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 146, Issue C
- 90-96 Variable-based missing mechanism for an incomplete contingency table with unit missingness
by Jeon, Saebom & Kwon, Tae Yeon & Park, Yousung
- 97-103 A nested expectation–maximization algorithm for latent class models with covariates
by Durante, Daniele & Canale, Antonio & Rigon, Tommaso
- 104-111 Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables
by Li, Chen & Li, Xiaohu
- 112-117 An elementary derivation of the Chinese restaurant process from Sethuraman’s stick-breaking process
by Miller, Jeffrey W.
- 118-123 q-Stieltjes classes for some families of q-densities
by Ostrovska, Sofiya & Turan, Mehmet
- 124-131 Sliced Latin hypercube designs with both branching and nested factors
by Chen, Hao & Yang, Jinyu & Lin, Dennis K.J. & Liu, Min-Qian
- 132-138 Finite thinning-selfdecomposable point processes
by Davydov, Michel & Zuyev, Sergei
- 139-146 On moments of integral exponential functionals of additive processes
by Salminen, Paavo & Vostrikova, Lioudmila
- 147-155 Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
by Yang, Yang & Su, Wen & Zhang, Zhimin
- 156-160 A simple model-free survival conditional feature screening
by Chen, Xiaolin & Zhang, Yahui & Chen, Xiaojing & Liu, Yi
- 161-167 Couplings for processes with independent increments
by Criens, David
- 168-174 A central limit theorem for marginally coupled designs
by Wang, Sumin & Wang, Dongying & Sun, Fasheng
- 175-180 Double robustness without weighting
by Lee, Myoung-jae & Lee, Sanghyeok
- 181-186 Confidence regions in step–stress experiments with multiple samples under repeated type-II censoring
by Bedbur, S. & Kamps, U.
- 187-192 Equivalent distortion risk measures on moment spaces
by Cornilly, Dries & Vanduffel, Steven
- 193-199 A generalization of Expected Shortfall based capital allocation
by Xun, Li & Zhou, Yangzhi & Zhou, Yong
- 200-205 A short note on the dependence structure of random vectors
by González-Barrios, José M. & Gutiérrez-Peña, Eduardo & Rueda, Raúl
- 206-212 Quantification of the impact of priors in Bayesian statistics via Stein’s Method
by Ghaderinezhad, Fatemeh & Ley, Christophe
- 213-223 On the action of the Hilbert transform on ℓ1N-valued functions
by Osękowski, Adam
- 224-230 Averaging principle for the heat equation driven by a general stochastic measure
by Radchenko, Vadym
2019, Volume 145, Issue C
- 1-11 On the asymptotic behavior of the Diaconis–Freedman chain on [0,1]
by Ladjimi, Fetima & Peigné, Marc
- 12-20 On the consistency of penalized MLEs for Erlang mixtures
by Yin, Cuihong & Sheldon Lin, X. & Huang, Rongtan & Yuan, Haili
- 21-27 Passive tracer in non-Markovian, Gaussian velocity field
by Chojecki, Tymoteusz
- 28-36 On APF test for Poisson process with shift and scale parameters
by Dabye, A.S. & Kutoyants, Yu.A. & Tanguep, E.D.
- 37-42 Exponential probability distribution on symmetric matrices
by Hassairi, A. & Roula, A.
- 43-49 Geometric ergodicity for some space–time max-stable Markov chains
by Koch, Erwan & Robert, Christian Y.
- 50-56 Large sample properties of a new measure of income inequality
by Zhang, Xiaoke & Gastwirth, Joseph L.
- 57-62 Efficient computation for Bayesian comparison of two proportions
by Schmidt, Mikkel N. & Mørup, Morten
- 63-73 On asymptotic normality of certain linear rank statistics
by Skorniakov, V.
- 74-80 Linear process bootstrap unit root test
by Zou, Nan & Politis, Dimitris N.
- 81-88 Estimation of minimum and maximum correlation coefficients
by Xiang, Jim X.
- 89-95 Correlation extrapolated
by Maugis, Pierre-André G.
- 96-102 On the semi-group of a scaled skew Bessel process
by Alili, Larbi & Aylwin, Andrew
- 103-109 Three skewed matrix variate distributions
by Gallaugher, Michael P.B. & McNicholas, Paul D.
- 110-117 Lift expectations of random sets
by Diaye, Marc-Arthur & Koshevoy, Gleb A. & Molchanov, Ilya
- 118-126 Stein operators for variables form the third and fourth Wiener chaoses
by Gaunt, Robert E.
- 127-132 On three-level D-optimal paired choice designs
by Singh, Rakhi
- 133-140 Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients
by Ngo, Hoang Long & Luong, Duc Trong
- 141-146 Bounds for the probability to leave the interval
by Lotov, V.I.
- 147-157 A note on Parisian ruin under a hybrid observation scheme
by Lkabous, Mohamed Amine
- 158-165 Another bias correction for asymmetric kernel density estimation with a parametric start
by Hirukawa, Masayuki & Sakudo, Mari
- 166-172 Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model
by Arvanitis, Stelios
- 173-180 Kernel estimation of the conditional density under a censorship model
by Aouicha, Lamia & Messaci, Fatiha
- 181-186 An extremal property of the normal distribution, with a discrete analog
by Hillion, Erwan & Johnson, Oliver & Saumard, Adrien
- 187-196 Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
by Laïb, Naâmane & Louani, Djamal
- 197-204 Geometric dispersion models with real quadratic v-functions
by Abid, Rahma & Kokonendji, Célestin C. & Masmoudi, Afif
- 205-215 On probabilistic aspects of Chebyshev polynomials
by Szabłowski, Paweł J.
- 216-223 Concentration of measure for radial distributions and consequences for statistical modeling
by Arias-Castro, Ery & Pu, Xiao
- 224-228 A note on strong-consistency of componentwise ARH(1) predictors
by Ruiz-Medina, M.D. & Álvarez-Liébana, J.
- 229-237 Integration by parts formulas for marked Hawkes processes
by Takeuchi, Atsushi
- 238-247 Moments and cumulants of the extremes of a sample from a uniform distribution
by Withers, Christopher S. & Nadarajah, Saralees
- 248-253 Partial monotonicity of entropy revisited
by Xia, Wanwan
- 254-259 Central limit theorem for the entries of products of random matrices without the positivity condition
by Arbués, Ignacio
- 260-267 Time-varying cointegration model using wavelets
by da Fonseca, Eder Lucio & Alencar, Airlane Pereira & Morettin, Pedro Alberto
- 268-272 Bayesian estimation of Kendall’s τ using a latent normal approach
by van Doorn, Johnny & Ly, Alexander & Marsman, Maarten & Wagenmakers, Eric-Jan
- 273-283 Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations
by Wu, Zhen & Xu, Ruimin
- 284-292 Stable Lévy process delayed by tempered stable subordinator
by Gajda, J. & Kumar, A. & Wyłomańska, A.
- 293-300 A model for level induced conditional heteroskedasticity
by Michel, Jon & de Jong, Robert M.
- 301-311 Minimum distance parameter estimation for SDEs with small α-stable noises
by Zhao, Huiyan & Zhang, Chongqi
- 312-316 Conditional distributions of multivariate normal mean–variance mixtures
by Jamalizadeh, Ahad & Balakrishnan, Narayanaswamy
- 317-320 Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model
by Szretter Noste, María Eugenia
- 321-326 A quantitative discounted central limit theorem using the Fourier metric
by Katriel, Guy
- 327-337 Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components
by Salehi, Ebrahim & Tavangar, Mahdi
- 338-344 On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
by Niu, Zhenzhen & Hu, Jiang & Bai, Zhidong & Gao, Wei
- 345-350 On the moment generating function for random vectors via inverse survival function
by Song, Pingfan & Tan, Changchun & Wang, Shaochen
- 351-358 A variation of constant formula for Caputo fractional stochastic differential equations
by Anh, P.T. & Doan, T.S. & Huong, P.T.
- 359-364 Efficient estimation of a distribution function based on censored data
by Alevizos, Filippos & Bagkavos, Dimitrios & Ioannides, Dimitrios
2019, Volume 144, Issue C
- 3-8 Multivariate spatial meta kriging
by Guhaniyogi, Rajarshi & Banerjee, Sudipto
- 9-15 A turning bands method for simulating isotropic Gaussian random fields on the sphere
by Emery, Xavier & Furrer, Reinhard & Porcu, Emilio
- 16-22 Copula-based segmentation of cylindrical time series
by Lagona, Francesco
- 23-29 Kernel density classification for spherical data
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 30-36 Local binary regression with spherical predictors
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 37-43 Synthetically lagged models
by Burr, Wesley S. & Shin, Hwashin H. & Takahara, Glen
- 44-51 A Bayesian hierarchical model for multiple imputation of urban spatio-temporal groundwater levels
by Manago, Kimberly F. & Hogue, Terri S. & Porter, Aaron & Hering, Amanda S.
- 52-56 Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors
by Jona Lasinio, Giovanna & Pollice, Alessio & Fano, Elisa Anna
- 57-62 Functional analysis of spatial aggregation regions of Jeffrey pine beetle-attack within the Lake Tahoe Basin
by Smirnova, Ekaterina & Khormali, Omid & Egan, Joel M.
- 63-68 Using isotope composition and other node attributes to predict edges in fish trophic networks
by Lyubchich, Vyacheslav & Woodland, Ryan J.
- 69-73 The scale enhanced wild bootstrap method for evaluating climate models using wavelets
by Chatterjee, Snigdhansu
2018, Volume 143, Issue C
- 1-6 A power comparison between autocorrelation based tests
by Hajria, Raja Ben & Khardani, Salah & Raïssi, Hamdi
- 7-16 A random walk on the profinite completion of a finitely generated group
by Cruz-López, Manuel & Estala-Arias, Samuel
- 17-27 A population evolution model and its applications to random networks
by Fazekas, I. & Noszály, Cs. & Perecsényi, A.
- 28-36 The max-BARMA models for counts with bounded support
by Weiß, Christian H. & Scotto, Manuel G. & Möller, Tobias A. & Gouveia, Sónia
- 37-42 Best look-alike prediction: Another look at the Bayesian classifier and beyond
by Sun, Hanmei & Jiang, Jiming & Nguyen, Thuan & Luan, Yihui
- 43-46 Brownian bricklayer: A random space-filling curve
by Forman, Noah
- 47-55 Large deviations of time-averaged statistics for Gaussian processes
by Gajda, J. & Wyłomańska, A. & Kantz, H. & Chechkin, A.V. & Sikora, G.
- 56-66 Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion
by Ren, Yong & He, Qian & Gu, Yuanfang & Sakthivel, R.
- 67-73 Improved on-line estimation for gamma process
by Xu, Ancha & Shen, Lijuan
- 74-80 Optimal directional statistic for general regression
by Gillard, Jonathan & Zhigljavsky, Anatoly
- 81-85 Convexity of probit weights
by Schumann, Martin & Tripathi, Gautam
- 86-94 Factorizable non-atomic copulas
by Printechapat, Tanes & Sumetkijakan, Songkiat
- 95-101 Robust conditional nonparametric independence screening for ultrahigh-dimensional data
by Zhang, Shucong & Pan, Jing & Zhou, Yong
2018, Volume 142, Issue C
- 1-7 Dynamic IFR concepts for coherent systems
by Burkschat, M. & Samaniego, F.J.
- 8-16 Weak and one-sided strong laws for random variables with infinite mean
by Adler, André & Pakes, Anthony G.
- 17-22 A proof of the transfer-current theorem in absence of reversibility
by Avena, L. & Gaudillière, A.
- 23-29 On the distribution of extended CIR model
by Peng, Qidi & Schellhorn, Henry
- 30-38 Strong modified transportation cost inequalities on k-concave probability measures with heavy tails
by Ding, Ying & Zhang, Xinsheng & Fang, Longxiang
- 39-43 Granger causality between vectors of time series: A puzzling property
by Triacca, Umberto
- 44-49 Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
by Chen, Yong & Hu, Yaozhong & Wang, Zhi
- 50-56 A note on weak convergence of general halfspace depth trimmed means
by Wang, Jin
- 57-61 The necklace process: A generating function approach
by Hackl, Benjamin & Prodinger, Helmut
- 62-70 A moment coboundary theorem for C[0,1]-valued random fields
by Morrow, Steven T.
- 71-76 The inverse survival function for multivariate distributions and its application to the product moment
by Ogasawara, Haruhiko
- 77-83 A self-equilibrium Friedman-like urn via stochastic approximation
by Gao, Shuyang & Mahmoud, Hosam M.
- 84-91 Fractional Lévy Cox–Ingersoll–Ross and Jacobi processes
by Fink, Holger & Schlüchtermann, Georg
- 92-101 Semi-functional partial linear quantile regression
by Ding, Hui & Lu, Zhiping & Zhang, Jian & Zhang, Riquan
- 102-108 Stochastic differential equations driven by fractional Brownian motion
by Xu, Liping & Luo, Jiaowan
- 109-117 A uniform L1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
by Lafaye de Micheaux, Pierre & Ouimet, Frédéric
- 118-122 Comment on “Sum of squares of uniform random variables” by I. Weissman
by Forrester, Peter J.
2018, Volume 141, Issue C
- 1-6 Complete asymptotic expansions for the density function of t-distribution
by Chen, Chao-Ping
- 7-18 Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps
by Chen, Guiling & van Gaans, Onno & Lunel, Sjoerd Verduyn
- 19-30 Pseudo-binomial approximation to (k1,k2)-runs
by Upadhye, N.S. & Kumar, A.N.
- 31-40 On unfair permutations
by Arslan, İlker & Işlak, Ümit & Pehlivan, Cihan
- 41-49 Long time behavior for stochastic Burgers equations with jump noises
by Wang, Guanying & Wang, Xingchun & Zhou, Ke
- 50-55 A proof for the existence of multivariate singular generalized skew-elliptical density functions
by Shushi, Tomer
- 56-61 A note on the spectral gap for general harmonic measures on spheres
by Ma, Yutao & Wang, Xinyu
- 62-67 Velocity formulae between entropy and hitting time for Markov chains
by Choi, Michael C.H.
- 68-73 Exact simulation of reciprocal Archimedean copulas
by Mai, Jan-Frederik
- 74-81 Families of complementary distributions
by Jones, M.C.
- 82-89 Inference for partial correlation when data are missing not at random
by Gorbach, Tetiana & de Luna, Xavier
- 90-95 The semicircle law for matrices with ergodic entries
by Löwe, Matthias
- 96-102 Parametric estimation for non recurrent diffusion processes
by Abi-ayad, Ilham & Mourid, Tahar
- 103-108 Dynamic optimality in optimal variance stopping problems
by Buonaguidi, B.
- 109-113 Some families of asymmetric nested orthogonal arrays and asymmetric sliced orthogonal arrays
by Zhang, Tianfang & Jiang, Junyu & Li, Zhiming
- 114-124 On some applications of Sobolev flows of SDEs with unbounded drift coefficients
by Menoukeu Pamen, Olivier
- 125-128 Equivalence between Mallows and Girone–Cifarelli tests
by Youndjé, É.
- 129-134 A class of space-filling designs and their projection properties
by Mu, Weiyan & Xiong, Shifeng
- 135-142 A probabilistic proof for Fourier inversion formula
by Wong, Tak Kwong & Yam, Sheung Chi Phillip
2018, Volume 140, Issue C
- 1-6 A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse
by Morikawa, Kosuke & Kim, Jae Kwang
- 7-12 Selective inference after likelihood- or test-based model selection in linear models
by Rügamer, David & Greven, Sonja
- 13-22 A note on joint occupation times of spectrally negative Lévy risk processes with tax
by Wang, Wenyuan & Wu, Xueyuan & Peng, Xingchun & Yuen, Kam C.
- 23-32 A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
by Li, Jinzhu
- 33-36 On notions of Q-independence and Q-identical distributiveness
by Il’inskii, Alexander
- 37-43 Characterization of the inverse stable subordinator
by Mselmi, Farouk
- 44-47 On optimal policy in the group testing with incomplete identification
by Malinovsky, Yaakov
- 48-52 Strong unimodality of discrete order statistics
by Kim, Bara & Kim, Jeongsim & Lee, Sungji
- 53-62 Recovery of quantile and quantile density function using the frequency moments
by Mnatsakanov, Robert M. & Sborshchikovi, Aleksandre
- 63-70 Closure properties of O-exponential distributions
by Danilenko, Svetlana & Šiaulys, Jonas & Stepanauskas, Gediminas
- 71-76 Moderate deviations for multivariate Hawkes processes
by Yao, Nian
- 77-83 Dual representations of Laplace transforms of Brownian excursion and generalized meanders
by Bryc, Włodzimierz & Wang, Yizao
- 84-90 Random cyclic polygons from Dirichlet distributions and approximations of π
by Wang, Shasha & Xu, Wen-Qing
- 91-95 Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels
by Benhaddou, Rida
- 96-105 Projection uniformity under mixture discrepancy
by Yi, Si-Yu & Zhou, Yong-Dao
- 106-114 Regularly varying non-stationary Galton–Watson processes with immigration
by Barczy, Mátyás & Bősze, Zsuzsanna & Pap, Gyula
- 115-125 The critical infection rate of the high-dimensional two-stage contact process
by Xue, Xiaofeng
- 126-131 Unit roots test: Spatial model with long memory errors
by Adu, N. & Richardson, G.
- 132-141 On Schott’s and Mao’s test statistics for independence of normal random vectors
by Chang, Shuhua & Qi, Yongcheng
- 142-146 Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
by Chae, Minwoo & Martin, Ryan & Walker, Stephen G.
- 147-159 Approximation of the maximum of storage process with fractional Brownian motion as input
by Xu, Zhengchun & Tan, Zhongquan & Tang, Linjun
- 160-166 Empirical likelihood ratio tests with power one
by Vexler, Albert & Zou, Li
- 167-175 Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance
by Liang, Xiaoqing & Young, Virginia R.
- 176-184 On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
by Zhao, Xianghua & Dong, Hua & Dai, Hongshuai
- 185-190 Two sources of poor coverage of confidence intervals after model selection
by Kabaila, Paul & Mainzer, Rheanna
- 191-201 Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
by Tang, Xufei & Xi, Mengmei & Wu, Yi & Wang, Xuejun
- 202-209 A new bivariate Poisson common shock model covering all possible degrees of dependence
by Genest, Christian & Mesfioui, Mhamed & Schulz, Juliana
2018, Volume 139, Issue C
- 1-9 Some new results on Triple designs
by Li, Hongyi & Qin, Hong
- 10-19 The joint distribution of the sum and the maximum of heterogeneous exponential random variables
by Arendarczyk, Marek & Kozubowski, Tomasz. J. & Panorska, Anna K.
- 20-30 A dynamic Markov regime-switching GARCH model and its cumulative impulse response function
by Kim, Yujin & Hwang, Eunju
- 31-39 Large deviation principle for the maximal positions in critical branching random walks with small drifts
by Sun, Hongyan & Zhang, Lin
- 40-46 Classification with incomplete functional covariates
by Mojirsheibani, Majid & Shaw, Crystal
- 47-52 On cumulative residual entropy of progressively censored order statistics
by Abo-Eleneen, Z.A. & Almohaimeed, B. & Ng, H.K.T.
- 53-60 The Lambert W function, Nuttall’s integral, and the Lambert law
by Pakes, Anthony G.
- 61-66 Testing equivalence to families of multinomial distributions with application to the independence model
by Ostrovski, Vladimir
- 67-74 An elementary analysis of the probability that a binomial random variable exceeds its expectation
by Doerr, Benjamin
- 75-83 Transportation inequalities for stochastic heat equations
by Boufoussi, Brahim & Hajji, Salah
- 84-89 On the regularity of weak solutions to space–time fractional stochastic heat equations
by Zou, Guang-an & Lv, Guangying & Wu, Jiang-Lun
- 90-94 On a new class of sufficient dimension reduction estimators
by Dong, Yuexiao & Zhang, Yongxu
- 95-102 Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model
by Cheng, Fuxia
- 103-114 Nonparametric recursive method for kernel-type function estimators for spatial data
by Bouzebda, Salim & Slaoui, Yousri
- 115-118 Singular integrals of stable subordinator
by Xu, Lihu
- 119-128 The distance between a naive cumulative estimator and its least concave majorant
by Lopuhaä, Hendrik P. & Musta, Eni
- 129-134 On optimal stopping and free boundary problems under ambiguity
by Zhao, Guoqing & Zhai, Kun & Zong, Gaofeng
- 135-140 On the non-monotonic analogue of a class based on the hazard rate order
by Majumder, Priyanka & Mitra, Murari
- 141-151 On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
by Kordzakhia, Nino E. & Kutoyants, Yury A. & Novikov, Alexander A. & Hin, Lin-Yee
- 152-161 Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique
by Li, Yuyuan & Lu, Jianqiu & Kou, Chunhai & Mao, Xuerong & Pan, Jiafeng
2018, Volume 138, Issue C
- 1-8 Universality in the fluctuation of eigenvalues of random circulant matrices
by Adhikari, Kartick & Saha, Koushik
- 9-19 Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
by El Heda, Khadijetou & Louani, Djamal
- 20-26 Moderate deviation principle in nonlinear bifurcating autoregressive models
by Bitseki Penda, S. Valère & Olivier, Adélaïde
- 27-30 A note on a network model with degree heterogeneity and homophily
by Su, Liju & Qian, Xiaodi & Yan, Ting
- 31-35 Brillinger-mixing point processes need not to be ergodic
by Heinrich, Lothar
- 36-41 The moments of a diffusion process
by Yun, Youngyun
- 42-46 A note on joint functional convergence of partial sum and maxima for linear processes
by Krizmanić, Danijel
- 47-56 Large deviations for some logarithmic means in the case of random variables with thin tails
by Giuliano, Rita & Macci, Claudio
- 57-65 A supplement on CLT for LSS under a large dimensional generalized spiked covariance model
by Chen, Jiaqi & Zhang, Yangchun & Li, Weiming & Tian, Boping
- 66-74 Two-side exit problems for taxed Lévy risk process involving the general draw-down time
by Wang, Wenyuan & Ming, Ruixing
- 75-81 On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation
by Davies, Tilman M. & Flynn, Claire R. & Hazelton, Martin L.
- 82-89 A note on extending the alias length pattern
by Zhou, Qi & Guo, Bing & Zhao, Shengli
- 90-94 A weighted M-estimator for linear regression models with randomly truncated data
by Du, Jiang & Zhang, Zhongzhan & Xie, Tianfa
- 95-103 Subsampling based inference for U statistics under thick tails using self-normalization
by Chen, Willa W. & Deo, Rohit S.
- 104-110 On complete moment convergence for CAANA random vectors in Hilbert spaces
by Ko, Mi-Hwa
- 111-115 Scoring rules for statistical models on spheres
by Takasu, Yuya & Yano, Keisuke & Komaki, Fumiyasu
- 116-126 Option pricing in a regime switching stochastic volatility model
by Biswas, Arunangshu & Goswami, Anindya & Overbeck, Ludger
- 127-136 A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >12
by Hong, Phan Thanh & Binh, Cao Tan
- 137-142 Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations
by Sabelfeld, Karl K.
- 143-150 On the large deviation principle for maximum likelihood estimator of α-Brownian bridge
by Zhao, Shoujiang & Liu, Qiaojing & Chen, Ting
- 151-156 On limiting theorems for conditional causation probabilities of multiple-run-rules
by Chang, Hsing-Ming & Chang, Yung-Ming & Fu, Winnie H.W. & Lee, Wan-Chen
- 157-164 A new result on lifetime estimation based on skew-Wiener degradation model
by Pan, Donghui & Liu, Jia-Bao & Yang, Wenzhi
- 165-170 Optimal weighting schemes for longitudinal and functional data
by Zhang, Xiaoke & Wang, Jane-Ling
- 171-176 On quantitative bounds in the mean martingale central limit theorem
by Röllin, Adrian
Printed from https://ideas.repec.org/s/eee/stapro8.html
