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Content
April 2009, Volume 79, Issue 8
April 2009, Volume 79, Issue 7
- 851-856 Statistical signal extraction using stable processes
by Balakrishna, N. & Hareesh, G.
- 857-863 Almost sure convergence for non-stationary random sequences
by Tan, Zhongquan & Peng, Zuoxiang
- 864-872 The average position of the dth maximum in a sample of geometric random variables
by Archibald, Margaret & Knopfmacher, Arnold
- 873-879 Covariance matrix inequalities for functions of Beta random variables
by Wei, Zhengyuan & Zhang, Xinsheng
- 880-883 Explicit construction of stochastic exponentials with arbitrary expectation k[set membership, variant](0,1)
by Wong, Bernard
- 884-888 The Hjek-Rnyi-type inequality for associated random variables
by Hu, Shuhe & Wang, Xuejun & Yang, Wenzhi & Zhao, Ting
- 889-893 Comments on the paper: A bilateral inequality on the Borel-Cantelli Lemma
by Hu, Shuhe & Wang, Xuejun & Li, Xiaoqin & Zhang, Yuanyuan
- 894-898 Completely random signed measures
by Hellmund, Gunnar
- 899-906 Estimation of mean life and reliability for exponential life distribution using time censored sample data
by Sengupta, Samindra Nath & Sinha, Bikas K. & Bagchi, Srijib B.
- 907-914 Persistent-threshold-GARCH processes: Model and application
by Park, J.A. & Baek, J.S. & Hwang, S.Y.
- 915-919 Maximal rank minimum aberration and doubling
by Hu, Jianwei & Zhang, Runchu
- 920-926 Backward doubly stochastic differential equations with discontinuous coefficients
by N'zi, Modeste & Owo, Jean-Marc
- 927-935 Asymptotics for Kotz Type III elliptical distributions
by Hashorva, Enkelejd
- 936-942 The ROC region of a regression tree
by Jin, Hua & Lu, Ying
- 943-952 Efficient estimation of adaptive varying-coefficient partially linear regression model
by Huang, Zhensheng & Zhang, Riquan
- 953-956 Limiting distribution of the continuity modulus for Gaussian processes with stationary increments
by Kabluchko, Zakhar
- 957-964 Estimating the error distribution function in nonparametric regression with multivariate covariates
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 965-968 Identification of a Markovian system with observations corrupted by a fractional Brownian motion
by Mandrekar, V. & Naik-Nimbalkar, U.V.
- 969-976 An urn approach to generalized extreme shock models
by Cirillo, Pasquale & Hüsler, Jürg
- 977-983 Prediction intervals for future records and order statistics coming from two parameter exponential distribution
by Ahmadi, J. & MirMostafaee, S.M.T.K.
- 984-989 MMLEs are as good as M-estimators or better
by Tiku, Moti L. & Sürücü, Baris
- 990-996 Periodic stationarity of random coefficient periodic autoregressions
by Aknouche, Abdelhakim & Guerbyenne, Hafida
- 997-998 Erratum to: "A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion" [Statistics & Probability Letters 78 (2008) 1948-1954]
by Gatto, Riccardo
March 2009, Volume 79, Issue 6
- 707-710 A new simple interpretation of an optimal design criterion
by Atherton, Juli
- 711-714 The exact likelihood function of a vector autoregressive moving average process
by Gallego, Jose L.
- 715-721 Improved estimation of the covariance matrix under Stein's loss
by Ye, Ren-Dao & Wang, Song-Gui
- 722-727 Consistency of the Tikhonov's regularization in an ill-posed problem with random data
by Dahmani, Abdelnasser & Ait Saidi, Ahmed & Bouhmila, Fatah & Aissani, Mouloud
- 728-732 Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments
by Tian, Yubin
- 733-740 Bandwidth selection for functional time series prediction
by Antoniadis, Anestis & Paparoditis, Efstathios & Sapatinas, Theofanis
- 741-747 On optimal design for a Poisson regression model with random intercept
by Niaparast, Mehrdad
- 748-752 On selfdecomposable Stieltjes transforms
by Szulga, Jerzy
- 753-759 On the unification of long-term survival models
by Rodrigues, Josemar & Cancho, Vicente G. & de Castro, Mrio & Louzada-Neto, Francisco
- 760-764 Repeated Poisson sampling
by Grafström, Anton
- 765-773 Lack-of-fit testing in errors-in-variables regression model with validation data
by Song, Weixing
- 774-779 Asymptotic results for heavy-tailed distributions using defective renewal equations
by Psarrakos, Georgios
- 780-788 On the Fisher's Z transformation of correlation random fields
by Carbonell, F. & Worsley, K.J. & Trujillo-Barreto, N.J.
- 789-796 Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information
by Xiao, Zhihong & Liu, Luqin
- 797-806 On a discrete version of the Laugesen-Morpurgo conjecture
by Pascu, M.N. & Nicolaie, A.
- 807-813 A note on the consistency of a robust estimator for threshold autoregressive processes
by Zhang, Li-Xin & Chan, Wai-Sum & Cheung, Siu-Hung & Hung, King-Chi
- 814-820 Martingale representations of the Lynden-Bell estimator with applications
by Strzalkowska-Kominiak, E. & Stute, W.
- 821-827 Homogeneity diagnostics for skew-normal nonlinear regression models
by Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan
- 828-834 A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions
by Ning, Wei & Zhang, Sanguo & Yu, Chang
- 835-841 Bounds for the transition density of time-homogeneous diffusion processes
by Downes, A.N.
- 842-847 On Cantrell-Rosalsky's strong laws of large numbers
by Ordez Cabrera, Manuel & Volodin, Andrei
- 848-849 On asymptotic normality in nonlinear regression
by Haupt, Harry & Oberhofer, Walter
March 2009, Volume 79, Issue 5
- 559-565 An efficient algorithm for estimating a change-point
by Cheng, Tsung-Lin
- 566-572 Stochastic comparison and monotonicity of inactive record values
by Zhao, Peng & Balakrishnan, N.
- 573-580 The M-estimation in a multi-phase random nonlinear model
by Ciuperca, Gabriela
- 581-587 On the use of stochastic approximation Monte Carlo for Monte Carlo integration
by Liang, Faming
- 588-596 Ruin probability and local ruin probability in the random multi-delayed renewal risk model
by Gao, Qingwu & Wang, Yuebao
- 597-601 Partial asymptotic stability in probability of stochastic differential equations
by Ignatyev, Oleksiy
- 602-610 A mathematical approach to detect the Taylor property in TARCH processes
by Gonçalves, Esmeralda & Leite, Joana & Mendes-Lopes, Nazaré
- 611-618 Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions
by Yuan, De Mei & An, Jun & Tao, Bao
- 619-624 A decomposition of the bifractional Brownian motion and some applications
by Lei, Pedro & Nualart, David
- 625-629 A simplified adaptive fence procedure
by Jiang, Jiming & Nguyen, Thuan & Rao, J. Sunil
- 630-636 On a class of mathematical ecosystems with random jumps
by Peng, Jun & Liu, Zaiming
- 637-642 A generalization of Hoeffding's lemma, and a new class of covariance inequalities
by Beare, Brendan K.
- 643-651 Iterated logarithm type behavior for weighted sums of i.i.d. random variables
by Li, Deli & Qi, Yongcheng & Rosalsky, Andrew
- 652-658 Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information
by Kabaila, Paul & Giri, Khageswor
- 659-663 Building asymmetry into circular distributions
by Umbach, Dale & Jammalamadaka, S. Rao
- 664-669 Permutation test for non-inferiority of the linear to the optimal combination of multiple tests
by Jin, Hua & Lu, Ying
- 670-675 On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
by Babenko, Alexandra & Belitser, Eduard
- 676-683 Waiting times of exceedances in random threshold models
by Bairamov, Ismihan & EryIlmaz, Serkan
- 684-688 Estimation of the generalized Pareto distribution
by del Castillo, Joan & Daoudi, Jalila
- 689-697 Accurate tests and intervals based on linear cusum statistics
by Withers, Christopher S. & Nadarajah, Saralees
- 698-706 Stochastic Lotka-Volterra model with infinite delay
by Wan, Li & Zhou, Qinghua
February 2009, Volume 79, Issue 4
- 415-419 Asymptotics for sums of a function of normalized independent sums
by Kosinski, Kamil
- 420-425 The degree sequences of an asymmetrical growing network
by Huang, Huilin
- 426-435 Comparison theorems for forward backward SDEs
by Wu, Zhen & Xu, Mingyu
- 436-441 Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
by Jia, Guangyan
- 442-449 Particle filtering approximations for a Gaussian-generalized inverse Gaussian model
by Ferrante, Marco & Frigo, Nadia
- 450-456 Partial moment-based sufficient dimension reduction
by Yoo, Jae Keun
- 457-465 Hazards regression for length-biased and right-censored data
by Shen, Pao-sheng
- 466-472 Sample size formula for randomized controlled trials with counts of recurrent events
by Tango, Toshiro
- 473-480 Insurance control for classical risk model with fractional Brownian motion perturbation
by Zhang, H.Y. & Bai, L.H. & Zhou, A.M.
- 481-486 Log-level comparison principle for small ball probabilities
by Nazarov, Alexander
- 487-495 Dependence in failure times due to environmental factors
by Frostig, Esther & Denuit, Michel
- 496-500 A note on Lee discrepancy
by Zou, Na & Ren, Ping & Qin, Hong
- 501-507 Random quantiles of the Dirichlet process
by Lichtendahl Jr., Kenneth C.
- 508-512 The relationship between risk measures and choquet expectations in the framework of g-expectations
by He, Kun & Hu, Mingshang & Chen, Zengjing
- 513-518 Assessing global influential observations in modified ridge regression
by Jahufer, Aboobacker & Jianbao, Chen
- 519-524 Global rate results for the MLE in a class of deconvolution models
by Donauer, Stefanie & Groeneboom, Piet & Jongbloed, Geurt
- 525-533 Multivariate extremes of generalized skew-normal distributions
by Lysenko, Natalia & Roy, Parthanil & Waeber, Rolf
- 534-536 Unfolding the Skorohod reflection of a semimartingale
by Prokaj, Vilmos
- 537-542 A note on using the estimated versus the known propensity score to estimate the average treatment effect
by Brumback, Babette A.
- 543-552 On weak approximations of integrals with respect to fractional Brownian motion
by Slominski, Leszek & Ziemkiewicz, Bartosz
- 553-558 Concomitants of order statistics for dependent samples
by Wang, Ke & Nagaraja, H.N.
February 2009, Volume 79, Issue 3
- 275-282 The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
by Debruyne, M. & Hubert, M.
- 283-288 The number of players tied for the record
by Eisenberg, Bennett
- 289-294 Asymptotic distribution of density ratios
by Antonelli, Sabrina & Regoli, Giuliana
- 295-303 A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
by Gomes, M. Ivette & Pestana, Dinis & Caeiro, Frederico
- 304-311 Large deviations for heavy-tailed factor models
by Svensson, Jens & Djehiche, Boualem
- 312-319 On testing for local monotonicity in deconvolution problems
by Meister, Alexander
- 320-323 Noncommutative Baum-Katz theorems
by Stoica, George
- 324-330 A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model
by Ren, Jiandong
- 331-338 An extension of the generalized Birnbaum-Saunders distribution
by Gómez, Héctor W. & Olivares-Pacheco, Juan F. & Bolfarine, Heleno
- 339-346 Influence diagnostics for linear models with first-order autoregressive elliptical errors
by Paula, Gilberto A. & Medeiros, Marcio & Vilca-Labra, Filidor E.
- 347-348 A comment on a conjecture of N. Wiener
by Rosenblatt, M.
- 349-353 A note on pasting conditions for the American perpetual optimal stopping problem
by Christensen, Sören & Irle, Albrecht
- 354-360 Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative
by Sen, Amit
- 361-367 Moments of the unbalanced non-central chi-square distribution
by Grau, Daniel
- 368-374 Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries
by Li, Zhonghua & Wang, Zhaojun & Wu, Zhang
- 375-380 Confidence intervals for limited moments and truncated moments in normal and lognormal models
by Bebu, Ionut & Mathew, Thomas
- 381-389 On the ruin probability for the Cox correlated risk model perturbed by diffusion
by Lu, Zhaoyang & Xu, Wei & Zhang, Yan & Sun, Yingling
- 390-395 Limit theorems for extremal processes generated by a point process with correlated time and space components
by Pancheva, Elisaveta & Mitov, Ivan K. & Mitov, Kosto V.
- 396-399 Log-concavity of generalized order statistics
by Chen, Huaihou & Xie, Hongmei & Hu, Taizhong
- 400-406 A new formula for the transient solution of the Erlang queueing model
by Leonenko, G.M.
- 407-413 On some probabilistic properties of double periodic AR models
by Aknouche, Abdelhakim & Guerbyenne, Hafida
- 414-414 Erratum to: "A note on the proportional hazards model with discontinuous data" [Statist. Probab. Lett. 77 (2007) 735-739]
by Yu, Qiqing
January 2009, Volume 79, Issue 2
- 131-137 The geometric convergence rate of the classical change-point estimate
by Fotopoulos, Stergios B.
- 138-144 Approximation of the expected error rate in classification of the Gaussian random field observations
by Ducinskas, Ke[combining cedilla]stutis
- 145-154 Branching on a Sierpinski graph
by Leorato, S. & Orsingher, E.
- 155-157 On the relationship of location-independent riskier order to the usual stochastic order
by Sordo, Miguel A.
- 158-164 Limit theorems for generalized Jirina processes
by Li, Yuqiang
- 165-172 Semiparametric estimation of regression functions in autoregressive models
by Yu, Zhuoxi & Wang, Dehui & Shi, Ningzhong
- 173-176 Analysis of the virtual waiting time in multiphase queues
by Minkevicius, S.
- 177-181 Stationary distribution of reflected O-U process with two-sided barriers
by Zhang, Lidong & Jiang, Chunmei
- 182-187 Strong uniqueness for a class of singular SDEs for catalytic branching diffusions
by He, Hui
- 188-195 Central limit theorem for multiple integrals with respect to the empirical process
by Boistard, Hélène & del Barrio, Eustasio
- 196-201 A necessary and sufficient condition for probability measures dominated by g-expectation
by Jiang, Long
- 202-210 A class of random deviation theorems and the approach of Laplace transform
by Li, Gaorong & Chen, Shuang & Zhang, Junhua
- 211-214 On the connectedness of saturated square designs
by Qu, Xianggui & Ogunyemi, Theophilus
- 215-222 Uniform bounds in normal approximation under negatively associated random fields
by Cai, Guang-hui & Wang, Jian-Feng
- 223-233 A CLT for a one-dimensional class cover problem
by Xiang, Pengfei & Wierman, John C.
- 234-236 On hitting times of random walks on trees
by Palacios, José Luis
- 237-242 Approximate inference for the multinomial logit model
by Rekkas, M.
- 243-254 Some Darling-Siegert relationships connected with random flights
by Cammarota, V. & Lachal, A. & Orsingher, E.
- 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
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