# Elsevier

# Statistics & Probability Letters

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### 2012, Volume 82, Issue 12

**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

**1219-1223 Causality with finite horizon of the past in continuous time***by*Petrović, Ljiljana & Dimitrijević, Sladjana**1224-1228 A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty***by*Lian, Heng**1229-1234 The local time of the Markov processes of Ornstein–Uhlenbeck type***by*Tong, Changqing & Lin, Zhengyan & Zheng, Jing**1235-1241 Karhunen–Loeve expansions for the detrended Brownian motion***by*Ai, Xiaohui & Li, Wenbo V. & Liu, Guoqing**1242-1250 Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model***by*Lu, Dawei**1251-1258 Optimal surrender strategies for equity-indexed annuity investors with partial information***by*Wei, Jiaqin & Wang, Rongming & Yang, Hailiang**1259-1266 On latent process models in multi-dimensional space***by*Shang, Zuofeng**1267-1272 An exponential bound for Cox regression***by*Goldberg, Y. & Kosorok, M.R.**1273-1284 Local M-estimation for jump-diffusion processes***by*Wang, Yunyan & Zhang, Lixin & Tang, Mingtian**1285-1289 On interval and point estimators based on a penalization of the modified profile likelihood***by*Ventura, Laura & Racugno, Walter**1290-1296 Some recursive formulas related to inverse moments of the random variables with binomial-type distributions***by*Zhao, Feng-Zhen**1297-1302 A practical ad hoc adjustment to the Simes P-value***by*Lloyd, Chris J.**1303-1309 A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay***by*Govindan, T.E. & Ahmed, N.U.**1310-1317 Bayesian estimation of parameters for the bivariate Gompertz regression model with shared gamma frailty under random censoring***by*Hanagal, David D. & Sharma, Richa**1318-1325 Estimating common mean and heterogeneity variance in two study case meta-analysis***by*Rukhin, Andrew L.**1326-1330 Statistical causality and orthogonality of local martingales***by*Valjarević, Dragana & Petrović, Ljiljana**1331-1336 The compound Pascal model with dividends paid under random interest***by*Geng, Xianmin & Wang, Ying**1337-1345 Varying kernel density estimation on R+***by*Mnatsakanov, Robert & Sarkisian, Khachatur**1346-1351 A simplified representation of the covariance structure of axially symmetric processes on the sphere***by*Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M.**1352-1357 Bounds on the complier average causal effect in randomized trials with noncompliance***by*Chiba, Yasutaka**1358-1366 The discounted penalty function with multi-layer dividend strategy in the phase-type risk model***by*Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping**1367-1373 Some new lower bounds to centered and wrap-round L2-discrepancies***by*Chatterjee, Kashinath & Li, Zhaohai & Qin, Hong**1374-1382 Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes***by*Bo, Lijun & Yang, Xuewei**1383-1387 Canonical higher-order kernels for density derivative estimation***by*Henderson, Daniel J. & Parmeter, Christopher F.**1388-1390 Remarks on maximal inequalities for non-negative demisubmartingales***by*Prakasa Rao, B.L.S.**1391-1400 Estimation with left-truncated and right censored data: A comparison study***by*Ahmadi, Jafar & Doostparast, Mahdi & Parsian, Ahmad**1401-1406 The Hausman–Taylor panel data model with serial correlation***by*Baltagi, Badi H. & Liu, Long**1407-1412 Conditional dependence diagnostic in the latent class model: A simulation study***by*Subtil, Ana & de Oliveira, M. Rosário & Gonçalves, Luzia**1413-1421 On spatial conditional mode estimation for a functional regressor***by*Dabo-Niang, Sophie & Kaid, Zoulikha & Laksaci, Ali**1422-1429 A note on bounds for the causal infectiousness effect in vaccine trials***by*Chiba, Yasutaka**1430-1438 Limiting spectral distribution of block matrices with Toeplitz block structure***by*Basu, Riddhipratim & Bose, Arup & Ganguly, Shirshendu & Hazra, Rajat Subhra**1439-1444 Asymmetry tests for bifurcating auto-regressive processes with missing data***by*de Saporta, Benoîte & Gégout-Petit, Anne & Marsalle, Laurence**1445-1453 A multi-point Metropolis scheme with generic weight functions***by*Martino, Luca & Del Olmo, Victor Pascual & Read, Jesse**1454-1462 Additive hazards models for gap time data with multiple causes***by*Sankaran, P.G. & Anisha, P.**1463-1467 An empirical likelihood confidence interval for the volume under ROC surface***by*Wan, Shuwen**1468-1473 Structure of a double autoregressive process driven by a hidden Markov chain***by*Liu, Ji-Chun**1474-1478 Constraints placed on random sequences by their compressibility***by*Davie, George**1479-1487 Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality***by*Chrétien, Stéphane & Darses, Sébastien

### 2012, Volume 82, Issue 6

**1043-1048 Set valued probability and its connection with set valued measure***by*Stojaković, Mila**1049-1053 Quantile based entropy function***by*Sunoj, S.M. & Sankaran, P.G.**1054-1058 A Dubins type solution to the Skorokhod embedding problem***by*Baker, David M.**1059-1066 An EPPF from independent sequences of geometric random variables***by*Mena, Ramsés H. & Walker, Stephen G.**1067-1081 An exponentiated exponential binomial distribution with application***by*Bakouch, Hassan S. & Ristić, Miroslav M. & Asgharzadeh, A. & Esmaily, L. & Al-Zahrani, Bander M.**1082-1087 A martingale transformation for superprocesses***by*He, Hui & Luan, Nana**1088-1094 Pseudo-Bayesian A-optimal designs for estimating the point of maximum in component-amount Darroch–Waller mixture model***by*Mandal, N.K. & Pal, Manisha & Aggarwal, M.L.**1095-1101 D-optimal designs for quadratic mixture canonical polynomials with spline***by*Zhang, Chongqi & Peng, Heng**1102-1110 The missing mass problem***by*Berend, Daniel & Kontorovich, Aryeh**1111-1115 Regression quantiles and their two-step modifications***by*Jurečková, Jana & Picek, Jan**1116-1119 Is the p-value a good measure of evidence? Asymptotic consistency criteria***by*Grendár, M.**1120-1128 Bounds on exponential moments of hitting times for reflected processes on the positive orthant***by*Lee, Chihoon**1129-1135 Some aspects of minimum variance unbiased estimation in presence of ancillary statistics***by*Nayak, Tapan K. & Sinha, Bimal**1136-1144 Numerical issues in estimation of integral curves from noisy diffusion tensor data***by*Sakhanenko, Lyudmila**1145-1150 Strongly consistent nonparametric tests of conditional independence***by*Györfi, László & Walk, Harro**1151-1159 Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle***by*Yao, Fengqi & Deng, Feiqi**1160-1168 A note on the domination inequalities and their applications***by*Ren, Yaofeng & Shen, Jing**1169-1174 Analytic calculations for the EM algorithm for multivariate skew-t mixture models***by*Vrbik, I. & McNicholas, P.D.**1175-1184 Moderate deviations for some nonparametric estimators with errors in variables***by*Zhao, Shoujiang & Liu, Qiaojing**1185-1192 Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier***by*Xu, Xiaoming**1193-1201 A simple variance inequality for U-statistics of a Markov chain with applications***by*Fort, G. & Moulines, E. & Priouret, P. & Vandekerkhove, P.**1202-1207 On Dobrushin’s inequality***by*Szewczak, Zbigniew S.**1208-1217 Strong law of large numbers for weighted U-statistics: Application to incomplete U-statistics***by*Nasari, Masoud M.

### 2012, Volume 82, Issue 5

**865-870 A note on the construction of locally D- and DS-optimal designs for the binary logistic model with several explanatory variables***by*Kabera, M. Gaëtan & Haines, Linda M. & Ndlovu, Principal**871-875 A note on the bilateral inequality for a sequence of random variables***by*Liu, Jicheng**876-884 Two sample distribution-free inference based on partially rank-ordered set samples***by*Gao, Jinguo & Ozturk, Omer**885-893 Best constants in the weak type inequalities for a martingale conditional square function***by*Osȩkowski, Adam**894-901 Strong convergence of ESD for the generalized sample covariance matrices when p/n→0***by*Bao, Zhigang**902-906 A note on the robustness of the continual reassessment method***by*Azriel, David**907-915 On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure***by*Tchetgen Tchetgen, Eric J. & Robins, James**916-924 On a rapid simulation of the Dirichlet process***by*Zarepour, Mahmoud & Labadi, Luai Al**925-931 Chebyshev’s inequality for Banach-space-valued random elements***by*Zhou, Ling & Hu, Ze-Chun**932-941 Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods***by*Abbaszadeh, Mohammad & Chesneau, Christophe & Doosti, Hassan**942-948 On weak dependence conditions for Poisson autoregressions***by*Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag**949-958 On tail index estimation using a sample with missing observations***by*Ilić, Ivana**959-964 Semicircle law of Tyler’s M-estimator for scatter***by*Frahm, Gabriel & Glombek, Konstantin**965-971 A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression***by*Lafaye de Micheaux, Pierre & Léger, Christian**972-978 Approximate maximum entropy on the mean for instrumental variable regression***by*Loubes, Jean-Michel & Rochet, Paul**979-990 Reflected backward stochastic differential equations with time delayed generators***by*Zhou, Qing & Ren, Yong**991-997 Objective priors for generative star-shape models***by*Liang, Ye & Sun, Dongchu**998-1004 Fitting birth-and-death queueing models to data***by*Whitt, Ward**1005-1011 A functional linear model for time series prediction with exogenous variables***by*Goia, Aldo**1012-1020 On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach***by*Soltani, Ahmad Reza & Roozegar, Rasool**1021-1027 The uniform central limit theorem for the tent map***by*Bae, Jongsig & Hwang, Changha & Jun, Doobae**1028-1034 On the smoothness of conditional expectation functionals***by*Song, Kyungchul**1035-1039 A note on generating random variables with log-concave densities***by*Devroye, Luc

### 2012, Volume 82, Issue 4

**707-712 A note on a dependent risk model with constant interest rate***by*Liu, Xijun & Gao, Qingwu & Wang, Yuebao**713-719 Limit distribution of a roundoff error***by*Shimura, Takaaki**720-725 On the infinitesimal dispersion of multivariate Markov counting systems***by*Bretó, Carles**726-732 On the robustness of two-stage estimators***by*Zhelonkin, Mikhail & Genton, Marc G. & Ronchetti, Elvezio**733-738 On areas of random triangles***by*Baringhaus, Ludwig**739-747 A note on the structure of the quadratic subspace in discriminant analysis***by*Velilla, Santiago**748-757 An approximation to the Rosenblatt process using martingale differences***by*Chen, Chao & Sun, Liya & Yan, Litan**758-764 Crossing points of distributions and a theorem that relates them to second order stochastic dominance***by*Osuna, Edgar Elias**765-774 Robustifying principal component analysis with spatial sign vectors***by*Taskinen, Sara & Koch, Inge & Oja, Hannu**775-782 Step-up procedure controlling generalized family-wise error rate***by*Wang, Li & Xu, Xingzhong**783-785 On partial sums of hitting times***by*Palacios, José Luis & Renom, José M.**786-797 Enhanced consistency of the Resampled Convolution Particle Filter***by*Vila, Jean-Pierre**798-804 Characterizations of symmetric distributions based on Rényi entropy***by*Fashandi, M. & Ahmadi, Jafar**805-811 Some geometric mixed integer-valued autoregressive (INAR) models***by*Nastić, Aleksandar S. & Ristić, Miroslav M.**812-817 V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model***by*Lee, Oesook**818-826 Constructing archimedean copulas from diagonal sections***by*Wysocki, Włodzimierz**827-832 A note on fuzzy set-valued Brownian motion***by*Bongiorno, Enea G.**833-839 On standardizing the signed root log likelihood ratio statistic***by*Jiang, L. & Wong, A.C.M.**840-842 A note on conflict of information and subexponential densities***by*Rifo, L.R. & Santos, J.D.**843-851 Nonparametric estimation of the regression function having a change point in generalized linear models***by*Huh, Jib**852-858 The space-fractional Poisson process***by*Orsingher, Enzo & Polito, Federico**859-863 Classification loss function for parameter ensembles in Bayesian hierarchical models***by*Ginestet, Cedric E. & Best, Nicky G. & Richardson, Sylvia

### 2012, Volume 82, Issue 3

**411-418 Weak norm inequalities for martingales and geometry of Banach spaces***by*Osȩkowski, Adam**419-426 Asymmetric GARCH processes featuring both threshold effect and bilinear structure***by*Choi, M.S. & Park, J.A. & Hwang, S.Y.**427-432 New examples of heavy-tailed O-subexponential distributions and related closure properties***by*Lin, Jianxi & Wang, Yuebao**433-437 A characterization of the bivariate negative binomial distribution via α-monotonicity***by*Sreehari, M.