Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 181, issue C, 2022

Integro-local limit theorems for supercritical branching process in a random environment

M.A. Struleva and E.I. Prokopenko

On the robustification of the kernel estimator of the functional modal regression

Azzi Amel, Laksaci Ali and Ould Saïd Elias

Online multivariate changepoint detection with type I error control and constant time/memory updates per series

Georg Hahn

Least squares estimation for the linear self-repelling diffusion driven by α-stable motions

Leyi Shen, Xiaoyu Xia and Litan Yan

A. de Moivre theorem revisited

Zbigniew S. Szewczak

A note on the Kawada–Itô theorem

Heybetkulu Mustafayev

Local correlation dimension of multidimensional stochastic process

Zouhaier Dhifaoui and Jean-Marc Bardet

Sequential confidence interval for comparing two Bernoulli distributions in a non-conventional set-up

Uttam Bandyopadhyay, Suman Sarkar and Atanu Biswas

When is the Conway–Maxwell–Poisson distribution infinitely divisible?

Xi Geng and Aihua Xia

The Riemann–Liouville field and its GMC as H→0, and skew flattening for the rough Bergomi model

Martin Forde, Masaaki Fukasawa, Stefan Gerhold and Benjamin Smith

Nonparametric estimation of marginal distributions for unordered pairs

Laura Dumitrescu and Darcy Harcourt

On definitive screening designs using Paley’s conference matrices

Yaping Wang, Sixu Liu and Dennis K.J. Lin

The least squares estimator of random variables under convex operators on LF∞(μ) space

Chuanfeng Sun, Shaolin Ji and Chuiliu Kong

Gaussian fluctuation for Gaussian Wishart matrices of overall correlation

Ivan Nourdin and Fei Pu

A note on the local asymptotic mixed normality of a controlled branching process with a random control function

Mukund Ramtirthkar and Mohan Kale

The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching

Huijie Ji and Fubao Xi

When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence

Rui-Ray Zhang

Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices

Kiran Kumar A.S. and Shambhu Nath Maurya

Reproducible feature selection in high-dimensional accelerated failure time models

Yan Dong, Daoji Li, Zemin Zheng and Jia Zhou

On a hazard (failure) rate process with delays after shocks

Nil Kamal Hazra, Maxim Finkelstein and Ji Hwan Cha

On the moment absolute deviation of order statistics from uniform distribution

Rafał Kapelko

Quenched convergence rates for a supercritical branching process in a random environment

Xiaoyue Zhang and Wenming Hong

Testing equivalence to power law distributions

Vladimir Ostrovski

Kernel estimation of extropy function under length-biased sampling

Richu Rajesh, Rajesh G. and S.M. Sunoj

Volume 180, issue C, 2022

Monotonicity properties for solutions of renewal equations

Vaios Dermitzakis and Konstadinos Politis

Consistency of binary segmentation for multiple change-point estimation with functional data

Gregory Rice and Chi Zhang

Balancing a sample almost perfectly

Michael Leuenberger, Esther Eustache, Raphaël Jauslin and Yves Tillé

New characterizations of bivariate discrete Schur-constant models

Nikolai Kolev and Sabrina Mulinacci

Tail dependence functions of the bivariate Hüsler–Reiss model

Shuang Hu, Zuoxiang Peng and Saralees Nadarajah

New testing procedures with k-FWER control for discrete data

Li Wang

On the probability of forming polygons from a broken stick

William Verreault

Quenched distributions for the maximum, minimum and local time of the Brox diffusion

Jonathan Gutierrez-Pavón and Carlos G. Pacheco

Dependence and mixing for perturbations of copula-based Markov chains

Martial Longla, Mathias Muia Nthiani and Fidel Djongreba Ndikwa

Large deviations for super-heavy tailed random walks

Toshio Nakata

On Tsallis extropy with an application to pattern recognition

Narayanaswamy Balakrishnan, Francesco Buono and Maria Longobardi

Dirichlet eigenvalue problems of irreversible Langevin diffusion

Nadia Belmabrouk, Mondher Damak and Nejib Yaakoubi

Identification of parameters from the distribution of the maximum or minimum of Poisson random variables

Bara Kim and Jeongsim Kim

Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion

Nicolas Marie

Construction of space-filling orthogonal Latin hypercube designs

Hui Li, Liuqing Yang and Min-Qian Liu

Learning sparse deep neural networks with a spike-and-slab prior

Yan Sun, Qifan Song and Faming Liang

Stability analysis of semilinear stochastic differential equations

Xiang Lv

Volume 179, issue C, 2021

A note on the stability of multivariate non-linear time series with an application to time series of counts

Zinsou Max Debaly and Lionel Truquet

Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products

Loïc Hervé and James Ledoux

Exponential mixing property for absorbing Markov processes

Guoman He, Hanjun Zhang and Gang Yang

Deterministic implicit two-step Milstein methods for stochastic differential equations

Quanwei Ren, Hongjiong Tian and Tianhai Tian

Testing for subsphericity when n and p are of different asymptotic order

Joni Virta

Non-convex isotonic regression via the Myersonian approach

Zhenyu Cui, Chihoon Lee, Lingjiong Zhu and Yunfan Zhu

On the density for sums of independent Mittag-Leffler variates with common order

Edmond Levy

Hyperbolic cosine ratio and hyperbolic sine ratio random fields

Chunsheng Ma

On numbers of observations in random regions determined by records for tail-less populations

Anna Dembińska, Masoumeh Akbari and Jafar Ahmadi

Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition

Anna Bonnet, Miguel Martinez Herrera and Maxime Sangnier

A note on the analytic approximation of exceedance probabilities in heterogeneous populations

H.S. Battey

Best lower bound on the probability of a binomial exceeding its expectation

Iosif Pinelis

Optimal portfolio with power utility of absolute and relative wealth

Andrey Sarantsev

Ordinal classification of 3D brain structures by functional data analysis

L. Ferrando, I. Epifanio and N. Ventura-Campos

Variational formula of capacity for asymmetric Markov chains

Zhi-Wen Cheng and Yong-Hua Mao

On the asymptotic distribution of randomly weighted averages of random vectors

Rasool Roozegar and Hamid Reza Taherizadeh Zarch

Forced harmonic oscillators, waves on a forced string and changes of measure

Henryk Gzyl