# Elsevier

# Statistics & Probability Letters

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### 2012, Volume 82, Issue 8

**1549-1558 Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space***by*Boufoussi, Brahim & Hajji, Salah**1559-1568 A general measure of skewness***by*Ekström, Magnus & Jammalamadaka, Sreenivasa Rao**1569-1575 Linear fractional stable motion: A wavelet estimator of the α parameter***by*Ayache, Antoine & Hamonier, Julien**1576-1582 Rate of convergence in a theorem of Heyde***by*Xie, Tingfan & He, Jianjun**1583-1589 Markov processes on the adeles and Dedekind’s zeta function***by*Urban, Roman**1590-1596 Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables***by*Xiao, Xiaoyong & Yin, Hongwei**1597-1609 On the probabilistic structure of power threshold generalized arch stochastic processes***by*Gonçalves, E. & Leite, J. & Mendes-Lopes, N.**1610-1618 Deviation probability bounds for fractional martingales and related remarks***by*Saussereau, Bruno**1619-1622 Improved power of one-sided tests***by*Meyer, Mary C. & Wang, Jianqiang C.**1623-1628 An inductive order construction for the difference of two dependent proportions***by*Wang, Weizhen

### 2012, Volume 82, Issue 7

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

### 2012, Volume 82, Issue 6

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

### 2012, Volume 82, Issue 5

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

### 2012, Volume 82, Issue 4

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

### 2012, Volume 82, Issue 3

**411-418 Weak norm inequalities for martingales and geometry of Banach spaces***by*Osȩkowski, Adam**419-426 Asymmetric GARCH processes featuring both threshold effect and bilinear structure***by*Choi, M.S. & Park, J.A. & Hwang, S.Y.**427-432 New examples of heavy-tailed O-subexponential distributions and related closure properties***by*Lin, Jianxi & Wang, Yuebao**433-437 A characterization of the bivariate negative binomial distribution via α-monotonicity***by*Sreehari, M.**438-445 Prior influence in linear regression when the number of covariates increases to infinity***by*Leon-Novelo, Luis & Casella, George**446-454 On extensions of Hoeffding’s inequality for panel data***by*Yao, Lili & Jiang, Wenxin**455-463 Asymptotics for dependent Bernoulli random variables***by*Wu, Lan & Qi, Yongcheng & Yang, Jingping**464-472 Strong approximations and sequential change-point analysis for diffusion processes***by*Mihalache, Stefan**473-477 A theory for the multiset sampler***by*Chen, Yuguo**478-487 An estimate of the remainder of a limit theorem***by*He, Jianjun**488-495 Strong consistency of the stationary bootstrap under ψ-weak dependence***by*Hwang, Eunju & Shin, Dong Wan**496-504 On the Gerber–Shiu function for a risk model with multi-layer dividend strategy***by*Bratiichuk, Mykola**505-513 Spline estimators for semi-functional linear model***by*Zhou, Jianjun & Chen, Min**514-518 Some optimal bounds in the central limit theorem using zero biasing***by*Tyurin, I.S.**519-527 A note on the modified two-way MANOVA tests***by*Zhang, Jin-Ting & Xiao, Shengning**528-534 A rough margin-based linear ν support vector regression***by*Xu, Yitian**535-541 Rank-based inference for the single-index model***by*Feng, Long & Zou, Changliang & Wang, Zhaojun**542-547 Complementary design theory for sliced equidistance designs***by*He, Yuanzhen & Ai, Mingyao**548-556 Optimal rates of convergence in the Weibull model based on kernel-type estimators***by*Mercadier, Cécile & Soulier, Philippe**557-564 Absolutely continuous measure for a jump-type Fleming–Viot process***by*da Silva, Telles Timóteo & Fragoso, Marcelo Dutra**565-573 Asymptotically unbiased estimation of the second order tail parameter***by*de Wet, Tertius & Goegebeur, Yuri & Munch, Maria Reimert**574-585 Preservation properties of a homogeneous Poisson process stopped at an independent random time***by*Salehi, E.T. & Badía, F.G. & Asadi, M.**586-591 A note on transition density for the reflected Ornstein–Uhlenbeck process***by*Xing, Xiaoyu & Xing, Yongsheng & Yang, Xuewei**592-598 Universally optimal designs under an interference model with equal left- and right-neighbor effects***by*Filipiak, Katarzyna**599-605 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn***by*Vakeroudis, S. & Yor, M.**606-613 Testing the covariance function of stationary Gaussian random fields***by*Taheriyoun, Ali Reza**614-620 Asymptotic behavior of the solution of heat equation driven by fractional white noise***by*Song, Jian**621-625 On the nonidentifiability property of Archimedean copula models under dependent censoring***by*Wang, Antai**626-635 Model-based likelihood ratio confidence intervals for survival functions***by*Subramanian, Sundarraman**636-644 Two-sample Dvoretzky–Kiefer–Wolfowitz inequalities***by*Wei, Fan & Dudley, Richard M.**645-652 Exact asymptotics of supremum of a stationary Gaussian process over a random interval***by*Arendarczyk, Marek & Dȩbicki, Krzysztof**653-663 Weighted composite quantile estimation and variable selection method for censored regression model***by*Tang, Linjun & Zhou, Zhangong & Wu, Changchun**664-671 Atomic decompositions of Banach lattice-valued martingales***by*Zhang, Xueying & Zhang, Chuanzhou**672-682 Anticipated backward stochastic differential equations with non-Lipschitz coefficients***by*Wu, Hao & Wang, Wenyuan & Ren, Jie**683-691 Maximal and moment inequalities for demimartingales and N-demimartingales***by*Christofides, Tasos C. & Hadjikyriakou, Milto**692-698 Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large***by*Yamada, Takayuki & Sakurai, Tetsuro**699-704 Heat equation with a general stochastic measure on nested fractals***by*Radchenko, Vadym & Zähle, Martina

### 2012, Volume 82, Issue 2

**217-224 Approximation of the variance gamma model with a finite mixture of normals***by*Loregian, Angela & Mercuri, Lorenzo & Rroji, Edit**225-231 Shrinkage estimation for identification of linear components in additive models***by*Lian, Heng**232-239 Some inequalities for demimartingales and N-demimartingales***by*Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun**240-251 Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)***by*Shen, Guangjun & Chen, Chao**252-261 A two-parameter of weighted exponential distributions***by*Shakhatreh, M.K.**262-267 An order-theoretic mixing condition for monotone Markov chains***by*Kamihigashi, Takashi & Stachurski, John**268-273 A short note on the GI/Geo/1 queueing system***by*Pacheco, A. & Samanta, S.K. & Chaudhry, M.L.**274-282 A bias corrected nonparametric regression estimator***by*Yao, Weixin**283-290 New results on stochastic comparisons of two-component series and parallel systems***by*Misra, Neeraj & Misra, Amit Kumar**291-294 An elementary proof of the lower bound of Cramér’s Theorem in Rd***by*Yang, Xiangfeng**295-302 Stochastic orders of the Marshall–Olkin extended distribution***by*Nanda, Asok K. & Das, Suchismita**303-307 Continuous inspection with memory***by*Gusev, Andrey L.**308-317 Variable selection and coefficient estimation via composite quantile regression with randomly censored data***by*Jiang, Rong & Qian, Weimin & Zhou, Zhangong**318-325 Weighted-mean regions of a probability distribution***by*Dyckerhoff, Rainer & Mosler, Karl**326-331 Generalized δ-shock model via runs***by*Eryılmaz, Serkan**332-339 Prediction with measurement errors in finite populations***by*Singer, Julio M. & Stanek, Edward J. & Lencina, Viviana B. & González, Luz Mery & Li, Wenjun & San Martino, Silvina**340-347 Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path***by*Kousha, Termeh**348-356 A simple extension of boosting for asymmetric mislabeled data***by*Hayashi, Kenichi**357-359 Sufficient statistic likelihood construction for age- and time-dependent multi-state joint recapture and recovery data***by*McCrea, R.S.**360-364 On the asymptotic distribution of a unit root test against ESTAR alternatives***by*Hanck, Christoph**365-370 On equivalencies between design-based and regression-based variance estimators for randomized experiments***by*Samii, Cyrus & Aronow, Peter M.**371-377 Testing the no-treatment effect based on a possibly misspecified accelerated failure time model***by*Hattori, Satoshi**378-384 Convergence rate for predictive recursion estimation of finite mixtures***by*Martin, Ryan**385-395 Rates of convergence of extreme for general error distribution under power normalization***by*Chen, Shouquan & Wang, Chao & Zhang, Geng**396-402 Missing information and an optimal one-step plan in a Type II progressive censoring scheme***by*Park, Sangun & Ng, Hon Keung Tony**403-410 An explicit representation of Verblunsky coefficients***by*Bingham, N.H. & Inoue, Akihiko & Kasahara, Yukio

### 2012, Volume 82, Issue 1

**1-6 Bootstrap confidence interval for a correlation curve***by*Nilsson, William & del Barrio Castro, Tomás**7-14 An inverse first-passage problem for one-dimensional diffusions with random starting point***by*Abundo, Mario**15-21 On the estimation of the shape parameter of the gamma distribution in second-order asymptotics***by*Takagi, Yoshiji**22-28 A note on a Marčenko–Pastur type theorem for time series***by*Yao, Jianfeng**29-36 An empirical likelihood approach to quantile regression with auxiliary information***by*Tang, Cheng Yong & Leng, Chenlei**37-39 On convex hull of d-dimensional fractional Brownian motion***by*Davydov, Yu.**40-48 The first-passage times of phase semi-Markov processes***by*Zhang, Xuan & Hou, Zhenting**49-57 The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors***by*Kholfi, Sanaa & Mahmoud, Hosam M.**58-62 Asymptotic efficiency of ridge estimator in linear and semiparametric linear models***by*Luo, June**63-66 Empirical likelihood for the parametric part in partially linear errors-in-function models***by*Huang, Zhensheng**67-71 A generalized Isserlis theorem for location mixtures of Gaussian random vectors***by*Vignat, C.**72-76 Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails***by*Rozovsky, Leonid**77-83 Wrapped weighted exponential distributions***by*Roy, Shongkour & Adnan, Mian Arif Shams**84-95 A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers***by*Castaing, Charles & Quang, Nguyen Van & Thuan, Nguyen Tran**96-102 A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity***by*Shi, Jian-Hong & Lv, Jiang-Long**103-108 Spectral analytic comparisons for data augmentation***by*Roy, Vivekananda**109-115 A normal inverse Gaussian model for a risky asset with dependence***by*Leonenko, N.N. & Petherick, S. & Sikorskii, A.**116-122 Moderate deviations for a risk model based on the customer-arrival process***by*Shen, Xinmei & Zhang, Yi**123-129 A law of large numbers result for a bifurcating process with an infinite moving average representation***by*Terpstra, Jeff T. & Elbayoumi, Tamer**130-138 Ruin probabilities of a bidimensional risk model with investment***by*Zhang, Yuanyuan & Wang, Wensheng**139-144 Backbone decomposition for continuous-state branching processes with immigration***by*Kyprianou, A.E. & Ren, Y.-X.