# Elsevier

# Statistics & Probability Letters

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### July 2009, Volume 79, Issue 14

### July 2009, Volume 79, Issue 13

**1495-1500 Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin***by*Rozovsky, Leonid**1501-1508 Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable***by*Rozovsky, Leonid**1509-1511 A denormalized U-statistic which cannot be decoupled from some associated stopping times***by*Klass, Michael J.**1512-1521 Critical randomly indexed branching processes***by*Mitov, Georgi K. & Mitov, Kosto V. & Yanev, Nikolay M.**1522-1527 On the functional limits for sums of a function of partial sums***by*Kosinski, Kamil M.**1528-1535 On weak approximations of U-statistics***by*Nasari, Masoud M.**1536-1538 On the best constant in the weak type inequality for the square function of a conditionally symmetric martingale***by*Ose[combining cedilla]kowski, Adam**1539-1547 Maximal inequalities and laws of large numbers for Lq-mixingale arrays***by*Meng, Yanjiao & Lin, Zhengyan**1548-1558 Minimal repair under a step-stress test***by*Balakrishnan, N. & Kamps, U. & Kateri, M.**1559-1567 An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps***by*Giraudo, Maria Teresa**1568-1576 Minimax convergence rates under the Lp-risk in the functional deconvolution model***by*Petsa, Athanasia & Sapatinas, Theofanis

### June 2009, Volume 79, Issue 12

**1429-1437 A maximal moment inequality for [alpha]-mixing sequences and its applications***by*Xing, Guodong & Yang, Shanchao & Chen, Aiwu**1438-1443 Backward stochastic differential equations with non-Lipschitz coefficients***by*Wang, Ying & Huang, Zhen**1444-1449 On Stein's identity and its applications***by*Kumar Kattumannil, Sudheesh**1450-1455 Uniform limit theorems for functions of order statistics***by*Wozabal, Nancy**1456-1462 The central limit theorem for capacities***by*Chareka, Patrick**1463-1472 The rate of convergence for increments of a Brownian motion in Hölder norm***by*Liu, Yonghong & Li, Luoqing & Wan, Chenggao**1473-1479 Data depth, random simplices and multivariate dispersion***by*Romanazzi, Mario**1480-1487 Characterizations using the generalized reversed lack of memory property***by*Asha, G. & Rejeesh, C. John**1488-1493 Tight evaluations for expectations of small order statistics from symmetric and symmetric unimodal populations***by*Rychlik, Tomasz

### June 2009, Volume 79, Issue 11

**1363-1365 Exit probability for an integrated geometric Brownian motion***by*Makasu, Cloud**1366-1371 Asymptotic approximation of inverse moments of nonnegative random variables***by*Wu, Tiee-Jian & Shi, Xiaoping & Miao, Baiqi**1372-1377 Reliability estimation of the selected exponential populations***by*Kumar, Somesh & Mahapatra, Ajaya Kumar & Vellaisamy, P.**1378-1386 Moderate deviations for squared radial Ornstein-Uhlenbeck process***by*Gao, Fuqing & Jiang, Hui**1387-1390 A note on the complete convergence of moving average processes***by*Sung, Soo Hak**1391-1396 Empirical likelihood for linear regression models with missing responses***by*Qin, Yongsong & Li, Ling & Lei, Qingzhu**1397-1403 On a generalization of the Laplace approximation***by*Nott, David J. & Fielding, Mark & Leonte, Daniela**1404-1408 A generalized p-value approach for comparing the means of several log-normal populations***by*Li, Xinmin**1409-1413 A geometric property of the sample mean and residuals***by*Kagan, Abram M. & Yu, Tinghui**1414-1420 Maximum of a partial sample in the uniform AR(1) processes***by*Mladenovic, Pavle**1421-1428 Asymptotic behavior of an affine random recursion in defined by a matrix with an eigenvalue of size 1***by*Asci, Claudio

### May 2009, Volume 79, Issue 10

**1305-1310 A connection between the double gamma model and Laplace sample mean***by*Nguyen, Truc T. & Chen, John T.**1311-1319 On simple calculation of the Fisher information in hybrid censoring schemes***by*Park, Sangun & Balakrishnan, N.**1320-1326 Total duration of negative surplus for the risk model with debit interest***by*He, Jingmin & Wu, Rong & Zhang, Huayue**1327-1330 An identity for multivariate elliptically contoured matrix distribution***by*Bodnar, Taras & Gupta, Arjun K.**1331-1336 Categorical time series models for contingency tables***by*Zhen, X. & Basawa, I.V.**1337-1342 Characterization of solutions to the Stieltjes-Wigert moment problem***by*López-García, Marcos**1343-1350 Cutoff time based on generalized divergence measure***by*Diédhiou, Alassane & Ngom, Papa**1351-1357 A law of the single logarithm for weighted sums of i.i.d. random elements***by*Sung, Soo Hak**1358-1362 Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test***by*Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain

### May 2009, Volume 79, Issue 9

**1135-1140 Estimation of the parameters in a two linear regression equations system with identical parameter vectors***by*Ma, Tiefeng & Wang, Songgui**1141-1145 A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence***by*Shu, F.C.**1146-1154 Gene hunting with forests for multigroup time course data***by*Papana, Ariadni & Ishwaran, Hemant**1155-1161 Minimum Message Length shrinkage estimation***by*Makalic, Enes & Schmidt, Daniel F.**1162-1168 Analyzing longitudinal data with informative observation times under biased sampling***by*Sun, Liuquan & Tong, Xingwei**1169-1174 Maximal inequalities for g-martingales***by*Wang, Wei**1175-1180 Asymptotic properties of covariate-adjusted regression with correlated errors***by*Sentürk, Damla & Nguyen, Danh V.**1181-1185 A simple technique for constructing optimal complete diallel cross designs***by*Shaffer, Jeffrey G. & Srivastav, Sudesh K.**1186-1193 Confidence intervals for the scaling function of multifractal random walks***by*Ludeña, Carenne**1194-1202 Correlated continuous time random walks***by*Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin**1203-1206 Argmax-stable marked empirical processes***by*Ferger, Dietmar**1207-1214 Semiparametric modeling of medical cost data containing zeros***by*Zhao, Xiaobing & Zhou, Xian**1215-1218 Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex***by*Soltani, A.R. & Homei, H.**1219-1223 Asymptotic stability of nonlinear impulsive stochastic differential equations***by*Sakthivel, R. & Luo, J.**1224-1230 Probability of correct model identification in supersaturated design***by*Sarkar, Angshuman & Lin, Dennis K.J. & Chatterjee, Kashinath**1231-1237 A note on convolutions of compound geometric distributions***by*Psarrakos, Georgios**1238-1241 Some Orlicz-norm inequalities for martingales***by*Ren, Yanbo**1242-1245 On a renewal function when the second moment is infinite***by*Sgibnev, M.S.**1246-1251 The distribution of total dividend payments in a Sparre Andersen model***by*Li, Shuanming & Lu, Yi**1252-1259 Asymptotic theory of extreme dual generalized order statistics***by*Barakat, H.M. & El-Adll, Magdy E.**1260-1268 A general definition of conditional information and its application to ergodic decomposition***by*Debowski, Lukasz**1269-1276 An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data***by*Shen, Pao-sheng**1277-1281 Variance inequalities using first derivatives***by*Tang, Hsiu-Khuern & See, Chuen-Teck**1282-1289 A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes***by*Pai, Jeffrey & Ravishanker, Nalini**1290-1298 Precise large deviations for dependent random variables with heavy tails***by*Liu, Li**1299-1304 On the stochastic ordering of folded binomials***by*Porzio, Giovanni C. & Ragozini, Giancarlo

### April 2009, Volume 79, Issue 8

**999-1003 Linear boundary kernels for bivariate density estimation***by*Hazelton, Martin L. & Marshall, Jonathan C.**1004-1007 Identities for negative moments of quadratic forms in normal variables***by*Rukhin, Andrew L.**1008-1015 Conditional independence of blocked ordered data***by*Iliopoulos, G. & Balakrishnan, N.**1016-1020 An asymmetric Marcinkiewicz-Zygmund LLN for random fields***by*Gut, Allan & Stadtmüller, Ulrich**1021-1024 Covariance matrices of self-affine measures***by*Zajkowski, Krzysztof**1025-1030 The extremes of a random scenery as seen by a random walk in a random environment***by*Franke, Brice & Saigo, Tatsuhiko**1031-1037 Order statistics using fuzzy random variables***by*Akbari, M.GH. & Rezaei, A.H.**1038-1043 Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices***by*Li, Yun-Xia**1044-1052 Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models***by*Hu, Xuemei & Wang, Zhizhong & Zhao, Zhiwei**1053-1064 Asymptotics of a Theil-type estimate in multiple linear regression***by*Shen, Gang**1065-1073 A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality***by*Laksaci, Ali & Lemdani, Mohamed & Ould-Sad, Elias**1074-1082 A note on the higher moments of the Euler characteristic of the excursion sets of random fields***by*Taheriyoun, Ali Reza & Shafie, Khalil & Jozani, Mohammad Jafari**1083-1088 Set indexed strong martingales and path independent variation***by*Yosef, Arthur**1089-1096 Deviation of discrete distributions--positive and negative results***by*Mri, Tams F.**1097-1104 Goodness-of-fit test for tail copulas modeled by elliptical copulas***by*Li, Deyuan & Peng, Liang**1105-1107 A Hoeffding inequality for Markov chains using a generalized inverse***by*Boucher, Thomas R.**1108-1111 Some closure properties for subexponential distributions***by*Geluk, Jaap**1112-1119 A nonparametric dependent process for Bayesian regression***by*Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G.**1120-1124 A new concept for count distributions***by*Hagmark, Per-Erik**1125-1128 A few remarks on the supremum of stable processes***by*Patie, P.**1129-1133 Measure changes with extinction***by*Harris, S.C. & Roberts, M.I.

### April 2009, Volume 79, Issue 7

**851-856 Statistical signal extraction using stable processes***by*Balakrishna, N. & Hareesh, G.**857-863 Almost sure convergence for non-stationary random sequences***by*Tan, Zhongquan & Peng, Zuoxiang**864-872 The average position of the dth maximum in a sample of geometric random variables***by*Archibald, Margaret & Knopfmacher, Arnold**873-879 Covariance matrix inequalities for functions of Beta random variables***by*Wei, Zhengyuan & Zhang, Xinsheng**880-883 Explicit construction of stochastic exponentials with arbitrary expectation k[set membership, variant](0,1)***by*Wong, Bernard**884-888 The Hjek-Rnyi-type inequality for associated random variables***by*Hu, Shuhe & Wang, Xuejun & Yang, Wenzhi & Zhao, Ting**889-893 Comments on the paper: A bilateral inequality on the Borel-Cantelli Lemma***by*Hu, Shuhe & Wang, Xuejun & Li, Xiaoqin & Zhang, Yuanyuan**894-898 Completely random signed measures***by*Hellmund, Gunnar**899-906 Estimation of mean life and reliability for exponential life distribution using time censored sample data***by*Sengupta, Samindra Nath & Sinha, Bikas K. & Bagchi, Srijib B.**907-914 Persistent-threshold-GARCH processes: Model and application***by*Park, J.A. & Baek, J.S. & Hwang, S.Y.**915-919 Maximal rank minimum aberration and doubling***by*Hu, Jianwei & Zhang, Runchu**920-926 Backward doubly stochastic differential equations with discontinuous coefficients***by*N'zi, Modeste & Owo, Jean-Marc**927-935 Asymptotics for Kotz Type III elliptical distributions***by*Hashorva, Enkelejd**936-942 The ROC region of a regression tree***by*Jin, Hua & Lu, Ying**943-952 Efficient estimation of adaptive varying-coefficient partially linear regression model***by*Huang, Zhensheng & Zhang, Riquan**953-956 Limiting distribution of the continuity modulus for Gaussian processes with stationary increments***by*Kabluchko, Zakhar**957-964 Estimating the error distribution function in nonparametric regression with multivariate covariates***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**965-968 Identification of a Markovian system with observations corrupted by a fractional Brownian motion***by*Mandrekar, V. & Naik-Nimbalkar, U.V.**969-976 An urn approach to generalized extreme shock models***by*Cirillo, Pasquale & Hüsler, Jürg**977-983 Prediction intervals for future records and order statistics coming from two parameter exponential distribution***by*Ahmadi, J. & MirMostafaee, S.M.T.K.**984-989 MMLEs are as good as M-estimators or better***by*Tiku, Moti L. & Sürücü, Baris**990-996 Periodic stationarity of random coefficient periodic autoregressions***by*Aknouche, Abdelhakim & Guerbyenne, Hafida**997-998 Erratum to: "A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion" [Statistics & Probability Letters 78 (2008) 1948-1954]***by*Gatto, Riccardo

### March 2009, Volume 79, Issue 6

**707-710 A new simple interpretation of an optimal design criterion***by*Atherton, Juli**711-714 The exact likelihood function of a vector autoregressive moving average process***by*Gallego, Jose L.**715-721 Improved estimation of the covariance matrix under Stein's loss***by*Ye, Ren-Dao & Wang, Song-Gui**722-727 Consistency of the Tikhonov's regularization in an ill-posed problem with random data***by*Dahmani, Abdelnasser & Ait Saidi, Ahmed & Bouhmila, Fatah & Aissani, Mouloud**728-732 Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments***by*Tian, Yubin**733-740 Bandwidth selection for functional time series prediction***by*Antoniadis, Anestis & Paparoditis, Efstathios & Sapatinas, Theofanis**741-747 On optimal design for a Poisson regression model with random intercept***by*Niaparast, Mehrdad**748-752 On selfdecomposable Stieltjes transforms***by*Szulga, Jerzy**753-759 On the unification of long-term survival models***by*Rodrigues, Josemar & Cancho, Vicente G. & de Castro, Mrio & Louzada-Neto, Francisco**760-764 Repeated Poisson sampling***by*Grafström, Anton**765-773 Lack-of-fit testing in errors-in-variables regression model with validation data***by*Song, Weixing**774-779 Asymptotic results for heavy-tailed distributions using defective renewal equations***by*Psarrakos, Georgios**780-788 On the Fisher's Z transformation of correlation random fields***by*Carbonell, F. & Worsley, K.J. & Trujillo-Barreto, N.J.**789-796 Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information***by*Xiao, Zhihong & Liu, Luqin**797-806 On a discrete version of the Laugesen-Morpurgo conjecture***by*Pascu, M.N. & Nicolaie, A.**807-813 A note on the consistency of a robust estimator for threshold autoregressive processes***by*Zhang, Li-Xin & Chan, Wai-Sum & Cheung, Siu-Hung & Hung, King-Chi**814-820 Martingale representations of the Lynden-Bell estimator with applications***by*Strzalkowska-Kominiak, E. & Stute, W.**821-827 Homogeneity diagnostics for skew-normal nonlinear regression models***by*Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan**828-834 A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions***by*Ning, Wei & Zhang, Sanguo & Yu, Chang**835-841 Bounds for the transition density of time-homogeneous diffusion processes***by*Downes, A.N.**842-847 On Cantrell-Rosalsky's strong laws of large numbers***by*Ordez Cabrera, Manuel & Volodin, Andrei**848-849 On asymptotic normality in nonlinear regression***by*Haupt, Harry & Oberhofer, Walter

### March 2009, Volume 79, Issue 5

**559-565 An efficient algorithm for estimating a change-point***by*Cheng, Tsung-Lin**566-572 Stochastic comparison and monotonicity of inactive record values***by*Zhao, Peng & Balakrishnan, N.**573-580 The M-estimation in a multi-phase random nonlinear model***by*Ciuperca, Gabriela**581-587 On the use of stochastic approximation Monte Carlo for Monte Carlo integration***by*Liang, Faming**588-596 Ruin probability and local ruin probability in the random multi-delayed renewal risk model***by*Gao, Qingwu & Wang, Yuebao**597-601 Partial asymptotic stability in probability of stochastic differential equations***by*Ignatyev, Oleksiy**602-610 A mathematical approach to detect the Taylor property in TARCH processes***by*Gonçalves, Esmeralda & Leite, Joana & Mendes-Lopes, Nazaré**611-618 Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions***by*Yuan, De Mei & An, Jun & Tao, Bao**619-624 A decomposition of the bifractional Brownian motion and some applications***by*Lei, Pedro & Nualart, David**625-629 A simplified adaptive fence procedure***by*Jiang, Jiming & Nguyen, Thuan & Rao, J. Sunil**630-636 On a class of mathematical ecosystems with random jumps***by*Peng, Jun & Liu, Zaiming**637-642 A generalization of Hoeffding's lemma, and a new class of covariance inequalities***by*Beare, Brendan K.**643-651 Iterated logarithm type behavior for weighted sums of i.i.d. random variables***by*Li, Deli & Qi, Yongcheng & Rosalsky, Andrew**652-658 Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information***by*Kabaila, Paul & Giri, Khageswor**659-663 Building asymmetry into circular distributions***by*Umbach, Dale & Jammalamadaka, S. Rao**664-669 Permutation test for non-inferiority of the linear to the optimal combination of multiple tests***by*Jin, Hua & Lu, Ying**670-675 On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior***by*Babenko, Alexandra & Belitser, Eduard**676-683 Waiting times of exceedances in random threshold models***by*Bairamov, Ismihan & EryIlmaz, Serkan**684-688 Estimation of the generalized Pareto distribution***by*del Castillo, Joan & Daoudi, Jalila**689-697 Accurate tests and intervals based on linear cusum statistics***by*Withers, Christopher S. & Nadarajah, Saralees**698-706 Stochastic Lotka-Volterra model with infinite delay***by*Wan, Li & Zhou, Qinghua

### February 2009, Volume 79, Issue 4

**415-419 Asymptotics for sums of a function of normalized independent sums***by*Kosinski, Kamil**420-425 The degree sequences of an asymmetrical growing network***by*Huang, Huilin**426-435 Comparison theorems for forward backward SDEs***by*Wu, Zhen & Xu, Mingyu**436-441 Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients***by*Jia, Guangyan**442-449 Particle filtering approximations for a Gaussian-generalized inverse Gaussian model***by*Ferrante, Marco & Frigo, Nadia**450-456 Partial moment-based sufficient dimension reduction***by*Yoo, Jae Keun**457-465 Hazards regression for length-biased and right-censored data***by*Shen, Pao-sheng**466-472 Sample size formula for randomized controlled trials with counts of recurrent events***by*Tango, Toshiro**473-480 Insurance control for classical risk model with fractional Brownian motion perturbation***by*Zhang, H.Y. & Bai, L.H. & Zhou, A.M.**481-486 Log-level comparison principle for small ball probabilities***by*Nazarov, Alexander**487-495 Dependence in failure times due to environmental factors***by*Frostig, Esther & Denuit, Michel**496-500 A note on Lee discrepancy***by*Zou, Na & Ren, Ping & Qin, Hong**501-507 Random quantiles of the Dirichlet process***by*Lichtendahl Jr., Kenneth C.**508-512 The relationship between risk measures and choquet expectations in the framework of g-expectations***by*He, Kun & Hu, Mingshang & Chen, Zengjing**513-518 Assessing global influential observations in modified ridge regression***by*Jahufer, Aboobacker & Jianbao, Chen**519-524 Global rate results for the MLE in a class of deconvolution models***by*Donauer, Stefanie & Groeneboom, Piet & Jongbloed, Geurt**525-533 Multivariate extremes of generalized skew-normal distributions***by*Lysenko, Natalia & Roy, Parthanil & Waeber, Rolf**534-536 Unfolding the Skorohod reflection of a semimartingale***by*Prokaj, Vilmos**537-542 A note on using the estimated versus the known propensity score to estimate the average treatment effect***by*Brumback, Babette A.**543-552 On weak approximations of integrals with respect to fractional Brownian motion***by*Slominski, Leszek & Ziemkiewicz, Bartosz**553-558 Concomitants of order statistics for dependent samples***by*Wang, Ke & Nagaraja, H.N.

### February 2009, Volume 79, Issue 3

**275-282 The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness***by*Debruyne, M. & Hubert, M.**283-288 The number of players tied for the record***by*Eisenberg, Bennett**289-294 Asymptotic distribution of density ratios***by*Antonelli, Sabrina & Regoli, Giuliana**295-303 A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator***by*Gomes, M. Ivette & Pestana, Dinis & Caeiro, Frederico**304-311 Large deviations for heavy-tailed factor models***by*Svensson, Jens & Djehiche, Boualem**312-319 On testing for local monotonicity in deconvolution problems***by*Meister, Alexander**320-323 Noncommutative Baum-Katz theorems***by*Stoica, George**324-330 A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model***by*Ren, Jiandong**331-338 An extension of the generalized Birnbaum-Saunders distribution***by*Gómez, Héctor W. & Olivares-Pacheco, Juan F. & Bolfarine, Heleno**339-346 Influence diagnostics for linear models with first-order autoregressive elliptical errors***by*Paula, Gilberto A. & Medeiros, Marcio & Vilca-Labra, Filidor E.**347-348 A comment on a conjecture of N. Wiener***by*Rosenblatt, M.**349-353 A note on pasting conditions for the American perpetual optimal stopping problem***by*Christensen, Sören & Irle, Albrecht**354-360 Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative***by*Sen, Amit**361-367 Moments of the unbalanced non-central chi-square distribution***by*Grau, Daniel**368-374 Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries***by*Li, Zhonghua & Wang, Zhaojun & Wu, Zhang**375-380 Confidence intervals for limited moments and truncated moments in normal and lognormal models***by*Bebu, Ionut & Mathew, Thomas**381-389 On the ruin probability for the Cox correlated risk model perturbed by diffusion***by*Lu, Zhaoyang & Xu, Wei & Zhang, Yan & Sun, Yingling**390-395 Limit theorems for extremal processes generated by a point process with correlated time and space components***by*Pancheva, Elisaveta & Mitov, Ivan K. & Mitov, Kosto V.**396-399 Log-concavity of generalized order statistics***by*Chen, Huaihou & Xie, Hongmei & Hu, Taizhong**400-406 A new formula for the transient solution of the Erlang queueing model***by*Leonenko, G.M.**407-413 On some probabilistic properties of double periodic AR models***by*Aknouche, Abdelhakim & Guerbyenne, Hafida**414-414 Erratum to: "A note on the proportional hazards model with discontinuous data" [Statist. Probab. Lett. 77 (2007) 735-739]***by*Yu, Qiqing

### January 2009, Volume 79, Issue 2

**131-137 The geometric convergence rate of the classical change-point estimate***by*Fotopoulos, Stergios B.**138-144 Approximation of the expected error rate in classification of the Gaussian random field observations***by*Ducinskas, Ke[combining cedilla]stutis**145-154 Branching on a Sierpinski graph***by*Leorato, S. & Orsingher, E.**155-157 On the relationship of location-independent riskier order to the usual stochastic order***by*Sordo, Miguel A.