Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
2019, Volume 155, Issue C
- 1-1 Transportation cost inequality for backward stochastic differential equations
by Bahlali, Khaled & Boufoussi, Brahim & Mouchtabih, Soufiane
- 1-1 Detecting periodicity from the trajectory of a random walk in random environment
by Rémillard, Bruno N. & Vaillancourt, Jean
- 1-1 Hitting spheres with Brownian motion revisited
by Gzyl, Henryk
- 1-1 On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein–Uhlenbeck processes
by Zhao, Shoujiang & Zhou, Qianqian
- 1-1 Refining the central limit theorem approximation via extreme value theory
by Müller, Ulrich K.
- 1-1 Convergence rate of Krasulina estimator
by Chen, Jiangning
- 1-1 Limit theorems for an inverse Markovian Hawkes process
by Seol, Youngsoo
- 1-1 Sharp weighted weak type (∞,∞) inequality for differentially subordinate martingales
by Brzozowski, Michał & Osękowski, Adam
- 1-1 Limit properties of continuous self-exciting processes
by Kim, Gunhee & Choe, Geon Ho
- 1-1 Uniform versus Zipf distribution in a mixing collection process
by Doumas, Aristides V. & Papanicolaou, Vassilis G.
- 1-1 Approximations of the cumulative distribution function for infinite weighted sum of random variables
by Shi, X. & Wong, A. & Zheng, S.
- 1-1 Scaling limit of the local time of the reflected (1,2)-random walk
by Yang, Hui
- 1-1 Lp-solutions for stochastic Navier–Stokes equations with jump noise
by Zhu, Jiahui & Brzeźniak, Zdzisław & Liu, Wei
- 1-1 Assessing bivariate tail non-exchangeable dependence
by Hua, Lei & Polansky, Alan & Pramanik, Paramahansa
- 1-1 A sharp estimate for probability distributions
by Steinerberger, Stefan
- 1-1 On a spectrally negative Lévy risk process with periodic dividends and capital injections
by Dong, Hua & Zhou, Xiaowen
- 1-1 On doubly robust estimation for logistic partially linear models
by Tan, Zhiqiang
- 1-1 Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion
by Yu, Xianye
2019, Volume 154, Issue C
- 1-1 No arbitrage and lead–lag relationships
by Hayashi, Takaki & Koike, Yuta
- 1-1 Representation theorem of set valued regular martingale: Application to the convergence of set valued martingale
by Ezzaki, Fatima & Tahri, Khalid
- 1-1 Generalized fractional BSDE with jumps andLipschitz coefficients
by Shi, Qun
- 1-1 A Bernstein type inequality for sums of selections from three dimensional arrays
by Banerjee, Debapratim & Sordello, Matteo
- 1-1 Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching
by Bhattacharya, Ayan & Palmowski, Zbigniew
- 1-1 Tail asymptotic behavior of the supremum of a class of chi-square processes
by Ji, Lanpeng & Liu, Peng & Robert, Stephan
- 1-1 Consistency of generalized dynamic principal components in dynamic factor models
by Smucler, Ezequiel
- 1-1 Characterization of a general class of tail probability distributions
by Cadena, Meitner & Kratz, Marie & Omey, Edward
- 1-1 A Spitzer-type law of large numbers for widely orthant dependent random variables
by Chen, Pingyan & Sung, Soo Hak
- 1-1 Inverting Khintchine’s relationship and generating length biased data
by Jones, M.C.
- 1-1 Estimating equations of additive mean residual life model with censored length-biased data
by Wu, Hongping & Cao, Xiaomin & Du, Caifeng
- 1-1 On the almost sure convergence for the joint version of maxima and minima of stationary sequences
by Panga, Zacarias & Pereira, Luísa
- 1-1 Reflected Brownian motion with a drift that depends on its local time
by LE, Vi
- 1-1 Hitting times, commute times, and cover times for random walks on random hypergraphs
by Helali, Amine & Löwe, Matthias
- 1-1 Semiparametric estimation for cure survival model with left-truncated and right-censored data and covariate measurement error
by Chen, Li-Pang
- 1-1 On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
by Kurisu, Daisuke
- 1-1 The invariant measures and the limiting behaviors of the facilitated TASEP
by Zhao, Linjie & Chen, Dayue
- 1-1 Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
by Chaouch, Mohamed & Laïb, Naâmane
- 1-1 On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments
by Bedbur, S. & Kamps, U. & Lennartz, J.M.
- 1-1 Non-parametric estimation of Kullback–Leibler discrimination information based on censored data
by E.I., Abdul Sathar & K.V., Viswakala
- 1-1 ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
by Benazzoli, Chiara & Campi, Luciano & Di Persio, Luca
- 1-1 The convergence rate of the Gibbs sampler for generalized 1-D Ising model
by Helali, Amine
2019, Volume 153, Issue C
- 1-6 Compactness criteria for quasi-infinitely divisible distributions on the integers
by Khartov, A.A.
- 7-14 Large deviations for conditional guesswork
by Li, Jiange
- 15-20 One-sample prediction regions for future record intervals
by Bagheri, S.F. & Asgharzadeh, A. & Basiri, E. & Fernández, A.J.
- 21-31 Approximating Shepp’s constants for the Slepian process
by Noonan, Jack & Zhigljavsky, Anatoly
- 32-36 A note on the length-biased Weibull-Gamma frailty survival model
by Giussani, A. & Bonetti, M.
- 37-47 Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples
by Lin, Jianxi
- 48-55 Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
by Zhu, Runyu & Tian, Dejian
- 56-64 On the role of dependence in residual lifetimes
by Longobardi, Maria & Pellerey, Franco
- 65-70 A representation of noncommutative BMO spaces
by Talebi, Ali & Moslehian, M.S. & Sadeghi, Ghadir
- 71-79 On the almost decrease of a subexponential density
by Jiang, Tao & Wang, Yuebao & Cui, Zhaolei & Chen, Yuxin
- 80-89 Exact distribution of the non-central Wilks’s statistic of the second kind
by Phong, Duong Thanh & Thu, Pham-Gia & Thanh, Dinh Ngoc
- 90-97 Non-subjective priors for wrapped Cauchy distributions
by Ghosh, Malay & Zhong, Xiaolong & SenGupta, Ashis & Zhang, Ruoyang
- 98-103 Robust inference for the proportional hazards model with two-phase cohort sampling data
by Lin, Chanjuan & Zheng, Ming & Yu, Wen & Wu, Mingzhe
- 104-107 The Minkowski length of a spherical random vector
by Shushi, Tomer
- 108-112 The breakdown point of the median of means tournament
by Rodriguez, Daniela & Valdora, Marina
- 113-123 Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations
by Park, Seongoh & Lim, Johan
- 124-129 Some estimates related to the Doob’s martingale inequalities
by Jovalekić, Milica
- 130-138 Existence and regularity of law density of a pair (diffusion, first component running maximum)
by Coutin, Laure & Pontier, Monique
- 139-142 On nonparametric randomized sketches for kernels with further smoothness
by Xiong, Xianzhu & Li, Rui & Lian, Heng
- 143-150 A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
by Chang, Yuan-Tsung & Matsuda, Takeru & Strawderman, William E.
- 151-156 Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes
by Niemiro, Wojciech
- 157-163 Well-posedness for the Stochastic Novikov equation
by Lv, Wujun & He, Ping & Wang, Qinghua
- 164-170 Convergence rates of kernel density estimates in particle filtering
by Coufal, David
- 171-179 Sooner waiting time problems in a sequence of multi-state trials with random rewards
by Kim, Bara & Kim, Jeongsim
- 180-186 A note on vague convergence of measures
by Basrak, Bojan & Planinić, Hrvoje
- 187-191 Remarks on random countable stable zonotopes
by Davydov, Youri & Paulauskas, Vygantas
- 192-195 Existence of unbiased estimation for the minimum, maximum, and median in finite population sampling
by Hedayat, A.S. & Cheng, Hansheng & Pajda-De La O, Jennifer
2019, Volume 152, Issue C
- 1-8 On a flexible construction of a negative binomial model
by Leisen, Fabrizio & Mena, Ramsés H. & Palma, Freddy & Rossini, Luca
- 9-14 On sharp nonparametric estimation of differentiable functions
by Efromovich, Sam
- 15-20 Abundance estimation based on optimal estimating function with missing covariates in capture–recapture studies
by Liu, Yang & Zhang, Xiuzhen & Li, Mengke & Liu, Guanfu & Zhu, Lin
- 21-27 Nonexistence of an unbiased estimating function for the Cox model
by Yao, Xuan & Slud, Eric
- 28-34 Sharpness for inhomogeneous percolation on quasi-transitive graphs
by Beekenkamp, Thomas & Hulshof, Tim
- 35-42 Martingale decomposition and approximations for nonlinearly dependent processes
by Lee, Ji Hyung
- 43-49 A conditioned continuous-state branching process with applications
by Fang, Rongjuan & Li, Zenghu
- 50-58 Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution
by Li, Yizeng & Qi, Yongcheng
- 59-68 A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process
by Hwang, Eunju
- 69-73 Exact strong laws of large numbers for ratios of the smallest order statistics
by Matuła, Przemysław & Kurasiński, Paweł & Adler, André
- 74-81 Poisson Lindley process and its main properties
by Cha, Ji Hwan
- 82-88 Characterization of distributions of Q-independent random variables on locally compact Abelian groups
by Myronyuk, Margaryta
- 89-91 On general Bayesian inference using loss functions
by Bissiri, Pier Giovanni & Walker, Stephen G.
- 92-99 Identifying the number of factors using a white noise test
by Li, Shuangbo & Zhang, Li-Xin
- 100-110 Spectral distribution of large generalized random kernel matrices
by Zeng, Xingyuan
- 111-120 Non-asymptotic bounds for percentiles of independent non-identical random variables
by Xia, Dong
- 121-125 On a lower bound for the Chung–Diaconis–Graham random process
by Hildebrand, Martin
- 126-136 Reflected backward stochastic partial differential equations with jumps in a convex domain
by Yang, Xue
- 137-146 The naive Bayes classifier for functional data
by Zhang, Yi-Chen & Sakhanenko, Lyudmila
- 147-152 Norms of sub-exponential random vectors
by Zajkowski, Krzysztof
- 153-155 A note on the coefficients of elliptical random variables
by Shushi, Tomer
- 156-161 The density flatness phenomenon
by Alhakim, Abbas & Molchanov, S.
2019, Volume 151, Issue C
- 1-7 Covariance functions on spheres cross time: Beyond spatial isotropy and temporal stationarity
by Estrade, Anne & Fariñas, Alessandra & Porcu, Emilio
- 8-16 Nonparametric estimation of the trend for stochastic differential equations driven by small α-stable noises
by Zhang, Xuekang & Yi, Haoran & Shu, Huisheng
- 17-28 Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
by Bouzebda, Salim & Slaoui, Yousri
- 29-35 Large rank-based models with common noise
by Kolli, Praveen & Sarantsev, Andrey
- 36-41 Two part envelopes for rejection sampling of some completely random measures
by Griffin, Jim
- 42-48 p-conformal maps on the triangular lattice
by Akahori, Jirô & Ida, Yuuki & Markowsky, Greg
- 49-57 Consistent estimation of residual variance with random forest Out-Of-Bag errors
by Ramosaj, Burim & Pauly, Markus
- 58-66 Exact convergence rate in the local central limit theorem for a lattice branching random walk on Zd
by Gao, Zhi-Qiang
- 67-72 Compatible matrices of Spearman’s rank correlation
by Wang, Bin & Wang, Ruodu & Wang, Yuming
- 73-78 The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
by Higbee, Joshua D. & Jensen, Jonathan E. & McDonald, James B.
- 79-83 Jensen inequality for superlinear expectations
by Lin, Qian
- 84-88 An elementary proof of de Finetti’s theorem
by Kirsch, Werner
- 89-96 The distribution of the minimum of a positive sample
by Withers, Christopher S. & Nadarajah, Saralees
- 97-105 Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process
by Zhang, Weiwei
- 106-115 Applications of the fundamental matrix to mean absorption and conditional mean absorption problems
by Milliken, Evan
- 116-122 Nonparametric relative regression under random censorship model
by Salah, Khardani & Yousri, Slaoui
2019, Volume 150, Issue C
- 1-8 Donsker type theorem for fractional Poisson process
by Araya, Héctor & Bahamonde, Natalia & Torres, Soledad & Viens, Frederi
- 9-12 On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty
by Bednarski, Tadeusz & Skolimowska-Kulig, Magdalena
- 13-22 Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
by Giuliano, Rita & Macci, Claudio & Pacchiarotti, Barbara
- 23-28 A Hoeffding’s inequality for uniformly ergodic diffusion process
by Choi, Michael C.H. & Li, Evelyn
- 29-34 Limiting behavior of the ratio of kth records
by Jasiński, Krzysztof
- 35-46 Stochastic equations and limit results for some two-type branching models
by Kaj, Ingemar & Tahir, Daniah
- 47-53 Distribution free goodness of fit testing of grouped Bernoulli trials
by Roberts, Leigh A.
- 54-60 Different possible behaviors of wavelet leaders of the Brownian motion
by Ayache, Antoine & Esser, Céline & Kleyntssens, Thomas
- 61-67 Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures
by Wang, Chen & Zhang, Tusheng
- 68-73 Detecting mortality deceleration: Likelihood inference and model selection in the gamma-Gompertz model
by Böhnstedt, Marie & Gampe, Jutta
- 74-80 On strong stationary times and approximation of Markov chain hitting times by geometric sums
by Daly, Fraser
- 81-87 The Csörgő–Révész moduli of non-differentiability of fractional Brownian motion
by Wang, Wensheng & Xiao, Yimin
- 88-93 The variance of the average depth of a pure birth process converges to 7
by Duffy, Ken R. & Meli, Gianfelice & Shneer, Seva
- 94-100 Change-point analysis using logarithmic quantile estimation
by Tabacu, Lucia & Ledbetter, Mark
- 101-107 On pathwise Riemann–Stieltjes integrals
by Yaskov, Pavel
- 108-113 Squared-norm empirical processes
by Vu, Vincent Q. & Lei, Jing
- 114-120 Best linear predictor of a C[0,1]-valued functional autoregressive process
by Kada Kloucha, Meryem & Mourid, Tahar
- 121-125 Observing a Lévy process up to a stopping time
by Vidmar, Matija
- 126-136 Limit theory for moderate deviation from Integrated GARCH processes
by Tao, Yubo
- 137-145 On the first positive and negative excursion exceeding a given length
by Sirovich, Roberta & Testa, Luisa
- 146-151 Intrinsic metric and one-dimensional diffusions
by Sun, Wenjie & Ying, Jiangang
2019, Volume 149, Issue C
- 1-8 Checking nonparametric component for partially nonlinear model with missing response
by Wang, Zhaoliang & Xue, Liugen & Liu, Juanfang
- 9-15 Limit theorem for the Robin Hood game
by Angel, Omer & Matzavinos, Anastasios & Roitershtein, Alexander
- 16-23 A nonparametric ensemble binary classifier and its statistical properties
by Chakraborty, Tanujit & Chakraborty, Ashis Kumar & Murthy, C.A.
- 29-37 Large deviations in a population dynamics with catastrophes
by Logachov, A. & Logachova, O. & Yambartsev, A.
- 38-46 The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
by Xiao, Jinghong & Wen, Yuechun & Tan, Zhongquan
- 47-54 Pointwise eigenfunction estimates and mean Lp-norm blowup of a system of semilinear SPDEs with symmetric Lévy generators
by Guerrero, Eugenio & López-Mimbela, José Alfredo
- 55-62 Causal inference from strip-plot designs in a potential outcomes framework
by Alqallaf, Fatemah A. & Huda, S. & Mukerjee, Rahul
- 63-72 Markovian structure of the Volterra Heston model
by Abi Jaber, Eduardo & El Euch, Omar
- 73-79 Exceedances point processes in the plane of stationary Gaussian sequences with data missing
by Peng, Zuoxiang & Tong, Jinjun & Weng, Zhichao
- 80-85 Moment-type estimation from grouped samples
by Nowak, Piotr Bolesław
- 86-92 The probability of finite-time blowup of a semi-linear SPDE with fractional noise
by Dung, Nguyen Tien
- 93-99 An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions
by Maaroufi, Nadir
- 100-106 A weighted discrepancy bound of quasi-Monte Carlo importance sampling
by Dick, Josef & Rudolf, Daniel & Zhu, Houying
- 107-115 A numerical method for forward–backward stochastic equations with delay and anticipated term
by Zhang, Shuaiqi & Xiong, Jie
- 116-123 On the quasi-ergodic distribution of absorbing Markov processes
by He, Guoman & Zhang, Hanjun & Zhu, Yixia
- 124-131 Generalizations of the arithmetic case of Blackwell’s renewal theorem
by Hadjicostas, Petros
- 132-141 Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
by Feng, Xinwei
- 142-145 Zero-adjusted reparameterized Birnbaum–Saunders regression model
by Tomazella, Vera & Pereira, Gustavo H.A. & Nobre, Juvêncio S. & Santos-Neto, Manoel
- 146-152 Distributional results relating to the posterior of a Dirichlet process prior
by Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G.
- 153-159 On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
by Yang, Haizhong & Li, Jinzhu
- 160-170 Asymptotics for discrete time hedging errors under fractional Black–Scholes models
by Wang, Wensheng
- 171-177 Scatter halfspace depth for K-symmetric distributions
by Nagy, Stanislav
2019, Volume 148, Issue C
- 1-8 Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring
by van Bentum, Thomas & Cramer, Erhard
- 9-16 On mutual information estimation for mixed-pair random variables
by Beknazaryan, Aleksandr & Dang, Xin & Sang, Hailin
- 17-22 Independence test for large sparse contingency tables based on distance correlation
by Zhang, Qingyang
- 23-29 The smallest eigenvalues of random kernel matrices: Asymptotic results on the min kernel
by Huang, Lu-Jing & Liao, Yin-Ting & Chang, Lo-Bin & Hwang, Chii-Ruey
- 30-34 A concentration inequality for inhomogeneous Neyman–Scott point processes
by Coeurjolly, Jean-François & Reynaud-Bouret, Patricia
- 35-42 Power and level robustness of a test for composite hypotheses under independent non-homogeneous data
by Ghosh, Abhik & Basu, Ayanendranath
- 43-53 Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes
by Choe, Geon Ho & Jang, Hyun Jin & Na, Young Hoon
- 54-58 On computing maximum likelihood estimates for the negative binomial distribution
by Bandara, Udika & Gill, Ryan & Mitra, Riten
- 59-65 Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions
by Hamdan, Mustafa & Hu, Xiaomi
- 66-73 On the properties of a Takács distribution
by Barabesi, Lucio & Pratelli, Luca
- 74-81 Density deconvolution from grouped data with additive errors
by Phuong, Cao Xuan & Thuy, Le Thi Hong
- 82-87 Feynman–Kac penalizations of rotationally symmetric α-stable processes
by Li, Yunke & Takeda, Masayoshi
- 88-93 A bound of the β-mixing coefficient for point processes in terms of their intensity functions
by Poinas, Arnaud
- 94-100 Uniform estimation of isobars
by Barme-Delcroix, Marie-Françoise & Brito, Margarida
- 101-111 Centered Sobolev inequality and exponential convergence in Φ-entropy
by Cheng, Lingyan & Wu, Liming
- 112-117 Locally optimal designs for mixed binary and continuous responses
by Kim, Soohyun & Kao, Ming-Hung
- 118-127 Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
by Xu, Jie & Wen, Jiaping & Mu, Jianyong & Liu, Jicheng
- 128-132 Construction of Liouville Brownian motion via Dirichlet form theory
by Shin, Jiyong
- 133-133 Priority of the result in ‘Mean field limit for survival probability of the high-dimensional contact process’
by Xue, Xiaofeng
- 134-142 Discrete records: Limit theorems for their spacings and generation methods
by Pakhteev, A. & Stepanov, A.
- 143-149 Generalized Random Dot Product graph
by Ng, Tin Lok James & Murphy, Thomas Brendan
- 150-154 Hölder’s identity
by Brinda, W.D. & Klusowski, Jason M. & Yang, Dana
- 155-163 Extreme-aggregation measures in the RDEU model
by Chen, Ouxiang & Hu, Taizhong
- 164-168 Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile
by Mounaix, Philippe
2019, Volume 147, Issue C
- 1-5 On Brownian exit times from perturbed multi-strips
by Lifshits, M. & Nazarov, A.
- 6-11 Ergodicity conditions for a double mixed Poisson autoregression
by Aknouche, Abdelhakim & Demmouche, Nacer
- 12-17 Dimension walks on Sd×R
by Bingham, N.H. & Symons, Tasmin L.
- 18-28 A note on large deviation probabilities for empirical distribution of branching random walks
by Shi, Wanlin
- 29-35 On probability of high extremes of Gaussian fields with a smooth random trend
by Popivoda, Goran & Stamatović, Siniša
- 36-44 Model selection using mass-nonlocal prior
by Shi, Guiling & Lim, Chae Young & Maiti, Tapabrata
- 45-56 Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
by Liu, Shanshan & Xing, Xiaoyu & Liu, Guoxin
- 57-65 Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment
by Li, Yingqiu & Liu, Quansheng & Peng, Xuelian
- 66-72 Testing multivariate scatter parameter in elliptical model based on forward search method
by Chakraborty, Chitradipa
- 73-82 Extremal properties of the univariate extended skew-normal distribution, Part A
by Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.
- 83-89 Removal of the points that do not support an E-optimal experimental design
by Harman, Radoslav & Rosa, Samuel
- 90-95 Cointegrated linear processes in Bayes Hilbert space
by Seo, Won-Ki & Beare, Brendan K.
- 96-104 Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games
by Wei, Qingda
- 105-114 Extremal properties of the multivariate extended skew-normal distribution, Part B
by Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.
2019, Volume 146, Issue C
- 1-6 Residual extropy of k-record values
by Jose, Jitto & Abdul Sathar, E.I.
- 7-14 Intrinsic random functions on the sphere
by Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M. & Shields, Jacob
- 15-26 On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
by Li, Libo & Taguchi, Dai
- 27-35 Decomposition of backward SLE in the capacity parametrization
by Mackey, Benjamin & Zhan, Dapeng
- 36-41 Various optimality criteria for the prediction of individual response curves
by Prus, Maryna
- 42-49 Extremal process of the zero-average Gaussian free field for d≥3
by Das, Sayan & Hazra, Rajat Subhra
- 50-56 Exchangeable random partitions from max-infinitely-divisible distributions
by Stoev, Stilian & Wang, Yizao
- 57-64 Distributions of the minimum and the maximum of a random number of random variables
by Bobotas, Panayiotis & Koutras, Markos V.
- 65-69 Exponential inequality for chaos based on sampling without replacement
by Hodara, P. & Reynaud-Bouret, P.
- 70-79 Generalized and robustified empirical depths for multivariate data
by Liu, Xiaohui & Rahman, Jafer & Luo, Shihua
- 80-84 Some properties of the one-dimensional subordinated stable model
by Panov, Vladimir
- 85-89 On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces
by de la Cruz, H. & Jimenez, J.C. & Biscay, R.J.
Printed from https://ideas.repec.org/s/eee/stapro7.html
