# Elsevier

# Statistics & Probability Letters

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### 2014, Volume 91, Issue C

### 2014, Volume 90, Issue C

**1-10 On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models***by*Ren, Xingwei**11-16 Convergence bound in total variation for an image restoration model***by*Jovanovski, Oliver**17-24 Inference for the treatment effects in two sample problems with right-censored and length-biased data***by*Lin, Cunjie & Zhou, Yong**25-32 Asymptotic theory for LAD estimation of moderate deviations from a unit root***by*Zhou, Zhiyong & Lin, Zhengyan**33-41 Convergence to the maximum process of a fractional Brownian motion with shot noise***by*Wang, Yizao**42-45 A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution***by*Singh, Housila P. & Tarray, Tanveer A.**46-52 A stable manifold MCMC method for high dimensions***by*Beskos, Alexandros**53-59 A new class of distribution-free tests for testing ordered location parameters based on sub-samples***by*Gaur, Anil**60-67 On piecewise linear processes***by*Ratanov, Nikita**68-77 Correlation structure of time-changed Pearson diffusions***by*Mijena, Jebessa B. & Nane, Erkan**78-84 Estimating the parameters of an α-stable distribution using the existence of moments of order statistics***by*Mohammadi, Mohammad & Mohammadpour, Adel**85-92 The randomly stopped geometric Brownian motion***by*Balanzario, Eugenio P. & Ramírez, Rosalva Mendoza & Ortiz, Jorge Sánchez**93-99 Karhunen–Loève expansion for additive Slepian processes***by*Liu, Jin V. & Huang, Zongfu & Mao, Hongjun**100-107 Asymptotic approximation for the probability density function of an arbitrary sequence of random variables***by*Joutard, Cyrille**108-113 Combining a regression model with a multivariate Markov chain in a forecasting problem***by*Damásio, Bruno & Nicolau, João**114-120 Coherent and convex risk measures for portfolios with applications***by*Wei, Linxiao & Hu, Yijun**121-128 On testing the coefficient of variation in an inverse Gaussian population***by*Chaubey, Yogendra P. & Sen, Debaraj & Saha, Krishna K.**129-135 Non-parametric estimation of the generalized past entropy function with censored dependent data***by*Maya, R. & Abdul-Sathar, E.I. & Rajesh, G.**136-139 Asymptotic normality for discretely observed Markov jump processes with an absorbing state***by*Kremer, Alexander & Weißbach, Rafael**140-148 Worst-case optimal investment with a random number of crashes***by*Belak, Christoph & Christensen, Sören & Menkens, Olaf**149-154 On the use of the Borel–Cantelli lemma in Markov chains***by*Stepanov, Alexei

### 2014, Volume 88, Issue C

**1-8 On the effect of perturbation of conditional probabilities in total variation***by*Abate, Alessandro & Redig, Frank & Tkachev, Ilya**9-14 Bayesian model comparison: Log scores and DIC***by*Krnjajić, Milovan & Draper, David**15-26 Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time***by*Li, Xiaohu & Wu, Jintang**27-39 Estimation of the Cholesky decomposition in a conditional independent normal model with missing data***by*He, Daojiang & Xu, Kai**40-49 Type II bivariate Pólya–Aeppli distribution***by*Minkova, Leda D. & Balakrishnan, N.**50-55 Efficient almost-exact Lévy area sampling***by*Malham, Simon J.A. & Wiese, Anke**56-61 On the limiting probabilities of the M/Er/1 queueing system***by*Martínez V., José M. & Vallejos C., Reinaldo A. & Barría M., Marta**62-65 A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements***by*Budny, Katarzyna**66-72 On perturbation bounds for continuous-time Markov chains***by*Zeifman, A.I. & Korolev, V.Yu.**73-79 On stochastic comparisons of residual life time at random time***by*Dewan, Isha & Khaledi, Baha-Eldin**80-87 Capturing patterns via parsimonious t mixture models***by*Lin, Tsung-I & McNicholas, Paul D. & Ho, Hsiu J.**88-90 A determinantal inequality for correlation matrices***by*Olkin, Ingram**91-98 Trajectory composition of Poisson time changes and Markov counting systems***by*Bretó, Carles**99-106 Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale***by*Zaigraev, A. & Podraza-Karakulska, A.**107-117 A limit theorem for local time and application to random sets***by*Laissaoui, Diffalah & Benchérif-Madani, Abdelatif**118-126 Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector***by*Martschink, Bastian**127-132 R-optimal designs in random coefficient regression models***by*Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath**133-140 Some new normal comparison inequalities related to Gordon’s inequality***by*Lu, Dawei & Wang, Xiaoguang**141-148 On the probability of conjunctions of stationary Gaussian processes***by*Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil**149-156 Large deviations for subordinated Brownian motion and applications***by*Gajda, Janusz & Magdziarz, Marcin**157-164 MTD models for aggregate data from higher order Markov chains***by*Kaur, Inderdeep**165-173 The M-estimator for functional linear regression model***by*Huang, Lele & Wang, Huiwen & Zheng, Andi**174-183 A probabilistic approach for gradient estimates on time-inhomogeneous manifolds***by*Cheng, Li-Juan**184-189 Asymptotic power of likelihood ratio tests for high dimensional data***by*Wang, Cheng**190-196 Gamma shared frailty model based on reversed hazard rate for bivariate survival data***by*Hanagal, David D. & Pandey, Arvind

### 2014, Volume 87, Issue C

**1-6 Uniqueness condition for an auto-logistic model***by*Rulloni, Valeria**7-11 A note on a result by W. Hoeffding***by*Borisov, I.S.**12-17 Assumptions regarding right censoring in the presence of left truncation***by*Qian, Jing & Betensky, Rebecca A.**18-26 Cumulants of multinomial and negative multinomial distributions***by*Withers, Christopher S. & Nadarajah, Saralees**27-30 Generating random correlation matrices by the simple rejection method: Why it does not work***by*Böhm, Walter & Hornik, Kurt**31-39 Adaptive linear step-up multiple testing procedure with the bias-reduced estimator***by*Kim, Donggyu & Zhang, Chunming**40-47 On a leader election algorithm: Truncated geometric case study***by*Kalpathy, Ravi & Ward, Mark Daniel**48-53 Itô’s formula for Walsh’s Brownian motion and applications***by*Hajri, Hatem & Touhami, Wajdi**54-60 Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations***by*Wang, Guanying & Wang, Xingchun & Wang, Yongjin**61-69 Bootstrapping the nonparametric ARCH regression model***by*Shimizu, Kenichi**70-75 Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss–Markov process***by*Kleptsyna, Marina & Le Breton, Alain & Ycart, Bernard**76-85 The dual multivariate Charlier and Edgeworth expansions***by*Withers, Christopher S. & Nadarajah, Saralees**86-93 Monotone false discovery rate***by*Won, Joong-Ho & Lim, Johan & Yu, Donghyeon & Kim, Byung Soo & Kim, Kyunga**94-97 Identification of survival functions through hazard functions in the Clayton-family***by*Sen, Arusharka & Stute, Winfried**98-104 A time-dependent busy period queue length formula for the M/Ek/1 queue***by*Baek, Jung Woo & Moon, Seung Ki & Lee, Ho Woo**105-107 On convergence of randomly indexed sequences; a counterexample based on the St. Petersburg game***by*Gut, Allan**108-114 Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions***by*Goegebeur, Yuri & Guillou, Armelle & Verster, Andréhette**115-120 Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space***by*Miasojedow, Błażej**121-124 A note on integrated periodic GARCH processes***by*Bibi, Abdelouahab & Lescheb, Ines**125-133 Inference on the Lévy measure in case of noisy observations***by*Vetter, Mathias**134-142 Feasible criterion for designs based on fixed effect ANOVA model***by*Wang, Xiaodi & Zhang, Yingshan & Tang, Yincai**143-148 On the E-optimality of blocked main effects plans when n≡3 (mod 4)***by*Jacroux, Mike & Kealy-Dichone, Bonni**149-157 Smoothing of stepwise multiple testing procedures***by*Gordon, Alexander Y.**158-166 A COM–Poisson type generalization of the binomial distribution and its properties and applications***by*Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy & Bazán, Jorge**167-174 Tail asymptotics of random sum and maximum of log-normal risks***by*Hashorva, Enkelejd & Kortschak, Dominik**175-183 Dividend problems in the dual model with diffusion and exponentially distributed observation time***by*Liu, Xiao & Chen, Zhenlong**184-190 A remark on quasi-ergodicity of ultracontractive Markov processes***by*Chen, Jinwen & Jian, Siqi

### 2014, Volume 86, Issue C

**1-6 Small deviation probabilities of weighted sums under minimal moment assumptions***by*Rozovsky, L.V.**7-16 Empirical process of residuals for regression models with long memory errors***by*Lorek, Paweł & Kulik, Rafał**17-23 Concentration inequalities via zero bias couplings***by*Goldstein, Larry & Işlak, Ümit**24-29 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent***by*Mishura, Yuliya**30-37 Large and moderate deviations of realized covolatility***by*Djellout, Hacène & Samoura, Yacouba**38-43 On Bartlett correctability of empirical likelihood in generalized power divergence family***by*Camponovo, Lorenzo & Otsu, Taisuke**44-49 Numerical distribution functions for seasonal stability tests***by*Díaz-Emparanza, Ignacio & Moral, M. Paz**50-60 Quasi-maximum likelihood estimation for multiple volatility shifts***by*Kim, Moosup & Lee, Taewook & Noh, Jungsik & Baek, Changryong**61-67 On the central limit theorem for modulus trimmed sums***by*Bazarova, Alina & Berkes, István & Horváth, Lajos**68-73 New John–Nirenberg inequalities for martingales***by*Yi, Rui & Wu, Lian & Jiao, Yong**74-79 Weak convergence of Markov-modulated diffusion processes with rapid switching***by*Huang, Gang & Mandjes, Michel & Spreij, Peter**80-84 On Cox–Kemperman moment inequalities for independent centered random variables***by*Ruzankin, P.S.**85-90 Empirical likelihood test for high dimensional linear models***by*Peng, Liang & Qi, Yongcheng & Wang, Ruodu**91-98 Tight lower bound on the probability of a binomial exceeding its expectation***by*Greenberg, Spencer & Mohri, Mehryar

### 2014, Volume 85, Issue C

**1-5 SIR epidemic models with general infectious period distribution***by*Clancy, Damian**6-14 Simultaneous confidence band for single-index random effects models with longitudinal data***by*Yang, Suigen & Xue, Liugen & Li, Gaorong**15-19 Finiteness of hitting times under taboo***by*Bulinskaya, Ekaterina Vladimirovna**20-24 Changing statistical significance with the amount of information: The adaptive α significance level***by*Pérez, María-Eglée & Pericchi, Luis Raúl**25-35 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model***by*Dong, Yinghui & Yuen, Kam C. & Wu, Chongfeng**36-44 On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes***by*Bercu, Bernard & Proïa, Frédéric & Savy, Nicolas**45-50 A note on the gambling team method***by*Zajkowski, Krzysztof**51-62 Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition***by*Tahmasebi, M.**63-68 Some approximations of the logistic distribution with application to the covariance matrix of logistic regression***by*Pingel, Ronnie**69-77 Sign tests using ranked set sampling with unequal set sizes***by*Zhang, Liangyong & Dong, Xiaofang & Xu, Xingzhong**78-83 Poisson’s equation for discrete-time single-birth processes***by*Jiang, Shuxia & Liu, Yuanyuan & Yao, Shuai**84-90 Small Box–Behnken designs with orthogonal blocks***by*Pham, Tung-Dinh & Nguyen, Nam-Ky**91-97 On the independence Jeffreys prior for skew-symmetric models***by*Rubio, Francisco Javier & Liseo, Brunero**98-105 On the Markovian projection in the Brunick–Shreve mimicking result***by*Forde, Martin**106-113 On the reversed hazard rate of sequential order statistics***by*Burkschat, Marco & Torrado, Nuria**114-121 Rényi’s residual entropy: A quantile approach***by*Nanda, Asok K. & Sankaran, P.G. & Sunoj, S.M.**122-128 Optimal stopping in infinite horizon: An eigenfunction expansion approach***by*Li, Lingfei & Linetsky, Vadim**129-134 Exact approaches for testing non-inferiority or superiority of two incidence rates***by*Shan, Guogen**135-143 Asymptotic properties of maximum likelihood estimator for two-step logit models***by*Yin, Changming & Wang, Zhanfeng & Zhang, Hong**144-152 Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons***by*Misra, Neeraj & Arshad, Mohd.**153-160 On a class of bivariate exponential distributions***by*Balakrishna, N. & Shiji, K.**161-167 Quenched central limit theorems for sums of stationary processes***by*Volný, Dalibor & Woodroofe, Michael

### 2014, Volume 84, Issue C

**1-8 Covariance operator estimation of a functional autoregressive process with random coefficients***by*Allam, Abdelaziz & Mourid, Tahar**9-16 On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises***by*Jiang, Yiming & Wang, Suxin & Wang, Yongjin**17-21 System availability behavior of some stationary dependent sequences***by*Mathew, Angel**22-26 When is a Markov chain regenerative?***by*Athreya, Krishna B. & Roy, Vivekananda**27-32 Fractional Poisson processes and their representation by infinite systems of ordinary differential equations***by*Kreer, Markus & Kızılersü, Ayşe & Thomas, Anthony W.**33-39 A generalized Girsanov transformation of finite state stochastic processes in discrete time***by*Cohen, Samuel N. & Ji, Shaolin & Yang, Shuzhen**40-47 Rates of convergence of extremes from skew-normal samples***by*Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees & Wang, Xiaoqian**48-53 Small deviations of the determinants of random matrices with Gaussian entries***by*Volodko, Nadezhda V.**54-59 Characterization properties based on the Fisher information for weighted distributions***by*Tzavelas, George & Economou, Polychronis**60-66 Max-sum equivalence of conditionally dependent random variables***by*Jiang, Tao & Gao, Qingwu & Wang, Yuebao**67-71 The strong mixing and the selfdecomposability properties***by*Bradley, Richard C. & Jurek, Zbigniew J.**72-80 Intuitive approximations for the renewal function***by*Mitov, Kosto V. & Omey, Edward**81-87 Two-sample extended empirical likelihood***by*Wu, Fan & Tsao, Min**88-95 On K-means algorithm with the use of Mahalanobis distances***by*Melnykov, Igor & Melnykov, Volodymyr**96-101 Optimal constants in the Marcinkiewicz–Zygmund inequalities***by*Ferger, Dietmar**102-107 Inequalities for martingales taking values in 2-convex Banach spaces***by*Osȩkowski, Adam**108-112 A new type of experimental designs for event-related fMRI via Hadamard matrices***by*Kao, Ming-Hung**113-120 Robust errors-in-variables linear regression via Laplace distribution***by*Shi, Jianhong & Chen, Kun & Song, Weixing**121-130 Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy***by*Liu, Wei & Hu, Yijun**131-134 A remark on the optimal transport between two probability measures sharing the same copula***by*Alfonsi, A. & Jourdain, B.**135-139 A note on likelihood ratio ordering of order statistics from two samples***by*Yang, Jianping & Zhuang, Weiwei**140-148 Collapsing of non-homogeneous Markov chains***by*Dey, Agnish & Mukherjea, Arunava**149-157 Empirical likelihood based confidence intervals for the tail index when γ<−1/2***by*Sun, Haoze & Jiang, Yuexiang**158-168 Rates of convergence of extreme for asymmetric normal distribution***by*Chen, Shouquan & Huang, Jianwen**169-175 Objective Bayesian analysis of the Frechet stress–strength model***by*Abbas, Kamran & Tang, Yincai**176-182 Bayesian comparison of models with inequality and equality constraints***by*Oh, Man-Suk**183-191 Optimal multi-level supersaturated designs through integer programming***by*Mandal, B.N. & Koukouvinos, C.**192-197 On geometric ergodicity of skewed—SVCHARME models***by*Rydlewski, Jerzy P. & Snarska, Małgorzata**198-203 A Lindeberg–Feller theorem for stable laws***by*Dombry, Clément & Jung, Paul**204-211 A note on Monge–Kantorovich problem***by*Feng, Pengbin & Peng, Xuhui**212-214 A note on the σ-compactness of sets of probability measures on metric spaces***by*Luque-Vásquez, Fernando & Adolfo Minjárez-Sosa, J.**215-222 On the interpoint distances of Bernoulli vectors***by*Modarres, Reza**223-230 Fourier methods for smooth distribution function estimation***by*Chacón, José E. & Monfort, Pablo & Tenreiro, Carlos**231-234 A note on shrinkage wavelet estimation in Bayesian analysis***by*Torehzadeh, S. & Arashi, M.**235-246 Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators***by*Igarashi, Gaku & Kakizawa, Yoshihide**247-252 A note on the relaxation time of two Markov chains on rooted phylogenetic tree spaces***by*Spade, David A. & Herbei, Radu & Kubatko, Laura S.

### 2013, Volume 83, Issue 12

**2601-2606 Using thresholding difference-based estimators for variable selection in partial linear models***by*Luo, June & Gerard, Patrick**2607-2614 Limit laws for UGROW random graphs***by*Pakes, Anthony G.**2615-2620 On complete convergence for weighted sums of asymptotically linear negatively dependent random field***by*Ko, Mi-Hwa**2621-2626 Bias analysis for misclassification in a multicategorical exposure in a logistic regression model***by*Liu, Yaqing & Liu, Juxin & Zhang, Fuxi**2627-2633 Covariate and Newton–Raphson adjustments for a normal correlation coefficient when the variances are known***by*Fosdick, Bailey K. & Perlman, Michael D.**2634-2637 Exact Rosenthal-type inequalities for p=3, and related results***by*Pinelis, Iosif**2638-2646 Malliavin regularity of solutions to mixed stochastic differential equations***by*Shevchenko, Georgiy & Shalaiko, Taras**2647-2655 Ramanujan theta functions and birth and death processes***by*Ebner, Bruno & Henze, Norbert & Parthasarathy, Panamalai R.**2656-2663 A double generalized Pareto distribution***by*Nadarajah, Saralees & Afuecheta, Emmanuel & Chan, Stephen**2664-2672 Conditional residual lifetimes of coherent systems***by*Parvardeh, A. & Balakrishnan, N.**2673-2678 Simultaneous confidence intervals for ordered pairwise differences of exponential location parameters under heteroscedasticity***by*Singh, Parminder & Singh, Navdeep**2679-2687 Multiple comparisons with a control in direction-mixed families of hypothesis under heteroscedasticity***by*Chauhan, Rajvir Singh & Singh, Parminder & Kumar, Narinder**2688-2692 How fast increasing powers of a continuous random variable converge to Benford’s law***by*Wójcik, Michał Ryszard**2693-2698 Pitman closeness results for Type-I censored data from exponential distribution***by*Balakrishnan, N. & Davies, Katherine F.**2699-2702 A note on bootstrap confidence intervals for proportions***by*Wang, Weizhen**2703-2710 Asymptotics of the risk concentration based on the tail distortion risk measure***by*Lv, Wenhua & Pan, Xiaoqing & Hu, Taizhong**2711-2720 Pointwise and uniform convergence of kernel density estimators using random bandwidths***by*Dutta, Santanu & Goswami, Alok**2721-2728 A delimitation of the support of optimal designs for Kiefer’s ϕp-class of criteria***by*Pronzato, Luc**2729-2734 Distribution of maximum loss of fractional Brownian motion with drift***by*Caglar, Mine & Vardar-Acar, Ceren**2735-2742 A note on density estimation for binary sequences***by*Bharath, Karthik**2743-2749 Survivors in leader election algorithms***by*Kalpathy, Ravi & Mahmoud, Hosam M. & Rosenkrantz, Walter**2750-2758 Sharp large deviations for the log-likelihood ratio of an α-Brownian bridge***by*Zhao, Shoujiang & Zhou, Yanping

### 2013, Volume 83, Issue 11

**2447-2453 Interval estimation for the mean of lognormal data with excess zeros***by*Li, Xinmin & Zhou, Xiaohua & Tian, Lili**2454-2458 Empirical processes of iterated maps that contract on average***by*Durieu, Olivier**2459-2466 Scaling limits for one-dimensional long-range percolation: Using the corrector method***by*Zhang, Zhongyang & Zhang, Lixin**2467-2472 A note on approximate Bayesian credible sets based on modified loglikelihood ratios***by*Ventura, Laura & Ruli, Erlis & Racugno, Walter**2473-2485 Multivariate limits of multilinear polynomial-form processes with long memory***by*Bai, Shuyang & Taqqu, Murad S.**2486-2491 Moderate deviation principle for Brownian motions on the unit sphere in Rd***by*Chen, Lei & Gao, Fuqing**2492-2498 Covariance selection by thresholding the sample correlation matrix***by*Jiang, Binyan**2499-2506 Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum***by*Nakatsu, Tomonori**2507-2515 Compound negative binomial shared frailty models for bivariate survival data***by*Hanagal, David D. & Dabade, Alok D.**2516-2521 On the hitting probability of max-stable processes***by*Hofmann, Martin**2522-2523 A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)***by*Jamalizadeh, Ahad & Balakrishnan, N.**2526-2530 A bivariate non-homogeneous birth and death model for predator–prey interactions***by*Froda, Sorana & Vanciu, Vasile**2531-2536 On the conditional increments of degradation processes***by*Ye, Zhi-Sheng**2537-2543 A semi-analytic pricing formula for lookback options under a general stochastic volatility model***by*Park, Sang-Hyeon & Kim, Jeong-Hoon**2544-2548 Generalizations of a result of Christensen on renewal sequences and linear recurrences***by*Berenhaut, Kenneth S. & Bzdelik, Courtney R. & Merlet, Jean J.**2549-2552 The gambler’s ruin problem with delays***by*Gut, Allan**2553-2562 Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations***by*Fu, Ke-Ang & Li, Yuechao & Ng, Andrew Cheuk-Yin**2563-2568 Expansions and penultimate distributions of maxima of bivariate normal random vectors***by*Frick, Melanie & Reiss, Rolf-Dieter**2569-2576 On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments***by*Barone, P.**2577-2582 On the exact distribution and mean value function of a geometric process with exponential interarrival times***by*Aydoğdu, Halil & Karabulut, İhsan & Şen, Elif**2583-2591 A multistate monotone system signature***by*da Costa Bueno, Vanderlei**2592-2599 Weak convergence of functional stochastic differential equations with variable delays***by*Tan, Li & Jin, Wei & Hou, Zhenting

### 2013, Volume 83, Issue 9

**1939-1945 Characterizations of discrete distributions using reliability concepts in reversed time***by*Unnikrishnan Nair, N. & Sankaran, P.G.**1946-1955 Bayesian approach to cubic natural exponential families***by*Hamza, Marwa & Hassairi, Abdelhamid**1956-1962 Accelerating reversible Markov chains***by*Chen, Ting-Li & Hwang, Chii-Ruey**1963-1968 On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions***by*Sung, Soo Hak**1969-1972 The growth rate of significant regressors for high dimensional data***by*Zheng, Qi & Gallagher, Colin & Kulasekera, K.B.**1973-1982 The first Dirichlet eigenvalue of birth–death process on trees***by*Wang, Ling-Di & Zhang, Yu-Hui**1983-1990 A time varying GARCH(p,q) model and related statistical inference***by*Rohan, Neelabh**1991-1997 Optimal target allocation proportion for correlated binary responses in a 2×2 setup***by*Mandal, Saumen & Biswas, Atanu & Trandafir, Paula Camelia & Islam Chowdhury, Mohammad Ziaul**1998-2006 On the compound Poisson risk model with dependence and a threshold dividend strategy***by*Shi, Yafeng & Liu, Peng & Zhang, Chunsheng