Statistics & Probability Letters

1982 - 2026

Current editor(s): Somnath Datta and Hira L. Koul

From Elsevier
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Volume 231, issue C, 2026

Parameter estimation for non-stationary α-stable Ornstein–Uhlenbeck processes with constant drift

Xuekang Zhang and Sijia Qiao

Log-convexity of moments of averages of i.i.d. Gamma and Poisson random variables

Yanhui Jiao and Yanpeng Li

On some properties of a partial ordering based on the mean time to failure function

Lisa Parveen

On the relationship between stochastic and deterministic polynomial trends with applications to the detection of the order of integration

Lorenzo Camponovo

Generating negative regression dependence via conditioning operations

Weiwei Zhuang, Yuting Su and Taizhong Hu

Lie algebraic duality for some Markov processes

Sayantan Maitra and Aritra Mandal

Minimum individual aberration two-level baseline designs

Shengli Zhao, Min Han and Zhaohui Yan

Extreme values of scaled L-moments

Tomasz Rychlik and Magdalena Szymkowiak

Martingale posteriors for generative classifiers

Pier Giovanni Bissiri and Matteo Borrotti

Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process

Minhan Wen, Ruoning Guan and Hui Jiang

Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients

Badr Elmansouri and Mohamed Marzougue

Weak laws of large numbers together with convergence rates for random sums of random fields

Phan Tri Kien, Nguyen Van Quang and Nguyen Van Huan

Complete moment convergence for pairwise i.i.d. random variables with regularly varying moments

Yongfeng Wu and Mei Guan

Central limit theorems for divergent higher-order Hermite integrals of Brownian motion

Yinmeng Chen, Xiaoyu Xia and Litan Yan

Volume 230, issue C, 2026

Adaptive minimax-optimal Wasserstein deconvolution with unknown error distributions

Catia Scricciolo

Location tests with noisy proxies for latent variables

Louis Deutsch and Eugene Katsevich

Power enhancement of permutation-augmented partial-correlation tests via fixed-row permutations

Tianyi Wang, Guanghui Wang, Zhaojun Wang and Changliang Zou

An identity for the bias in Markov reward processes with applications to Markov chain perturbation and Kemeny’s constant

Ronald Ortner

Large deviations for a subcritical Galton–Watson process with state-dependent immigration

Doudou Li, Han Liu and Mei Zhang

Asymptotic behavior of renewal processes with random time

Diana Rauwolf and Udo Kamps

On the duality for real mixture models

Farouk Mselmi

Trotter-Kato approximations of stochastic evolution equations with local Lipschitz nonlinearities

T.E. Govindan

A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors

Luis A. Arteaga-Molina and Juan M. Rodriguez-Poo

A functional limit theorem for self-normalized partial sum processes in the M1 topology

Danijel Krizmanić

Fitting mixtures of von Mises distributions via noise contrastive estimation

Cinzia Di Nuzzo, Salvatore Ingrassia and Luca Scaffidi Domianello

An asymptotically exact multiple testing procedure under dependence

Swarnadeep Datta and Monitirtha Dey

On elephant random walk with random memory

M. Dhillon and K.K. Kataria

Large deviations of Gaussian neural networks with ReLU activation

Quirin Vogel

Mean convergence for the maximum of weighted sums of negatively associated random variables under Gut’s condition

Lê Vǎn Thành

Volume 229, issue C, 2026

Supermartingales for one-sided tests: Sufficient monotone likelihood ratios are sufficient

Peter Grünwald and Wouter M. Koolen

Stochastic comparisons of two-series–parallel systems with independent components randomly chosen from two batches

Longxiang Fang, Yu Ruan and N. Balakrishnan

A generalisation of Ville’s inequality to monotonic lower bounds and thresholds

Wouter M. Koolen, Muriel F. Pérez-Ortiz and Tyron Lardy

The existence of a class of asymmetric orthogonal arrays with seven factors

Yan Zhu, Shanqi Pang, Xiao Lin and Chen Li

Maximum likelihood estimation for singular Wishart distributions

Manabu Asai

Mean reflected backward stochastic partial differential equations

Hongchao Qian

Maximum conditional likelihood estimation for the REST model with measurement error

Jie Zhang, Yang Liu and Qian Sun

On mixture relationships between central and non-central chi-squared difference distributions

M.C. Jones

Volume 228, issue C, 2026

Optimal sub-Gaussian variance proxy for truncated Gaussian and exponential random variables

Mathias Barreto, Olivier Marchal and Julyan Arbel

A note on the structure of the filtering recursion for finite HMMs

Dimitrios Katselis, Boris I. Godoy, Rodrigo Carvajal and Juan C. Agüero

Communication-efficient distributed robust variable selection for heterogeneous massive data

Hang Zou and Yunlu Jiang

Uniform mean estimation for monotonic processes

Eugenio Clerico, Hamish E. Flynn and Patrick Rebeschini

Multiple testing in generalized universal inference

Neil Dey, Ryan Martin and Jonathan P. Williams

The eschewed sinh-arcsinh t distribution

M.C. Jones and Arthur Pewsey

Variance-based difference between graphical identification conditions of causal effects in linear structural equation models

Chie Taguchi and Manabu Kuroki

Double dipping with balanced sampling

Blair Robertson, Chris Price and Marco Reale

Change-point detection in Vector-Tensor linear model

Haiyue Su, Zhiming Xia, Wenyuan Shang and Meili Shi

Multiple imputation of censored bivariate event-times via inverse transform and nonparametric Gibbs sampling

Daniela Angulo and Susan Murray

Iterated ergodic theorems and Erdös–Rényi law of large numbers

Yuri Kifer

Spatial local linear quantile regression under association

Xin-Yi Xu, Jiang-Feng Wang, Kang Hu, Shan He and Yu Xia

A note on blinded continuous monitoring for continuous outcomes

Long-Hao Xu and Tim Friede