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Content
2013, Volume 83, Issue 2
- 452-458 Mixture and reciprocity of exponential models
by Louati, Mahdi
- 459-466 On the Fourier structure of the zero set of fractional Brownian motion
by Fouché, Willem L. & Mukeru, Safari
- 467-473 Improved bounds for approximations to compound distributions
by Upadhye, N.S. & Vellaisamy, P.
- 474-480 Stationary bootstrapping for cointegrating regressions
by Shin, Dong Wan & Hwang, Eunju
- 481-492 Penalization schemes for multi-valued stochastic differential equations
by Wu, Jing & Zhang, Hua
- 493-502 Comparisons of k-out-of-n systems with heterogenous components
by Ding, Weiyong & Zhang, Yiying & Zhao, Peng
- 503-510 Lp solutions to backward stochastic differential equations with discontinuous generators
by Tian, Dejian & Jiang, Long & Shi, Xuejun
- 511-518 Bounds on the Poincaré constant under negative dependence
by Daly, Fraser & Johnson, Oliver
- 519-526 A note on EM algorithm for mixture models
by Yao, Weixin
- 527-533 RCA models: Joint prediction of mean and volatility
by Liang, Y. & Thavaneswaran, A. & Ravishanker, N.
- 534-542 On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
by Giuliano Antonini, Rita & Ngamkham, Thuntida & Volodin, Andrei
- 543-550 Limiting spectral distribution of normalized sample covariance matrices with p/n→0
by Xie, Junshan
- 551-558 Estimating positive surveys from negative surveys
by Bao, Yafei & Luo, Wenjian & Zhang, Xin
- 559-567 On the linear combination of the Gaussian and student’s t random field and the integral geometry of its excursion sets
by Ahmad, Ola & Pinoli, Jean-Charles
- 568-572 A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
by Li, Mengyuan & Yu, Dalei & Bai, Peng
- 573-579 An almost sure local limit theorem for Markov chains
by Giuliano-Antonini, Rita & Szewczak, Zbigniew S.
- 580-583 The stationary distribution and ergodicity of a stochastic generalized logistic system
by Li, Dingshi
- 584-587 On orthogonality of (X+Y) and X/(X+Y) rather than independence
by Arnold, Barry C. & Villasenor, Jose A.
- 588-595 Convergence rate of the limit theorem of a Galton–Watson tree with neutral mutations
by Chen, Xinxin
- 596-601 Exponential characterizations motivated by the structure of order statistics in samples of size two
by Arnold, Barry C. & Villasenor, Jose A.
- 602-607 Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process
by Alfonsi, Aurélien
- 608-615 Nonparametric estimation problem for a time-periodic signal in a periodic noise
by Dehay, D. & El Waled, K.
- 616-623 Precise rates in the generalized law of the iterated logarithm
by Xiao, Xiao-Yong & Zhang, Li-Xin & Yin, Hong-Wei
- 624-630 Optimal blocking and semifoldover plans for 2n−p designs
by Yang, Po
- 631-636 Unbiased modified likelihood ratio tests for simple and double separability of a variance–covariance structure
by Manceur, A.M. & Dutilleul, P.
- 637-643 A functional central limit theorem for the level measure of a Gaussian random field
by Shashkin, A.
- 644-649 More efficient unconditional tests for exchangeable binary data with equal cluster sizes
by Shan, Guogen
- 650-654 A characterization of conjugate priors in exponential families with application to inverse regression
by Luo, Wei & Altman, Naomi S.
- 655-664 The stationary distribution of the facultative population model with a degenerate noise
by Tong, Jinying & Zhang, Zhenzhong & Bao, Jianhai
- 665-673 Estimation of C-MGARCH models based on the MBP method
by Li, Lihui & Wen, Tao
2013, Volume 83, Issue 1
- 1-6 An approach alternative to the binomial UMPU test
by Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman
- 9-12 Self-inverse and exchangeable random variables
by Cacoullos, Theophilos & Papadatos, Nickos
- 13-20 Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables
by Guo, Mingle & Zhu, Dongjin
- 21-27 Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution
by Dai, Hongsheng & Bao, Yanchun & Bao, Mingtang
- 28-36 On sample marginal quantiles for stationary processes
by Dominicy, Yves & Hörmann, Siegfried & Ogata, Hiroaki & Veredas, David
- 37-45 When a copula is archimax
by Wysocki, Włodzimierz
- 46-51 Prior value incorporated calibration estimator in stratified random sampling
by Ohyama, Tetsuji
- 52-60 The quenched law of the iterated logarithm for one-dimensional random walks in a random environment
by Mao, Mingzhi & Liu, Ting & Foryś, Urszula
- 61-69 Variable selection in a partially linear proportional hazards model with a diverging dimensionality
by Hu, Yuao & Lian, Heng
- 70-77 A generalised Student’s t-distribution
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 78-82 Monotonicity in the sample size of the length of classical confidence intervals
by Kagan, Abram M. & Malinovsky, Yaakov
- 83-88 The minimal entropy martingale measure of a jump process influenced by jump times
by Yan, Jun & Gao, Fuqing
- 89-92 Stability of no-arbitrage property under model uncertainty
by Ostrovski, Vladimir
- 93-99 Skewness and the linear discriminant function
by Loperfido, Nicola
- 100-114 Semiparametric analysis of additive isotonic errors-in-variables regression models
by Sun, Zhimeng & Zhang, Zhongzhan
- 115-122 Robust stabilization with a general decay of mild solutions of stochastic evolution equations
by Govindan, T.E. & Ahmed, N.U.
- 123-126 Note on a paradox in decision-theoretic interval estimation
by Kabaila, Paul
- 127-134 Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors
by Hwang, S.Y.
- 135-140 Local-EM and mismeasured data
by Brown, Patrick E. & Nguyen, Paul & Stafford, Jamie & Ashta, Shiva
- 141-147 Estimation of the variance of partial sums of dependent processes
by Dehling, Herold & Fried, Roland & Sharipov, Olimjon Sh. & Vogel, Daniel & Wornowizki, Max
- 148-156 Pitman closeness of current k-records to population quantiles
by Razmkhah, M. & Ahmadi, Jafar
- 157-162 A sufficient condition of crossing type for the bivariate orthant convex order
by Denuit, Michel & Mesfioui, Mhamed
- 163-167 Testing unilateral versus bilateral normal contamination
by Charnigo, Richard & Fan, Qian & Bittel, Douglas & Dai, Hongying
- 168-176 The double-barrier inverse first-passage problem for Wiener process with random starting point
by Abundo, Mario
- 177-183 Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes
by Jurek, Zbigniew J.
- 184-195 Empirical likelihood inference for the second-order jump-diffusion model
by Song, Yuping & Lin, Zhengyan
- 196-202 Optimal designs for mixture models with amount constraints
by Zhang, Chongqi & Wong, Weng Kee
- 203-212 Testing in generalized partially linear models: A robust approach
by Boente, Graciela & Cao, Ricardo & González Manteiga, Wenceslao & Rodriguez, Daniela
- 213-218 An empirical depth function for multivariate data
by Tsao, Min
- 219-226 Bootstrap based model checks with missing binary response data
by Dikta, Gerhard & Subramanian, Sundarraman & Winkler, Thorsten
- 227-232 The multivariate-t distribution and the Simes inequality
by Block, Henry W. & Savits, Thomas H. & Wang, Jie & Sarkar, Sanat K.
- 233-237 Martingale approximation of eigenvalues for common factor representation
by Bystrov, Victor & di Salvatore, Antonietta
- 238-244 Markov processes on the adeles and Chebyshev function
by Yasuda, Kumi
- 245-256 Density estimation using bootstrap bandwidth selector
by Bose, Arup & Dutta, Santanu
- 257-264 Error covariance matrix estimation using ridge estimator
by Luo, June & Kulasekera, K.B.
- 265-271 Phases in the two-color tenable zero-balanced Pólya process
by Sparks, Joshua & Mahmoud, Hosam M.
- 272-277 Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme
by Calabrese, Raffaella
- 278-285 Decidable lim sup and Borel–Cantelli-like lemmas for random sequences
by Davie, George
- 286-291 Examples of α-selfdecomposable distributions
by Maejima, Makoto & Ueda, Yohei
- 292-296 Note on the threshold theorem of a heterogeneous SIR epidemic
by El Maroufy, Hamid
- 297-303 On optimal confidence sets for parameters in discrete distributions
by Habiger, Joshua D. & McCann, Melinda H. & Tebbs, Joshua M.
- 304-314 A remark on the lasso and the Dantzig selector
by de Castro, Yohann
- 315-319 Simple and elegant derivations for some asymptotic results in the discrete-time renewal process
by Chaudhry, Mohan & Fisher, Brent
- 320-330 Limit laws for extremes of dependent stationary Gaussian arrays
by Hashorva, Enkelejd & Weng, Zhichao
- 331-338 Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
by He, Wei & Cheng, Dongya & Wang, Yuebao
- 339-344 On waiting time distribution of runs of ones or zeros in a Bernoulli sequence
by Kim, Sungsu & Park, Chongjin & Oh, Jungtaek
- 345-349 On simple representations of stopping times and stopping time sigma-algebras
by Fischer, Tom
- 350-356 The Hopfield model with superlinearly many patterns
by Zhao, James Y.
- 357-365 On Cesáro convergence of iterates of the star product of copulas
by Trutschnig, Wolfgang
- 366-372 Quantile based entropy function in past lifetime
by Sunoj, S.M. & Sankaran, P.G. & Nanda, Asok K.
- 373-381 A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives
by Liang, Xue & Wang, Guojing & Dong, Yinghui
- 382-389 Stochastic order characterization of uniform integrability and tightness
by Leskelä, Lasse & Vihola, Matti
- 390-398 On the gradient statistic under model misspecification
by Lemonte, Artur J.
- 399-409 Estimating at least seven measures of qualitative variables from a single sample using randomized response technique
by Lee, Cheon-Sig & Sedory, Stephen A. & Singh, Sarjinder
- 410-413 A stochastic dominance property common to the boy-or-girl paradox and the lottery
by Pollak, Moshe
- 414-421 A note on Bayesian and frequentist parametric inference for a scalar parameter of interest
by Wong, A.C.M.
- 422-429 Stochastic monotonicity and order-preservation for a type of nonlinear semigroups
by Zhang, Na & Jia, Guangyan
2012, Volume 82, Issue 12
- 2083-2085 The optimal number of items in a group for group testing
by Gusev, Andrey L.
- 2086-2090 Inference for random coefficient volatility models
by Thavaneswaran, A. & Liang, You & Frank, Julieta
- 2091-2102 Almost sure asymptotic for Ornstein–Uhlenbeck processes of Poisson potential
by Xing, Fei
- 2103-2107 The connectivity threshold of random geometric graphs with Cantor distributed vertices
by Bandyopadhyay, Antar & Sajadi, Farkhondeh
- 2108-2114 Asymptotic properties of sieve bootstrap prediction intervals for FARIMA processes
by Rupasinghe, Maduka & Samaranayake, V.A.
- 2115-2124 The two-parameter Volterra multifractional process
by Mendy, Ibrahima
- 2125-2135 Objective Bayesian analysis for a truncated model
by Wang, Haiying & Sun, Dongchu
- 2136-2144 Estimating an endpoint with high order moments in the Weibull domain of attraction
by Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles
- 2145-2155 A note on spatial–temporal lattice modeling and maximum likelihood estimation
by Zhang, Xiang & Zheng, Yanbing
- 2156-2163 On the number of failed components in a coherent operating system
by Asadi, Majid & Berred, Alexandre
- 2164-2169 A Generalized Hyperbolic model for a risky asset with dependence
by Finlay, Richard & Seneta, Eugene
- 2170-2179 Shrinkage estimation strategy in quasi-likelihood models
by Ejaz Ahmed, S. & Fallahpour, Saber
- 2180-2188 Efficiency factors for natural contrasts in partially confounded factorial designs
by Dey, Aloke & Mukerjee, Rahul
- 2189-2197 Bounds for probabilities of unions of events and the Borel–Cantelli lemma
by Frolov, Andrei N.
- 2198-2205 Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
by Henderson, Daniel J. & Parmeter, Christopher F.
- 2206-2212 Estimating frequencies of frequencies in finite populations
by Skinner, C.J. & Shlomo, N.
- 2213-2220 Permutation-based tests of perfect ranking
by Zamanzade, Ehsan & Arghami, Nasser Reza & Vock, Michael
- 2221-2228 A note on improving the efficiency of inverse probability weighted estimator using the augmentation term
by Han, Peisong
- 2229-2234 Time changes that result in multiple points in continuous-time Markov counting processes
by Bretó, Carles
- 2235-2243 Asymptotic normality of conditional density estimation in the single index model for functional time series data
by Ling, Nengxiang & Xu, Qian
- 2244-2251 Multivariate inverse Gaussian and skew-normal densities
by Joe, Harry & Seshadri, Vanamamalai & Arnold, Barry C.
- 2252-2259 Estimating the parameters of a Poisson process model for predator–prey interactions
by Froda, Sorana & Ferland, René
- 2260-2269 Pitman closeness results concerning ranked set sampling
by Jafari Jozani, Mohammad & Davies, Katherine F. & Balakrishnan, Narayanaswamy
- 2270-2277 Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law
by Martsynyuk, Yuliya V.
- 2278-2282 On the uniqueness of distance covariance
by Székely, Gábor J. & Rizzo, Maria L.
2012, Volume 82, Issue 11
- 1865-1873 Statistical properties of a blind source separation estimator for stationary time series
by Miettinen, Jari & Nordhausen, Klaus & Oja, Hannu & Taskinen, Sara
- 1874-1882 Large deviation principles for telegraph processes
by De Gregorio, Alessandro & Macci, Claudio
- 1883-1890 Ratio estimation of the population mean using auxiliary information in simple random sampling and median ranked set sampling
by Al-Omari, Amer Ibrahim
- 1891-1897 On unbiased optimal L-statistics quantile estimators
by Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo
- 1898-1902 A causal framework for surrogate endpoints with semi-competing risks data
by Ghosh, Debashis
- 1903-1907 A Matsumoto–Yor property for Kummer and Wishart random matrices
by Koudou, Angelo Efoevi
- 1908-1913 Rate of the almost complete convergence of a kernel regression estimate with twice censored data
by Kebabi, Khedidja & Messaci, Fatiha
- 1914-1922 A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure
by Zhou, Xing-cai & Lin, Jin-guan
- 1923-1929 Strongly consistent density estimation of the regression residual
by Györfi, László & Walk, Harro
- 1930-1934 Second order branching process with continuous state space
by Kashikar, Akanksha S. & Deshmukh, S.R.
- 1935-1940 Partial monotonicity of entropy measures
by Shangari, Dhruv & Chen, Jiahua
- 1941-1948 On weak dependence conditions: The case of discrete valued processes
by Doukhan, Paul & Fokianos, Konstantinos & Li, Xiaoyin
- 1949-1952 A note on one-factor analysis
by Li, Benchong & Guo, Jianhua
- 1953-1960 Confidence intervals in regression centred on the SCAD estimator
by Farchione, Davide & Kabaila, Paul
- 1961-1968 Mean-field reflected backward stochastic differential equations
by Li, Zhi & Luo, Jiaowan
- 1969-1977 Generalized logistic frailty model
by Lai, Chin-Diew & Izadi, Muhyiddin
- 1978-1985 Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces
by Son, Ta Cong & Thang, Dang Hung & Dung, Le Van
- 1986-1989 Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
by Tsionas, Efthymios G.
- 1990-1993 On closeness of the Mantel–Haenszel estimator and the profile likelihood based estimator of the common odds ratio from multiple 2×2 tables
by Banerjee, Buddhananda & Biswas, Atanu
- 1994-2000 A note on the Lynden-Bell estimator under association
by Guessoum, Zohra & Ould Saïd, Elias & Sadki, Ourida & Tatachak, Abdelkader
- 2001-2007 A novel Univariate Marginal Distribution Algorithm based discretization algorithm
by Zhao, Jing & Han, ChongZhao & Wei, Bin & Han, DeQiang
- 2008-2016 Generalized Cordeiro–Ferrari Bartlett-type adjustment
by Kakizawa, Yoshihide
- 2017-2024 Isotonicity properties of generalized quantiles
by Bellini, Fabio
- 2025-2032 On cumulative residual Kullback–Leibler information
by Park, Sangun & Rao, Murali & Shin, Dong Wan
- 2033-2043 Mean squared error of James–Stein estimators for measurement error models
by Guo, Meixi & Ghosh, Malay
- 2044-2049 On the distribution of functionals of discrete ordinal variables
by Cerchiello, Paola & Giudici, Paolo
- 2050-2058 Using OLS to test for normality
by Shalit, Haim
- 2059-2067 Comparisons of concordance in additive models
by Pellerey, Franco & Shaked, Moshe & Yasaei Sekeh, Salimeh
- 2068-2071 On bounded redundancy of universal codes
by Dębowski, Łukasz
- 2072-2081 Expected earnings of invested overflow strategies for M/M/1 queue with constrained workload
by Kinateder, Kimberly K.J.
2012, Volume 82, Issue 10
- 1755-1760 Testing the homogeneity of inverse Gaussian scale-like parameters
by Chang, Ming & You, Xuqun & Wen, Muqing
- 1761-1767 On the approximation of copulas via shuffles of Min
by Durante, Fabrizio & Sánchez, Juan Fernández
- 1768-1776 Kac’s rescaling for jump-telegraph processes
by López, Oscar & Ratanov, Nikita
- 1777-1785 Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility
by Su, Xiaonan & Wang, Wensheng & Hwang, Kyo-Shin
- 1786-1791 An optimal k-nearest neighbor for density estimation
by Kung, Yi-Hung & Lin, Pei-Sheng & Kao, Cheng-Hsiung
- 1792-1798 One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators
by Fan, ShengJun & Jiang, Long
- 1799-1806 Majorization bounds for distribution functions
by Bairamov, Ismihan
- 1807-1814 Partially linear varying coefficient models stratified by a functional covariate
by Maity, Arnab & Huang, Jianhua Z.
- 1815-1822 Local Walsh-average regression for semiparametric varying-coefficient models
by Shang, Suoping & Zou, Changliang & Wang, Zhaojun
- 1823-1828 How close are pairwise and mutual independence?
by Nelsen, Roger B. & Úbeda-Flores, Manuel
- 1829-1836 Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring
by Fu, Jiayu & Xu, Ancha & Tang, Yincai
- 1837-1840 Characterization properties of the log-normal distribution obtained with the help of divergence measures
by Tzavelas, George & Economou, Polychronis
- 1841-1848 One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
by Li, Zhi & Luo, Jiaowan
- 1849-1852 Asymptotic equidistribution of congruence classes with respect to the convolution iterates of a probability vector
by Gnacadja, Gilles
- 1853-1858 An optimal L-statistics quantile estimator for a set of location–scale populations
by Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo & Liu, Ya-Jie
- 1859-1863 Weighted Frechet means as convex combinations in metric spaces: Properties and generalized median inequalities
by Ginestet, Cedric E. & Simmons, Andrew & Kolaczyk, Eric D.
2012, Volume 82, Issue 9
- 1629-1631 A note on maximum likelihood estimation for covariance reducing models
by Schott, James R.
- 1632-1636 The perils of inferring serial dependence from sample autocorrelations of moving average series
by McElroy, Tucker
- 1637-1640 On efficient estimation of densities for sums of squared observations
by Schick, Anton & Wefelmeyer, Wolfgang
- 1641-1647 The application of order statistics to multiple integration over a canonical simplex
by Ping, Sun
- 1648-1656 The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy
by Deng, Chao & Zhou, Jieming & Deng, Yingchun
- 1657-1664 Maximum deviation of error density estimators in censored linear regression
by Cheng, Fuxia
- 1665-1668 Generalized Fibonacci numbers and Blackwell’s renewal theorem
by Christensen, Sören
- 1669-1676 Almost sure exponential stability of the θ-method for stochastic differential equations
by Chen, Lin & Wu, Fuke
- 1677-1680 The quadratic variation of Brownian motion on a time scale
by Grow, David & Sanyal, Suman
- 1681-1689 New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative
by Gaur, Anil & Mahajan, Kalpana K. & Arora, Sangeeta
- 1690-1698 Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models
by Li, Ai-Ping & Chen, Zhao-Xia & Xie, Feng-Chang
- 1699-1709 Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
by Long, Shujun & Teng, Lingying & Xu, Daoyi
- 1710-1717 Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
by Lee, Sangin & Kim, Yongdai & Kwon, Sunghoon
- 1718-1726 Asymptotic behavior of random time absolute ruin probability with D∩L tailed and conditionally independent claim sizes
by Bai, Xiaodong & Song, Lixin
- 1727-1736 Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
by Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas
- 1737-1744 Relationships between distributions with certain symmetries
by Jones, M.C.
- 1745-1749 The uniform law for sojourn measures of random fields
by Borovkov, Konstantin & McKinlay, Shaun
- 1750-1754 Variance of the game duration in the gambler’s ruin problem
by Anděl, Jiří & Hudecová, Šárka
2012, Volume 82, Issue 8
- 1489-1496 Multivariate maxima of moving multivariate maxima
by Ferreira, Helena
- 1497-1503 Embedded Markov chain analysis of the superposition of renewal processes
by Stadje, Wolfgang
- 1504-1506 On the Amato inequality index
by Arnold, Barry C.
- 1507-1514 A sharp upper bound for the expected number of false rejections
by Gordon, Alexander Y.
- 1515-1520 Randomly weighted averages with beta random proportions
by Homei, H.
- 1521-1529 Hierarchical reinforced urn processes
by Fortini, S. & Petrone, S.
- 1530-1537 Product autoregressive models for non-negative variables
by Abraham, B. & Balakrishna, N.
- 1538-1548 Asymptotics related to a series of T.L. Lai
by Li, Deli & Spătaru, Aurel
- 1549-1558 Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
by Boufoussi, Brahim & Hajji, Salah
- 1559-1568 A general measure of skewness
by Ekström, Magnus & Jammalamadaka, Sreenivasa Rao
- 1569-1575 Linear fractional stable motion: A wavelet estimator of the α parameter
by Ayache, Antoine & Hamonier, Julien
- 1576-1582 Rate of convergence in a theorem of Heyde
by Xie, Tingfan & He, Jianjun
- 1583-1589 Markov processes on the adeles and Dedekind’s zeta function
by Urban, Roman
- 1590-1596 Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables
by Xiao, Xiaoyong & Yin, Hongwei
- 1597-1609 On the probabilistic structure of power threshold generalized arch stochastic processes
by Gonçalves, E. & Leite, J. & Mendes-Lopes, N.
- 1610-1618 Deviation probability bounds for fractional martingales and related remarks
by Saussereau, Bruno
- 1619-1622 Improved power of one-sided tests
by Meyer, Mary C. & Wang, Jianqiang C.
- 1623-1628 An inductive order construction for the difference of two dependent proportions
by Wang, Weizhen
2012, Volume 82, Issue 7
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