Statistics & Probability Letters

1982 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 184, issue C, 2022

On the link between monetary and star-shaped risk measures

Marlon Ruoso Moresco and Marcelo Righi

A note on a dynamic network model with homogeneous structure

Yuhang Long and Tao Huang

Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times

Ke-Ang Fu, Yang Liu and Jiangfeng Wang

Limit theorems for a discrete-time marked Hawkes process

Haixu Wang

On Itô’s formula for semimartingales with jumps and non-C2 functions

Julia Eisenberg and Paul Krühner

A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables

Deli Li, Yu Miao and George Stoica

The distribution of the non-central Wilks statistic in the complex case

Pham-Gia Thu and Duong Thanh Phong

An improved asymptotic test for the Jaccard similarity index for binary data

Scott H. Koeneman and Joseph E. Cavanaugh

Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree

Kainan Xiang and Lang Zou

Robust sparse precision matrix estimation for high-dimensional compositional data

Wanfeng Liang, Yue Wu and Xiaoyan Ma

Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise

Vivek Kumar

Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk

Yu-Sheng Hsu, Pei-Chun Chen and Cheng-Hsun Wu

An alternative sequential method for the state estimation of a partially observed SETAR(1) process

Paula Milheiro-Oliveira

Long term behavior of incomplete and time varying product ratings

Piotr Kokoszka, Deepak Singh and Haonan Wang

Parameter estimation in CKLS model by continuous observations

Yuliya Mishura, Kostiantyn Ralchenko and Olena Dehtiar

Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion

Fen-Fen Yang and Chenggui Yuan

Multi split conformal prediction

Aldo Solari and Vera Djordjilović

Risk-sensitive semi-Markov decision problems with discounted cost and general utilities

Arnab Bhabak and Subhamay Saha

Epidemic change-point detection in general causal time series

Mamadou Lamine Diop and William Kengne

Nonparametric recursive method for moment generating function kernel-type estimators

Salim Bouzebda and Yousri Slaoui

Volume 183, issue C, 2022

Tweedie-type formulae for a multivariate Laplace distribution

Jianhong Shi, Xiuqin Bai and Weixing Song

Estimating social effects in a multilayered Linear-in-Means model with network data

Alexandra Manta, Anson Ho, Kim Huynh and David Jacho-Chávez

One-dimensional diffusion and stochastic differential equation

Ping He, Yuncong Shen and Wenjie Sun

Effective sample size for a mixture prior

Leonardo Egidi

Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators

Saptarshi Chakraborty, Suman K. Bhattacharya and Kshitij Khare

Comparison of Lp-quantiles and related skewness measures

Idir Arab, Tommaso Lando and Paulo Eduardo Oliveira

Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution

Feng Yu

Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one

Tao Wang

A proof of consistency of the MLE for nonlinear Markov-switching AR processes

Lisandro Fermín, José Marcano and Luis-Angel Rodríguez

An improved Hoeffding’s inequality for sum of independent random variables

Xueqin Cheng and Yanpeng Li

Limit theorems for the uppermost mth spacing based on weak geometric records

Alexei Stepanov and Anna Dembińska

Searching for minimal optimal neural networks

Lam Si Tung Ho and Vu Dinh

Extended eigenvalue–eigenvector method

K.K. Kataria and M. Khandakar

Volume 182, issue C, 2022

Nonparametric recursive regression estimation on Riemannian Manifolds

Salah Khardani and Anne Françoise Yao

A new RKHS-based global testing for functional linear model

Jianjun Xu and Wenquan Cui

On strong consistency of kernel k-means: A Rademacher complexity approach

Anish Chakrabarty and Swagatam Das

Consistency of global LSE for MA(1) models

Yaxing Yang, Shiqing Ling and Qiying Wang

Deriving the central limit theorem from the de Moivre–Laplace theorem

Calvin Wooyoung Chin

Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients

Ruifang Wang, Yong Xu and Hongge Yue

Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs

Guanghui Cheng, Zhi Liu and Liuhua Peng

An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes

Markus Kreer

A note on exact laws of large numbers for the range of a sample from Pareto-type distributions

Przemysław Matuła and André Adler

Generalizations of some concentration inequalities

M. Ashraf Bhat and G. Sankara Raju Kosuru

Quantile trace regression via nuclear norm regularization

Lei Wang, Jing Zhang, Bo Li and Xiaohui Liu

Intermediate dimension of images of sequences under fractional Brownian motion

Kenneth J. Falconer

A decoupling principle for Markov-modulated chains

Qinjing Qiu and Reiichiro Kawai

Robust sphericity test in the panel data model

Xiaoxu Zhang, Ping Zhao and Long Feng

Sharp and simple bounds for the raw moments of the binomial and Poisson distributions

Thomas D. Ahle

Global well-posedness of 2D stochastic Burgers equations with multiplicative noise

Guoli Zhou, Lidan Wang and Jiang-Lun Wu

The variance of the power of a shifted random variable with applications

Katarzyna Budny

On the stability of the stochastic gradient Langevin algorithm with dependent data stream

Miklós Rásonyi and Kinga Tikosi

Sharp lower and upper bounds for the covariance of bounded random variables

Ola Hössjer and Arvid Sjölander

Construction of simultaneous confidence bands using conditional Monte Carlo

S. Zhou, K. Yao, W. Liu and F. Bretz

Parisian ruin probability for two-dimensional Brownian risk model

Konrad Krystecki