# Elsevier

# Statistics & Probability Letters

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### January 2009, Volume 79, Issue 2

**255-263 Convergence of large deviation rates based on a link between wave governed random motions and ruin processes***by*Macci, Claudio**264-269 Further investigation into restricted Kalman filtering***by*Pizzinga, Adrian**270-274 Complete monotonicity of the entropy in the central limit theorem for gamma and inverse Gaussian distributions***by*Yu, Yaming

### January 2009, Volume 79, Issue 1

**1-5 Optimal robust M-estimators using divergences***by*Toma, Aida**6-15 Inference for mean change-point in infinite variance AR(p) process***by*Zhou, Jie & Liu, San Y.**16-20 Effect of design-adaptive allocation on inference for a regression parameter: Two-group, single-covariate and double-covariate cases***by*Aickin, Mikel**21-28 Ruin problems in a discrete Markov risk model***by*Yang, Hu & Zhang, Zhimin & Lan, Chunmei**29-37 Current k-records and their use in distribution-free confidence intervals***by*Ahmadi, J. & Razmkhah, M. & Balakrishnan, N.**38-43 Estimation of the autoregressive operator by wavelet packets***by*Laukaitis, Algirdas & Vasilecas, Olegas & Laukaitis, Ricardas**44-49 BSDEs driven by Lévy process with enlarged filtration and applications in finance***by*El Otmani, Mohamed**50-54 A note on state space representations of locally stationary wavelet time series***by*Triantafyllopoulos, K. & Nason, G.P.**55-62 First order p-variations and Besov spaces***by*Rosenbaum, Mathieu**63-69 Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier***by*Yang, Wenquan & Hu, Yijun**70-78 The perturbed compound Poisson risk model with multi-layer dividend strategy***by*Yang, Hu & Zhang, Zhimin**79-87 On stationarity and [beta]-mixing of periodic bilinear processes***by*Bibi, Abdelouahab & Lessak, Radia**88-97 A packing dimension theorem for Gaussian random fields***by*Xiao, Yimin**98-104 On estimating the non-centrality parameter of a chi-squared distribution***by*Li, Qizhai & Zhang, Junjian & Dai, Shuai**105-111 Limiting behaviour of moving average processes under [phi]-mixing assumption***by*Chen, Pingyan & Hu, Tien-Chung & Volodin, Andrei**112-115 Cross-validation for comparing multiple density estimation procedures***by*Lian, Heng**116-124 On complete convergence for arrays of rowwise negatively associated random variables***by*Kuczmaszewska, Anna**125-130 Equivalent processes of total time on test, Lorenz and inverse Lorenz processes***by*Kawczak, Janusz & Kulperger, Reg & Yu, Hao

### December 2008, Volume 78, Issue 18

**3123-3128 On a Gibbs characterization of normalized generalized Gamma processes***by*Cerquetti, Annalisa**3129-3134 On the geometry of a generalized cross-correlation random field***by*Carbonell, F. & Worsley, K.J.**3135-3138 A note on the invariance under change of measure for stochastic test functions and distribution spaces***by*Lanconelli, Alberto**3139-3144 On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables***by*Fathi Manesh, Sirous & Khaledi, Baha-Eldin**3145-3151 Spatial smoothing, Nugget effect and infill asymptotics***by*Lu, Zudi & Tjøstheim, Dag & Yao, Qiwei**3152-3158 Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential***by*Yilmaz, Mehmet & Topçu, Birol**3159-3169 A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors***by*Özkale, M. Revan**3170-3175 An almost sure limit theorem for the product of partial sums with stable distribution***by*Gonchigdanzan, Khurelbaatar**3176-3183 Inverse problems for random walks on trees: Network tomography***by*de la Pena, Victor & Gzyl, Henryk & McDonald, Patrick**3184-3186 A note on skew-elliptical distributions and linear functions of order statistics***by*Loperfido, Nicola**3187-3194 On extending the Brunk-Prokhorov strong law of large numbers for martingale differences***by*Hu, Shuhe & Chen, Guijing & Wang, Xuejun**3195-3202 On extending classical filtering equations***by*Kouritzin, Michael A. & Long, Hongwei**3203-3211 On the weak convergence of subordinated systems***by*Wu, Biao**3212-3215 Classification of 2x2 sparse data sets with zero cells***by*Subbiah, M. & Srinivasan, M.R.**3216-3221 On robust nonparametric regression estimation for a functional regressor***by*Azzedine, Nadjia & Laksaci, Ali & Ould-Saïd, Elias**3222-3229 Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails***by*Shen, Xinmei & Lin, Zhengyan**3230-3237 Asymptotics of kernel density estimators on weakly associated random fields***by*Chen, Jia**3238-3243 Cross-spectral properties of a spatial point-lattice process***by*Kanaan, M.N. & Taylor, Paul C. & Mugglestone, M.A.**3244-3248 Conditions for stability and instability of retrial queueing systems with general retrial times***by*Kernane, Tewfik**3249-3253 Some results on the convergence of conditional distributions***by*Xiong, Shifeng & Li, Guoying**3254-3261 Minimum distance estimation of k-factors GARMA processes***by*Kouamé, Euloge F. & Hili, Ouagnina**3262-3268 On the existence of higher-order moments of periodic GARCH models***by*Aknouche, Abdelhakim & Bentarzi, Mohamed**3269-3273 Residuals and their statistical properties in symmetrical nonlinear models***by*Cysneiros, Francisco José A. & Vanegas, Luis Hernando**3274-3276 Generalized filtered Poisson processes and application in hydrology***by*Lefebvre, Mario**3277-3280 Markov processes, time-space harmonic functions and polynomials***by*Sengupta, Arindam**3281-3287 A class of strong deviation theorems for the sequence of nonnegative integer valued random variables***by*Wang, Xuewu**3288-3293 Multiple solutions to the likelihood equations in the Behrens-Fisher problem***by*Drton, Mathias**3294-3297 A Kolmogorov inequality for weighted U-statistics***by*Mavrikiou, Petroula M.**3298-3303 The invariance principle for linear multi-parameter stochastic processes generated by associated fields***by*Kim, Tae-Sung & Ko, Mi-Hwa & Choi, Yong-Kab**3304-3306 Testing for random effects and spatial lag dependence in panel data models***by*Baltagi, Badi H. & Liu, Long**3307-3311 Minimax estimation of the integral of a power of a density***by*Tchetgen, Eric & Li, Lingling & Robins, James & van der Vaart, Aad**3312-3320 Multivariate equilibrium distributions of order n***by*Nair, N. Unnikrishnan & Preeth, M.**3321-3329 A generalization of a result concerning the asymptotic behavior of finite Markov chains***by*Nicolaie, Alina**3330-3337 Strong law of large numbers and growth rate for a class of random variable sequences***by*Wang, Xuejun & Hu, Shuhe & Shen, Yan & Ling, Nengxiang**3338-3343 A complete class of balanced incomplete block designs [beta] (7, 35, 15, 3, 5) with repeated blocks***by*Mandal, S. & Ghosh, D.K. & Sharma, R.K. & Bagui, S.C.**3344-3349 A mass function based on correlation coefficient and its application***by*Joarder, Anwar H. & Omar, M.H.**3350-3354 Characterizations of bivariate distributions by properties of concomitants of order statistics***by*Veena, T.G. & Yageen Thomas, P.**3355-3365 Small-time moment asymptotics for Lévy processes***by*Figueroa-López, José E.**3366-3372 Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators***by*Omelka, Marek**3373-3380 Moments of the first passage time of one-dimensional diffusion with two-sided barriers***by*Wang, Huiqing & Yin, Chuancun**3381-3387 On generalized correlation functions of intrinsically stationary processes of order k***by*Sasvári, Zoltán**3388-3394 Some new stochastic comparisons for redundancy allocations in series and parallel systems***by*Li, Xiaohu & Hu, Xiaoxiao

### December 2008, Volume 78, Issue 17

**2839-2843 An estimate for the probability of dependent events***by*Dubickas, Arturas**2844-2849 Existence of almost periodic solutions to some functional integro-differential stochastic evolution equations***by*Bezandry, Paul H.**2850-2858 Mixed model-based additive models for sample extremes***by*Padoan, S.A. & Wand, M.P.**2859-2863 On mean exit time from a curvilinear domain***by*Makasu, Cloud**2864-2867 An existence theorem for stochastic functional differential equations with delays under weak assumptions***by*Halidias, Nikolaos & Ren, Yong**2868-2875 A distribution free goodness of fit test for a stochastically ordered alternative***by*Banerjee, Shuvadeep**2876-2882 The empirical saddlepoint method applied to testing for serial correlation in panel time series data***by*Perera, D.I. & Peiris, M.S. & Robinson, J. & Weber, N.C.**2883-2888 A characterisation of scale mixtures of the uniform distribution***by*Fung, Thomas & Seneta, Eugene**2889-2894 Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2***by*Inoue, Akihiko & Kasahara, Yukio & Phartyal, Punam**2895-2901 Empirical likelihood inference for partial linear models under martingale difference sequence***by*Chen, Xia & Cui, Hengjian**2902-2909 Threshold copulas and positive dependence***by*Durante, Fabrizio & Foschi, Rachele & Spizzichino, Fabio**2910-2915 Constructing processes with prescribed mixing coefficients***by*Kontorovich, Leonid (Aryeh)**2916-2916 Estimating parameters in autoregressive models with asymmetric innovations***by*Akkaya, Aysen D. & Tiku, Moti L.**2917-2925 On degenerate stochastic equations of Itô type with jumps***by*Kurenok, V.P.**2926-2931 MV-optimal block designs for correlated errors***by*Uddin, Nizam**2932-2938 Weak convergence of the supremum distance for supersmooth kernel deconvolution***by*van Es, Bert & Gugushvili, Shota**2939-2946 A hypothesis test for independence of sets of variates in high dimensions***by*Lin, Zhengyan & Xiang, Yanbiao**2947-2956 Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples***by*Li, Yongming & Yang, Shanchao & Zhou, Yong**2957-2962 Simple relations between principal stratification and direct and indirect effects***by*VanderWeele, Tyler J.**2963-2970 Feasible parameter regions for alternative discrete state space models***by*Feigin, Paul D. & Gould, Phillip & Martin, Gael M. & Snyder, Ralph D.**2971-2975 On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data***by*Balakrishnan, N. & Kateri, M.**2976-2980 Asymptotics for the nonparametric estimation of the mean function of a random process***by*Degras, David**2981-2987 Preservation of some life length classes for age distributions associated with age-dependent branching processes***by*Johnson, Richard A. & Taylor, James R.**2988-2991 A new look at discrete discrepancy***by*Chatterjee, Kashinath & Qin, Hong**2992-2996 Maximal probabilities of convolution powers of discrete uniform distributions***by*Mattner, Lutz & Roos, Bero**2997-2999 Is a subspace containing a splitting subspace a splitting subspace?***by*Triacca, Umberto**3000-3007 Phase diagram for once-reinforced random walks on trees with exponential weighting scheme***by*Takei, Masato & Takeshima, Masaki**3008-3013 Higher order moments of renewal counting processes and Eulerian polynomials***by*Brown, Geoffrey W.**3014-3017 A note on non-regular martingales***by*Iksanov, Alex & Marynych, Alex**3018-3022 Asymptotic expansions for inverse moments of binomial and negative binomial***by*Wuyungaowa & Wang, Tianming**3023-3028 The law of the iterated logarithm for the Gaussian free field***by*Hu, Xiaoyu**3029-3033 Nonparametric estimation of level sets under minimal assumptions***by*Ren, Qunshu & Mojirsheibani, Majid**3034-3039 On the Burkholder-Davis-Gundy inequalities for continuous martingales***by*Ren, Yao-Feng**3040-3046 On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs***by*Poufinas, Thomas**3047-3055 Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models***by*Ferrari, Silvia L.P. & Cysneiros, Audrey H.M.A.**3056-3061 Preservation of classes of life distributions under weighting with a general weight function***by*Blazej, Pawel**3062-3069 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition***by*Jasra, Ajay & Doucet, Arnaud**3070-3074 The multivariate point null testing problem: A Bayesian discussion***by*Gómez-Villegas, Miguel A. & González-Pérez, Beatriz**3075-3081 Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise***by*Kliger, Mark & Francos, Joseph M.**3082-3085 Conditions for weak ergodicity of inhomogeneous Markov chains***by*Coppersmith, Don & Wu, Chai Wah**3086-3090 On moments of recurrence times for positive recurrent renewal sequences***by*Szewczak, Zbigniew S.**3091-3095 A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function***by*Jokiel-Rokita, Alicja**3096-3102 A test for independence of two sets of variables when the number of variables is large relative to the sample size***by*Schott, James R.**3103-3109 The finite-time ruin probability for ND claims with constant interest force***by*Kong, Fanchao & Zong, Gaofeng**3110-3113 On the compatibility of Dyson's conditions***by*Berenhaut, Kenneth S. & Chen, Donghui & Tran, Vy**3114-3121 The multifractal spectrum of harmonic measure for forward moving random walks on a Galton-Watson tree***by*Kinnison, Adam L.

### November 2008, Volume 78, Issue 16

**2559-2566 Inference in the additive risk model with time-varying covariates subject to measurement errors***by*Sun, Liuquan & Zhou, Xian**2567-2571 A semiparametric regression estimator under left truncation and right censoring***by*Karlsson, Maria & Laitila, Thomas**2572-2577 Semiparametric left truncation and right censorship models with missing censoring indicators***by*Subramanian, Sundarraman & Bandyopadhyay, Dipankar**2578-2583 Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring***by*Wang, Antai & Oakes, David**2584-2591 Testing additivity in nonparametric regression under random censorship***by*Debbarh, Mohammed & Viallon, Vivian**2592-2596 More powerful exact tests of binary matched pairs***by*Lloyd, Chris J.**2597-2603 A pointwise Bayes-type estimator of the survival probability with censored data***by*Kulasekera, K.B. & Zhao, Meng**2604-2608 Identifiability of a mixture cure frailty model***by*Peng, Yingwei & Zhang, Jiajia**2609-2613 Multiple rank-based testing for ordered alternatives with incomplete data***by*Cabilio, P. & Peng, J.**2614-2622 A Bartlett type correction for Wald test in Cox regression model***by*Li, Xiao & Wu, Yaohua & Tu, Dongsheng**2623-2631 The integral option in a model with jumps***by*Gapeev, Pavel V.**2632-2636 Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions***by*Lelong, Jérôme**2637-2643 Monitoring a Poisson process in several categories subject to changes in the arrival rates***by*Brown, Marlo**2644-2646 On construction of consistent mixing distributions for compound decisions***by*Mashayekhi, Mostafa**2647-2653 Missing observation analysis for matrix-variate time series data***by*Triantafyllopoulos, K.**2654-2659 Bias of the regression estimator for experiments using clustered random assignment***by*Middleton, Joel A.**2660-2663 The Bahadur representation for sample quantiles under negatively associated sequence***by*Ling, Nengxiang**2664-2670 Orlicz norm inequalities for operator-valued martingale transforms***by*Yu, Lin**2671-2678 On a new moments inequality***by*Simic, Slavko**2679-2684 A one-sided large deviation local limit theorem***by*Lin, Jianxi**2685-2691 Approximate predictive pivots for autoregressive processes***by*Corcuera, José M.**2692-2699 On the time to ruin and the deficit at ruin in a risk model with double-sided jumps***by*Xing, Xiaoyu & Zhang, Wei & Jiang, Yiming**2700-2704 Modeling financial time series through second-order stochastic differential equations***by*Nicolau, João**2705-2708 Inverse renewal thinning of Cox and renewal processes***by*Teke, S.P. & Deshmukh, S.R.**2709-2714 Asymptotics of sums of lognormal random variables with Gaussian copula***by*Asmussen, Søren & Rojas-Nandayapa, Leonardo**2715-2719 Space-time dependence dynamics for birth-death point processes***by*Comas, C. & Mateu, J.**2720-2724 Optimal main effect plans in nested row-column set-up of small size***by*Bagchi, Sunanda & Bose, Mausumi**2725-2730 The functional central limit theorem for a family of GARCH observations with applications***by*Berkes, István & Hörmann, Siegfried & Horváth, Lajos**2731-2738 A note on self-weighted quantile estimation for infinite variance quantile autoregression models***by*Yang, Xiao Rong & Zhang, Li Xin**2739-2743 Wavelet regression with correlated errors on a piecewise Hölder class***by*Porto, Rogério F. & Morettin, Pedro A. & Aubin, Elisete C.Q.**2744-2750 Efficient estimation of population quantiles in general semiparametric regression models***by*Maity, Arnab**2751-2755 On the connections between weakly stable and pseudo-isotropic distributions***by*Jasiulis, B.H. & Misiewicz, J.K.**2756-2761 An alternative multivariate skew-slash distribution***by*Arslan, Olcay**2762-2767 On occurrence of patterns in Markov chains: Method of gambling teams***by*Pozdnyakov, Vladimir**2768-2775 Testing for parameter stability in quantile regression models***by*Su, Liangjun & Xiao, Zhijie**2776-2780 Some new maximal inequalities***by*Harremoës, Peter**2781-2786 Fisher information in hybrid censored data***by*Park, Sangun & Balakrishnan, N. & Zheng, Gang**2787-2792 Exponential families are not preserved by the formation of order statistics***by*Bar-Lev, Shaul K. & Bshouty, Daoud**2793-2797 Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case***by*Chang, In Hong & Mukerjee, Rahul**2798-2803 Sufficient dimension reduction and variable selection for regression mean function with two types of predictors***by*Wang, Qin & Yin, Xiangrong**2804-2810 Heavy-tailedness and threshold sex determination***by*Ibragimov, Rustam**2811-2820 Maxima of Dirichlet and triangular arrays of gamma variables***by*Bose, Arup & Dasgupta, Amites & Maulik, Krishanu**2821-2826 The distribution of the product of two triangular random variables***by*Glickman, Theodore S. & Xu, Feng**2827-2835 Stochastic orderings for discrete random variables***by*Giovagnoli, A. & Wynn, H.P.**2836-2838 A generalized constructive definition for the Dirichlet process***by*Favaro, S. & Walker, S.G.

### October 2008, Volume 78, Issue 15

**2275-2280 On the distribution of the left singular vectors of a random matrix and its applications***by*Bura, E. & Pfeiffer, R.**2281-2292 Explicit solutions for multivalued stochastic differential equations***by*Xu, Siyan**2293-2299 On the convergence of the empirical mass function***by*Russo, Ralph P. & Shyamalkumar, Nariankadu D.**2300-2307 A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights***by*Aurzada, Frank**2308-2313 On the Tukey depth of a continuous probability distribution***by*Hassairi, Abdelhamid & Regaieg, Ons**2314-2320 The gambler's ruin problem for a Markov chain related to the Bessel process***by*Lefebvre, Mario**2321-2326 Counting by weighing and its effect on comparing population proportions***by*Nickerson, David M.**2327-2331 Statistical testing alone and estimation plus testing: Reporting study outcomes in biomedical journals***by*Janosky, Janine E.**2332-2338 Acceleration of the EM and ECM algorithms using the Aitken [delta]2 method for log-linear models with partially classified data***by*Kuroda, Masahiro & Sakakihara, Michio & Geng, Zhi**2339-2345 Limit theorems for correlated Bernoulli random variables***by*James, Barry & James, Kang & Qi, Yongcheng**2346-2352 A class of weighted Poisson processes***by*Balakrishnan, N. & Kozubowski, Tomasz J.**2353-2360 On a multivariate gamma distribution***by*Furman, Edward**2361-2365 General matrix-valued inhomogeneous linear stochastic differential equations and applications***by*Duan, Jinqiao & Yan, Jia-an**2366-2370 A note on the construction of optimal main effects plans in blocks of size two***by*Jacroux, Mike**2371-2377 Bivariate positive stable frailty models***by*Mallick, Madhuja & Ravishanker, Nalini & Kannan, Nandini**2378-2387 Some properties of convolutions of Pascal and Erlang random variables***by*Mi, J. & Shi, W. & Zhou, Y.Y.**2388-2399 Tail dependence of skewed grouped t-distributions***by*Banachewicz, Konrad & van der Vaart, Aad**2400-2403 Dynamical circle covering with homogeneous Poisson updating***by*Jonasson, Johan**2404-2407 An extension of Wick's theorem***by*Vignat, C. & Bhatnagar, S.**2408-2411 Propriety of posterior in Bayesian space varying parameter models with normal data***by*Rodrigues, Alexandre & Assunção, Renato**2412-2419 On solutions of a class of infinite horizon FBSDEs***by*Yin, Juliang**2420-2425 A goodness of fit test for left-truncated and right-censored data***by*Hwang, Yi-Ting & Wang, Chun-chao**2426-2432 On a risk model with debit interest and dividend payments***by*Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi**2433-2436 Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model***by*Brilhante, M.F. & Kotz, S.**2437-2439 Estimability of parameters in a linear model and related characterizations***by*Kounias, Stratis & Chalikias, Miltiadis**2440-2445 A simple estimator of the bivariate distribution function for censored gap times***by*de Uña-Álvarez, Jacobo & Meira-Machado, Luis F.**2446-2455 On the expected discounted penalty function for the continuous-time compound binomial risk model***by*Liu, Guoxin & Wang, Ying**2456-2462 Autoregressive processes with normal-Laplace marginals***by*Jose, K.K. & Tomy, Lishamol & Sreekumar, J.**2463-2469 Bootstrap confidence intervals in nonparametric regression with built-in bias correction***by*McMurry, Timothy L. & Politis, Dimitris N.**2470-2477 On the E-optimality of complete designs under an interference model***by*Filipiak, Katarzyna & Rózanski, Rafal & Sawikowska, Aneta & Wojtera-Tyrakowska, Dominika**2478-2484 On the shapes of bilateral Gamma densities***by*Küchler, Uwe & Tappe, Stefan**2485-2489 Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption***by*Coeurjolly, Jean-François**2490-2495 Asymptotically pointwise optimal allocation rules in Bayes sequential estimation***by*Hwang, Leng-Cheng & Karunamuni, Rohana J.**2496-2502 Optimal mixed-level supersaturated design with general number of runs***by*Chen, Jie & Liu, Min-Qian**2503-2510 Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times***by*Roussas, George G. & Bhattacharya, Debasis**2511-2516 On-line detection of a part of a sequence with unspecified distribution***by*Sarnowski, Wojciech & Szajowski, Krzysztof**2517-2521 Some asymptotic results on density estimators by wavelet projections***by*Varron, Davit**2522-2527 Consistent estimation of the accuracy of importance sampling using regenerative simulation***by*Bhattacharya, Sourabh**2528-2535 On the convergence of stochastic integrals with respect to p-semimartingales***by*Kubilius, K.**2536-2542 Trimmed sums of long range dependent moving averages***by*Kulik, Rafal & Ould Haye, Mohamedou**2543-2551 An L2 -test for comparing spatial spectral densities***by*Crujeiras, Rosa M. & Fernández-Casal, Rubén & González-Manteiga, Wenceslao**2552-2558 The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables***by*Zhu, Chun-hua & Gao, Qi-bing

### October 2008, Volume 78, Issue 14

**1999-2005 On convergence properties of sums of dependent random variables under second moment and covariance restrictions***by*Hu, Tien-Chung & Rosalsky, Andrew & Volodin, Andrei**2006-2009 The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case***by*Liu, Fuxiang & Liu, Yanyan**2010-2017 Laws of large numbers for the number of weak records***by*Gouet, Raúl & Javier López, F. & Sanz, Gerardo**2018-2023 A note on strong limit theorems for arbitrary stochastic sequences***by*Yang, Weiguo & Yang, Xue