# Elsevier

# Statistics & Probability Letters

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### August 2011, Volume 81, Issue 8

**921-929 Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications***by*Wang, Baobin & Jiang, Hui & Yu, Jinyou**930-936 A robust alternative to the ratio estimator under non-normality***by*Oral, Evrim & Oral, Ece**937-946 On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing***by*De Capitani, L. & De Martini, D.**947-956 An empirical likelihood approach to data analysis under two-stage sampling designs***by*Zheng, Ming & Yu, Wen**957-961 The product of two dependent random variables with regularly varying or rapidly varying tails***by*Jiang, Jun & Tang, Qihe**962-972 Power variation of fractional integral processes with jumps***by*Liu, Guangying & Zhang, Xinsheng**973-982 The beta Laplace distribution***by*Cordeiro, Gauss M. & Lemonte, Artur J.**983-988 A nonparametric test for a two-sample scale problem based on subsample medians***by*Mahajan, Kalpana K. & Gaur, Anil & Arora, Sangeeta**989-997 Tempered stable laws as random walk limits***by*Chakrabarty, Arijit & Meerschaert, Mark M.**998-1002 On the Hougaard subordinated Gaussian Lévy processes***by*Grigelionis, Bronius**1003-1012 Remarks on the intersection local time of fractional Brownian motions***by*Chen, Chao & Yan, Litan**1013-1020 A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter***by*Diop, Mamadou Abdoul & Ouknine, Youssef**1021-1026 Goal achieving probabilities of constrained mean-variance strategies***by*Scott, Alexandre & Watier, François**1027-1033 Small Box-Behnken design***by*Zhang, Tian-Fang & Yang, Jian-Feng & Lin, Dennis K.J.**1034-1038 A limit result for the prior predictive applied to checking for prior-data conflict***by*Evans, Michael & Jang, Gun Ho**1039-1045 The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis***by*Masry, Elias**1046-1051 Frame theory in directional statistics***by*Ehler, Martin & Galanis, Jennifer**1052-1055 Importance sampling as a variational approximation***by*Nott, David J. & Li, Jialiang & Fielding, Mark**1056-1062 Sparse variational analysis of linear mixed models for large data sets***by*Armagan, Artin & Dunson, David**1063-1071 Multivariate causality tests with simulation and application***by*Bai, Zhidong & Li, Heng & Wong, Wing-Keung & Zhang, Bingzhi**1072-1077 Some characterization results on generalized cumulative residual entropy measure***by*Kumar, Vikas & Taneja, H.C.**1078-1085 The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test***by*Bai, Zhidong & Wang, Keyan & Wong, Wing-Keung**1086-1093 Martingale transforms between Hardy-Orlicz spaces and of martingales***by*Yu, Lin**1094-1097 Relaxation time is monotone in temperature in the mean-field Ising model***by*Kargin, Vladislav**1098-1103 The generalized Cantor distribution and its corresponding inverse distribution***by*Arnold, Barry C.**1104-1111 Estimation for discretely observed continuous state branching processes with immigration***by*Huang, Jianhui & Ma, Chunhua & Zhu, Cai**1112-1120 On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables***by*Eghbal, N. & Amini, M. & Bozorgnia, A.**1121-1127 Godambe estimating functions and asymptotic optimal inference***by*Hwang, S.Y. & Basawa, I.V.**1128-1135 Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies***by*Wu, Haizhen & Kvizhinadze, Giorgi**1136-1142 High-dimensional generation of Bernoulli random vectors***by*Modarres, Reza**1143-1149 A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution***by*Abdelkader, Yousry H.**1150-1154 An equivalent representation of the Brown-Resnick process***by*Engelke, S. & Kabluchko, Z. & Schlather, M.**1155-1160 Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality***by*Biswas, Atanu & Bhattacharya, Rahul**1161-1172 On the solution process for a stochastic fractional partial differential equation driven by space-time white noise***by*Wu, Dongsheng**1173-1178 Applying Brownian motion to the study of birth-death chains***by*Markowsky, Greg**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

### July 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

### June 2011, Volume 81, Issue 6

**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 6

**627-631 Algebraic polynomials and moments of stochastic integrals***by*Langovoy, Mikhail

### May 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

### April 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.

### March 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

### February 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

### January 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

### December 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