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Content
September 2008, Volume 78, Issue 13
- 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.
- 963-969 A new generalized p-value for ANOVA under heteroscedasticity
by Xu, Li-Wen & Wang, Song-Gui
- 970-974 Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages
by Kozak, Marcin & Zielinski, Andrzej & Singh, Sarjinder
- 975-984 On the minimization of concave information functionals for unsupervised classification via decision trees
by Karakos, Damianos & Khudanpur, Sanjeev & Marchette, David J. & Papamarcou, Adrian & Priebe, Carey E.
- 985-991 Distribution functions of linear combinations of lattice polynomials from the uniform distribution
by Marichal, Jean-Luc & Kojadinovic, Ivan
- 992-996 Note on integer-valued bilinear time series models
by Drost, Feike C. & van den Akker, Ramon & Werker, Bas J.M.
- 997-1005 Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
by Chabot-Hallé, Dominique & Duchesne, Pierre
- 1006-1016 A new weighted integral goodness-of-fit statistic for exponentiality
by Baringhaus, L. & Henze, N.
- 1017-1023 Some strong limit theorems for -mixing sequences of random variables
by Wu, Qunying & Jiang, Yuanying
- 1024-1033 A limit theorem for solutions to BSDEs in the space of processes
by Fan, Sheng-Jun & Hu, Jian-Hua
- 1034-1042 An approximation for the power function of a non-parametric test of fit
by Boukili Makhoukhi, Mohammed
- 1043-1049 Consistency of the regression estimator with functional data under long memory conditions
by Benhenni, K. & Hedli-Griche, S. & Rachdi, M. & Vieu, P.
May 2008, Volume 78, Issue 7
- 839-846 Complete moment convergence of moving average processes under dependence assumptions
by Kim, Tae-Sung & Ko, Mi-Hwa
- 847-853 A functional ergodic theorem for the occupation time process of a branching system
by Talarczyk, Anna
- 854-860 An almost sure invariance principle for additive functionals of Markov chains
by Rassoul-Agha, F. & Seppäläinen, T.
- 861-868 Talagrand's inductive method and isoperimetric inequalities involving random sets
by Zanger, Daniel Z.
- 869-879 Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
by Mancini, Cecilia
- 880-884 A note on the Lasso for Gaussian graphical model selection
by Meinshausen, Nicolai
- 885-889 A note on the Hájek-Rényi inequality for associated random variables
by Sung, Soo Hak
- 890-895 A strong law of large numbers for pairwise independent identically distributed random variables with infinite means
by Kruglov, Victor M.
- 896-903 Optimal foldover plans for regular s-level fractional factorial designs
by Ai, Mingyao & Hickernell, Fred J. & Lin, Dennis K.J.
- 904-914 On a software reliability model by Koch and Spreij
by Ledoux, James
- 915-923 Convergence in distribution for the sup-norm of a kernel density estimator for GARCH innovations
by Mimoto, Nao
- 924-926 The Baum-Katz theorem for bounded subsequences
by Stoica, George
- 927-937 A conditional Koziol-Green model under dependent censoring
by Braekers, Roel & Veraverbeke, Noël
- 938-943 On the optimal allocation of components within coherent systems
by Bhattacharya, Debasis & Samaniego, Francisco J.
April 2008, Volume 78, Issue 6
- 577-581 Small deviations for stable processes via compactness properties of the parameter set
by Aurzada, Frank
- 582-593 Random coefficient volatility models
by Thavaneswaran, A. & Peiris, S. & Appadoo, S.
- 594-598 Large deviations for the empirical mean of associated random variables
by Henriques, Carla & Eduardo Oliveira, Paulo
- 599-607 Empirical likelihood for non-degenerate U-statistics
by Jing, Bing-Yi & Yuan, Junqing & Zhou, Wang
- 608-615 Minimax designs for optimum mixtures
by Pal, Manisha & Mandal, Nripes Kumar
- 616-621 Revisiting Sen's inequalities on order statistics
by Balakrishnan, N. & Balasubramanian, K.
- 622-628 Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis
by Sen, Amit
- 629-636 Testing parametric models in the presence of instrumental variables
by Holzmann, Hajo
- 637-642 Characterizations of multiparameter Cox and Poisson processes by the renewal property
by Merzbach, Ely & Shaki, Yair Y.
- 643-653 Asymptotic comparison of the mixed moment and classical extreme value index estimators
by Gomes, M. Ivette & Neves, Cláudia
- 654-660 Infinite divisibility of skew Gaussian and Laplace laws
by Kozubowski, Tomasz J. & Nolan, John P.
- 661-668 A spatial rank test and corresponding estimators for several samples
by Nevalainen, Jaakko & Möttönen, Jyrki & Oja, Hannu
- 669-674 On bounded Gaussian processes
by Le, H.
- 675-681 On the maxiset comparison between hard and block thresholding methods
by Chesneau, Christophe
- 682-686 A continuous non-Brownian motion martingale with Brownian motion marginal distributions
by Albin, J.M.P.
- 687-697 Moment inequalities for spatial processes
by Gao, Jiti & Lu, Zudi & Tjøstheim, Dag
- 698-706 Unbounded mappings and weak convergence of measures
by Zapala, August Michal
- 707-715 Ruin probabilities for discrete time risk models with stochastic rates of interest
by Wei, Xiao & Hu, Yijun
- 716-719 A note on the weak convergence of probability measures in the D[0,1] space
by Pakshirajan, R.P.
- 720-727 Statistical properties of exact confidence intervals from discrete data using studentized test statistics
by Kabaila, Paul
- 728-735 A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models
by Chan, Wai-Sum & Chan, Yin-Ting
- 736-738 Convergence in distribution of random compact sets in Polish spaces
by Elalaoui-Talibi, Hussain & Peterson, Lisa D.
- 739-742 A note on the identifiability of the conditional expectation for the mixtures of neural networks
by Stockis, Jean-Pierre & Tadjuidje-Kamgaing, Joseph & Franke, Jürgen
- 743-748 The size performance of a nonparametric unit root test under a variance shift
by Maki, Daiki
- 749-758 The general principle for precise large deviations of heavy-tailed random sums
by Lin, Jianxi
- 759-765 Runs in continuous-valued sequences
by Eryilmaz, Serkan & Fu, James C.
- 766-770 How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times?
by Nikeghbali, Ashkan
- 771-779 Probabilistic approach in weighted Markov branching processes
by Chen, Anyue & Li, Junping & Ramesh, N.I.
- 780-784 Some results on subordination, selfdecomposability and operator semi-stability
by Suk Choi, Gyeong
- 785-793 Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
by Khaniyev, T. & Kesemen, T. & Aliyev, R. & Kokangul, A.
- 794-803 A general method to the strong law of large numbers and its applications
by Yang, Shanchao & Su, Chun & Yu, Keming
- 804-809 Central limit theorem of random quadratics forms involving random matrices
by Pan, Guangming & Miao, Baiqi & Jin, Baisuo
- 810-814 Markovian extensions of a stochastic process
by Petrovic, Ljiljana
- 815-823 Systems with weighted components
by Samaniego, Francisco J. & Shaked, Moshe
- 824-829 A note on distortions induced by truncation with applications to linear regression systems
by Marchetti, Giovanni M. & Stanghellini, Elena
- 830-838 Uniform convergence of autocovariances
by Kavalieris, Laimonis
April 2008, Volume 78, Issue 5
- 463-470 Order statistics and renormalization
by Pakes, Anthony G.
- 471-480 Finding a needle in a haystack: Conditions for reliable detection in the presence of clutter
by Jedynak, Bruno & Karakos, Damianos
- 481-487 A note on the CIR process and the existence of equivalent martingale measures
by Guo, Zhi Jun
- 488-489 A note on confidence intervals for the power of t-test
by Gilliland, Dennis & Li, Mingfei
- 490-498 Exponential stability of non-autonomous stochastic partial differential equations with finite memory
by Wan, Li & Duan, Jinqiao
- 499-507 Some improvements on a boundary corrected kernel density estimator
by Karunamuni, R.J. & Zhang, S.
- 508-517 A note on constrained estimation in the simple linear measurement error model
by Davidov, Ori & Griskin, Vladimir
- 518-527 Schur- and E-optimal two-level factorial designs
by Butler, Neil A.
- 528-536 A generalized existence theorem of reflected BSDEs with double obstacles
by Zheng, Shiqiu & Zhou, Shengwu
- 537-547 How rich is the class of processes which are infinitely divisible with respect to time?
by Es-sebaiy, Khalifa & Ouknine, Youssef
- 548-556 Empirical likelihood for the two-sample mean problem
by Liu, Yukun & Zou, Changliang & Zhang, Runchu
- 557-563 The mean resultant length of the spherically projected normal distribution
by Presnell, Brett & Rumcheva, Pavlina
- 564-575 The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models
by Giuliano-Antonini, R. & Weber, M.
March 2008, Volume 78, Issue 4
- 327-335 On estimation of the exponent of regular variation using a sample with missing observations
by Mladenovic, Pavle & Piterbarg, Vladimir
- 336-346 Asymptotic distributions of non-degenerate U-statistics on trimmed samples
by Borovskikh, Yuri V. & Weber, N.C.
- 347-357 The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
by Dudzinski, Marcin
- 358-366 On approximations for two classes of Poisson mixtures
by Vinogradov, Vladimir
- 367-375 An almost sure central limit theorem for products of sums under association
by Li, Yun-Xia & Wang, Jian-Feng
- 376-383 Generalized multivariate rank type test statistics via spatial U-quantiles
by Zhou, Weihua & Serfling, Robert
- 384-389 An approximate method for nonlinear mixed-effects models with nonignorably missing covariates
by Wu, Lang
- 390-395 The Borel-Cantelli lemma under dependence conditions
by Chandra, Tapas Kumar
- 396-401 Empirical saddlepoint approximations of the Studentized mean under stratified random sampling
by Hu, Zhishui & Ma, Chunsheng & Robinson, John
- 402-404 Generalized least squares transformation and estimation with autoregressive error
by Vougas, Dimitrios V.
- 405-411 The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models
by Wulff, Shaun S.
- 412-419 Convergence of Archimedean copulas
by Charpentier, Arthur & Segers, Johan
- 420-425 Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices
by Gamage, Jinadasa & Mathew, Thomas
- 426-434 FBSDE approach to utility portfolio selection in a market with random parameters
by Ferland, René & Watier, François
- 435-444 Equivalence of Volterra processes: Degenerate case
by Ouknine, Youssef & Erraoui, Mohamed
- 445-455 Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process
by Ledoux, James
- 456-462 On the statistical properties of a stationary process sampled by a stationary point process
by Charlot, F. & Rachdi, M.
February 2008, Volume 78, Issue 3
- 207-213 An explicit representation of the limit of the LRT for interval mapping of quantitative trait loci
by Zhang, Hong & Chen, Hanfeng & Li, Zhaohai
- 214-224 Independence after adaptive allocation
by Bélisle, Claude & Melfi, Vince
- 225-230 Limiting behavior of a generalized branching process with immigration
by Rahimov, I. & Al-Sabah, W.S.
- 231-237 A class of backward stochastic differential equations with discontinuous coefficients
by Jia, Guangyan
- 238-248 Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation
by Berrahou, Noureddine
- 249-253 The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix
by Steerneman, A.G.M. & van Perlo-ten Kleij, Frederieke
- 254-256 On construction of generalized neighbor design of use in serology
by Kedia, R.G. & Misra, B.L.
- 257-264 Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches
by Proietti, Tommaso
- 265-270 The law of the iterated logarithm for additive functionals of Markov chains
by Miao, Yu & Yang, Guangyu
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