Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 178, issue C, 2021

Prabhakar Lévy processes

Janusz Gajda and Luisa Beghin

Controlling the false discovery rate for latent factors via unit-rank deflation

Ruipeng Dong, Jia Zhou and Zemin Zheng

On the conditional density estimation for continuous time processes with values in functional spaces

Bertrand Maillot and Christophe Chesneau

On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable

Yifan Cui and Eric Tchetgen Tchetgen

A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers

Andrew Rosalsky and Lê Vǎn Thành

Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case

Thomas Fung and Eugene Seneta

Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula

Zheng Wei and Daeyoung Kim

Asymptotically optimal tests for non-linear autoregressive model with β-ARCH errors

Naâmane Laïb and Tewfik Lounis

Nonparametric local linear estimation of the relative error regression function for twice censored data

Bouhadjera Feriel and Ould Saïd Elias

A compact law of the iterated logarithm for online estimator of hazard rate under random censoring

Abdelkader Mokkadem and Mariane Pelletier

A Gaussian approximation theorem for Lévy processes

David Bang, Jorge González Cázares and Aleksandar Mijatović

Hurst estimation for operator scaling random fields

Jeonghwa Lee

A note on the performance of bootstrap kernel density estimation with small re-sample sizes

Majid Mojirsheibani

A note on identifiability conditions in confirmatory factor analysis

William Leeb

Exponential contraction of switching jump diffusions with a hidden Markov chain

Ky Quan Tran

Optimal designs for comparing population curves in hierarchical models

Xin Liu, Min Ye and Rong-Xian Yue

Quantitative stability estimates for multiscale stochastic dynamical systems

Junyu Guo, Xiaotian Guo and Longjie Xie

Exact convergence rate in the central limit theorem for a branching process in a random environment

Zhi-Qiang Gao

A note on the intersections of two random walks in two dimensions

Quirin Vogel

A note on conditional expectation for Markov kernels

A.G. Nogales

Volume 177, issue C, 2021

On stochastic dependence in residual lifetime and inactivity time with some applications

Chen Li and Xiaohu Li

On monotonicity of Ramanujan function for binomial random variables

Daniil Dmitriev and Maksim Zhukovskii

An almost sure central limit theorem for the stochastic heat equation

Jingyu Li and Yong Zhang

An exact method for testing equality of several groups in panel data models

Ahad Malekzadeh and Asghar Esmaeli-Ayan

Monotonicity preservation properties of kernel regression estimators

Iosif Pinelis

Generalizations of Efron’s theorem

Yannis Oudghiri

On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins

John Hughes

Covariance matrix estimation under data-based loss

Dominique Fourdrinier, Anis M. Haddouche and Fatiha Mezoued

Recursive computation of the Hawkes cumulants

Nicolas Privault

On a limit theorem for a non-linear scaling

Zbigniew J. Jurek

A test for strict stationarity in a random coefficient autoregressive model of order 1

Lorenzo Trapani

A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric

Xin Chen and Wenjie Ye

Statistical causality and measurable separability of σ-algebras

Dragana Valjarević and Ana Merkle

Transportation cost inequality for backward stochastic differential equations with mean reflection

Yin Dai and Ruinan Li

Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims

Yang Liu, Zhenlong Chen and Ke-Ang Fu

An extension of Pratelli’s inequality

Adam Osękowski

Supports for degenerate stochastic differential equations with jumps and applications

Huijie Qiao and Jiang-Lun Wu

Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory

Qihu Zhang, Cheolwoo Park and Jongik Chung

Volume 176, issue C, 2021

Shrinkage priors for single-spiked covariance models

Michiko Okudo and Fumiyasu Komaki

Finite frames, frame potentials and determinantal point processes on the sphere

Masatake Hirao

The rate of complete consistency for recursive probability density estimator under strong mixing samples

Yi Wu, Wei Yu, Xuejun Wang and Aiting Shen

On the stability of the martingale optimal transport problem: A set-valued map approach

Ariel Neufeld and Julian Sester

On the number of trials needed to obtain k consecutive successes

Steve Drekic and Michael Z. Spivey

Determinacy of a distribution with finitely many mass points by finitely many moments

Yixi Wei and Jiang-Hong Ma

A simple proof of the Lévy–Khintchine formula for subordinators

Yuri Yakubovich

Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes

Linjun Tang, Shengchao Zheng and Zhongquan Tan

On the Jajte strong law of large numbers

Pingyan Chen and Soo Hak Sung

On a denseness result for quasi-infinitely divisible distributions

Merve Kutlu

Real-time prequential goodness-of-fit testing of life distributions in renewal processes

Mhamed-Ali El-Aroui

Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity

Alexander Iksanov and Oleh Kondratenko

Bounds on the rate of convergence for Markovian queuing models with catastrophes

Alexander Zeifman

Monotonic limit theorem for BSDEs with regulated trajectories

Mohamed Marzougue

A correction to make Chao estimator conservative when the number of sampling occasions is finite

Alessio Farcomeni and Francesco Dotto

Non-triviality in a totally asymmetric one-dimensional Boolean percolation model on a half-line

Viktor Bezborodov