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Content
2013, Volume 83, Issue 11
- 2454-2458 Empirical processes of iterated maps that contract on average
by Durieu, Olivier
- 2459-2466 Scaling limits for one-dimensional long-range percolation: Using the corrector method
by Zhang, Zhongyang & Zhang, Lixin
- 2467-2472 A note on approximate Bayesian credible sets based on modified loglikelihood ratios
by Ventura, Laura & Ruli, Erlis & Racugno, Walter
- 2473-2485 Multivariate limits of multilinear polynomial-form processes with long memory
by Bai, Shuyang & Taqqu, Murad S.
- 2486-2491 Moderate deviation principle for Brownian motions on the unit sphere in Rd
by Chen, Lei & Gao, Fuqing
- 2492-2498 Covariance selection by thresholding the sample correlation matrix
by Jiang, Binyan
- 2499-2506 Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum
by Nakatsu, Tomonori
- 2507-2515 Compound negative binomial shared frailty models for bivariate survival data
by Hanagal, David D. & Dabade, Alok D.
- 2516-2521 On the hitting probability of max-stable processes
by Hofmann, Martin
- 2522-2523 A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)
by Jamalizadeh, Ahad & Balakrishnan, N.
- 2526-2530 A bivariate non-homogeneous birth and death model for predator–prey interactions
by Froda, Sorana & Vanciu, Vasile
- 2531-2536 On the conditional increments of degradation processes
by Ye, Zhi-Sheng
- 2537-2543 A semi-analytic pricing formula for lookback options under a general stochastic volatility model
by Park, Sang-Hyeon & Kim, Jeong-Hoon
- 2544-2548 Generalizations of a result of Christensen on renewal sequences and linear recurrences
by Berenhaut, Kenneth S. & Bzdelik, Courtney R. & Merlet, Jean J.
- 2549-2552 The gambler’s ruin problem with delays
by Gut, Allan
- 2553-2562 Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
by Fu, Ke-Ang & Li, Yuechao & Ng, Andrew Cheuk-Yin
- 2563-2568 Expansions and penultimate distributions of maxima of bivariate normal random vectors
by Frick, Melanie & Reiss, Rolf-Dieter
- 2569-2576 On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments
by Barone, P.
- 2577-2582 On the exact distribution and mean value function of a geometric process with exponential interarrival times
by Aydoğdu, Halil & Karabulut, İhsan & Şen, Elif
- 2583-2591 A multistate monotone system signature
by da Costa Bueno, Vanderlei
- 2592-2599 Weak convergence of functional stochastic differential equations with variable delays
by Tan, Li & Jin, Wei & Hou, Zhenting
2013, Volume 83, Issue 9
- 1939-1945 Characterizations of discrete distributions using reliability concepts in reversed time
by Unnikrishnan Nair, N. & Sankaran, P.G.
- 1946-1955 Bayesian approach to cubic natural exponential families
by Hamza, Marwa & Hassairi, Abdelhamid
- 1956-1962 Accelerating reversible Markov chains
by Chen, Ting-Li & Hwang, Chii-Ruey
- 1963-1968 On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions
by Sung, Soo Hak
- 1969-1972 The growth rate of significant regressors for high dimensional data
by Zheng, Qi & Gallagher, Colin & Kulasekera, K.B.
- 1973-1982 The first Dirichlet eigenvalue of birth–death process on trees
by Wang, Ling-Di & Zhang, Yu-Hui
- 1983-1990 A time varying GARCH(p,q) model and related statistical inference
by Rohan, Neelabh
- 1991-1997 Optimal target allocation proportion for correlated binary responses in a 2×2 setup
by Mandal, Saumen & Biswas, Atanu & Trandafir, Paula Camelia & Islam Chowdhury, Mohammad Ziaul
- 1998-2006 On the compound Poisson risk model with dependence and a threshold dividend strategy
by Shi, Yafeng & Liu, Peng & Zhang, Chunsheng
- 2007-2014 Filtering hidden semi-Markov chains
by Elliott, Robert & Limnios, Nikolaos & Swishchuk, Anatoliy
- 2015-2018 On an identity in law between Brownian quadratic functionals
by Yen, Ju-Yi & Yor, Marc
- 2019-2026 A simple proof of functional Itô’s lemma for semimartingales with an application
by Levental, Shlomo & Schroder, Mark & Sinha, Sumit
- 2027-2033 Coupling of Wiener processes by using copulas
by Jaworski, Piotr & Krzywda, Marcin
- 2039-2044 Subexponentiality of the product of dependent random variables
by Yang, Haizhong & Sun, Suting
- 2045-2051 Stationary bootstrapping realized volatility
by Hwang, Eunju & Shin, Dong Wan
- 2052-2056 Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
by Zinodiny, S. & Rezaei, S. & Arjmand, O. Naghshineh & Nadarajah, S.
- 2057-2059 On a characterization theorem of symmetry about a point
by Behboodian, Javad & Modarres, Reza
- 2060-2066 Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling
by Chen, Wangxue & Xie, Minyu & Wu, Ming
- 2067-2072 Finding hitting times in various graphs
by Rao, Shravas K.
- 2073-2076 A note on formal constructions of sequential conditional couplings
by Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 2077-2080 Tuned iterated filtering
by Lindström, Erik
- 2081-2087 On pairwise quasi-asymptotically independent random variables and their applications
by Li, Jinzhu
- 2088-2093 Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions
by Morris, Katherine & McNicholas, Paul D.
- 2094-2102 A semi-Markov modulated interest rate model
by D’Amico, Guglielmo & Manca, Raimondo & Salvi, Giovanni
- 2103-2107 Sufficient conditions for optimality for stochastic evolution equations
by Al-Hussein, AbdulRahman
- 2108-2112 On grouping effect of elastic net
by Zhou, Ding-Xuan
- 2113-2118 Inequalities involving expectations to characterize distributions
by Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr.
- 2119-2128 A local limit theorem for densities of the additive component of a finite Markov Additive Process
by Hervé, Loïc & Ledoux, James
- 2129-2134 Skewness–kurtosis bounds for the skewed generalized T and related distributions
by Kerman, Sean C. & McDonald, James B.
- 2135-2141 An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
by Tan, Zhongquan
2013, Volume 83, Issue 8
- 1819-1824 Risk measures for skew normal mixtures
by Bernardi, Mauro
- 1825-1829 The Pitman inequality for exchangeable random vectors
by Behboodian, J. & Bansal, Naveen & Hamedani, G.G. & Volkmer, Hans
- 1830-1834 On Poisson-stopped-sums that are mixed Poisson
by Valero, Jordi & Pérez-Casany, Marta & Ginebra, Josep
- 1835-1843 Uniform-in-bandwidth nearest-neighbor density estimation
by Ouadah, Sarah
- 1844-1848 A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions
by Sadooghi-Alvandi, Soltan Mohammad & Malekzadeh, Ahad
- 1849-1853 On martingales whose exponential processes satisfy Muckenhoupt’s condition A1
by Osȩkowski, Adam
- 1854-1862 Association tests through combining p-values for case control genome-wide association studies
by Chen, Zhongxue
- 1863-1870 Uniform consistency of kNN regressors for functional variables
by Kudraszow, Nadia L. & Vieu, Philippe
- 1871-1879 Optimal global rates of convergence for interpolation problems with random design
by Kohler, Michael & Krzyżak, Adam
- 1880-1887 Deconvolution of P(X
by Dattner, I.
- 1888-1893 Asymptotic FDR control under weak dependence: A counterexample
by Gontscharuk, Veronika & Finner, Helmut
- 1894-1900 An upper bound on random walks on dihedral groups
by McCollum, Joseph
- 1901-1910 The Brunk–Prokhorov strong law of large numbers for fields of martingale differences taking values in a Banach space
by Son, Ta Cong & Thang, Dang Hung
- 1911-1914 A note on the inflated-parameter binomial distribution
by Bao, Zhenhua & Song, Lixin & Liu, He
- 1915-1925 Strong consistency of the internal estimator of nonparametric regression with dependent data
by Shen, Jia & Xie, Yuan
- 1926-1927 Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948]
by Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag
- 1928-1936 Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps
by Sason, Igal
2013, Volume 83, Issue 7
- 1603-1612 Uniqueness, recurrence and decay properties of collision branching processes with immigration
by Wang, Juan & Li, Junping
- 1613-1618 On the number of switches in unbiased coin-tossing
by Li, Wenbo
- 1619-1623 On the expected number of successes in a sequence of nested Bernoulli trials
by Schlemm, Eckhard
- 1624-1631 A semiparametric Bayesian approach to joint mean and variance models
by Xu, Dengke & Zhang, Zhongzhan
- 1632-1637 Maximin designs for the detection of synergistic effects
by Mandal, Nripes Kumar & Pal, Manisha
- 1638-1643 Random motion with gamma steps in higher dimensions
by Pogorui, Anatoliy A. & Rodríguez-Dagnino, Ramón M.
- 1644-1648 Entropic approach to E. Rio’s central limit theorem for W2 transport distance
by Bobkov, Sergey G.
- 1649-1653 Stochastic comparisons of series systems with heterogeneous Weibull components
by Fang, Longxiang & Zhang, Xinsheng
- 1662-1668 On empirical likelihood inference of a change-point
by Shen, Gang
- 1669-1676 The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time
by Gatto, Riccardo
- 1677-1682 Jackknife estimation with a unit root
by Chambers, Marcus J. & Kyriacou, Maria
- 1683-1691 Estimation in a change-point hazard regression model with long-term survivors
by Li, Yunxia & Qian, Lianfen & Zhang, Wei
- 1692-1698 On the Monge–Ampère equation for characterizing gamma-Gaussian model
by Kokonendji, Célestin C. & Masmoudi, Afif
- 1699-1702 Nearly universal consistency of maximum likelihood in discrete models
by Seo, Byungtae & Lindsay, Bruce G.
- 1703-1710 On penalized likelihood estimation for a non-proportional hazards regression model
by Devarajan, Karthik & Ebrahimi, Nader
- 1711-1719 Anticipated backward stochastic differential equations on Markov chains
by Lu, Wen & Ren, Yong
- 1720-1724 Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers
by Chobanyan, S. & Levental, S.
- 1725-1730 Bivariate high-level exceedance and the Chen–Stein theorem in genomics multiple hypothesis testing perspectives
by Sen, Pranab K. & Kang, Moonsu
- 1731-1739 Some new results on the empirical copula estimator with applications
by Swanepoel, J.W.H. & Allison, J.S.
- 1740-1744 Estimation for the Schnabel census with plants
by Gormley, R. & Goudie, I.B.J.
- 1745-1753 On strong large deviation results for lightly trimmed sums and some applications
by Vasudeva, R. & Srilakshminarayana, G.
- 1754-1758 A flexible approach to finite mixture regression models for multivariate mixed responses
by Alfò, Marco & Rocchetti, Irene
- 1759-1769 The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails
by Naik, Shanoja R. & Abraham, Bovas
- 1770-1775 Efficiency of repeated-cross-section estimators in fixed-effects models
by Rosati, Nicoletta
- 1776-1781 Transient analysis of Lévy-driven tandem queues
by Dȩbicki, Krzysztof & Mandjes, Michel & Sierpińska-Tułacz, Iwona
- 1782-1786 Hitting time distribution for skip-free Markov chains: A simple proof
by Zhou, Ke
- 1787-1799 Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
by Shen, Xinmei & Zhang, Yi
- 1800-1804 The limit law of the iterated logarithm in Banach space
by Li, Deli & Liang, Han-Ying
- 1805-1811 Poisson point processes with detection and rest
by Hong, Yicheng & Lee, Chaehun & Lee, Sungchul & Kim, Hyungsoo
- 1812-1818 The degenerate convergence criterion and Feller’s weak law of large numbers for double arrays in noncommutative probability
by Quang, Nguyen Van & Huy, Nguyen Ngoc & Son, Le Hong
2013, Volume 83, Issue 6
- 1479-1483 On the optimality of extended maximal length linear feedback shift register sequences
by Kao, Ming-Hung
- 1484-1489 Matching the finitized Poisson distribution to the matching distributions
by Cochran, James J. & Levy, Martin S. & Golnabi, Saeed
- 1490-1495 On the distribution of the Rosenblatt process
by Maejima, Makoto & Tudor, Ciprian A.
- 1496-1503 Some new classes of stationary max-stable random fields
by Robert, Christian Y.
- 1504-1512 Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
by Wang, Kaiyong & Yang, Yang & Yu, Changjun
- 1513-1519 Integer valued stable random variables
by Klebanov, Lev B. & Slámová, Lenka
- 1520-1526 F tests with random sample sizes. Theory and applications
by Moreira, Elsa E. & Mexia, João T. & Minder, Christoph E.
- 1527-1538 Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
by Gao, Qingwu & Liu, Xijun
- 1539-1546 On the Jeffreys prior for the multivariate Ewens distribution
by Rodríguez, Abel
- 1547-1552 Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity
by Kharrati-Kopaei, Mahmood & Malekzadeh, Ahad & Sadooghi-Alvandi, Mohammad
- 1553-1558 A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
by Westgate, Philip M.
- 1559-1566 A large deviation theorem for a branching Brownian motion with random immigration
by Sun, Hongyan
- 1567-1570 On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components
by Misra, Neeraj & Misra, Amit Kumar
- 1571-1579 Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
by Wang, Jiang-Feng & Ma, Wei-Min & Zhang, Hui-Zeng & Wen, Li-Min
- 1580-1587 On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets
by Baran, Sándor & Sikolya, Kinga & Stehlík, Milan
- 1588-1594 The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators
by Izumi, Yuki
- 1595-1602 Semiparametric estimation of fixed effects panel data single-index model
by Lai, Peng & Li, Gaorong & Lian, Heng
2013, Volume 83, Issue 5
- 1301-1310 On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process
by Ren, Liying
- 1311-1320 Identification for semiparametric varying coefficient partially linear models
by Wang, Mingqiu & Song, Lixin
- 1321-1329 Asymptotic expansions for moments of skew-normal extremes
by Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees
- 1330-1338 On partial monotonic behaviour of some entropy measures
by Gupta, Nitin & Bajaj, Rakesh Kumar
- 1339-1345 Exact tests of the superiority under the Poisson distribution
by Liu, MingTe & Hsueh, Huey-Miin
- 1346-1352 Estimation of distributions with the new better than used in expectation property
by Lorenzo, Edgardo & Malla, Ganesh & Mukerjee, Hari
- 1353-1363 M-estimation for the partially linear regression model under monotonic constraints
by Du, Jiang & Sun, Zhimeng & Xie, Tianfa
- 1364-1371 Reliability analysis using ageing intensity function
by Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr.
- 1372-1381 Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data
by Liu, Qiaojing & Zhao, Shoujiang
- 1382-1387 Bias and bandwidth for local likelihood density estimation
by Otneim, Håkon & Karlsen, Hans Arnfinn & Tjøstheim, Dag
- 1388-1396 Properties and computation of interval availability of system
by Huang, Kai & Mi, Jie
- 1397-1403 The second-order version of Karamata’s theorem with applications
by Pan, Xiaoqing & Leng, Xuan & Hu, Taizhong
- 1404-1410 On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process
by Liu, Jin V.
- 1411-1415 Weak convergence in the near unit root setting
by Bailey, N. & Giraitis, L.
- 1416-1419 A monotonicity property of variances
by Aldaz, J.M.
- 1420-1423 Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean
by Uno, Chikara
- 1424-1432 Harnack inequality for mean-field stochastic differential equations
by Zong, Gaofeng & Chen, Zengjing
- 1433-1442 Likelihood computation for hidden Markov models via generalized two-filter smoothing
by Persing, Adam & Jasra, Ajay
- 1443-1447 Accelerating Brownian motion on N-torus
by Pai, Hui-Ming & Hwang, Chii-Ruey
- 1448-1456 Nonlinear mixed-effects state space models with applications to HIV dynamics
by Zhou, Jie & Han, Lu & Liu, Sanyang
- 1457-1463 One dimensional scan statistics generated by some dependent stationary sequences
by Haiman, George & Preda, Cristian
- 1464-1471 Doubly truncated (interval) cumulative residual and past entropy
by Khorashadizadeh, M. & Rezaei Roknabadi, A.H. & Mohtashami Borzadaran, G.R.
- 1472-1478 A variation of the Newton–Pepys problem and its connections to size-estimation problems
by Varagnolo, Damiano & Schenato, Luca & Pillonetto, Gianluigi
2013, Volume 83, Issue 4
- 953-959 Estimates on the effective resistance in anisotropic long-range percolation on Z2
by Misumi, Jun
- 960-968 Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence
by Lahrouz, Aadil & Omari, Lahcen
- 969-978 Hazard function estimation with nonnegative “wavelets”
by Angers, Jean-Francois & MacGibbon, Brenda
- 979-986 Bayesian model selection based on parameter estimates from subsamples
by Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng
- 987-992 On determining the structural dimension via directional regression
by Yu, Zhou & Dong, Yuexiao & Guo, Ranwei
- 993-998 The maximum severity of ruin in a perturbed risk process with Markovian arrivals
by Li, Shuanming & Ren, Jiandong
- 999-1005 The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
by Nagatsuka, Hideki & Kawakami, Hiroshi & Kamakura, Toshinari & Yamamoto, Hisashi
- 1006-1017 On the integral of fractional Poisson processes
by Orsingher, Enzo & Polito, Federico
- 1018-1027 A class of continuous kernels and Cauchy type heavy tail distributions
by Soltani, A.R. & Tafakori, L.
- 1028-1035 Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
by Sharipov, Olimjon Sh. & Wendler, Martin
- 1036-1045 Comparison of concentration for several families of income distributions
by Belzunce, Félix & Pinar, José F. & Ruiz, José M. & Sordo, Miguel A.
- 1046-1053 On the trivariate joint distribution of Brownian motion and its maximum and minimum
by Choi, ByoungSeon & Roh, JeongHo
- 1054-1061 Symmetric representations of bivariate distributions
by Domansky, Victor
- 1062-1070 A simple test of optimal hedging policy
by Chiu, Wan-Yi
- 1071-1077 An alternative REML estimation of covariance matrices in linear mixed models
by Li, Erning & Pourahmadi, Mohsen
- 1078-1082 Moderate deviations for the energy of charged polymer
by Wang, Yanqing
- 1083-1093 Fractal dimension results for continuous time random walks
by Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin
- 1094-1099 A range reduction method for generating discrete random variables
by Shmerling, Efraim
- 1100-1105 Identifying the source of proportion shifts in a multinomial process using a simple statistical test procedure
by Hou, Chia-Ding & Huang, Sheng
- 1106-1110 Notes on entropic convergence and the weak entropy inequality
by Li, Lina
- 1111-1116 Optimal reinsurance under the Haezendonck risk measure
by Zhu, Yunzhou & Zhang, Lixin & Zhang, Yi
- 1117-1126 Mosco convergence of SLLN for triangular arrays of rowwise independent random sets
by Quang, Nguyen Van & Giap, Duong Xuan
- 1127-1135 Estimation of the Shannon’s entropy of several shifted exponential populations
by Kayal, Suchandan & Kumar, Somesh
- 1136-1142 Probability inequalities for bounded random vectors
by Ahmad, I.A. & Amezziane, M.
- 1143-1150 K-distributed vector random fields in space and time
by Ma, Chunsheng
- 1151-1162 Estimation of nonparametric regression models with a mixture of Berkson and classical errors
by Yin, Zanhua & Gao, Wei & Tang, Man-Lai & Tian, Guo-Liang
- 1163-1166 A note on the optimality of 2-level main effects plans in blocks of odd size
by Jacroux, Mike
- 1167-1173 Simultaneous multiple comparisons with a control using median differences and permutation tests
by Richter, Scott J. & McCann, Melinda H.
- 1174-1183 Comparing spectral densities of stationary time series with unequal sample sizes
by Preuß, Philip & Hildebrandt, Thimo
- 1184-1192 Harnack inequality for semilinear SPDE with multiplicative noise
by Zhang, Shao-Qin
- 1193-1202 Large deviations for fractional Poisson processes
by Beghin, Luisa & Macci, Claudio
- 1203-1212 Bayesian efficiency
by Withers, Christopher S. & Nadarajah, Saralees
- 1213-1218 On a strong law of large numbers for monotone measures
by Agahi, Hamzeh & Mohammadpour, Adel & Mesiar, Radko & Ouyang, Yao
- 1219-1226 On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
by Ilmonen, Pauliina
- 1227-1232 Sharp bounds on the expected shortfall for a sum of dependent random variables
by Puccetti, Giovanni
- 1233-1239 On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process
by Fierro, Raúl & Leiva, Víctor & Ruggeri, Fabrizio & Sanhueza, Antonio
- 1240-1246 The existence of a positive solution for a generalized delay logistic equation with multifractional noise
by Nguyen Tien, Dung
- 1247-1253 A moment method for the multivariate asymmetric Laplace distribution
by Hürlimann, Werner
- 1254-1259 A sharp estimate of the binomial mean absolute deviation with applications
by Berend, Daniel & Kontorovich, Aryeh
- 1260-1261 Remarks on moment inequalities and identities for martingales
by Novikov, Alexander & Shiryaev, Albert
- 1262-1270 Consistency results for the kernel density estimate on continuous time stationary and dependent data
by Didi, Sultana & Louani, Djamal
- 1271-1281 Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition
by Qin, Yan & Xia, Ning-Mao
- 1282-1286 Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
by Hadjikyriakou, Milto
- 1287-1299 Influence analysis on the direction of optimal response
by Huang, Yufen & Wang, Sheng-Wen
2013, Volume 83, Issue 3
- 677-679 Sharp bounds for complier average potential outcomes in experiments with noncompliance and incomplete reporting
by Aronow, Peter M. & Green, Donald P.
- 680-688 Sharp estimates on the tail behavior of a multistable distribution
by Ayache, Antoine
- 689-699 Records in subsets of a random field
by Gut, Allan & Stadtmüller, Ulrich
- 700-709 Some inequalities for conditional demimartingales and conditional N-demimartingales
by Wang, Xinghui & Wang, Xuejun
- 710-717 Computing system signatures through reliability functions
by Marichal, Jean-Luc & Mathonet, Pierre
- 718-723 Functional strong law of large numbers for loads in a planar network model
by Torrisi, Giovanni Luca
- 724-734 A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators
by Zhang, HengMin & Fan, ShengJun
- 735-743 Moderate and large deviation principles for the hazard rate function kernel estimator under censoring
by Diallo, Amadou Oury Korbe & Louani, Djamal
- 744-752 Expansions for bivariate extreme value distributions
by Nadarajah, Saralees
- 753-760 On the trace approximations of products of Toeplitz matrices
by Ginovyan, Mamikon S. & Sahakyan, Artur A.
- 761-767 The strong Feller property of switching jump-diffusion processes
by Xi, Fubao & Yin, George
- 768-773 Maximum entropy mixing time of circulant Markov processes
by Avrachenkov, Konstantin & Cottatellucci, Laura & Maggi, Lorenzo & Mao, Yong-Hua
- 774-782 Alpha–Skew–Laplace distribution
by Shams Harandi, S. & Alamatsaz, M.H.
- 783-789 Small parameter behavior of families of distributions
by Bar-Lev, Shaul K. & Kella, Offer & Löpker, Andreas
- 790-796 Markov chain approximations to singular stable-like processes
by Xu, Fangjun
- 797-804 A note on geodesics for supercritical continuum percolation
by Yao, Changlong
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