# Elsevier

# Statistics & Probability Letters

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### 2011, Volume 81, Issue 8

**1179-1182 The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile***by*Xue, Jing-Hao & Titterington, D. Michael**1183-1189 Mean first passage times of two-dimensional processes with jumps***by*Bo, Lijun & Lefebvre, Mario**1190-1195 The mixing advantage for bounded random variables***by*Hamza, K. & Sudbury, A.W.**1196-1207 Pricing basket default swaps in a tractable shot noise model***by*Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten**1208-1217 Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions***by*Lachos, Victor H. & Bandyopadhyay, Dipankar & Garay, Aldo M.**1218-1229 General Freidlin-Wentzell Large Deviations and positive diffusions***by*Baldi, P. & Caramellino, L.**1230-1232 Large-time asymptotics for an uncorrelated stochastic volatility model***by*Forde, Martin**1233-1240 A general Isserlis theorem for mixed-Gaussian random variables***by*Michalowicz, J.V. & Nichols, J.M. & Bucholtz, F. & Olson, C.C.**1241-1244 A law of the iterated logarithm for the product limit estimator with doubly censored data***by*Messaci, Fatiha & Nemouchi, Nahima**1245-1255 Improved additive adjustments for the LR/ELR test statistics***by*Kakizawa, Yoshihide**1256-1259 On the visibility in well-behaved random sets in Euclidean space***by*Tykesson, Johan**1260-1266 A sharp inequality for martingales and its applications***by*Li, Bainian & Zhang, Kongsheng & Wu, Libin**1267-1275 A general criterion to determine the number of change-points***by*Ciuperca, Gabriela**1276-1284 Deterministic and stochastic stability of a mathematical model of smoking***by*Lahrouz, A. & Omari, L. & Kiouach, D. & Belmaâti, A.**1285-1291 Efficiency of the OLS estimator in the vicinity of a spatial unit root***by*Martellosio, Federico**1292-1299 Renewal theory with a trend***by*Gut, Allan**1300-1305 On a stochastic interacting model with stepping-stone noises***by*Bo, Lijun & Wang, Yongjin**1306-1310 The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data***by*Ajami, M. & Fakoor, V. & Jomhoori, S.**1311-1318 Finite-sample density and its small sample asymptotic approximation***by*Jurecková, Jana & Sabolová, Radka**1319-1325 The behavior of warm standby components with respect to a coherent system***by*Eryilmaz, Serkan**1326-1335 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values***by*Peng, Qidi**1336-1337 Corrigendum to "Prediction for some processes related to a fractional Brownian motion"***by*Duncan, Tyrone E. & Fink, Holger

### 2011, Volume 81, Issue 7

**715-716 Statistics in biological and medical sciences***by*Datta, Somnath & van Houwelingen, Hans C.**717-723 Testing for constant nonparametric effects in general semiparametric regression models with interactions***by*Wei, Jiawei & Carroll, Raymond J. & Maity, Arnab**724-729 Accelerated failure time regression for backward recurrence times and current durations***by*Keiding, Niels & Fine, Jason P. & Hansen, Oluf H. & Slama, Rémy**730-738 A hidden Markov model for informative dropout in longitudinal response data with crisis states***by*Spagnoli, Alessandra & Henderson, Robin & Boys, Richard J. & Houwing-Duistermaat, Jeanine J.**739-748 Asymptotics of Bonferroni for dependent normal test statistics***by*Proschan, Michael A. & Shaw, Pamela A.**749-758 Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data***by*Jørgensen, Bent & Demétrio, Clarice G.B. & Kristensen, Erik & Banta, Gary T. & Petersen, Hans Christian & Delefosse, Matthieu**759-766 On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction***by*Mertens, B.J.A. & van der Burgt, Y.E.M. & Velstra, B. & Mesker, W.E. & Tollenaar, R.A.E.M. & Deelder, A.M.**767-772 Using randomization tests to preserve type I error with response adaptive and covariate adaptive randomization***by*Simon, Richard & Simon, Noah Robin**773-782 A very fast algorithm for matrix factorization***by*Nikulin, Vladimir & Huang, Tian-Hsiang & Ng, Shu-Kay & Rathnayake, Suren I. & McLachlan, Geoffrey J.**783-791 The use of ROC for defining the validity of the prognostic index in censored data***by*Wolf, Petra & Schmidt, Georg & Ulm, Kurt**792-796 Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning***by*Wang, Hui & Rose, Sherri & van der Laan, Mark J.**797-806 Presmoothing the transition probabilities in the illness-death model***by*Amorim, Ana Paula & de Uña-Álvarez, Jacobo & Meira-Machado, Luís**807-812 Variance computations for functionals of absolute risk estimates***by*Pfeiffer, R.M. & Petracci, E.**813-820 Propensity score modelling in observational studies using dimension reduction methods***by*Ghosh, Debashis**821-828 Higher order inference on a treatment effect under low regularity conditions***by*Li, Lingling & Tchetgen Tchetgen, Eric & van der Vaart, Aad & Robins, James M.**829-835 On the maximum total sample size of a group sequential test about bivariate binomial proportions***by*Yu, Jihnhee & Kepner, James L.**836-841 Bayes factors in the presence of population stratification***by*Wang, Linglu & Li, Qizhai & Li, Zhaohai & Zheng, Gang**842-851 Creating a suite of macros for meta-analysis in SASÂ®: A case study in collaboration***by*Senn, Stephen & Weir, James & Hua, Tsushung A. & Berlin, Conny & Branson, Michael & Glimm, Ekkehard**852-860 Power, sample size and sampling costs for clustered data***by*Tokola, K. & Larocque, D. & Nevalainen, J. & Oja, H.**861-869 Effect partitioning under interference in two-stage randomized vaccine trials***by*VanderWeele, Tyler J. & Tchetgen Tchetgen, Eric J.**870-875 Sample size calculation for a regularized t-statistic in microarray experiments***by*Hirakawa, Akihiro & Hamada, Chikuma & Yoshimura, Isao**876-883 A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model***by*Wang, Lianming & Lin, Xiaoyan**884-891 The two-dimensional beta binomial distribution***by*Bibby, Bo Martin & Væth, Michael**892-901 Pseudo-likelihood methodology for partitioned large and complex samples***by*Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel

### 2011, Volume 81, Issue 6

**627-631 Algebraic polynomials and moments of stochastic integrals***by*Langovoy, Mikhail**632-638 Stochastic orderings, folded beta distributions and fairness in coin flips***by*Berenhaut, Kenneth S. & Bergen, Lauren D.**639-641 A note on Left-Spherically Distributed test with covariates***by*Finos, Livio**642-646 Functional central limit theorem for the volume of excursion sets generated by associated random fields***by*Meschenmoser, D. & Shashkin, A.**647-651 Shape restriction of the multi-dimensional Bernstein prior for density functions***by*Zheng, Yanbing**652-661 Bootstrap with larger resample size for root-n consistent density estimation with time series data***by*Chang, Christopher C. & Politis, Dimitris N.**662-672 Almost sure limit theorems for stable distributions***by*Wu, Qunying**673-677 On the degree evolution of a fixed vertex in some growing networks***by*Lindholm, Mathias & Vallier, Thomas**678-684 Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results***by*Hadjikyriakou, Milto**685-693 Estimation of the essential supremum of a regression function***by*Kohler, Michael & Krzyzak, Adam & Walk, Harro**694-703 NM-QELE for ARMA-GARCH models with non-Gaussian innovations***by*Ha, Jeongcheol & Lee, Taewook**704-713 On the weighted multivariate Wilcoxon rank regression estimate***by*Zhou, Weihua & Wang, Jin

### 2011, Volume 81, Issue 5

**539-547 Central limit theorems for a supercritical branching process in a random environment***by*Wang, Hesong & Gao, Zhiqiang & Liu, Quansheng**548-551 The L1 strong consistency of ARCH innovation density estimator***by*Cheng, Fuxia & Wen, Miin-Jye**552-559 Log-likelihood ratio test for detecting transient change***by*Jarusková, Daniela & Piterbarg, Vladimir I.**560-562 Moment explosion in the LIBOR market model***by*Gerhold, Stefan**563-570 On efficient estimators of two seemingly unrelated regressions***by*Wang, Lichun & Lian, Heng & Singh, Radhey S.**571-579 Kernel adjusted density estimation***by*Srihera, Ramidha & Stute, Winfried**580-585 A note on the stochastic differential equations driven by G-Brownian motion***by*Ren, Yong & Hu, Lanying**586-591 Dependence between two multivariate extremes***by*Ferreira, H.**592-602 Spectral convergence for a general class of random matrices***by*Rubio, Francisco & Mestre, Xavier**603-610 Empirical likelihood inference for the accelerated failure time model***by*Zhao, Yichuan**611-613 Poisson distributions: Identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for exp(x)***by*Bi, L. & Mukherjea, A.**614-617 One characterization of symmetry***by*Ushakov, N.G.**618-625 Stability of L-statistics from weakly dependent observations***by*Kaluszka, Marek & Okolewski, Andrzej

### 2011, Volume 81, Issue 4

**451-459 Mixed effects regression trees for clustered data***by*Hajjem, Ahlem & Bellavance, François & Larocque, Denis**460-469 On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling***by*Kawai, Reiichiro & Masuda, Hiroki**470-477 An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise***by*León, Jorge A. & Villa, José**478-488 The multifractal structure of the product of two stable occupation measures***by*Shen, Dan & Hu, Xiaoyu**489-501 On the expected discounted penalty function for risk process with tax***by*Wang, Wenyuan & Ming, Ruixing & Hu, Yijun**502-505 On convergence of moment generating functions***by*Ushakov, N.G. & Ushakov, V.G.**506-517 The exponentiated generalized inverse Gaussian distribution***by*Lemonte, Artur J. & Cordeiro, Gauss M.**518-523 Some correlations in intersection-union tests and their relationship with complete power***by*Liu, Fang**524-528 Stochastic ordering of folded normal random variables***by*Wang, Bing & Wang, Min**529-537 A matrix formula for the skewness of maximum likelihood estimators***by*Patriota, Alexandre G. & Cordeiro, Gauss M.

### 2011, Volume 81, Issue 3

**345-351 A pseudo-empirical log-likelihood estimator using scrambled responses***by*Singh, Sarjinder & Kim, Jong-Min**352-359 Admissibility of the usual confidence interval for the normal mean***by*Kabaila, Paul**360-370 Point prediction of future order statistics from an exponential distribution***by*MirMostafaee, S.M.T.K. & Ahmadi, Jafar**371-381 A generalization of Bartlett's decomposition***by*Barone, P.**382-391 Bounds for some general sums of random variables***by*Landsman, Zinoviy & Vanduffel, Steven**392-401 Empirical likelihood for the contrast of two hazard functions with right censoring***by*Zhao, Yichuan & Zhao, Meng**402-410 Minimum and maximum distances between failures in binary sequences***by*Makri, Frosso S.**411-416 A geometric approach to a class of optimization problems concerning exchangeable binary variables***by*Di Cecco, Davide**417-419 Truncation functions and Laplace transform***by*Yen, Ju-Yi & Yor, Marc**420-428 Maintaining tail dependence in data shuffling using t copula***by*Trottini, Mario & Muralidhar, Krish & Sarathy, Rathindra**429-437 Multivariate Cramér-Rao inequality for prediction and efficient predictors***by*Onzon, Emmanuel**438-445 A note on improving quadratic inference functions using a linear shrinkage approach***by*Han, Peisong & Song, Peter X.-K.**446-450 Comparison of two repairable systems***by*Nanda, Asok K. & Kundu, Amarjit

### 2011, Volume 81, Issue 2

**175-180 Lower bound for the oracle projection posterior convergence rate***by*Babenko, Alexandra & Belitser, Eduard**181-187 The shape of the hazard rate for finite continuous-time birth-death processes***by*Crossman, Richard J. & Coolen-Schrijner, Pauline & Coolen, Frank P.A.**188-194 On weighted interval entropy***by*Misagh, F. & Yari, G.H.**195-200 Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion***by*Yang, Ting & Ren, Yan-Xia**201-206 On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies***by*Brito, Gerandy & Zequeira, Romulo I. & Valdés, José E.**207-211 A revision of Kimberling's results -- With an application to max-infinite divisibility of some Archimedean copulas***by*Ressel, Paul**212-219 Empirical likelihood for LAD estimators in infinite variance ARMA models***by*Li, Jinyu & Liang, Wei & He, Shuyuan**220-230 A Gaussian mixed model for learning discrete Bayesian networks***by*Balov, Nikolay**231-235 Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process***by*Michna, Zbigniew**236-242 On the polygon generated by n random points on a circle***by*Bélisle, Claude**243-249 Drift parameter estimation in fractional diffusions driven by perturbed random walks***by*Bertin, Karine & Torres, Soledad & Tudor, Ciprian A.**250-258 Some inequalities for strong mixing random variables with applications to density estimation***by*Li, Yongming & Yang, Shanchao & Wei, Chengdong**259-266 A-optimal designs for an additive cubic model***by*Aggrawal, Manohar & Singh, Poonam & Panda, Mahesh Kumar**267-276 Smooth estimation of survival and density functions for a stationary associated process using Poisson weights***by*Chaubey, Yogendra P. & Dewan, Isha & Li, Jun**277-282 Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution***by*Greenwood, Priscilla E. & Schick, Anton & Wefelmeyer, Wolfgang**283-291 Bayesian variable selection via particle stochastic search***by*Shi, Minghui & Dunson, David B.**292-297 A longitudinal model for repeated interval-observed data with informative dropouts***by*Chen, Huichao & Manatunga, Amita K.**298-301 A converse comparison theorem for backward stochastic differential equations with jumps***by*De Scheemaekere, Xavier**302-309 Finite size percolation in regular trees***by*Arias-Castro, Ery**310-316 On approximation of smoothing probabilities for hidden Markov models***by*Lember, Jüri**317-325 Shrinkage strategy in stratified random sample subject to measurement error***by*Nkurunziza, Sévérien**326-336 The asymptotic behavior of linear placement statistics***by*Kim, Dongjae & Lee, Sungchul & Wang, Wensheng**337-343 Tests for normality based on density estimators of convolutions***by*Schick, Anton & Wang, Yishi & Wefelmeyer, Wolfgang

### 2011, Volume 81, Issue 1

**1-7 Moment-recovered approximations of multivariate distributions: The Laplace transform inversion***by*Mnatsakanov, Robert M.**8-15 Recursive equations for the predictive distributions of some determinantal processes***by*Cifarelli, D.M. & Fortini, S.**16-24 Large deviations for estimators of unknown probabilities, with applications in risk theory***by*Macci, Claudio**25-30 Extreme shock models: An alternative perspective***by*Cirillo, Pasquale & Hüsler, Jürg**31-35 Convergence of multi-class systems of fixed possibly infinite sizes***by*Graham, Carl**36-44 New results on comparisons of parallel systems with heterogeneous gamma components***by*Zhao, Peng & Balakrishnan, N.**45-53 A note on the conditional density estimate in the single functional index model***by*Attaoui, Said & Laksaci, Ali & Ould Said, Elias**54-61 Limit theorems for runs based on 'small spacings'***by*Stepanov, A.**62-70 Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space***by*Park, Jinho & Kim, Jeankyung**71-76 Nonparametric multi-step prediction in nonlinear state space dynamic systems***by*Vila, Jean-Pierre**77-82 Renewal theory for random variables with a heavy tailed distribution and finite variance***by*Geluk, J.L. & Frenk, J.B.G.**83-91 The asymptotic behavior of the R/S statistic for fractional Brownian motion***by*Li, Wen & Yu, Cindy & Carriquiry, Alicia & Kliemann, Wolfgang**92-102 Some limit behaviors for the LS estimator in simple linear EV regression models***by*Miao, Yu & Wang, Ke & Zhao, Fangfang**103-110 Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors***by*Li, Yongming & Wei, Chengdong & Xing, Guodong**111-115 On the false discovery proportion convergence under Gaussian equi-correlation***by*Delattre, S. & Roquain, E.**116-120 On the D-optimality of orthogonal and nonorthogonal blocked main effects plans***by*Jacroux, Mike**121-125 Assessing log-concavity of multivariate densities***by*Hazelton, Martin L.**126-132 A generalized Hollander-Proschan type test for NBUE alternatives***by*Anis, M.Z. & Mitra, M.**133-139 On the Gini measure decomposition***by*Giudici, P. & Raffinetti, E.**140-145 Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process***by*Bharath, Karthik & Dey, Dipak K.**146-152 Fractional normal inverse Gaussian diffusion***by*Kumar, A. & Meerschaert, Mark M. & Vellaisamy, P.**153-156 A note on variance bounding for continuous time Markov Chains***by*Leisen, Fabrizio & Prosdocimi, Cecilia**157-162 Insuring against loss of evidence in game-theoretic probability***by*Dawid, A. Philip & de Rooij, Steven & Shafer, Glenn & Shen, Alexander & Vereshchagin, Nikolai & Vovk, Vladimir**163-168 Joint distribution of run statistics in partially exchangeable processes***by*EryIlmaz, Serkan**169-174 A note on the de La Vallée Poussin criterion for uniform integrability***by*Hu, Tien-Chung & Rosalsky, Andrew

### 2010, Volume 80, Issue 23-24

**1685-1694 Multivariate skewing mechanisms: A unified perspective based on the transformation approach***by*Ley, Christophe & Paindaveine, Davy**1695-1699 A note on marginal and conditional independence***by*Loperfido, Nicola**1700-1704 Characterizations based on certain regression assumptions of adjacent order statistics***by*Huang, Wen-Jang & Su, Nan-Cheng**1705-1712 Subset selection for vector autoregressive processes via adaptive Lasso***by*Ren, Yunwen & Zhang, Xinsheng**1713-1719 Sufficient conditions for Benford's law***by*Balanzario, Eugenio P. & Sánchez-Ortiz, Jorge**1720-1723 A note on max-sum equivalence***by*Li, Jinzhu & Tang, Qihe**1724-1732 Relation between unit operators proximity and their associated spectral measures***by*Boudou, Alain & Viguier-Pla, Sylvie**1733-1738 On closure methods in nonlinear stochastic dynamics***by*Bobryk, Roman V.**1739-1743 On a characterization of variance and covariance***by*Poschadel, Norbert**1744-1757 Approximations for the distributions of bounded variation Lévy processes***by*Figueroa-López, José E.**1758-1763 Tail behaviour of [beta]-TARCH models***by*Elek, Péter & Márkus, László**1764-1770 Uncertainty and the conditional variance***by*Chen, Jiahua & van Eeden, Constance & Zidek, James**1771-1780 INARCH(1) processes: Higher-order moments and jumps***by*Weiß, Christian H.**1781-1790 Modeling heterogeneity for bivariate survival data by the compound Poisson distribution with random scale***by*Hanagal, David D.**1791-1797 Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors***by*Chang, In Hong & Mukerjee, Rahul**1798-1805 On waiting time distributions for patterns in a sequence of multistate trials***by*Sankaran, P.G. & Midhu, N.N.**1806-1813 Improved penalization for determining the number of factors in approximate factor models***by*Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco**1814-1818 On limiting cluster size distributions for processes of exceedances for stationary sequences***by*Borovkov, Konstantin & Novak, Serguei**1819-1826 Identification of parameters and the distribution of the minimum of the tri-variate normal***by*Bi, L. & Mukherjea, A.**1827-1834 Multivariate shuffles and approximation of copulas***by*Durante, Fabrizio & Fernández-Sánchez, Juan**1835-1843 Consistent estimation of the tail index for dependent data***by*Brito, Margarida & Freitas, Ana Cristina Moreira**1844-1853 Characteristics of multivariate distributions and the invariant coordinate system***by*Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu**1854-1862 Global exponential stability of impulsive stochastic functional differential systems***by*Cheng, Pei & Deng, Feiqi**1863-1869 A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions***by*Matsuura, Shun & Kurata, Hiroshi**1870-1874 The limiting behavior of some infinitely divisible exponential dispersion models***by*Bar-Lev, Shaul K. & Letac, Gérard**1875-1880 Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited***by*Finner, Helmut & Dickhaus, Thorsten**1881-1885 Fisher information of scale***by*Ruckdeschel, Peter & Rieder, Helmut**1886-1895 Chung's law of the iterated logarithm for anisotropic Gaussian random fields***by*Luan, Nana & Xiao, Yimin**1896-1903 On a coloured tree with non i.i.d. random labels***by*Michael, Skevi & Volkov, Stanislav**1904-1910 Order selection for heteroscedastic autoregression: A study on concentration***by*Chandler, Gabriel**1911-1917 A new piecewise exponential estimator of a survival function***by*Malla, Ganesh & Mukerjee, Hari**1918-1924 Model selection using modified AIC and BIC in joint modeling of paired functional data***by*Wei, Jiawei & Zhou, Lan**1925-1932 A note on bootstrap approximations for the empirical copula process***by*Bücher, Axel & Dette, Holger**1933-1939 Estimation of moments for linear panel data models with potential existence of time effects***by*Wu, Jianhong & Su, Weihua**1940-1946 Finite-sample distribution of regression quantiles***by*Jurecková, Jana**1947-1953 An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies***by*Bhattacharya, Rabi & Lin, Lizhen**1954-1961 Edgeworth expansions for the product of two complex random matrices each with IID components***by*Withers, Christopher S. & Nadarajah, Saralees**1962-1971 On the dynamic survival entropy***by*Abbasnejad, M. & Arghami, N.R. & Morgenthaler, S. & Mohtashami Borzadaran, G.R.**1972-1976 How close are alternative bootstrap P-values?***by*Lloyd, Chris J.**1977-1979 A note on explicit bounds for a stopped Feynman-Kac functional***by*Makasu, Cloud**1980-1984 A convolution identity and more with illustrations***by*Mukhopadhyay, Nitis**1985-1990 Inference in binomial models***by*Cui, Yunwei & Lund, Robert**1991-1994 A note on a bivariate gamma distribution***by*Maejima, Makoto & Ueda, Yohei**1995-2002 A note on comparing several variances with a control variance***by*Singh, Parminder & Goyal, Anju & Gill, A.N.**2003-2008 Limiting mixture distributions for AR(1) model indexed by a branching process***by*Hwang, S.Y. & Baek, J.S.**2009-2013 Weak type inequalities for conditionally symmetric martingales***by*Ose[combining cedilla]kowski, Adam**2014-2023 Regularization and integral representations of Hermite processes***by*Pipiras, Vladas & Taqqu, Murad S.**2024-2031 A class of BSDE with integrable parameters***by*Fan, ShengJun & Liu, DeQun**2032-2034 A characterization of the Poisson distribution***by*Kruglov, Victor M.

### 2010, Volume 80, Issue 21-22

**1569-1576 Reflected forward-backward stochastic differential equations with continuous monotone coefficients***by*Huang, Zongyuan & Lepeltier, Jean-Pierre & Wu, Zhen**1577-1583 Pitman closeness of current records for location-scale families***by*Ahmadi, Jafar & Balakrishnan, N.**1584-1596 Bridge estimation for generalized linear models with a diverging number of parameters***by*Wang, Mingqiu & Song, Lixin & Wang, Xiaoguang**1597-1605 Random linear recursions with dependent coefficients***by*Ghosh, Arka P. & Hay, Diana & Hirpara, Vivek & Rastegar, Reza & Roitershtein, Alexander & Schulteis, Ashley & Suh, Jiyeon**1606-1611 Random self-decomposability and autoregressive processes***by*Kozubowski, Tomasz J. & Podgórski, Krzysztof**1612-1617 Lp-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations***by*Li, Yang & Zhao, Weidong**1618-1622 Small deviation of Brownian motion with large drift***by*Gasanenko, Vitalii**1623-1632 Lévy density estimation via information projection onto wavelet subspaces***by*Song, Seongjoo**1633-1639 Parameter estimation in a condition-based maintenance model***by*Kim, Michael Jong & Makis, Viliam & Jiang, Rui