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Content
2025, Volume 226, Issue C
- S0167715225001038 Semistable distributions as marginals of operator stable laws
by Kern, P. & Scheffler, H.-P.
- S0167715225001051 Estimation of the generalized Laplace distribution and its projection onto the circle
by Geraci, Marco
- S0167715225001075 A new and flexible class of sharp asymptotic time-uniform confidence sequences
by Gnettner, Felix & Kirch, Claudia
- S0167715225001099 Cochran–Mantel–Haeszel stratified-adjusted test for multiple odds ratios
by Ghoshal, Asmita & Chen, John T.
- S0167715225001105 Maximum likelihood estimator of the shape parameter under simple random sampling and moving extremes ranked set sampling
by Yang, Rui & Chen, Wangxue
- S0167715225001117 Fréchet–Shohat theorem: Stronger modes of convergence for a class of absolutely continuous distributions
by Novi Inverardi, Pier Luigi & Tagliani, Aldo
- S0167715225001221 Partially time-invariant panel data regression
by Cardot, Hervé & Musolesi, Antonio
- S0167715225001233 Approximating win-loss probabilities based on the overall and event-free survival functions
by Mao, Lu
- S0167715225001245 Note on the Anderson–Darling type test for Poisson processes with shift and scale parameters
by Rafiou, A.D. & Deme, S. & Izaddine, H.G. & Dabye, A.S.
- S0167715225001257 The asymptotic behavior of tail moments for light-tailed risks with Sarmanov dependence structure
by Zhang, Yan & Wang, Kaiyong
- S0167715225001269 Sampling random spanning arborescences in graphs with low conductance
by Zampinetti, Vittorio & Melin, Harald & Lagergren, Jens
- S0167715225001270 Sylvester’s problem for beta-type distributions
by Gusakova, Anna & Kabluchko, Zakhar
- S0167715225001282 Existence of small-order moments for Markov-switching stochastic recurrence equations
by Kandji, Baye Matar
- S0167715225001294 Uniform Hanson-Wright type deviation inequalities for α-subexponential random vectors
by Dai, Guozheng & Su, Zhonggen
- S0167715225001373 A stochastic competition turbidostat system with general response functions of nutrition: Stationary distribution
by Mu, Xiaojie & Jiang, Daqing
- S0167715225001385 Upper bounds of spiked covariance matrices under differentially private constrains
by Ren, Chunguang & Zhang, Pei
- S0167715225001397 Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data
by Sutradhar, Brajendra C.
- S0167715225001403 L2-norm posterior contraction in Gaussian models with unknown variance
by Jeong, Seonghyun
- S0167715225001415 Distorted expectiles risk measure and LP formulation
by Arcidiacono, Sally Giuseppe & Rossello, Damiano
- S0167715225001427 On weak convergence of Gaussian conditional distributions
by Lumpp, Sarah & Drton, Mathias
- S0167715225001439 Normal approximations for sequences with the property of strong N-demimartingale differences
by Zhang, Xiaomei & Guo, Jingjun
- S0167715225001440 Iterated tempered stable process
by Soni, Ritik & Gajda, Janusz & Pathak, Ashok Kumar
- S0167715225001452 Regularity properties of the solution to a stochastic heat equation driven by a bifractional Brownian motion on S2
by Wang, Qingbo & Chen, Zhenlong
- S0167715225001464 Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims
by Jia, Yiqiao & Jiang, Mingyu & Cheng, Dongya
- S0167715225001476 Ergodicity of the stochastic Landau–Lifshitz–Bloch equation with multiplicative and additive noise
by Hong, Mingli & Qiu, Zhaoyang
- S0167715225001488 Nested nearly orthogonal Latin hypercube designs for many design columns
by Xia, Xinxin & Zhou, Yishan & Han, Zijian
- S0167715225001506 An appraisal of approximation error in variational inference
by Zwanzig, Silvelyn & Ahmad, Rauf
- S0167715225001518 A principal mixed-order moments method for CKMS in dimension reduction
by Li, Zheng & Wang, Yunhao & Gao, Wei
- S0167715225001531 A completion of counterexamples to the classical central limit theorem for triplewise independent and identically distributed random variables
by Raič, Martin
- S0167715225001543 Confidence set for mixture order selection
by Casa, Alessandro & Ferrari, Davide
- S0167715225001567 Rescaled Bayes factors: A class of e-variables
by Dickhaus, Thorsten
- S0167715225001579 Anytime-valid FDR control with the stopped e-BH procedure
by Wang, Hongjian & Dandapanthula, Sanjit & Ramdas, Aaditya
- S0167715225001580 An estimator for isotonic regression with boundary consistency
by Lim, Eunji
- S0167715225001609 Dynamic testing of volatility models’ calibration using E-values
by Di Leonforte, Davide Carmelo & Deliu, Nina
- S0167715225001610 A free probabilistic framework for analyzing the transformer-based language models
by Das, Swagatam
- S0167715225001622 The information matrix of time-dependent models for vector time series
by Mélard, Guy
- S0167715225001658 Positive definite radial functions on a domain
by Lu, Tianshi
- S0167715225001671 Saddlepoint approximation for the kernel density estimator
by Joutard, Cyrille
- S016771522500121X New results on optimal 2-level orthogonal arrays with repeated rows
by Cui, Fengzhu & Gao, Qiang & Chen, Guangzhou
- S016771522500149X Censored lifespans in a double-truncated sample: Maximum likelihood inference for exponential and geometric distribution
by Sieg, Fiete & Toparkus, Anne-Marie & Weißbach, Rafael
- S016771522500152X A mixture model for skewed mixed-type data
by Alamer, Eman M.S. & Gallaugher, Michael P.B. & McNicholas, Paul D.
2025, Volume 225, Issue C
2025, Volume 224, Issue C
- S0167715225000811 A note on the long time behavior of the elephant random walk with stops
by Akimoto, Tatsuya & Takei, Masato & Taniguchi, Keisuke
- S0167715225000823 On reverse inequalities for Besov integral probability metrics between smooth densities
by Lee, Jeongjik & Chae, Minwoo
- S0167715225000835 Preferential attachment with choice-based edge step
by Malyshkin, Y.A.
- S0167715225000847 Approximate formulas for renewal-reward process with dependent components and normally distributed interference of chance
by Poladova, Aynura & Tekin, Salih & Khaniyev, Tahir
- S0167715225000859 Exact simulation of the Marchenko–Pastur distribution
by Devroye, Luc
- S0167715225000860 Edgeworth expansion for semi-hard triplet loss
by Kimura, Masanari
- S0167715225000872 A simple bootstrap method for large entropy unequal probability sampling designs
by Tillé, Yves
- S0167715225000884 Inference for generalized additive mixed models via penalized marginal likelihood
by Stringer, Alex
- S0167715225000896 A simplified condition for quantile regression
by Peng, Liang & Qi, Yongcheng
- S0167715225000902 Automatic Transfer Learning for high-dimensional linear regression
by Qu, Xinhao
- S0167715225000914 Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]
by Datta, Saptati & Guha, Riana & Shudde, Rachael & Johnson, Valen E.
- S0167715225000926 Construction of mixed-level column-orthogonal strong orthogonal arrays of strength two plus
by Li, Chen & Zhu, Yan & Pang, Shanqi
- S0167715225001002 3 × 3 optimal ranked set sampling design with k cycles and best linear invariant estimators of the parameters for normal distribution
by Li, Minmin & Chen, Wangxue
- S016771522500080X Limit theorems for a critical branching process with immigration at zero in a random environment
by Zhao, Yinxuan & Zhang, Mei
2025, Volume 223, Issue C
- S0167715225000525 Lp-solutions of backward stochastic differential equations with default time
by Elmansouri, Badr & Marzougue, Mohamed
- S0167715225000562 Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator
by Li, Yizhou & Polak, Paweł
- S0167715225000574 The local long-time behaviour for continuous-time branching processes
by Li, Liuyan & Li, Junping
- S0167715225000598 Solution to a generalized FBSDE with delay and anticipated terms and applications to control problem with time-varying delay
by Han, Yuecai & Li, Yuhang & Li, Zheng
- S0167715225000604 Posterior model consistency in high-dimensional Bayesian variable selection with arbitrary priors
by Hua, Min & Goh, Gyuhyeong
- S0167715225000616 Lower bounds for density estimation on symmetric spaces
by Asta, Dena Marie
- S0167715225000628 The impact of contamination and correlated design on the Lasso: An average case analysis
by Minsker, Stanislav & Shen, Yiqiu
- S0167715225000719 Mean reflected backward stochastic differential equations with jumps in a convex domain
by Qian, Hongchao
- S0167715225000720 Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure
by Xu, Siyan & Zhao, Huiyan
- S0167715225000732 Comparison results of range-based quantities in the classical risk models
by Lkabous, Mohamed Amine & Yang, Mengni
- S0167715225000744 Mean-field forward–backward stochastic differential equations driven by G-Brownian motion
by Sun, Shengqiu
- S0167715225000756 Large sample properties of modified maximum likelihood estimator of the location parameter using moving extremes ranked set sampling
by Wang, Han & Chen, Wangxue
- S0167715225000768 Variable-selection consistency of linear quantile regression by validation set approach
by Kim, Suin & Lee, Sarang & Shin, Nari & Jung, Yoonsuh
- S0167715225000781 Lp-minimal solutions of BDSDEs with left continuous and stochastic linear growth coefficients and p∈(1,2)
by Owo, J.M.
- S0167715225000793 Complete convergence with regularly varying moments and norming constants
by Stoica, George & Li, Deli
- S016771522500063X A note on the maximum probability of ultra log-concave distributions
by Aravinda, Heshan
- S016771522500077X Semi-log-convexity of M/M/∞ queues on Z+
by Chen, Huige & Li, Huaiqian
2025, Volume 222, Issue C
- S0167715225000215 Unbiased estimation of the Gini coefficient
by Baydil, Banu & de la Peña, Victor H. & Zou, Haolin & Yao, Heyuan
- S0167715225000380 Explicit formulae for projectively transformed Cauchy distributions with applications
by Mendonça, Paulo R.S. & Lundell, Ben
- S0167715225000392 A jackknife empirical likelihood ratio test for log-symmetric distributions
by Avhad, Ganesh Vishnu & Lahiri, Ananya
- S0167715225000409 Precise quantile function estimation from the characteristic function
by Junike, Gero
- S0167715225000410 On testing mean of high dimensional compositional data
by Jiang, Qianqian & Li, Wenbo & Li, Zeng
- S0167715225000422 A characterization of the Wigner’s semicircle law
by Alanzi, Ayed. R.A. & Alshqaq, Shokrya S. & Fakhfakh, Raouf
- S0167715225000434 Strong convergence order for slow-fast SDEs in Hölder norm
by Liu, Jicheng & Long, Guiling
- S0167715225000501 On the partial sums and extreme order statistics of i.i.d. random variables
by Ye, Jiacheng & Chen, Xin & Xiao, Jinghong
- S0167715225000513 Asymptotic optimality of generalized cross validation and regularized Mallows model averaging
by Zou, Chenchen & Li, Xin & Li, Xinmin & Liang, Hua
- S0167715225000537 Construction of designs with space-filling and orthogonal property
by Li, Min & Feng, Yuan & Wang, Xiao & Zhou, Weiping
- S0167715225000549 Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises
by Zhang, Beibei
- S0167715225000550 Weak limits of standardized sums of independent geometrically distributed random variables
by Adell, José A.
- S0167715225000586 A novel approach for estimating multi-attribute Gaussian copula graphical models
by Li, Lijie & Yu, Yang & Liang, Wanfeng & Zou, Feng
- S016771522500029X Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine
by Stoepker, Ivo V.
2025, Volume 221, Issue C
- S0167715224003213 Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections
by Shi, Yiwei & Shu, Huisheng & Wang, Chunyang & Zhang, Xuekang
- S0167715225000227 Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices
by Dong, Zhaorui & Yao, Jianfeng
- S0167715225000239 Deviation inequalities for the spectral norm of structured random matrices
by Dai, Guozheng & Su, Zhonggen
- S0167715225000240 The oracle property of the generalized outcome-adaptive lasso
by Baldé, Ismaila
- S0167715225000252 Mixingale and physical dependence equality with applications
by Hill, Jonathan B.
- S0167715225000264 On the increments of some extensions of the fractional Brownian motion
by El-Nouty, Charles
- S0167715225000276 Propagation of chaos for mean-field reflected BSDEs with jumps
by Lin, Yiqing & Xu, Kun
- S0167715225000288 Sufficient conditions for relative aging orders of (n−k+1)-out-of-n systems
by Kayid, M. & Shrahili, M.
- S0167715225000306 A short memory condition for infinitely divisible random fields
by Makogin, Vitalii & Spodarev, Evgeny
- S0167715225000318 The Bahadur representation for sample quantiles of ρ-mixing random variables
by Dudek, Dagmara & Kuczmaszewska, Anna
2025, Volume 220, Issue C
- S0167715224003146 A simple consensus model for an increasing population of agents with i.i.d incoming opinions
by Markou, Ioannis
- S0167715225000057 Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation
by Peña, Víctor & Jauch, Michael
- S0167715225000069 Approximately mixing time series
by Kutta, Tim
- S0167715225000070 Mean-field fractional BSDEs with locally monotone coefficients
by Fu, Zongkui & Fei, Dandan
- S0167715225000082 The asymptotic behaviors for branching α-stable process
by Luan, Nana & Wang, Li
- S0167715225000094 Logarithmic scale asymptotics for random walks with Weibull-like upper tail distributions
by Stoica, George & Li, Deli
- S0167715225000100 Poisson approximation and D(un) condition for extremes of transient random walks in random sceneries
by Chenavier, Nicolas & Darwiche, Ahmad
- S0167715225000112 A new maximum-type test for high-dimensional correlation matrices
by Chen, Jing & Li, Ming & Zhao, Kaige & Liu, Baisen
- S0167715225000124 CellMCD+: An improved outlier-resistant cellwise minimum covariance determinant method
by Babu, Prabhu & Stoica, Petre
2025, Volume 219, Issue C
- S0167715224002803 Optimal split-plot designs under individual word length patterns
by Han, Xiaoxue & Sheng, Chong & Liu, Min-Qian
- S0167715224002906 Transportation cost-information inequality for stochastic wave equation with spatially inhomogeneous white noise
by Yao, Zhigang & Zhang, Bin & Liu, Junfeng
- S0167715224002918 The maximum overlap time in the M/M/1 queue
by Palomo, Sergio & Pender, Jamol
- S0167715224002931 New proofs to measurable, predictable and optional section theorems
by Theodorakopoulos, Stefanos
- S0167715224002943 Geometric quantile-based measures of multivariate distributional characteristics
by Shin, Ha-Young & Oh, Hee-Seok
- S0167715224002955 Almost sure convergence of the waiting time for a G/G/1 queue in heavy traffic
by Xia, Ye
- S0167715224002967 Limiting distribution for infinite-server batch service queues
by Kim, Bara & Kim, Jeongsim
- S0167715224002979 Stable approximation for call function via Stein’s method
by Chen, Peng & Qi, Tianyi & Zhang, Ting
- S0167715224002980 Kac’s central limit theorem by Stein’s method
by Bhar, Suprio & Mukherjee, Ritwik & Patil, Prathmesh
- S0167715224002992 Bayes factors functions based on test statistics and non-local moment prior densities
by Datta, Saptati & Guha, Riana & Shudde, Rachael & Johnson, Valen E.
- S0167715224003079 The method of moments for multivariate random sums in the Poisson-Skew-Normal case
by Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan
- S0167715224003080 On Stein factors in Stein’s method for normal approximation
by Gaunt, Robert E.
- S0167715224003092 FWER for normal distribution in nearly independent setup
by Das, Nabaneet & Bhandari, Subir Kumar
- S0167715224003109 The law of the iterated logarithm for functionals of the Wiener process
by Logachov, A. & Yambartsev, A.
- S0167715224003110 Explicit bounds for a Gaussian decomposition Lemma of Sellke
by Schmidt, Tobias
- S0167715224003122 Two-barriers-reflected BSDE with rank-based data
by Feng, Xinwei & Wang, Lu
- S0167715224003134 Functional-coefficient quantile cointegrating regression with stationary covariates
by Li, Haiqi & Zhang, Jing & Zheng, Chaowen
- S0167715224003158 Some general points for inflation models
by Böhning, Dankmar & Junnumtuam, Sunisa
- S0167715224003171 Sparse inverse covariance selection with mass-nonlocal priors
by Fagbohungbe, Taiwo & Zhang, Liangliang & Cao, Xuan
- S0167715224003183 Sylvester’s problem for random walks and bridges
by Panzo, Hugo
- S0167715224003195 Universal distribution of the empirical coverage in split conformal prediction
by Marques F., Paulo C.
- S0167715224003201 The stochastic MHD equations driven by pure jump noise in Lp spaces
by Ni, Kaicheng & Su, Heling & Zhu, Jiahui
- S0167715224003225 A general type of weak comparison theorems for BDSDEs
by Wang, Jinghan & Shi, Yufeng & Zhao, Nana
- S0167715224003237 Differentially private histogram with valid statistics
by Cao, Zilong & Wu, Shisong & Li, Xuanang & Zhang, Hai
- S0167715225000021 Choice of the hypothesis matrix for using the Anova-type-statistic
by Sattler, Paavo & Rosenbaum, Manuel
- S0167715225000033 Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model
by Fang, Yuexin & Tan, Xiangyong & Li, Qian
- S0167715225000045 Construction of mixed-level designs with minimum discrete discrepancy
by Hu, Liuping & Chatterjee, Kashinath & Ning, Jianhui & Qin, Hong
- S016771522400289X Moderate deviations for the number of descents in a random permutation
by Jiang, Hui & Wang, Jing
- S016771522400292X On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
by Bücher, Axel & Staud, Torben
- S016771522400316X Matrix reshaping for statistics
by Loperfido, Nicola
- S016771522500001X Construction of asymmetric resolvable orthogonal arrays
by Lin, Xiao & Pang, Shanqi
2025, Volume 218, Issue C
- S0167715224002608 On the representation and computational aspects of the distribution of a linear combination of independent noncentral chi-squared random variables
by Kume, Alfred & Sei, Tomonari & Wood, Andrew T.A.
- S0167715224002645 On exact Bayesian credible sets for discrete parameters
by Song, Chaegeun & Li, Bing
- S0167715224002761 The heavy-tail behavior of the difference of two dependent random variables
by Chen, Yiqing
- S0167715224002773 Berry–Esseen expansion and Cramér-type large deviation for run and tumble particles on one dimension
by Chen, Wenxuan & Qu, Zhi
- S0167715224002785 Is the effective sample size always less than n? A spatial regression approach
by Ferrer, Clemente & Vallejos, Ronny
- S0167715224002797 Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test
by Ahmed, S. Ejaz & Amezziane, Mohamed & Dahal, Keshab
- S0167715224002815 Semi-supervised estimation of a single-index varying-coefficient model
by Lai, Peng & Wang, Zhou & Zhang, Yurong
- S0167715224002888 The first exit time of fractional Brownian motion from an unbounded domain
by Zhou, Yinbing & Lu, Dawei
2025, Volume 217, Issue C
- S0167715224002505 Generalized wordlength enumerator for asymmetrical designs
by Wang, Kang & Zou, Na & Qin, Hong
- S0167715224002517 A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach
by Bhaskaran, Rajeev & Tappe, Stefan
- S0167715224002566 Minimizing the penalized goal-reaching probability with multiple dependent risks
by Huang, Ying & Peng, Jun
- S0167715224002578 Optimal tightening of the KWW joint confidence region for a ranking
by Wright, Tommy
- S0167715224002591 Probability and moment inequalities for quadratic forms in independent random variables with fat tails
by Zhang, Chi & Zhang, Danna
- S0167715224002621 A one-way MANOVA test for high-dimensional data using clustering subspaces
by Lu, Minyuan & Zhou, Bu
- S0167715224002633 Parameter estimation and hypothesis tests in logistic model for complex correlated data
by Mou, Keyi & Li, Zhiming & Cheng, Jinlong
- S0167715224002736 On harmonic oscillator hazard functions
by Christen, J.A. & Rubio, F.J.
- S0167715224002748 Ruin probability approximation for bidimensional Brownian risk model with tax
by Shashkov, Timofei
- S016771522400258X Frank copula is minimum information copula under fixed Kendall’s τ
by Sukeda, Issey & Sei, Tomonari
- S016771522400261X Strict monotonicity of stochastic process extreme distributions
by Yang, Lijian
- S016771522400275X A supplement to the large deviations of infinite weighted sums of heavy tailed random variables
by Shi, Jianan & Yu, Zhenhong & Miao, Yu
2025, Volume 216, Issue C
- S0167715224001949 On the moments of dividends and capital injections under a variant type of Parisian ruin
by Yan, Kaixin & Ming, Ruixing & Wang, Haibin & Wang, Wenyuan
- S0167715224002128 Unified specification tests in partially linear quantile regression models
by Song, Xiaojun & Yang, Zixin
- S0167715224002165 Penalized composite likelihood estimation for hidden Markov models with unknown number of states
by Lin, Yong & Huang, Mian
- S0167715224002177 Convergence rates in the limit theorems for random sums of m-orthogonal random variables
by Quang, Nguyen Van & Huan, Nguyen Van & Kien, Phan Tri
- S0167715224002189 On absolute moment-based upper bounds for L-moments
by Jones, M.C. & Balakrishnan, N.
- S0167715224002190 Input estimation from discrete workload observations in a Lévy-driven storage system
by Nieman, Dennis & Mandjes, Michel & Ravner, Liron
- S0167715224002207 Block structure-based covariance tensor decomposition for group identification in matrix variables
by Chen, Yu & Hu, Zongqing & Hu, Jie & Shu, Lei
- S0167715224002219 The quantile-based empirical likelihood for the difference of quantiles
by Dai, Lichun & Liu, Pengfei & Liu, Yiming & Yang, Guangren
- S0167715224002220 Consistent tests for semiparametric conditional independence
by Dai, Shengtao & Song, Xiaojun
- S0167715224002232 Information bounds for Gaussian copula parameter in stationary semiparametric Markov models
by Chen, Xiaohong & Yi, Yanping
- S0167715224002244 Construction of weighted efficiency optimal designs for experiments with mixtures
by Li, Junpeng & Li, Guanghui & Leng, Wei & Zhang, Chongqi & Su, Hongyu
- S0167715224002256 Chainability of infinitely divisible measures
by Bar-Lev, Shaul K. & Letac, Gérard
- S0167715224002268 A note on statistical distances for discrete log-concave measures
by Marsiglietti, Arnaud & Pandey, Puja
- S0167715224002281 Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients
by Yang, Li
- S0167715224002360 On the intransitivity of the win ratio
by Oakes, David
- S0167715224002372 Exact convergence rate of the central limit theorem and polynomial convergence rate for branching processes in a random environment
by Li, Yingqiu & Zhang, Xin & Lu, Zhan & Xiao, Sheng
- S0167715224002384 A Stein characterisation of the distribution of the product of correlated normal random variables
by Gaunt, Robert E. & Li, Siqi & Sutcliffe, Heather L.
- S0167715224002396 Multivariate Hawkes process allowing for common shocks
by Zhang, Zhehao & Xing, Ruina
- S0167715224002402 Strong convergence of multi-scale stochastic differential equations with a full dependence
by Ji, Qing & Liu, Jicheng
- S0167715224002414 On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations
by Huong, P.T. & Anh, P.T.
- S0167715224002426 General mean-field reflected backward stochastic differential equations with locally monotone coefficients
by Fu, Zongkui & Fei, Dandan
- S0167715224002438 Continuity of Gaussian extreme distributions
by Yang, Lijian
- S0167715224002451 Extension of a strong form of the three-dimensional Gaussian product inequality
by Kim, Bara & Kim, Jeongsim
- S0167715224002463 Mean square error and variance estimation of the sample ratio under Lahiri ’s design
by Saigo, Hiroshi
- S0167715224002475 Universally consistent K-sample tests via dependence measures
by Panda, Sambit & Shen, Cencheng & Perry, Ronan & Zorn, Jelle & Lutz, Antoine & Priebe, Carey E. & Vogelstein, Joshua T.
- S0167715224002487 Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse
by Wang, Kai & Fan, Hongjie & Zhu, Yanling
- S0167715224002499 An equilibrium model of reinsurance pricing
by Cheng, Jiang & Deng, Chao & Liu, Shuyan & Zeng, Xudong
- S0167715224002529 Pricing formula of Lookback option in stochastic delay differential equation model
by Il-Kwang, Paek & Chol-Su, Kang & Kyong-Hui, Kim
- S0167715224002530 Optimal curing rate allocation in the SIS epidemic model
by McFadden, Ryan & Daly, Fraser & Shneer, Seva
- S0167715224002542 Well-posedness for the stochastic Landau–Lifshitz–Gilbert equation with helicity driven by jump noise
by Gokhale, Soham
- S0167715224002554 Statistical inference for Ornstein–Uhlenbeck processes based on low-frequency observations
by Zhang, Dingwen
- S016771522400227X Cramér type moderate deviation for random walks conditioned to stay positive
by Sun, Mingyang
- S016771522400244X Waiting time representation of discrete distributions
by Kozubowski, Tomasz J. & Młynarczyk, Dorota & Panorska, Anna K.
2024, Volume 215, Issue C
- S0167715224001871 A stereographic test of spherical uniformity
by Fernández-de-Marcos, Alberto & García-Portugués, Eduardo
- S0167715224001895 Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift
by Li, Yanfang & Zhao, Guohuan
- S0167715224001901 The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions
by Kasinathan, Ramkumar & Kasinathan, Ravikumar & Chalishajar, Dimplekumar & Baleanu, Dumitru & Sandrasekaran, Varshini
- S0167715224001913 Empirical limit theorems for Wiener chaos
by Bai, Shuyang & Chen, Jiemiao
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