# Elsevier

# Statistics & Probability Letters

**Order information:**

Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional

Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

**To be notified about new items in this series:**Free volume/issue alert on ScienceDirect (see also NEP)

**Download restrictions:**Full text for ScienceDirect subscribers only

**Editor:**

**Editor:**

**For corrections or technical questions regarding this series, please contact (Zhang, Lei)**

**Series handle:**repec:eee:stapro

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2015, Volume 101, Issue C

**1-10 Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues***by*Zhu, Xiaojun & Balakrishnan, N.**11-20 Further results on estimation of covariance matrix***by*Xu, Kai & He, Daojiang**21-32 On the construction of nested Archimedean copulas for d-monotone generators***by*Rezapour, Mohsen**33-37 Orthogonal decomposition of symmetry model using the ordinal quasi-symmetry model based on f-divergence for square contingency tables***by*Saigusa, Yusuke & Tahata, Kouji & Tomizawa, Sadao**38-39 Convergence of heteroscedastic extremes***by*de Haan, Laurens**40-48 The truncated geometric election algorithm: Duration of the election***by*Louchard, Guy & Ward, Mark Daniel**49-53 On the problem of optimal instant observations of the linear birth and death process***by*Butov, Alexander A.**54-63 Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series***by*Krampe, J. & Kreiss, J.-P. & Paparoditis, E.**64-72 A formula of small time expansion for Young SDE driven by fractional Brownian motion***by*Yamada, Toshihiro**73-82 Joint aggregation of random-coefficient AR(1) processes with common innovations***by*Pilipauskaitė, Vytautė & Surgailis, Donatas**83-91 Large deviations for the stochastic present value of aggregate claims in the renewal risk model***by*Jiang, Tao & Cui, Sheng & Ming, Ruixing

### 2015, Volume 100, Issue C

**1-11 Strong convergence of robust equivariant nonparametric functional regression estimators***by*Boente, Graciela & Vahnovan, Alejandra**12-18 A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments***by*Liu, Wei & Ma, Chaoqun & Li, Yingqiu & Wang, Suming**19-26 Stein’s method for conditional compound Poisson approximation***by*Gan, H.L. & Xia, A.**27-34 Explicit formulae for product moments of multivariate Gaussian random variables***by*Song, Iickho & Lee, Seungwon**35-41 Robust procedures for experimental design in group testing considering misclassification***by*Xiong, Wenjun & Ding, Juan**42-47 Limit theorems for the estimation of L1 integrals using the Brownian motion***by*Athreya, Krishna B. & Normand, Raoul & Roy, Vivekananda & Wu, Sheng-Jhih**48-55 Studying mixability with supermodular aggregating functions***by*Bignozzi, Valeria & Puccetti, Giovanni**56-66 Deviations of convex and coherent entropic risk measures***by*Yan, Jun**67-76 Two-sided discounted potential measures for spectrally negative Lévy processes***by*Li, Yingqiu & Zhou, Xiaowen & Zhu, Na**77-84 Expansions for bivariate copulas***by*Nadarajah, Saralees**85-92 Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries***by*Atkinson, Michael P. & Singham, Dashi I.**93-97 L1-Poincaré inequality for discrete time Markov chains***by*Zhang, Lihua & Wang, Yingzhe**98-103 Sequential change point detection in linear quantile regression models***by*Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin**104-114 Sobolev inequalities for harmonic measures on spheres***by*Du, Jing & Lei, Liangzhen & Ma, Yutao**115-123 A note on quadratic transportation and divergence inequality***by*Ding, Ying**124-129 Estimators in step regression models***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**130-136 On the consistency of a spatial-type interval-valued median for random intervals***by*Sinova, Beatriz & Van Aelst, Stefan**137-141 A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time***by*Ohashi, Alberto & Simas, Alexandre B.**142-148 On the extended two-parameter generalized skew-normal distribution***by*Ogundimu, Emmanuel O. & Hutton, Jane L.**149-157 On kernel estimators of density for reversible Markov chains***by*Longla, Martial & Peligrad, Magda & Sang, Hailin**158-163 On the distribution of a max-stable process conditional on max-linear functionals***by*Oesting, Marco**164-171 Conditional MLE for the proportional hazards model with left-truncated and interval-censored data***by*Shen, Pao-sheng**172-175 Elicitable distortion risk measures: A concise proof***by*Wang, Ruodu & Ziegel, Johanna F.**176-181 Bayesian sequential tests of the initial size of a linear pure death process***by*Goudie, I.B.J.**182-191 Regression mean residual life of a system with three dependent components with normal lifetimes***by*Madadi, Mohsen & Khalilpoor, Parisa & Jamalizadeh, Ahad**192-202 Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models***by*Bibi, Abdelouahab & Ghezal, Ahmed

### 2015, Volume 99, Issue C

**1-5 Causality and separability***by*Renault, Eric & Triacca, Umberto**6-12 Error bounds of MCMC for functions with unbounded stationary variance***by*Rudolf, Daniel & Schweizer, Nikolaus**13-19 Exact upper tail probabilities of random series***by*Yang, Xiangfeng**20-26 The weighted rank correlation coefficient rW2 in the case of ties***by*Pinto Da Costa, Joaquim & Roque, Luís A.C. & Soares, Carlos**27-35 On large deviations of extremes under power normalization***by*Feng, Bo & Chen, Shouquan**36-43 A hybrid test for the isotonic change-point problem***by*Shen, Gang & D’Silva, Karl**44-53 Generalized continuous time random walks and Hermite processes***by*Chen, Zhenlong & Xu, Lin & Zhu, Dongjin**54-60 Some convergence theorems for RM algorithm***by*Wang, Zhen & Mu, Jianyong & Miao, Yu**61-69 On some spectral properties of large block Laplacian random matrices***by*Ding, Xue**70-76 Solutions for functional fully coupled forward–backward stochastic differential equations***by*Ji, Shaolin & Yang, Shuzhen**77-84 The joint distribution of the maximum and minimum of an AR(1) process***by*Withers, Christopher S. & Nadarajah, Saralees**85-93 Sequential detection of gradual changes in the location of a general stochastic process***by*Timmermann, Hella**94-100 Representation of self-similar Gaussian processes***by*Yazigi, Adil**101-108 Dilatively semistable stochastic processes***by*Kern, Peter & Wedrich, Lina**109-113 A theoretical note on optimal sufficient dimension reduction with singularity***by*Yoo, Jae Keun**114-124 Optimal designs for parameters of shifted Ornstein–Uhlenbeck sheets measured on monotonic sets***by*Baran, S. & Stehlík, M.**125-130 Log-concavity of a mixture of beta distributions***by*Mu, Xiaosheng**131-134 On the supremum of the tails of normalized sums of independent Rademacher random variables***by*Pinelis, Iosif**135-142 Optimal jackknife for unit root models***by*Chen, Ye & Yu, Jun**143-148 Marshall lemma in discrete convex estimation***by*Balabdaoui, Fadoua & Durot, Cécile**149-155 Central limit theorems under special relativity***by*McKeague, Ian W.**156-166 Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories***by*Cardot, Hervé & De Moliner, Anne & Goga, Camelia**167-176 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model***by*Hwang, Eunju & Shin, Dong Wan**177-184 A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes***by*Gatto, Riccardo**185-191 Asymptotic independence of three statistics of maximal segmental scores***by*Mijatović, Aleksandar & Pistorius, Martijn**192-201 A note on the large random inner-product kernel matrices***by*Zeng, Xingyuan**202-209 On general minimum lower order confounding criterion for s-level regular designs***by*Li, Zhiming & Zhao, Shengli & Zhang, Runchu**210-214 Optimal stepped wedge designs***by*Lawrie, Jock & Carlin, John B. & Forbes, Andrew B.**215-222 Distribution free testing of goodness of fit in a one dimensional parameter space***by*Roberts, Leigh A.**223-229 Limit theorems for discrete Hawkes processes***by*Seol, Youngsoo**230-237 Vector-valued skewness for model-based clustering***by*Loperfido, Nicola**238-243 Model selection of M-estimation models using least squares approximation***by*Mao, Guangyu

### 2015, Volume 98, Issue C

**1-5 A note on asymptotic distributions in maximum entropy models for networks***by*Yan, Ting**6-11 Central limit theorem and moderate deviation principle for CKLS model with small random perturbation***by*Cai, Yujie & Wang, Shaochen**12-19 Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold***by*Pei, Ling**20-28 On the equilibrium state of the one-dimensional near-symmetric simple exclusion process***by*Zhang, Fuxi & Zhang, Wei**29-38 A general class of linearly extrapolated variance estimators***by*Wang, Qing & Chen, Shiwen**39-43 On the type I optimality of blocked 2-level main effects plans having blocks of different sizes***by*Jacroux, Mike & Kealy-Dichone, Bonni**44-49 Connecting continuum regression with sufficient dimension reduction***by*Chen, Xin & Zhu, Li-Ping**50-53 First hitting time of the integer lattice by symmetric stable processes***by*Isozaki, Yasuki**54-58 Markov limit of line of decent types in a multitype supercritical branching process***by*Hong, Jyy-I & Athreya, K.B.**59-64 On the degrees of freedom in MCMC-based Wishart models for time series data***by*Xiao, Yuewen & Ku, Yu-Cheng & Bloomfield, Peter & Ghosh, Sujit K.**65-72 A simulation algorithm for non-causal VARMA processes***by*Giurcanu, Mihai C.**73-78 A residual-based test for variance components in linear mixed models***by*Li, Zaixing**79-88 Subadditivity of Value-at-Risk for Bernoulli random variables***by*Hofert, Marius & McNeil, Alexander J.**89-97 A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator***by*Qiu, Zhiping & Chen, Xiaoping & Zhou, Yong**98-106 Large and moderate deviations for modified Engel continued fractions***by*Fang, Lulu**107-114 Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function***by*Dučinskas, Kęstutis & Dreižienė, Lina & Zikarienė, Eglė**115-122 Interval estimation for proportional reversed hazard family based on lower record values***by*Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A.**123-130 On testing for sphericity with non-normality in a fixed effects panel data model***by*Baltagi, Badi H. & Kao, Chihwa & Peng, Bin**131-135 A note on stochastic domination for discrete exponential families***by*Chang, Yuan-Tsung & Strawderman, William E.**136-143 Supermodular ordering of Poisson arrays***by*Kızıldemir, Bünyamin & Privault, Nicolas**144-150 The difference of symmetric quantiles under long range dependence***by*Tarr, G. & Weber, N.C. & Müller, S.

### 2015, Volume 97, Issue C

**1-8 Tests for successive differences of quantiles***by*Soni, Pooja & Dewan, Isha & Jain, Kanchan**9-15 The exponential moment tail of inhomogeneous renewal process***by*Bernackaitė, Emilija & Šiaulys, Jonas**16-24 Some remarks on general linear model with new regressors***by*Lu, Changli & Gan, Shengjun & Tian, Yongge**25-31 Stochastic comparisons of parallel systems with exponentiated Weibull components***by*Fang, Longxiang & Zhang, Xinsheng**32-40 Confidence interval construction for sensitivity difference of two continuous-scale diagnostic tests at the fixed level of two specificities***by*Tang, Nian-Sheng & Luo, Xian-Gui**41-45 Approximate ellipsoidal tolerance regions for multivariate normal populations***by*Mbodj, Malick & Mathew, Thomas**46-53 Likelihood ratio order of sample minimum from heterogeneous Weibull random variables***by*Li, Chen & Li, Xiaohu**54-62 Some Stein-type inequalities for multivariate elliptical distributions and applications***by*Landsman, Zinoviy & Vanduffel, Steven & Yao, Jing**63-68 On the discrepancy between Bayes credibility and frequentist probability of coverage***by*Bahamyirou, Asma & Marchand, Éric**69-75 Large deviations for one-dimensional random walks on discrete point processes***by*Zhu, Lingjiong**76-82 Constructing uniform designs under mixture discrepancy***by*Chen, Wen & Qi, Zong-Feng & Zhou, Yong-Dao**83-87 On expected occupation time of Brownian bridge***by*Chi, Zhiyi & Pozdnyakov, Vladimir & Yan, Jun**88-98 Robust inference in partially linear models with missing responses***by*Bianco, Ana M. & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana**99-107 A conditional version of the extended Kolmogorov–Feller weak law of large numbers***by*Yuan, Demei & Hu, Xuemei**108-115 Weighted least squares-based inference for stable and unstable threshold power ARCH processes***by*Aknouche, Abdelhakim & Touche, Nassim**116-119 A generalization of an integral arising in the theory of distance correlation***by*Dueck, Johannes & Edelmann, Dominic & Richards, Donald**120-124 On full efficiency of the maximum composite likelihood estimator***by*Kenne Pagui, E.C. & Salvan, A. & Sartori, N.**125-131 On residual inaccuracy of order statistics***by*Thapliyal, Richa & Taneja, H.C.**132-141 Robust adaptive estimation for semivarying coefficient models***by*Zhao, Weihua & Zhang, Riquan & Liu, Jicai & Hu, Hongchang**142-149 On the Fisher information and design of a flexible progressive censored experiment***by*Park, Sangun & Ng, Hon Keung Tony & Chan, Ping Shing**150-154 A matching prior for the shape parameter of the exponential power distribution***by*Wang, Min & Lu, Tao**155-164 L2 differentiability of generalized linear models***by*Pupashenko, Daria & Ruckdeschel, Peter & Kohl, Matthias**165-175 On Hong–Tamer’s estimator in nonlinear errors-in-variable regression models***by*Wu, Jianghong & Song, Weixing**176-184 Weber’s optimal stopping problem and generalizations***by*Dendievel, Rémi**185-191 Optimal restricted estimation for more efficient longitudinal causal inference***by*Kennedy, Edward H. & Joffe, Marshall M. & Small, Dylan S.**192-196 A sequential hypothesis test based on a generalized Azuma inequality***by*Reijsbergen, Daniël & Scheinhardt, Werner & de Boer, Pieter-Tjerk**197-205 Representation theorems for generators of BSDEs with monotonic and convex growth generators***by*Zheng, Shiqiu & Li, Shoumei**206-211 Statistical properties of gene–gene correlations in omics experiments***by*Qin, Huaizhen & Ouyang, Weiwei**212-215 A note on random variables with an infinite absolute first moment***by*Hu, Tien-Chung & Rosalsky, Andrew**216-221 Extremes of random variables observed in renewal times***by*Basrak, Bojan & Špoljarić, Drago**222-228 Lower bounds of the Hausdorff dimension for the images of Feller processes***by*Knopova, V. & Schilling, R.L. & Wang, J.**229-240 Descents following maximal values in samples of geometric random variables***by*Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold**241-246 Almost sure behavior of functionals of stationary Gibbs point processes***by*Coeurjolly, Jean-François

### 2015, Volume 96, Issue C

**1-9 Large deviations of mean-field stochastic differential equations with jumps***by*Cai, Yujie & Huang, Jianhui & Maroulas, Vasileios**10-20 On the timing to switch on the standby in k-out-of-n:G redundant systems***by*Li, Xiaohu & Fang, Rui & Mi, Jie**21-27 Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data***by*Lai, Peng & Meng, Jie & Lian, Heng**28-37 Length of the minimum sequence containing repeats of success runs***by*Makri, Frosso S. & Psillakis, Zaharias M. & Arapis, Anastasios N.**38-44 On the comparison theorem for multi-dimensional G-SDEs***by*Luo, Peng & Wang, Falei**45-53 Composite estimating equation approach for additive risk model with length-biased and right-censored data***by*Ma, Huijuan & Zhang, Feipeng & Zhou, Yong**54-60 Constructions for a bivariate beta distribution***by*Olkin, Ingram & Trikalinos, Thomas A.**61-67 Association of zero-inflated continuous variables***by*Pimentel, Ronald S. & Niewiadomska-Bugaj, Magdalena & Wang, Jung-Chao**68-74 A general set up for minimum disparity estimation***by*Kuchibhotla, Arun Kumar & Basu, Ayanendranath**75-84 Backward doubly stochastic differential equations with stochastic Lipschitz condition***by*Owo, Jean-Marc**85-94 Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces***by*Quang, Nguyen Van & Nguyen, Pham Tri**95-101 Multifractional Poisson process, multistable subordinator and related limit theorems***by*Molchanov, Ilya & Ralchenko, Kostiantyn**102-108 Linear increment in efficiency with the inclusion of surrogate endpoint***by*Banerjee, Buddhananda & Biswas, Atanu**109-116 The quantile-based skew logistic distribution***by*van Staden, Paul J. & King, Robert A.R.**117-122 On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application***by*Sepehrifar, Mohammad B. & Khorshidian, Kavoos & Jamshidian, Ahmad R.**123-132 On generalized dynamic survival and failure entropies of order (α,β)***by*Kayal, Suchandan**133-140 A new lower bound for wrap-around L2-discrepancy on two and three mixed level factorials***by*Zhang, Qionghui & Wang, Zhenghong & Hu, Jianwei & Qin, Hong**141-148 A note on global suprema of band-limited spherical random functions***by*Marinucci, Domenico & Vadlamani, Sreekar**149-153 Explicit characterization of moments of balanced triangular Pólya urns by an elementary approach***by*Zhang, Panpan & Chen, Chen & Mahmoud, Hosam**154-161 On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions***by*Rubio, F.J.**162-169 Note on the service time in an M/G/1 queue with bounded workload***by*Brill, Percy H.**170-179 Weak convergence of the weighted sequential empirical process of some long-range dependent data***by*Buchsteiner, Jannis**180-184 Exact tail asymptotics of the supremum attained by a Lévy process***by*Asghari, N.M. & Dȩbicki, K. & Mandjes, M.**185-189 Counterexamples to a Central Limit Theorem and a Weak Law of Large Numbers for capacities***by*Terán, Pedro**190-195 Convergence of the EM algorithm for continuous mixing distributions***by*Chung, Yeojin & Lindsay, Bruce G.**196-203 On missing-at-random mechanism in two-way incomplete contingency tables***by*Kim, Seongyong & Park, Yousung & Kim, Daeyoung**204-211 Regression trees and forests for non-homogeneous Poisson processes***by*Mathlouthi, Walid & Fredette, Marc & Larocque, Denis**212-222 First hitting times for doubly skewed Ornstein–Uhlenbeck processes***by*Song, Shiyu & Wang, Suxin & Wang, Yongjin**223-231 Logarithmic Lambert W×F random variables for the family of chi-squared distributions and their applications***by*Witkovský, Viktor & Wimmer, Gejza & Duby, Tomy**232-240 Local linear quantile regression with truncated and dependent data***by*Wang, Jiang-Feng & Ma, Wei-Min & Fan, Guo-Liang & Wen, Li-Min**241-246 On improved shrinkage estimators for concave loss***by*Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.**247-254 Moderate deviation principles for Engel’s, Sylvester’s series and Cantor’s products***by*Hu, Wei**255-261 Rate of strong consistency for nonparametric estimators based on twice censored data***by*Kitouni, Abderrahim & Boukeloua, Mohamed & Messaci, Fatiha**262-268 Large deviations for the boundary local time of doubly reflected Brownian motion***by*Forde, Martin & Kumar, Rohini & Zhang, Hongzhong**269-272 On the asymptotic behavior of randomly weighted averages***by*Roozegar, Rasool & Soltani, A.R.**273-280 Lee discrepancy on symmetric three-level combined designs***by*Elsawah, A.M. & Qin, Hong**281-286 A variance ratio test of fit for Gamma distributions***by*Villaseñor, José A. & González-Estrada, Elizabeth**287-291 A note on exponential inequalities for the distribution tails of canonical von Mises’ statistics of dependent observations***by*Borisov, I.S. & Volodko, N.V.**292-298 The multivariate Gini ratio***by*Eisenberg, Bennett**299-306 On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions***by*Govindan, T.E.**307-314 Limit distributions of generalized St. Petersburg games***by*Nakata, Toshio**315-321 On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients***by*Semrau-Giłka, Alina**322-327 A note on cumulative mean estimation***by*Zeng, Bilin & Yu, Zhou & Wen, Xuerong Meggie**328-332 A note on the direction maximizing skewness in multivariate skew-t vectors***by*Arevalillo, Jorge M. & Navarro, Hilario**333-340 A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix***by*Bai, Zhidong & Wang, Chen**341-345 Extreme-trimmed St. Petersburg games***by*Gut, Allan & Martin-Löf, Anders**346-355 Nonparametric adaptive density estimation on random fields using wavelet method***by*Li, Linyuan**356-364 Comonotonicity, orthant convex order and sums of random variables***by*Mesfioui, Mhamed & Denuit, Michel M.

### 2014, Volume 95, Issue C

**1-5 When the bispectrum is real-valued***by*Iglói, E. & Terdik, Gy.**6-14 A note on intermittency for the fractional heat equation***by*Balan, Raluca M. & Conus, Daniel**15-25 Estimation and test procedures for composite quantile regression with covariates missing at random***by*Ning, Zijun & Tang, Linjun**26-32 Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs***by*Govindan, T.E.**33-38 An asymptotically minimax kernel machine***by*Ghosh, Debashis**39-47 Records with confirmation***by*Nevzorov, V.B. & Stepanov, A.**48-56 The distribution of the maximum of the multivariate AR(p) and multivariate MA(p) processes***by*Withers, Christopher S. & Nadarajah, Saralees**57-62 The one-sided posterior predictive p-value for Fieller’s problem***by*Zhao, Guimei & Xu, Xingzhong**63-70 Adaptive FWER control procedure for grouped hypotheses***by*Zhao, Haibing**71-76 Semi-Markov and reward fields***by*Soltani, A.R. & Ghasemi, H.**77-84 Extension of Mood’s median test for survival data***by*Chen, Zhongxue**85-91 On the moments of order statistics coming from the Topp–Leone distribution***by*MirMostafaee, S.M.T.K.**92-100 Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors***by*Jung, Yeun Ji & Hobert, James P.**101-109 Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables***by*Sreehari, Maddipatla & Divanji, Gooty**110-117 A generalized boxplot for skewed and heavy-tailed distributions***by*Bruffaerts, Christopher & Verardi, Vincenzo & Vermandele, Catherine**118-124 A linear regression model with persistent level shifts: An alternative to infill asymptotics***by*Woody, Jonathan & Lund, Robert**125-131 Default barrier intensity model for credit risk evaluation***by*Elhiwi, Majdi**132-138 Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion***by*Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P.**139-143 A weak-type inequality for the martingale square function***by*Osȩkowski, Adam**144-149 On location mixtures with Pólya frequency components***by*Balabdaoui, Fadoua & Butucea, Cristina**150-154 A simple root-N-consistent semiparametric estimator for discrete duration models***by*Reza, Sadat & Rilstone, Paul

### 2014, Volume 94, Issue C

**1-11 Small noise fluctuations of the CIR model driven by α-stable noises***by*Ma, Chunhua & Yang, Xu**12-20 Variable selection in infinite-dimensional problems***by*Aneiros, Germán & Vieu, Philippe**21-28 Optimal rejection curves for exact false discovery rate control***by*Habiger, Joshua D. & Adekpedjou, Akim**29-38 A fluctuation limit theorem for a critical branching process with dependent immigration***by*Guo, Hongsong & Zhang, Mei**39-47 A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion***by*Kim, Jeong-Hoon & Park, Sang-Hyeon**48-55 On pre-exit joint occupation times for spectrally negative Lévy processes***by*Li, Yingqiu & Zhou, Xiaowen**56-62 On infinitely divisible distributions with polynomially decaying characteristic functions***by*Trabs, Mathias**63-68 A Baum–Katz theorem for i.i.d. random variables with higher order moments***by*Chen, Pingyan & Sung, Soo Hak