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Statistics & Probability Letters

1982 - 2021

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

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Volume 125, issue C, 2017

Consistency and asymptotic normality of stochastic Euler schemes for ordinary differential equations pp. 1-8 Downloads
Johannes T.N. Krebs
A note on compatibility of conditional autoregressive models pp. 9-16 Downloads
Emanuela Dreassi and Pietro Rigo
Perturbations of continuous-time Markov chains pp. 17-24 Downloads
Pei-Sen Li
Maximal irreducibility measure for spatial birth-and-death processes pp. 25-32 Downloads
Viktor Bezborodov and Luca Di Persio
Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization pp. 33-43 Downloads
Zhichao Weng and Xin Liao
On the maxima and sums of homogeneous Gaussian random fields pp. 44-54 Downloads
Zhongquan Tan and Linjun Tang
Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients pp. 55-63 Downloads
Hoang-Long Ngo and Dai Taguchi
Lasso for sparse linear regression with exponentially β-mixing errors pp. 64-70 Downloads
Fang Xie, Lihu Xu and Youcai Yang
Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times pp. 71-79 Downloads
Jun Yan
Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications pp. 80-90 Downloads
Jiang Zhou, Lan Wu and Yang Bai
Asymptotic independence of bivariate order statistics pp. 91-98 Downloads
Michael Falk and Florian Wisheckel
On randomization-based causal inference for matched-pair factorial designs pp. 99-103 Downloads
Jiannan Lu and Alex Deng
The directions of selection bias pp. 104-109 Downloads
Zhichao Jiang and Peng Ding
Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function pp. 110-120 Downloads
S. Zinodiny, S. Rezaei and S. Nadarajah
On a generalization of Archimedean copula family pp. 121-129 Downloads
Jiehua Xie, Feng Lin and Jingping Yang
Modified information approach for detecting change points in piecewise linear failure rate function pp. 130-140 Downloads
Xia Cai, Yubin Tian and Wei Ning
Model free feature screening with dependent variable in ultrahigh dimensional binary classification pp. 141-148 Downloads
Peng Lai, Fengli Song, Kaiwen Chen and Zhi Liu
Exponential ergodicity for population dynamics driven by α-stable processes pp. 149-159 Downloads
Zhenzhong Zhang, Xuekang Zhang and Jinying Tong
Proper two-sided exits of a Lévy process pp. 160-163 Downloads
Matija Vidmar
A two-sided bound for the renewal function when the interarrival distribution is IMRL pp. 164-170 Downloads
Sotirios Losidis and Konstadinos Politis
The asymptotic hazard rate of sums of discrete random variables pp. 171-173 Downloads
Joachim Arts, Geert-Jan van Houtum and Bert Zwart
Construction of (nearly) orthogonal sliced Latin hypercube designs pp. 174-180 Downloads
Xiao-Lei Wang, Yu-Na Zhao, Jian-Feng Yang and Min-Qian Liu
Exact and asymptotic distributions of exceedance statistics for bivariate random sequences pp. 181-188 Downloads
Aysegul Erem and Ismihan Bayramoglu
Bayesian mixture modeling for spectral density estimation pp. 189-195 Downloads
Annalisa Cadonna, Athanasios Kottas and Raquel Prado
Stochastic accessibility on Grushin-type manifolds pp. 196-201 Downloads
Teodor Ţurcanu and Constantin Udrişte
Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity pp. 202-206 Downloads
Yibin Liu and Wenbin Wu
On linear stochastic equations of optional semimartingales and their applications pp. 207-214 Downloads
Mohamed N. Abdelghani and Alexander V. Melnikov
Properties of the Kelly bets for pairs of binary wagers pp. 215-219 Downloads
Bennett Eisenberg and Shuotao Diao
Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) pp. 220-226 Downloads
Ryota Yabe
Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments pp. 227-235 Downloads
Ke-Ang Fu and Cheuk Yin Andrew Ng

Volume 124, issue C, 2017

A Gaussian expectation product inequality pp. 1-4 Downloads
Zhenxia Liu, Zhi Wang and Xiangfeng Yang
A central limit theorem for Lebesgue integrals of random fields pp. 5-12 Downloads
Jürgen Kampf
Asymptotic behavior of the joint record values, with applications pp. 13-21 Downloads
H.M. Barakat and M.A. Abd Elgawad
Finite time Parisian ruin of an integrated Gaussian risk model pp. 22-29 Downloads
Xiaofan Peng and Li Luo
Probability that product of real random matrices have all eigenvalues real tend to 1 pp. 30-32 Downloads
Tulasi Ram Reddy
Uniform convergence rates for halfspace depth pp. 33-40 Downloads
Michael A. Burr and Robert J. Fabrizio
On stochastic pseudo-integrals with applications pp. 41-48 Downloads
Hamzeh Agahi and Milad Yadollahzadeh
A note on the generalized linear exponential distribution pp. 49-54 Downloads
Chiang-Sheng Lee and Hsine-Jen Tsai
Creating new distributions by blunting cusps pp. 55-63 Downloads
Rose Baker
Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex pp. 64-68 Downloads
J. Bergman and B. Holmquist
Some properties of bivariate Schur-constant distributions pp. 69-76 Downloads
Bao Quoc Ta and Chung Pham Van
Testing equivalence of multinomial distributions pp. 77-82 Downloads
Vladimir Ostrovski
Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data pp. 83-91 Downloads
Dragi Anevski
Computation of vector ARMA autocovariances pp. 92-96 Downloads
Tucker McElroy
Decomposing aggregate risk into marginal risks under partial information: A top-down method pp. 97-100 Downloads
Hui Shao
Generalized fractional Laplace motion pp. 101-109 Downloads
J. Gajda, A. Wyłomańska and A. Kumar
The strong laws of large numbers for positive measurable operators and applications pp. 110-120 Downloads
Nguyen Van Quang, Do The Son and Le Hong Son
Credit default prediction and parabolic potential theory pp. 121-125 Downloads
Matteo L. Bedini and Michael Hinz
Stochastic solutions of conformable fractional Cauchy problems pp. 126-131 Downloads
Yücel Çenesiz, Ali Kurt and Erkan Nane
A note on Slepian’s inequality based on majorization pp. 132-139 Downloads
Ying Ding and Xinsheng Zhang
Geometric random variables: Descents following maxima pp. 140-147 Downloads
Margaret Archibald, Aubrey Blecher, Charlotte Brennan, Arnold Knopfmacher and Helmut Prodinger
Distribution spread and location metrics using entropic separation pp. 148-153 Downloads
Roger J. Bowden
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