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Content
2022, Volume 190, Issue C
- S0167715222001535 Berry–Esseen bound for a supercritical branching processes with immigration in a random environment
by Huang, Xulan & Li, Yingqiu & Xiang, Kainan
- S0167715222001547 Approximating the magnetization in the Curie–Weiss model
by Lu, Yingdong
- S0167715222001559 Uniform bounds for ruin probability in multidimensional risk model
by Kriukov, Nikolai
- S0167715222001560 Nonparametric regression with modified ReLU networks
by Beknazaryan, Aleksandr & Sang, Hailin
- S0167715222001651 On the length of the shortest path in a sparse Barak–Erdős graph
by Mallein, Bastien & Tesemnikov, Pavel
- S0167715222001663 Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies
by Estrada, Luisa F. & Högele, Michael A.
- S0167715222001687 Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering
by Browne, Ryan P.
- S0167715222001705 On a prior based on the Wasserstein information matrix
by Li, W. & Rubio, F.J.
- S0167715222001729 Non-marginal feature screening for varying coefficient competing risks model
by Tian, Bing & Liu, Zili & Wang, Hong
- S016771522200147X Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution
by Soltani, A.R.
2022, Volume 189, Issue C
- S0167715222001080 Moments of the first descending epoch for a random walk with negative drift
by Foss, Sergey & Prasolov, Timofei
- S0167715222001092 The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria
by Buonaguidi, B.
- S0167715222001195 On multiple acceleration of reversible Markov chain
by Hua, Chen-Wei & Chen, Ting-Li
- S0167715222001201 On the T-test
by Novak, S.Y.
- S0167715222001213 Limit theorems for dependent random variables with infinite means
by Bernou, Ismahen & Boukhari, Fakhreddine
- S0167715222001225 On the second order fluctuations for minimal difference partitions
by Dai, Guozheng & Su, Zhonggen
- S0167715222001249 Convexity and sublinearity of g-expectations
by Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming
- S0167715222001250 Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection
by Meng, Weiwei & Xi, Chengxun
- S0167715222001262 The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion
by Gao, Xiangyu & Wang, Jianqiao & Wang, Yanxia & Yang, Hongfu
- S0167715222001274 On the rate of convergence for the autocorrelation operator in functional autoregression
by Caponera, Alessia & Panaretos, Victor M.
- S0167715222001377 Non-asymptotic sub-Gaussian error bounds for hypothesis testing
by Li, Yanpeng & Tian, Boping
- S0167715222001389 The averaging method for doubly perturbed distribution dependent SDEs
by Ma, Xiaocui & Yue, Haitao & Xi, Fubao
- S0167715222001390 Identification of the outcome distribution and sensitivity analysis under weak confounder–instrument interaction
by Mao, Lu
- S0167715222001407 Stochastic comparison for elliptically contoured random fields
by Lu, Tianshi & Du, Juan & Ma, Chunsheng
- S0167715222001419 Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
by Liu, Huiyan & Tan, Zhongquan
- S0167715222001420 Stationary distributions and ergodicity of reflection-type Markov chains
by Liu, Yujie & Niu, Minwen & Yao, Dacheng & Zhang, Hanqin
- S0167715222001432 The elephant random walk with gradually increasing memory
by Gut, Allan & Stadtmüller, Ulrich
- S0167715222001444 On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution
by Barman, Kalyan & Upadhye, Neelesh S.
- S0167715222001456 On exponential stability of non-autonomous stochastic differential equations with Markovian switching
by Tran, Ky Q. & Le, Bich T.N.
- S0167715222001468 Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
by Riekert, Adrian
- S0167715222001493 Uniform concentration bounds for frequencies of rare events
by Lhaut, Stéphane & Sabourin, Anne & Segers, Johan
- S016771522200150X Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes
by Lardjane, Salim
2022, Volume 188, Issue C
- S0167715222000979 Asymptotic efficiency of some nonparametric tests for location on hyperspheres
by Dabo-Niang, Sophie & Thiam, Baba & Verdebout, Thomas
- S0167715222000980 Closure of beta and Dirichlet distributions under discrete mixing
by Balakrishnan, N. & Jones, M.C.
- S0167715222001031 The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays
by Davezies, Laurent & D’Haultfœuille, Xavier & Guyonvarch, Yannick
- S0167715222001043 On the convergence rate of the “out-of-order” block Gibbs sampler
by Jin, Zhumengmeng & Hobert, James P.
- S0167715222001055 Note on the delta method for finite population inference with applications to causal inference
by Pashley, Nicole E.
- S0167715222001067 The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation
by Zhang, Li-Xin
- S0167715222001079 Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
by Joutard, Cyrille
2022, Volume 187, Issue C
- S0167715222000657 Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions
by Nakajima, Shohei & Shimizu, Yasutaka
- S0167715222000803 Some new bounds for the mean value function of the residual lifetime process
by Pekalp, Mustafa Hilmi
- S0167715222000815 Exponential and related probability distributions on symmetric matrices
by Hassairi, Abdelhamid & Roula, Amel
- S0167715222000827 RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices
by Liu, Yan & Bai, Zhidong & Li, Hua & Hu, Jiang & Lv, Zhihui & Zheng, Shurong
- S0167715222000839 Bias-correction of some estimators in the INAR(1) process
by Zeng, Xiaoqiang & Kakizawa, Yoshihide
- S0167715222000840 Algorithm for the product of Jack polynomials and its application to the sphericity test
by Shimizu, Koki & Hashiguchi, Hiroki
- S0167715222000852 Intermittency in the small-time behavior of Lévy processes
by Grahovac, Danijel
- S0167715222000864 On Samuel’s p-value model and the Simes test under dependence
by Xiong, Peihan & Hu, Taizhong
- S0167715222000876 Skew Brownian motion with dry friction: Joint density approach
by Gairat, Alexander & Shcherbakov, Vadim
- S0167715222000888 A refined randomized concentration inequality
by Lei, Xiaoyu & Shao, Qi-Man
- S0167715222000967 Ensemble Kalman inversion for general likelihoods
by Duffield, Samuel & Singh, Sumeetpal S.
- S0167715222000992 Hoeffding and Bernstein inequalities for U-statistics without replacement
by Ai, Jianhang & Kuželka, Ondřej & Wang, Yuyi
- S0167715222001006 On the maximum of random assignment process
by Lifshits, M.A. & Tadevosian, A.A.
- S0167715222001018 Confidence intervals for discrete log-linear models when MLE does not exist
by Wang, Nanwei & Massam, Hélène & Li, Qiong
- S016771522200102X The cover time of a (multiple) Markov chain with rational transition probabilities is rational
by Sylvester, John
2022, Volume 186, Issue C
- S0167715222000517 A Berry–Esseen bound for vector-valued martingales
by Kojevnikov, Denis & Song, Kyungchul
- S0167715222000529 From the Brownian motion to a multifractal process using the Lévy–Ciesielski construction
by Kleyntssens, T. & Nicolay, S.
- S0167715222000542 A characterization of normality via convex likelihood ratios
by Jacobovic, Royi & Kella, Offer
- S0167715222000566 Survival probability for super-Brownian motion with absorption
by Li, Zenghu & Zhu, Yaping
- S0167715222000578 The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains
by Lu, Dawei & Zhou, Yinbing
- S0167715222000591 The conditional spacings and their stochastic properties
by Zhang, Zhengcheng & Yang, Luyi & Yang, Yonghong
- S0167715222000608 Change-point detection for the link function in a single-index model
by Yang, Qing & Zhang, Yi
- S0167715222000621 Maximin L1-distance Range-fixed Level-augmented designs
by Gao, Yanping & Yi, Siyu & Zhou, Yongdao
- S0167715222000633 Optimal singular value shrinkage for operator norm loss: Extending to non-square matrices
by Leeb, William
- S0167715222000645 Bias results for nondifferential mismeasurement of a binary confounder
by Sjölander, Arvid & Peña, Jose M. & Gabriel, Erin E.
- S0167715222000669 A new random field on lattices
by Martins, Ana Paula & Ferreira, Helena & Ferreira, Marta
- S0167715222000748 Optimal estimation for lower bound of the packing number
by Liu, Youming & Qi, Xinyu
- S0167715222000785 Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators
by Kim, Kon-Gun & Kim, Mun-Chol & O, Hun
- S0167715222000797 Simultaneous confidence bands for survival functions from twice censorship
by Subramanian, Sundarraman
- S016771522200058X Inverse tempered stable subordinators and related processes with Mellin transform
by Gupta, Neha & Kumar, Arun
- S016771522200061X How small are the increments of G-Brownian motion
by Xu, Mingzhou & Cheng, Kun
- S016771522200075X Cauchy, normal and correlations versus heavy tails
by Xu, Hui & Cohen, Joel E. & Davis, Richard A. & Samorodnitsky, Gennady
2022, Volume 185, Issue C
- S0167715222000141 Normal approximation when a chaos grade is greater than two
by Kim, Yoon Tae & Park, Hyun Suk
- S0167715222000293 On the extinction of continuous state branching processes with competition
by Le, V.
- S0167715222000311 The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability n-simplex
by Fried, Sela
- S0167715222000335 Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski
by Mercadier, Cécile & Roustant, Olivier & Genest, Christian
- S0167715222000347 On the universal consistency of histograms anonymised by a randomised response technique
by Kroll, Martin
- S0167715222000360 Non-central moderate deviations for compound fractional Poisson processes
by Beghin, Luisa & Macci, Claudio
- S0167715222000372 On the minimum of independent collecting processes via the Stirling numbers of the second kind
by Doumas, Aristides V.
- S0167715222000384 A note on the conditional probabilities of the telegraph process
by Cinque, Fabrizio
- S0167715222000396 Asymptotic analysis of generalized Greenwood statistics for very heavy tails
by Albrecher, Hansjörg & García Flores, Brandon
- S0167715222000402 On negative dependence inequalities and maximal scores in round-robin tournaments
by Malinovsky, Yaakov & Moon, John W.
- S0167715222000414 Non-parametric estimation of cumulative (residual) extropy
by Kattumannil, Sudheesh K. & E.P., Sreedevi
- S0167715222000426 A criterion of quasi-infinite divisibility for discrete laws
by Khartov, A.A.
- S0167715222000438 A short proof of Lévy’s continuity theorem without using tightness
by Döbler, Christian
- S0167715222000530 Long-time behavior of SSEP with slow boundary
by Zhao, Linjie
- S016771522200027X A variation of constant formula for Caputo fractional stochastic differential equations with jump–diffusion
by Xu, Shuli & Feng, Yuqiang & Jiang, Jun & Nie, Na
- S016771522200030X Regular conditional probabilities and strictly proper loss functions
by Nielsen, Michael
- S016771522200044X Precise large deviation for sums of sub-exponential claims with the m-dependent semi-Markov type structure
by Yuan, Meng & Lu, Dawei
2022, Volume 184, Issue C
- S0167715222000013 A note on a dynamic network model with homogeneous structure
by Long, Yuhang & Huang, Tao
- S0167715222000025 Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times
by Fu, Ke-Ang & Liu, Yang & Wang, Jiangfeng
- S0167715222000037 Limit theorems for a discrete-time marked Hawkes process
by Wang, Haixu
- S0167715222000049 On Itô’s formula for semimartingales with jumps and non-C2 functions
by Eisenberg, Julia & Krühner, Paul
- S0167715222000050 A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
by Li, Deli & Miao, Yu & Stoica, George
- S0167715222000062 The distribution of the non-central Wilks statistic in the complex case
by Thu, Pham-Gia & Phong, Duong Thanh
- S0167715222000074 An improved asymptotic test for the Jaccard similarity index for binary data
by Koeneman, Scott H. & Cavanaugh, Joseph E.
- S0167715222000086 Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree
by Xiang, Kainan & Zou, Lang
- S0167715222000098 Robust sparse precision matrix estimation for high-dimensional compositional data
by Liang, Wanfeng & Wu, Yue & Ma, Xiaoyan
- S0167715222000104 Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise
by Kumar, Vivek
- S0167715222000116 Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk
by Hsu, Yu-Sheng & Chen, Pei-Chun & Wu, Cheng-Hsun
- S0167715222000128 An alternative sequential method for the state estimation of a partially observed SETAR(1) process
by Milheiro-Oliveira, Paula
- S0167715222000153 Parameter estimation in CKLS model by continuous observations
by Mishura, Yuliya & Ralchenko, Kostiantyn & Dehtiar, Olena
- S0167715222000165 Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
by Yang, Fen-Fen & Yuan, Chenggui
- S0167715222000177 Multi split conformal prediction
by Solari, Aldo & Djordjilović, Vera
- S0167715222000281 Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
by Bhabak, Arnab & Saha, Subhamay
- S0167715222000323 Epidemic change-point detection in general causal time series
by Diop, Mamadou Lamine & Kengne, William
- S0167715222000359 Nonparametric recursive method for moment generating function kernel-type estimators
by Bouzebda, Salim & Slaoui, Yousri
- S016771522100290X On the link between monetary and star-shaped risk measures
by Moresco, Marlon Ruoso & Righi, Marcelo Brutti
- S016771522200013X Long term behavior of incomplete and time varying product ratings
by Kokoszka, Piotr & Singh, Deepak & Wang, Haonan
2022, Volume 183, Issue C
- S0167715221002820 Tweedie-type formulae for a multivariate Laplace distribution
by Shi, Jianhong & Bai, Xiuqin & Song, Weixing
- S0167715221002832 Estimating social effects in a multilayered Linear-in-Means model with network data
by Manta, Alexandra & Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T.
- S0167715221002844 One-dimensional diffusion and stochastic differential equation
by He, Ping & Shen, Yuncong & Sun, Wenjie
- S0167715221002856 Effective sample size for a mixture prior
by Egidi, Leonardo
- S0167715221002868 Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators
by Chakraborty, Saptarshi & Bhattacharya, Suman K. & Khare, Kshitij
- S0167715221002881 Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution
by Yu, Feng
- S0167715221002893 Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one
by Wang, Tao
- S0167715221002911 A proof of consistency of the MLE for nonlinear Markov-switching AR processes
by Fermín, Lisandro & Marcano, José & Rodríguez, Luis-Angel
- S0167715221002923 An improved Hoeffding’s inequality for sum of independent random variables
by Cheng, Xueqin & Li, Yanpeng
- S0167715221002935 Limit theorems for the uppermost mth spacing based on weak geometric records
by Stepanov, Alexei & Dembińska, Anna
- S0167715221002947 Searching for minimal optimal neural networks
by Ho, Lam Si Tung & Dinh, Vu
- S0167715221003011 Extended eigenvalue–eigenvector method
by Kataria, K.K. & Khandakar, M.
- S016771522100287X Comparison of Lp-quantiles and related skewness measures
by Arab, Idir & Lando, Tommaso & Oliveira, Paulo Eduardo
2022, Volume 182, Issue C
- S0167715221002364 Nonparametric recursive regression estimation on Riemannian Manifolds
by Khardani, Salah & Yao, Anne Françoise
- S0167715221002534 On strong consistency of kernel k-means: A Rademacher complexity approach
by Chakrabarty, Anish & Das, Swagatam
- S0167715221002546 Consistency of global LSE for MA(1) models
by Yang, Yaxing & Ling, Shiqing & Wang, Qiying
- S0167715221002558 Deriving the central limit theorem from the de Moivre–Laplace theorem
by Chin, Calvin Wooyoung
- S0167715221002571 Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs
by Cheng, Guanghui & Liu, Zhi & Peng, Liuhua
- S0167715221002583 An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes
by Kreer, Markus
- S0167715221002595 A note on exact laws of large numbers for the range of a sample from Pareto-type distributions
by Matuła, Przemysław & Adler, André
- S0167715221002601 Generalizations of some concentration inequalities
by Bhat, M. Ashraf & Kosuru, G. Sankara Raju
- S0167715221002613 Quantile trace regression via nuclear norm regularization
by Wang, Lei & Zhang, Jing & Li, Bo & Liu, Xiaohui
- S0167715221002625 Intermediate dimension of images of sequences under fractional Brownian motion
by Falconer, Kenneth J.
- S0167715221002637 A decoupling principle for Markov-modulated chains
by Qiu, Qinjing & Kawai, Reiichiro
- S0167715221002650 Robust sphericity test in the panel data model
by Zhang, Xiaoxu & Zhao, Ping & Feng, Long
- S0167715221002662 Sharp and simple bounds for the raw moments of the binomial and Poisson distributions
by Ahle, Thomas D.
- S0167715221002741 Global well-posedness of 2D stochastic Burgers equations with multiplicative noise
by Zhou, Guoli & Wang, Lidan & Wu, Jiang-Lun
- S0167715221002753 The variance of the power of a shifted random variable with applications
by Budny, Katarzyna
- S0167715221002789 On the stability of the stochastic gradient Langevin algorithm with dependent data stream
by Rásonyi, Miklós & Tikosi, Kinga
- S0167715221002790 Sharp lower and upper bounds for the covariance of bounded random variables
by Hössjer, Ola & Sjölander, Arvid
- S0167715221002807 Construction of simultaneous confidence bands using conditional Monte Carlo
by Zhou, S. & Yao, K. & Liu, W. & Bretz, F.
- S0167715221002819 Parisian ruin probability for two-dimensional Brownian risk model
by Krystecki, Konrad
- S016771522100239X A new RKHS-based global testing for functional linear model
by Xu, Jianjun & Cui, Wenquan
- S016771522100256X Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
by Wang, Ruifang & Xu, Yong & Yue, Hongge
2022, Volume 181, Issue C
- S0167715221001966 Integro-local limit theorems for supercritical branching process in a random environment
by Struleva, M.A. & Prokopenko, E.I.
- S0167715221002182 On the robustification of the kernel estimator of the functional modal regression
by Amel, Azzi & Ali, Laksaci & Elias, Ould Saïd
- S0167715221002200 Online multivariate changepoint detection with type I error control and constant time/memory updates per series
by Hahn, Georg
- S0167715221002212 Least squares estimation for the linear self-repelling diffusion driven by α-stable motions
by Shen, Leyi & Xia, Xiaoyu & Yan, Litan
- S0167715221002224 A. de Moivre theorem revisited
by Szewczak, Zbigniew S.
- S0167715221002236 A note on the Kawada–Itô theorem
by Mustafayev, Heybetkulu
- S0167715221002248 Local correlation dimension of multidimensional stochastic process
by Dhifaoui, Zouhaier & Bardet, Jean-Marc
- S0167715221002261 When is the Conway–Maxwell–Poisson distribution infinitely divisible?
by Geng, Xi & Xia, Aihua
- S0167715221002273 The Riemann–Liouville field and its GMC as H→0, and skew flattening for the rough Bergomi model
by Forde, Martin & Fukasawa, Masaaki & Gerhold, Stefan & Smith, Benjamin
- S0167715221002285 Nonparametric estimation of marginal distributions for unordered pairs
by Dumitrescu, Laura & Harcourt, Darcy
- S0167715221002297 On definitive screening designs using Paley’s conference matrices
by Wang, Yaping & Liu, Sixu & Lin, Dennis K.J.
- S0167715221002303 The least squares estimator of random variables under convex operators on LF∞(μ) space
by Sun, Chuanfeng & Ji, Shaolin & Kong, Chuiliu
- S0167715221002315 Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
by Nourdin, Ivan & Pu, Fei
- S0167715221002327 A note on the local asymptotic mixed normality of a controlled branching process with a random control function
by Ramtirthkar, Mukund & Kale, Mohan
- S0167715221002339 The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching
by Ji, Huijie & Xi, Fubao
- S0167715221002340 When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence
by Zhang, Rui-Ray
- S0167715221002352 Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
by A.S., Kiran Kumar & Maurya, Shambhu Nath
- S0167715221002376 Reproducible feature selection in high-dimensional accelerated failure time models
by Dong, Yan & Li, Daoji & Zheng, Zemin & Zhou, Jia
- S0167715221002388 On a hazard (failure) rate process with delays after shocks
by Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan
- S0167715221002406 On the moment absolute deviation of order statistics from uniform distribution
by Kapelko, Rafał
- S0167715221002418 Quenched convergence rates for a supercritical branching process in a random environment
by Zhang, Xiaoyue & Hong, Wenming
- S0167715221002492 Testing equivalence to power law distributions
by Ostrovski, Vladimir
- S0167715221002522 Kernel estimation of extropy function under length-biased sampling
by Rajesh, Richu & G., Rajesh & Sunoj, S.M.
- S016771522100225X Sequential confidence interval for comparing two Bernoulli distributions in a non-conventional set-up
by Bandyopadhyay, Uttam & Sarkar, Suman & Biswas, Atanu
2022, Volume 180, Issue C
- S0167715221001887 Monotonicity properties for solutions of renewal equations
by Dermitzakis, Vaios & Politis, Konstadinos
- S0167715221001905 Consistency of binary segmentation for multiple change-point estimation with functional data
by Rice, Gregory & Zhang, Chi
- S0167715221001917 Balancing a sample almost perfectly
by Leuenberger, Michael & Eustache, Esther & Jauslin, Raphaël & Tillé, Yves
- S0167715221001954 New characterizations of bivariate discrete Schur-constant models
by Kolev, Nikolai & Mulinacci, Sabrina
- S0167715221001978 Tail dependence functions of the bivariate Hüsler–Reiss model
by Hu, Shuang & Peng, Zuoxiang & Nadarajah, Saralees
- S0167715221001991 On the probability of forming polygons from a broken stick
by Verreault, William
- S0167715221002005 Quenched distributions for the maximum, minimum and local time of the Brox diffusion
by Gutierrez-Pavón, Jonathan & Pacheco, Carlos G.
- S0167715221002017 Dependence and mixing for perturbations of copula-based Markov chains
by Longla, Martial & Muia Nthiani, Mathias & Djongreba Ndikwa, Fidel
- S0167715221002029 Large deviations for super-heavy tailed random walks
by Nakata, Toshio
- S0167715221002030 On Tsallis extropy with an application to pattern recognition
by Balakrishnan, Narayanaswamy & Buono, Francesco & Longobardi, Maria
- S0167715221002042 Dirichlet eigenvalue problems of irreversible Langevin diffusion
by Belmabrouk, Nadia & Damak, Mondher & Yaakoubi, Nejib
- S0167715221002054 Identification of parameters from the distribution of the maximum or minimum of Poisson random variables
by Kim, Bara & Kim, Jeongsim
- S0167715221002066 Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
by Marie, Nicolas
- S0167715221002078 Construction of space-filling orthogonal Latin hypercube designs
by Li, Hui & Yang, Liuqing & Liu, Min-Qian
- S0167715221002194 Stability analysis of semilinear stochastic differential equations
by Lv, Xiang
- S016771522100198X New testing procedures with k-FWER control for discrete data
by Wang, Li
- S016771522100208X Learning sparse deep neural networks with a spike-and-slab prior
by Sun, Yan & Song, Qifan & Liang, Faming
2021, Volume 179, Issue C
- S0167715221001589 A note on the stability of multivariate non-linear time series with an application to time series of counts
by Debaly, Zinsou Max & Truquet, Lionel
- S0167715221001668 Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products
by Hervé, Loïc & Ledoux, James
- S0167715221001693 Exponential mixing property for absorbing Markov processes
by He, Guoman & Zhang, Hanjun & Yang, Gang
- S0167715221001711 Testing for subsphericity when n and p are of different asymptotic order
by Virta, Joni
- S0167715221001723 Non-convex isotonic regression via the Myersonian approach
by Cui, Zhenyu & Lee, Chihoon & Zhu, Lingjiong & Zhu, Yunfan
- S0167715221001735 On the density for sums of independent Mittag-Leffler variates with common order
by Levy, Edmond
- S0167715221001747 Hyperbolic cosine ratio and hyperbolic sine ratio random fields
by Ma, Chunsheng
- S0167715221001759 On numbers of observations in random regions determined by records for tail-less populations
by Dembińska, Anna & Akbari, Masoumeh & Ahmadi, Jafar
- S0167715221001760 Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition
by Bonnet, Anna & Martinez Herrera, Miguel & Sangnier, Maxime
- S0167715221001772 A note on the analytic approximation of exceedance probabilities in heterogeneous populations
by Battey, H.S.
- S0167715221001863 Best lower bound on the probability of a binomial exceeding its expectation
by Pinelis, Iosif
- S0167715221001875 Optimal portfolio with power utility of absolute and relative wealth
by Sarantsev, Andrey
- S0167715221001899 Ordinal classification of 3D brain structures by functional data analysis
by Ferrando, L. & Epifanio, I. & Ventura-Campos, N.
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