# Elsevier

# Statistics & Probability Letters

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### October 2008, Volume 78, Issue 15

**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**2024-2030 On optimality of the Benjamini-Hochberg procedure for the false discovery rate***by*Guo, Wenge & Bhaskara Rao, M.**2031-2038 On a non-classical invariance principle***by*Davydov, Youri & Rotar, Vladimir**2039-2045 On the asymptotic behaviour of random matrices in a multivariate statistical model***by*Cerqueti, Roy & Costantini, Mauro**2046-2051 A note on upper estimates for Pickands constants***by*Dëbicki, Krzysztof & Kisowski, Pawel**2052-2057 A bilateral inequality on the Borel-Cantelli Lemma***by*Xie, Yuquan**2058-2065 Incomplete factorial experiments in completely randomized and randomized complete block designs***by*Gerami, A.**2066-2074 On weak convergence of the likelihood ratio process in multi-phase regression models***by*Fujii, Takayuki**2075-2085 A singular stochastic differential equation driven by fractional Brownian motion***by*Hu, Yaozhong & Nualart, David & Song, Xiaoming**2086-2094 Absolute ruin in the compound Poisson risk model with constant dividend barrier***by*Yuan, Haili & Hu, Yijun**2095-2101 The functional CLT for linear processes generated by mixing random variables with infinite variance***by*Moon, H.J.**2102-2109 A central limit theorem for the linear process generated by associated random variables in a Hilbert space***by*Kim, Tae-Sung & Ko, Mi-Hwa**2110-2115 On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space***by*Kim, Tae-Sung & Ko, Mi-Hwa & Han, Kwang-Hee**2116-2120 An unexpected result in an approximate carrier-borne epidemic process***by*Gani, J. & Swift, R.J.**2121-2129 A strong invariance principle for positively or negatively associated random fields***by*Shashkin, Alexey**2130-2136 The disk-percolation model on graphs***by*Lebensztayn, E. & Rodríguez, P.M.**2137-2141 Asymptotics of Oja Median Estimate***by*Shen, Gang**2142-2153 Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression***by*Arashi, M. & Tabatabaey, S.M.M.**2154-2164 Isoperimetric and related bounds on configuration spaces***by*Houdré, Christian & Privault, Nicolas**2165-2170 Survival probabilities for N-ary subtrees on a Galton-Watson family tree***by*Mutafchiev, Ljuben R.**2171-2174 On the equivalence between standard and sequentially ordered hidden Markov models***by*Chopin, N.**2175-2180 Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions***by*Yano, Kouji & Yano, Yuko**2181-2187 The Wills functional for Poisson processes***by*Vitale, Richard A. & Wang, Yazhen**2188-2193 Ratio estimation via Poisson regression and Generalized Estimating Equations***by*Morel, Jorge G. & Neerchal, Nagaraj K.**2194-2200 Nonparametric density estimation for stratified samples***by*Breunig, Robert**2201-2209 Inner product spaces of integrands associated to subfractional Brownian motion***by*Tudor, Constantin**2210-2216 Stochastic approximation of the factors of a generalized canonical correlation analysis***by*Monnez, Jean-Marie**2217-2221 On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability***by*Nayak, Tapan K. & Bose, Sudip & Kundu, Subrata**2222-2229 A study on LTD and RTI positive dependence orderings***by*Colangelo, Antonio**2230-2233 Convergence rates in the local renewal theorem***by*Sapozhnikov, Artëm**2234-2239 Ordering comparison of negative binomial random variables with their mixtures***by*Alamatsaz, Mohammad Hossein & Abbasi, Somayyeh**2240-2247 A canonical definition of shape***by*Paindaveine, Davy**2248-2257 A note on birth-death processes with catastrophes***by*Di Crescenzo, A. & Giorno, V. & Nobile, A.G. & Ricciardi, L.M.**2258-2264 On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains***by*Chen, Yong & Qian, Min-Ping & Xie, Jian-Sheng**2265-2272 The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes***by*Endo, Kotaro & Matsui, Muneya

### September 2008, Volume 78, Issue 13

**1683-1693 Almost sure functional central limit theorems for weakly dependent sequences***by*Chen, Shouquan & Lin, Zhengyan**1694-1701 A note on scale mixtures of skew normal distribution***by*Kim, Hyoung-Moon**1702-1710 Divergence-based tests for model diagnostic***by*Esteban, M.D. & Hobza, T. & Morales, D. & Marhuenda, Y.**1711-1721 Beta-hypergeometric distributions and random continued fractions***by*Asci, Claudio & Letac, Gérard & Piccioni, Mauro**1722-1726 A two-parameter generalized skew-normal distribution***by*Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N.**1727-1734 On a risk model with dependence between claim sizes and claim intervals***by*Meng, Qingbin & Zhang, Xin & Guo, Junyi**1735-1741 Estimation using response probability under callbacks***by*Park, Hyeonah & Na, Seongryong & Jeon, Jongwoo**1742-1747 A note on the finite collision property of random walks***by*Chen, Dayue & Wei, Bei & Zhang, Fuxi**1748-1756 Nonparametric regression estimation with assigned risk***by*Efromovich, Sam**1757-1764 Inverse beta transformation in kernel density estimation***by*Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch**1765-1774 The first negative moment in the sense of the Cauchy principal value***by*Peng, Chien-Yu**1775-1783 Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces***by*Liu, Kai**1784-1791 Sample paths of jump-type Fleming-Viot processes with bounded mutation operators***by*da Silva, Telles Timóteo & Fragoso, Marcelo D.**1792-1799 Moment inequalities for DVRL distributions, characterization and testing for exponentiality***by*Al-Zahrani, Bander & Stoyanov, Jordan**1800-1806 A note on the exchangeability condition in Stein's method***by*Röllin, Adrian**1807-1810 On prediction error in functional linear regression***by*Apanasovich, Tatiyana V. & Goldstein, Edward**1811-1816 Optimal robust estimates using the Kullback-Leibler divergence***by*Yohai, Victor J.**1817-1822 The combined INAR(p) models for time series of counts***by*Weiß, Christian H.**1823-1825 A matrix version of Chernoff inequality***by*Wei, Zhengyuan & Zhang, Xinsheng**1826-1834 On the convergence rate of sequential fixed-width confidence intervals for normal parameters***by*Isogai, Eiichi & Futschik, Andreas**1835-1845 On the time value of absolute ruin for a multi-layer compound Poisson model under interest force***by*Yang, Hu & Zhang, Zhimin & Lan, Chunmei**1846-1850 Marginal distribution of some path-dependent stochastic volatility model***by*Sekine, Jun**1851-1856 Stam inequality on***by*Gibilisco, Paolo & Imparato, Daniele & Isola, Tommaso**1857-1862 Bivariate stopped-sum distributions using saddlepoint methods***by*Abd-Elfattah, Ehab F.**1863-1868 Histogram density estimators based upon a fuzzy partition***by*Loquin, Kevin & Strauss, Olivier**1869-1877 Hausdorff moment problem: Reconstruction of probability density functions***by*Mnatsakanov, Robert M.**1878-1884 Optimality of the Holm procedure among general step-down multiple testing procedures***by*Gordon, Alexander Y. & Salzman, Peter**1885-1893 A variance component test for mixed hidden Markov models***by*Altman, Rachel MacKay**1894-1902 Confidence intervals for long memory regressions***by*Ko, Kyungduk & Lee, Jaechoul & Lund, Robert**1903-1913 Central limit theorems for the integrated squared error of derivative estimators***by*Birke, Melanie**1914-1921 Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model***by*Chen, Ray-Bing & Wong, Weng Kee & Li, Kun-Yu**1922-1928 Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions***by*Marrelec, Guillaume & Benali, Habib**1929-1932 Collision probability for an occupancy problem***by*Nakata, Toshio**1933-1942 Lee discrepancy and its applications in experimental designs***by*Zhou, Yong-Dao & Ning, Jian-Hui & Song, Xie-Bing**1943-1947 Unit root testing based on BLUS residuals***by*Vougas, Dimitrios V.**1948-1954 A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion***by*Gatto, Riccardo**1955-1963 Prediction intervals for future records***by*Raqab, Mohammad Z. & Balakrishnan, N.**1964-1970 A note on the almost sure central limit theorem for negatively associated fields***by*Wang, Jiang-Feng & Liang, Han-Ying**1971-1980 Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements***by*Roy, Anuradha & Leiva, Ricardo**1981-1989 A new class of excited random walks on trees***by*Del Greco M., Fabiola & Di Marzio, Marco & Panzera, Agnese**1990-1998 Test for parameter change in ARMA models with GARCH innovations***by*Lee, Sangyeol & Song, Junmo

### September 2008, Volume 78, Issue 12

**1349-1354 Characterizations using the bivariate failure rate function***by*Navarro, Jorge**1355-1361 A class of autoregressive processes***by*Krishnarani, S.D. & Jayakumar, K.**1362-1368 Modified Simes' critical values under independence***by*Cai, Gengqian & Sarkar, Sanat K.**1369-1374 A generalization and extension of an autoregressive model***by*Satheesh, S. & Sandhya, E. & Rajasekharan, K.E.**1375-1383 Parameter estimation using partial information with applications to queueing and related models***by*Basawa, I.V. & Bhat, U.N. & Zhou, J.**1384-1387 On the central limit theorem and the law of the iterated logarithm***by*Fukuyama, Katusi & Ueno, Yôhei**1388-1396 Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process***by*Kiselák, Jozef & Stehlík, Milan**1397-1403 A method to compute the transition function of a piecewise deterministic Markov process with application to reliability***by*Chiquet, Julien & Limnios, Nikolaos**1404-1411 Seasonal fractional ARIMA with stable innovations***by*Diongue, Abdou Kâ & Diop, Aliou & Ndongo, Mor**1412-1421 A higher order multifractal formalism***by*Ben Mabrouk, Anouar**1422-1429 An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models***by*Shang, Junfeng & Cavanaugh, Joseph E.**1430-1433 The asymptotic and exact Fisher information matrices of a vector ARMA process***by*Klein, André & Mélard, Guy & Saidi, Abdessamad**1434-1439 Extended Glivenko-Cantelli Theorem in ARCH(p)-time series***by*Cheng, Fuxia**1440-1444 On the max-domain of attraction of distributions with log-concave densities***by*Müller, Samuel & Rufibach, Kaspar**1445-1451 Empirical likelihood for linear models in the presence of nuisance parameters***by*Kim, Mi-Ok & Zhou, Mai**1452-1458 On computation of NPMLE for middle-censored data***by*Mangalam, Vasudevan & Nair, Gopalan M. & Zhao, Yun**1459-1465 On Pólya mixtures of multivariate Gaussian distributions***by*Grigelionis, Bronius**1466-1472 Complete convergence of weighted sums for [rho]* -mixing sequence of random variables***by*Jun, An & Demei, Yuan**1473-1479 A note on the closed-form identification of regression models with a mismeasured binary regressor***by*Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur**1480-1489 The autocorrelation structure of the Markov-switching asymmetric power GARCH process***by*Haas, Markus**1490-1497 Clustering gene expression profile data by selective shrinkage***by*Ishwaran, Hemant & Sunil Rao, J.**1498-1504 A note on auxiliary particle filters***by*Johansen, Adam M. & Doucet, Arnaud**1505-1513 Distribution of runs in a sequence of exchangeable multi-state trials***by*EryIlmaz, Serkan**1514-1516 A problem on extreme magnitudes of characteristic functions: The general case***by*He, Xin**1517-1525 On exit times of Lévy-driven Ornstein-Uhlenbeck processes***by*Borovkov, Konstantin & Novikov, Alexander**1526-1533 A generalized Gittins index for a Markov chain and its recursive calculation***by*Sonin, Isaac M.**1534-1540 Growth rates for pure birth Markov chains***by*Athreya, K.B.**1541-1547 A self-normalized central limit theorem for [rho] -mixing stationary sequences***by*Jiang, Xinxin & Hahn, Marjorie**1548-1556 Spiking problem in monotone regression: Penalized residual sum of squares***by*Pal, Jayanta Kumar**1557-1559 Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables***by*Xia, Ye**1560-1569 Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model***by*Hu, Xuemei & Wang, Zhizhong & Liu, Feng**1570-1576 How to construct asymptotically stable iterated function systems***by*Jaroszewska, Joanna**1577-1582 Extreme variances of order statistics in dependent samples***by*Rychlik, Tomasz**1583-1592 Edgeworth expansions in operator form***by*Szewczak, Zbigniew S.**1593-1600 On the matching noise of some nonparametric imputation procedures***by*Marella, Daniela & Scanu, Mauro & Luigi Conti, Pier**1601-1611 Spectral density estimation for linear processes with dependent innovations***by*Bensaïd, Nadia & Yazourh-Benrabah, Ouafae**1612-1618 Hausdorff moment problem: Reconstruction of distributions***by*Mnatsakanov, Robert M.**1619-1623 Some moment relationships for multivariate skew-symmetric distributions***by*Umbach, Dale**1624-1633 Moment estimation in a semiparametric generalized linear model***by*Wang, Xueqin & Peng, Hanxiang**1634-1638 A note on extreme values and kernel estimators of sample boundaries***by*Girard, Stéphane & Jacob, Pierre**1639-1648 A lower bound for the reliability function of multiple failure mode systems***by*Milienos, F.S. & Koutras, M.V.**1649-1655 A regeneration proof of the central limit theorem for uniformly ergodic Markov chains***by*Jasra, Ajay & Yang, Chao**1656-1661 Limiting distribution of the G statistics***by*Zhang, Tonglin**1662-1670 kth records from geometric distribution***by*Dembinska, Anna**1671-1672 R-squared for general regression models in the presence of sampling weights***by*Freels, S. & Sinha, K.**1673-1682 Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes***by*Vermaat, M.B. & van der Meulen, F.H. & Does, R.J.M.M.

### August 2008, Volume 78, Issue 11

**1251-1254 On fake Brownian motions***by*Oleszkiewicz, Krzysztof**1255-1258 H(n)-factors in random graphs***by*Yan, Yun-Zhi & Wang, Han-Xing & Wang, Jun & Yin, Xiang-Feng**1259-1265 BSDE driven by a simple Lévy process with continuous coefficient***by*El Otmani, Mohamed**1266-1273 A new three-parameter extension of the inverse Gaussian distribution***by*Leiva, Víctor & Sanhueza, Antonio & Silva, Andrés & Galea, Manuel**1274-1282 Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes***by*Anh, V.V. & Leonenko, N.N.**1283-1289 A note on the complete convergence for arrays of rowwise independent random elements***by*Sung, Soo Hak**1290-1300 Codispersion coefficients for spatial and temporal series***by*Rukhin, Andrew L. & Vallejos, Ronny**1301-1304 How to compute the extremal index of stationary random fields***by*Ferreira, H. & Pereira, L.**1305-1313 Algebraic polynomials with random non-symmetric coefficients***by*Farahmand, K. & Stretch, C.T.**1314-1316 The Karcher mean of a class of symmetric distributions on the circle***by*Kaziska, David & Srivastava, Anuj**1317-1327 Asymptotic properties for Cauchy's principal values of Brownian and random walk local time***by*Wen, Jiwei & Lin, Zhengyan**1328-1338 Multiple comparisons of several heteroscedastic multivariate populations***by*Kakizawa, Yoshihide**1339-1348 Prolate spheroidal spectral estimates***by*Lii, K.S. & Rosenblatt, M.

### August 2008, Volume 78, Issue 10

**1161-1164 A note on a transformation under censoring with application to partial least squares regression***by*Basu, Sanjib & Ebrahimi, Nader**1165-1167 A generalization of the Balakrishnan skew-normal distribution***by*Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari**1168-1173 A note on checking the Clayton model assumption based on left-truncated bivariate data***by*Wang, Antai**1174-1180 On asymptotic failure rates in bivariate frailty competing risks models***by*Finkelstein, Maxim & Esaulova, Veronica**1181-1188 On comonotonicity of Pareto optimal risk sharing***by*Ludkovski, Michael & Rüschendorf, Ludger**1189-1193 A k-nearest neighbor approach for functional regression***by*Laloë, Thomas**1194-1199 Modelling marked point patterns by intensity-marked Cox processes***by*Ho, Lai Ping & Stoyan, D.**1200-1205 Noncanonical representation with an infinite-dimensional orthogonal complement***by*Ouknine, Youssef & Erraoui, Mohamed**1206-1214 Precise large deviation results for the total claim amount under subexponential claim sizes***by*Baltrunas, Aleksandras & Leipus, Remigijus & Siaulys, Jonas**1215-1221 On moments of the maximum of normed partial sums of [rho] -mixing random variables***by*Chen, Pingyan & Gan, Shixin**1222-1225 When do cylinder [sigma]-algebras equal Borel [sigma]-algebras in Polish spaces?***by*Yan, Yi**1226-1229 On monotonicity of regression quantile functions***by*Neocleous, Tereza & Portnoy, Stephen**1230-1235 On first and last ruin times of Gaussian processes***by*Hüsler, Jürg & Zhang, Yueming**1236-1245 Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics***by*Ahmadi, J. & Balakrishnan, N.**1246-1249 On the Gaussian representation of intrinsic volumes***by*Vitale, R.A.

### July 2008, Volume 78, Issue 9

**1051-1055 Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process***by*Zhang, Yong & Yang, Xiao-Yun**1056-1061 Reproducibility probability estimation for testing statistical hypotheses***by*De Martini, Daniele**1062-1071 Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients***by*Wang, Zhidong**1072-1075 On the maximal correlation coefficient***by*Yu, Yaming**1076-1087 Estimating the parameter of the population selected from discrete exponential family***by*Vellaisamy, P. & Jain, Sushmita**1088-1093 On the link between dependence and independence in extreme value theory for dynamical systems***by*Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes**1094-1100 Confidence intervals for the normal mean utilizing prior information***by*Farchione, David & Kabaila, Paul**1101-1109 Modelling heterogeneity for bivariate survival data by the log-normal distribution***by*Hanagal, David D.**1110-1118 A general SLLN for the one-dimensional class cover problem***by*Wierman, John C. & Xiang, Pengfei**1119-1127 Proper Bayesian estimating equation based on Hilbert space method***by*Lin, Lu & Tan, Lin**1128-1137 Strong pointwise consistency of the kT -occupation time density estimator***by*Labrador, Boris**1138-1147 Sampling based succinct matrix approximation***by*Liu, Rong & Shi, Yong**1148-1157 p-variation of an integral functional driven by fractional Brownian motion***by*Yan, Litan & Yang, Xiangfeng & Lu, Yunsheng

### June 2008, Volume 78, Issue 8

**945-952 On the residual lifelengths of the remaining components in an n-k+1 out of n system***by*Bairamov, Ismihan & Arnold, Barry C.**953-962 Large deviations in testing fractional Ornstein-Uhlenbeck models***by*Bishwal, Jaya P.N.