## Content

### 2019, Volume 148, Issue C

**1-8 Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring***by*van Bentum, Thomas & Cramer, Erhard**9-16 On mutual information estimation for mixed-pair random variables***by*Beknazaryan, Aleksandr & Dang, Xin & Sang, Hailin**17-22 Independence test for large sparse contingency tables based on distance correlation***by*Zhang, Qingyang**23-29 The smallest eigenvalues of random kernel matrices: Asymptotic results on the min kernel***by*Huang, Lu-Jing & Liao, Yin-Ting & Chang, Lo-Bin & Hwang, Chii-Ruey**30-34 A concentration inequality for inhomogeneous Neyman–Scott point processes***by*Coeurjolly, Jean-François & Reynaud-Bouret, Patricia**35-42 Power and level robustness of a test for composite hypotheses under independent non-homogeneous data***by*Ghosh, Abhik & Basu, Ayanendranath**43-53 Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes***by*Choe, Geon Ho & Jang, Hyun Jin & Na, Young Hoon**54-58 On computing maximum likelihood estimates for the negative binomial distribution***by*Bandara, Udika & Gill, Ryan & Mitra, Riten**59-65 Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions***by*Hamdan, Mustafa & Hu, Xiaomi**66-73 On the properties of a Takács distribution***by*Barabesi, Lucio & Pratelli, Luca**74-81 Density deconvolution from grouped data with additive errors***by*Phuong, Cao Xuan & Thuy, Le Thi Hong**82-87 Feynman–Kac penalizations of rotationally symmetric α-stable processes***by*Li, Yunke & Takeda, Masayoshi**88-93 A bound of the β-mixing coefficient for point processes in terms of their intensity functions***by*Poinas, Arnaud**94-100 Uniform estimation of isobars***by*Barme-Delcroix, Marie-Françoise & Brito, Margarida**101-111 Centered Sobolev inequality and exponential convergence in Φ-entropy***by*Cheng, Lingyan & Wu, Liming**112-117 Locally optimal designs for mixed binary and continuous responses***by*Kim, Soohyun & Kao, Ming-Hung**118-127 Stochastic flows of SDEs with non-Lipschitz coefficients and singular time***by*Xu, Jie & Wen, Jiaping & Mu, Jianyong & Liu, Jicheng**128-132 Construction of Liouville Brownian motion via Dirichlet form theory***by*Shin, Jiyong**133-133 Priority of the result in ‘Mean field limit for survival probability of the high-dimensional contact process’***by*Xue, Xiaofeng**134-142 Discrete records: Limit theorems for their spacings and generation methods***by*Pakhteev, A. & Stepanov, A.**143-149 Generalized Random Dot Product graph***by*Ng, Tin Lok James & Murphy, Thomas Brendan**150-154 Hölder’s identity***by*Brinda, W.D. & Klusowski, Jason M. & Yang, Dana**155-163 Extreme-aggregation measures in the RDEU model***by*Chen, Ouxiang & Hu, Taizhong**164-168 Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile***by*Mounaix, Philippe

### 2019, Volume 147, Issue C

**1-5 On Brownian exit times from perturbed multi-strips***by*Lifshits, M. & Nazarov, A.**6-11 Ergodicity conditions for a double mixed Poisson autoregression***by*Aknouche, Abdelhakim & Demmouche, Nacer**12-17 Dimension walks on Sd×R***by*Bingham, N.H. & Symons, Tasmin L.**18-28 A note on large deviation probabilities for empirical distribution of branching random walks***by*Shi, Wanlin**29-35 On probability of high extremes of Gaussian fields with a smooth random trend***by*Popivoda, Goran & Stamatović, Siniša**36-44 Model selection using mass-nonlocal prior***by*Shi, Guiling & Lim, Chae Young & Maiti, Tapabrata**45-56 Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation***by*Liu, Shanshan & Xing, Xiaoyu & Liu, Guoxin**57-65 Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment***by*Li, Yingqiu & Liu, Quansheng & Peng, Xuelian**66-72 Testing multivariate scatter parameter in elliptical model based on forward search method***by*Chakraborty, Chitradipa**73-82 Extremal properties of the univariate extended skew-normal distribution, Part A***by*Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.**83-89 Removal of the points that do not support an E-optimal experimental design***by*Harman, Radoslav & Rosa, Samuel**90-95 Cointegrated linear processes in Bayes Hilbert space***by*Seo, Won-Ki & Beare, Brendan K.**96-104 Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games***by*Wei, Qingda**105-114 Extremal properties of the multivariate extended skew-normal distribution, Part B***by*Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.

### 2019, Volume 146, Issue C

**1-6 Residual extropy of k-record values***by*Jose, Jitto & Abdul Sathar, E.I.**7-14 Intrinsic random functions on the sphere***by*Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M. & Shields, Jacob**15-26 On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients***by*Li, Libo & Taguchi, Dai**27-35 Decomposition of backward SLE in the capacity parametrization***by*Mackey, Benjamin & Zhan, Dapeng**36-41 Various optimality criteria for the prediction of individual response curves***by*Prus, Maryna**42-49 Extremal process of the zero-average Gaussian free field for d≥3***by*Das, Sayan & Hazra, Rajat Subhra**50-56 Exchangeable random partitions from max-infinitely-divisible distributions***by*Stoev, Stilian & Wang, Yizao**57-64 Distributions of the minimum and the maximum of a random number of random variables***by*Bobotas, Panayiotis & Koutras, Markos V.**65-69 Exponential inequality for chaos based on sampling without replacement***by*Hodara, P. & Reynaud-Bouret, P.**70-79 Generalized and robustified empirical depths for multivariate data***by*Liu, Xiaohui & Rahman, Jafer & Luo, Shihua**80-84 Some properties of the one-dimensional subordinated stable model***by*Panov, Vladimir**85-89 On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces***by*de la Cruz, H. & Jimenez, J.C. & Biscay, R.J.**90-96 Variable-based missing mechanism for an incomplete contingency table with unit missingness***by*Jeon, Saebom & Kwon, Tae Yeon & Park, Yousung**97-103 A nested expectation–maximization algorithm for latent class models with covariates***by*Durante, Daniele & Canale, Antonio & Rigon, Tommaso**104-111 Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables***by*Li, Chen & Li, Xiaohu**112-117 An elementary derivation of the Chinese restaurant process from Sethuraman’s stick-breaking process***by*Miller, Jeffrey W.**118-123 q-Stieltjes classes for some families of q-densities***by*Ostrovska, Sofiya & Turan, Mehmet**124-131 Sliced Latin hypercube designs with both branching and nested factors***by*Chen, Hao & Yang, Jinyu & Lin, Dennis K.J. & Liu, Min-Qian**132-138 Finite thinning-selfdecomposable point processes***by*Davydov, Michel & Zuyev, Sergei**139-146 On moments of integral exponential functionals of additive processes***by*Salminen, Paavo & Vostrikova, Lioudmila**147-155 Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion***by*Yang, Yang & Su, Wen & Zhang, Zhimin**156-160 A simple model-free survival conditional feature screening***by*Chen, Xiaolin & Zhang, Yahui & Chen, Xiaojing & Liu, Yi**161-167 Couplings for processes with independent increments***by*Criens, David**168-174 A central limit theorem for marginally coupled designs***by*Wang, Sumin & Wang, Dongying & Sun, Fasheng**175-180 Double robustness without weighting***by*Lee, Myoung-jae & Lee, Sanghyeok**181-186 Confidence regions in step–stress experiments with multiple samples under repeated type-II censoring***by*Bedbur, S. & Kamps, U.**187-192 Equivalent distortion risk measures on moment spaces***by*Cornilly, Dries & Vanduffel, Steven**193-199 A generalization of Expected Shortfall based capital allocation***by*Xun, Li & Zhou, Yangzhi & Zhou, Yong**200-205 A short note on the dependence structure of random vectors***by*González-Barrios, José M. & Gutiérrez-Peña, Eduardo & Rueda, Raúl**206-212 Quantification of the impact of priors in Bayesian statistics via Stein’s Method***by*Ghaderinezhad, Fatemeh & Ley, Christophe**213-223 On the action of the Hilbert transform on ℓ1N-valued functions***by*Osękowski, Adam**224-230 Averaging principle for the heat equation driven by a general stochastic measure***by*Radchenko, Vadym

### 2019, Volume 145, Issue C

**1-11 On the asymptotic behavior of the Diaconis–Freedman chain on [0,1]***by*Ladjimi, Fetima & Peigné, Marc**12-20 On the consistency of penalized MLEs for Erlang mixtures***by*Yin, Cuihong & Sheldon Lin, X. & Huang, Rongtan & Yuan, Haili**21-27 Passive tracer in non-Markovian, Gaussian velocity field***by*Chojecki, Tymoteusz**28-36 On APF test for Poisson process with shift and scale parameters***by*Dabye, A.S. & Kutoyants, Yu.A. & Tanguep, E.D.**37-42 Exponential probability distribution on symmetric matrices***by*Hassairi, A. & Roula, A.**43-49 Geometric ergodicity for some space–time max-stable Markov chains***by*Koch, Erwan & Robert, Christian Y.**50-56 Large sample properties of a new measure of income inequality***by*Zhang, Xiaoke & Gastwirth, Joseph L.**57-62 Efficient computation for Bayesian comparison of two proportions***by*Schmidt, Mikkel N. & Mørup, Morten**63-73 On asymptotic normality of certain linear rank statistics***by*Skorniakov, V.**74-80 Linear process bootstrap unit root test***by*Zou, Nan & Politis, Dimitris N.**81-88 Estimation of minimum and maximum correlation coefficients***by*Xiang, Jim X.**89-95 Correlation extrapolated***by*Maugis, Pierre-André G.**96-102 On the semi-group of a scaled skew Bessel process***by*Alili, Larbi & Aylwin, Andrew**103-109 Three skewed matrix variate distributions***by*Gallaugher, Michael P.B. & McNicholas, Paul D.**110-117 Lift expectations of random sets***by*Diaye, Marc-Arthur & Koshevoy, Gleb A. & Molchanov, Ilya**118-126 Stein operators for variables form the third and fourth Wiener chaoses***by*Gaunt, Robert E.**127-132 On three-level D-optimal paired choice designs***by*Singh, Rakhi**133-140 Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients***by*Ngo, Hoang Long & Luong, Duc Trong**141-146 Bounds for the probability to leave the interval***by*Lotov, V.I.**147-157 A note on Parisian ruin under a hybrid observation scheme***by*Lkabous, Mohamed Amine**158-165 Another bias correction for asymmetric kernel density estimation with a parametric start***by*Hirukawa, Masayuki & Sakudo, Mari**166-172 Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model***by*Arvanitis, Stelios**173-180 Kernel estimation of the conditional density under a censorship model***by*Aouicha, Lamia & Messaci, Fatiha**181-186 An extremal property of the normal distribution, with a discrete analog***by*Hillion, Erwan & Johnson, Oliver & Saumard, Adrien**187-196 Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes***by*Laïb, Naâmane & Louani, Djamal**197-204 Geometric dispersion models with real quadratic v-functions***by*Abid, Rahma & Kokonendji, Célestin C. & Masmoudi, Afif**205-215 On probabilistic aspects of Chebyshev polynomials***by*Szabłowski, Paweł J.**216-223 Concentration of measure for radial distributions and consequences for statistical modeling***by*Arias-Castro, Ery & Pu, Xiao**224-228 A note on strong-consistency of componentwise ARH(1) predictors***by*Ruiz-Medina, M.D. & Álvarez-Liébana, J.**229-237 Integration by parts formulas for marked Hawkes processes***by*Takeuchi, Atsushi**238-247 Moments and cumulants of the extremes of a sample from a uniform distribution***by*Withers, Christopher S. & Nadarajah, Saralees**248-253 Partial monotonicity of entropy revisited***by*Xia, Wanwan**254-259 Central limit theorem for the entries of products of random matrices without the positivity condition***by*Arbués, Ignacio**260-267 Time-varying cointegration model using wavelets***by*da Fonseca, Eder Lucio & Alencar, Airlane Pereira & Morettin, Pedro Alberto**268-272 Bayesian estimation of Kendall’s τ using a latent normal approach***by*van Doorn, Johnny & Ly, Alexander & Marsman, Maarten & Wagenmakers, Eric-Jan**273-283 Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations***by*Wu, Zhen & Xu, Ruimin**284-292 Stable Lévy process delayed by tempered stable subordinator***by*Gajda, J. & Kumar, A. & Wyłomańska, A.**293-300 A model for level induced conditional heteroskedasticity***by*Michel, Jon & de Jong, Robert M.**301-311 Minimum distance parameter estimation for SDEs with small α-stable noises***by*Zhao, Huiyan & Zhang, Chongqi**312-316 Conditional distributions of multivariate normal mean–variance mixtures***by*Jamalizadeh, Ahad & Balakrishnan, Narayanaswamy**317-320 Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model***by*Szretter Noste, María Eugenia**321-326 A quantitative discounted central limit theorem using the Fourier metric***by*Katriel, Guy**327-337 Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components***by*Salehi, Ebrahim & Tavangar, Mahdi**338-344 On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality***by*Niu, Zhenzhen & Hu, Jiang & Bai, Zhidong & Gao, Wei**345-350 On the moment generating function for random vectors via inverse survival function***by*Song, Pingfan & Tan, Changchun & Wang, Shaochen**351-358 A variation of constant formula for Caputo fractional stochastic differential equations***by*Anh, P.T. & Doan, T.S. & Huong, P.T.**359-364 Efficient estimation of a distribution function based on censored data***by*Alevizos, Filippos & Bagkavos, Dimitrios & Ioannides, Dimitrios

### 2019, Volume 144, Issue C

**3-8 Multivariate spatial meta kriging***by*Guhaniyogi, Rajarshi & Banerjee, Sudipto**9-15 A turning bands method for simulating isotropic Gaussian random fields on the sphere***by*Emery, Xavier & Furrer, Reinhard & Porcu, Emilio**16-22 Copula-based segmentation of cylindrical time series***by*Lagona, Francesco**23-29 Kernel density classification for spherical data***by*Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.**30-36 Local binary regression with spherical predictors***by*Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.**37-43 Synthetically lagged models***by*Burr, Wesley S. & Shin, Hwashin H. & Takahara, Glen**44-51 A Bayesian hierarchical model for multiple imputation of urban spatio-temporal groundwater levels***by*Manago, Kimberly F. & Hogue, Terri S. & Porter, Aaron & Hering, Amanda S.**52-56 Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors***by*Jona Lasinio, Giovanna & Pollice, Alessio & Fano, Elisa Anna**57-62 Functional analysis of spatial aggregation regions of Jeffrey pine beetle-attack within the Lake Tahoe Basin***by*Smirnova, Ekaterina & Khormali, Omid & Egan, Joel M.**63-68 Using isotope composition and other node attributes to predict edges in fish trophic networks***by*Lyubchich, Vyacheslav & Woodland, Ryan J.**69-73 The scale enhanced wild bootstrap method for evaluating climate models using wavelets***by*Chatterjee, Snigdhansu

### 2018, Volume 143, Issue C

**1-6 A power comparison between autocorrelation based tests***by*Hajria, Raja Ben & Khardani, Salah & Raïssi, Hamdi**7-16 A random walk on the profinite completion of a finitely generated group***by*Cruz-López, Manuel & Estala-Arias, Samuel**17-27 A population evolution model and its applications to random networks***by*Fazekas, I. & Noszály, Cs. & Perecsényi, A.**28-36 The max-BARMA models for counts with bounded support***by*Weiß, Christian H. & Scotto, Manuel G. & Möller, Tobias A. & Gouveia, Sónia**37-42 Best look-alike prediction: Another look at the Bayesian classifier and beyond***by*Sun, Hanmei & Jiang, Jiming & Nguyen, Thuan & Luan, Yihui**43-46 Brownian bricklayer: A random space-filling curve***by*Forman, Noah**47-55 Large deviations of time-averaged statistics for Gaussian processes***by*Gajda, J. & Wyłomańska, A. & Kantz, H. & Chechkin, A.V. & Sikora, G.**56-66 Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion***by*Ren, Yong & He, Qian & Gu, Yuanfang & Sakthivel, R.**67-73 Improved on-line estimation for gamma process***by*Xu, Ancha & Shen, Lijuan**74-80 Optimal directional statistic for general regression***by*Gillard, Jonathan & Zhigljavsky, Anatoly**81-85 Convexity of probit weights***by*Schumann, Martin & Tripathi, Gautam**86-94 Factorizable non-atomic copulas***by*Printechapat, Tanes & Sumetkijakan, Songkiat**95-101 Robust conditional nonparametric independence screening for ultrahigh-dimensional data***by*Zhang, Shucong & Pan, Jing & Zhou, Yong

### 2018, Volume 142, Issue C

**1-7 Dynamic IFR concepts for coherent systems***by*Burkschat, M. & Samaniego, F.J.**8-16 Weak and one-sided strong laws for random variables with infinite mean***by*Adler, André & Pakes, Anthony G.**17-22 A proof of the transfer-current theorem in absence of reversibility***by*Avena, L. & Gaudillière, A.**23-29 On the distribution of extended CIR model***by*Peng, Qidi & Schellhorn, Henry**30-38 Strong modified transportation cost inequalities on k-concave probability measures with heavy tails***by*Ding, Ying & Zhang, Xinsheng & Fang, Longxiang**39-43 Granger causality between vectors of time series: A puzzling property***by*Triacca, Umberto**44-49 Gradient and stability estimates of heat kernels for fractional powers of elliptic operator***by*Chen, Yong & Hu, Yaozhong & Wang, Zhi**50-56 A note on weak convergence of general halfspace depth trimmed means***by*Wang, Jin**57-61 The necklace process: A generating function approach***by*Hackl, Benjamin & Prodinger, Helmut**62-70 A moment coboundary theorem for C[0,1]-valued random fields***by*Morrow, Steven T.**71-76 The inverse survival function for multivariate distributions and its application to the product moment***by*Ogasawara, Haruhiko**77-83 A self-equilibrium Friedman-like urn via stochastic approximation***by*Gao, Shuyang & Mahmoud, Hosam M.**84-91 Fractional Lévy Cox–Ingersoll–Ross and Jacobi processes***by*Fink, Holger & Schlüchtermann, Georg**92-101 Semi-functional partial linear quantile regression***by*Ding, Hui & Lu, Zhiping & Zhang, Jian & Zhang, Riquan**102-108 Stochastic differential equations driven by fractional Brownian motion***by*Xu, Liping & Luo, Jiaowan**109-117 A uniform L1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator***by*Lafaye de Micheaux, Pierre & Ouimet, Frédéric**118-122 Comment on “Sum of squares of uniform random variables” by I. Weissman***by*Forrester, Peter J.

### 2018, Volume 141, Issue C

**1-6 Complete asymptotic expansions for the density function of t-distribution***by*Chen, Chao-Ping**7-18 Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps***by*Chen, Guiling & van Gaans, Onno & Lunel, Sjoerd Verduyn**19-30 Pseudo-binomial approximation to (k1,k2)-runs***by*Upadhye, N.S. & Kumar, A.N.**31-40 On unfair permutations***by*Arslan, İlker & Işlak, Ümit & Pehlivan, Cihan**41-49 Long time behavior for stochastic Burgers equations with jump noises***by*Wang, Guanying & Wang, Xingchun & Zhou, Ke**50-55 A proof for the existence of multivariate singular generalized skew-elliptical density functions***by*Shushi, Tomer**56-61 A note on the spectral gap for general harmonic measures on spheres***by*Ma, Yutao & Wang, Xinyu**62-67 Velocity formulae between entropy and hitting time for Markov chains***by*Choi, Michael C.H.**68-73 Exact simulation of reciprocal Archimedean copulas***by*Mai, Jan-Frederik**74-81 Families of complementary distributions***by*Jones, M.C.**82-89 Inference for partial correlation when data are missing not at random***by*Gorbach, Tetiana & de Luna, Xavier**90-95 The semicircle law for matrices with ergodic entries***by*Löwe, Matthias**96-102 Parametric estimation for non recurrent diffusion processes***by*Abi-ayad, Ilham & Mourid, Tahar**103-108 Dynamic optimality in optimal variance stopping problems***by*Buonaguidi, B.**109-113 Some families of asymmetric nested orthogonal arrays and asymmetric sliced orthogonal arrays***by*Zhang, Tianfang & Jiang, Junyu & Li, Zhiming**114-124 On some applications of Sobolev flows of SDEs with unbounded drift coefficients***by*Menoukeu Pamen, Olivier**125-128 Equivalence between Mallows and Girone–Cifarelli tests***by*Youndjé, É.**129-134 A class of space-filling designs and their projection properties***by*Mu, Weiyan & Xiong, Shifeng**135-142 A probabilistic proof for Fourier inversion formula***by*Wong, Tak Kwong & Yam, Sheung Chi Phillip

### 2018, Volume 140, Issue C

**1-6 A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse***by*Morikawa, Kosuke & Kim, Jae Kwang**7-12 Selective inference after likelihood- or test-based model selection in linear models***by*Rügamer, David & Greven, Sonja**13-22 A note on joint occupation times of spectrally negative Lévy risk processes with tax***by*Wang, Wenyuan & Wu, Xueyuan & Peng, Xingchun & Yuen, Kam C.**23-32 A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model***by*Li, Jinzhu**33-36 On notions of Q-independence and Q-identical distributiveness***by*Il’inskii, Alexander**37-43 Characterization of the inverse stable subordinator***by*Mselmi, Farouk**44-47 On optimal policy in the group testing with incomplete identification***by*Malinovsky, Yaakov**48-52 Strong unimodality of discrete order statistics***by*Kim, Bara & Kim, Jeongsim & Lee, Sungji**53-62 Recovery of quantile and quantile density function using the frequency moments***by*Mnatsakanov, Robert M. & Sborshchikovi, Aleksandre**63-70 Closure properties of O-exponential distributions***by*Danilenko, Svetlana & Šiaulys, Jonas & Stepanauskas, Gediminas**71-76 Moderate deviations for multivariate Hawkes processes***by*Yao, Nian**77-83 Dual representations of Laplace transforms of Brownian excursion and generalized meanders***by*Bryc, Włodzimierz & Wang, Yizao**84-90 Random cyclic polygons from Dirichlet distributions and approximations of π***by*Wang, Shasha & Xu, Wen-Qing**91-95 Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels***by*Benhaddou, Rida**96-105 Projection uniformity under mixture discrepancy***by*Yi, Si-Yu & Zhou, Yong-Dao**106-114 Regularly varying non-stationary Galton–Watson processes with immigration***by*Barczy, Mátyás & Bősze, Zsuzsanna & Pap, Gyula**115-125 The critical infection rate of the high-dimensional two-stage contact process***by*Xue, Xiaofeng**126-131 Unit roots test: Spatial model with long memory errors***by*Adu, N. & Richardson, G.**132-141 On Schott’s and Mao’s test statistics for independence of normal random vectors***by*Chang, Shuhua & Qi, Yongcheng**142-146 Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution***by*Chae, Minwoo & Martin, Ryan & Walker, Stephen G.**147-159 Approximation of the maximum of storage process with fractional Brownian motion as input***by*Xu, Zhengchun & Tan, Zhongquan & Tang, Linjun**160-166 Empirical likelihood ratio tests with power one***by*Vexler, Albert & Zou, Li**167-175 Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance***by*Liang, Xiaoqing & Young, Virginia R.