with heavy tailed innovations***by*Arvanitis, Stelios**205-211 Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space***by*Park, Jinho