Statistics & Probability Letters

1982 - 2025

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

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Volume 157, issue C, 2020

Recursive estimators of integrated squared density derivatives

Abdelkader Mokkadem and Mariane Pelletier

Periodogram ordinate: Spatial model with near unit roots and dependent errors

N. Adu, G. Richardson and M.C. Tseng

Zastavnyi operators and positive definite radial functions

Tarik Faouzi, Emilio Porcu, Moreno Bevilacqua and Igor Kondrashuk

Survival function estimation of current status data with dependent censoring

Jin-Jian Hsieh and Yung-Yu Chen

Power type law of the iterated logarithm for Gaussian variables

R.P. Pakshirajan

On the distribution of the hitting time for the N–urn Ehrenfest model

Cheng Xin, Minzhi Zhao, Qiang Yao and Erjia Cui

A robust estimation for the extended t-process regression model

Zhanfeng Wang, Kai Li and Jian Qing Shi

On uniform continuity of posterior distributions

Emanuele Dolera and Edoardo Mainini

Bifractional Brownian motion for H>1 and 2HK≤1

Anna Talarczyk

A note on the consistency of the maximum likelihood estimator under multivariate linear cluster-weighted models

Giuliano Galimberti and Gabriele Soffritti

Asymptotic properties of concave L1-norm group penalties

Ben Sherwood, Aaron J. Molstad and Sumanta Singha

Moderate deviations for nonhomogeneous Markov chains

Mingzhou Xu, Kun Cheng and Yunzheng Ding

On perturbations of non-diagonalizable stochastic matrices of order 3

P.J. Pauwelyn and M.A. Guerry

On the differences between L2Boosting and the Lasso

Michael Vogt

A few surprising integrals

Malin Palö Forsström and Jeffrey E. Steif

On error bounds for high-dimensional asymptotic distribution of L2-type test statistic for equality of means

Masashi Hyodo, Takahiro Nishiyama and Tatjana Pavlenko

Volume 156, issue C, 2020

Stein’s method for the single server queue in heavy traffic

Robert E. Gaunt and Neil Walton

Finding the modes of some multivariate discrete probability distributions: Application of the resource allocation problem

Chengwu Shen and Anh Ninh

Functional CLT for nonstationary strongly mixing processes

Florence Merlevède and Magda Peligrad

Series representations of isotropic vector random fields on balls

Tianshi Lu, Nikolai Leonenko and Chunsheng Ma

A note on monotonicity in repeated attempt selection models

Seunghwan Park and Michael J. Daniels

Cumulants of multiinformation density in the case of a multivariate normal distribution

Guillaume Marrelec and Alain Giron

A note on discrete multivariate Markov random field models

Ryan H.L. Ip and K.Y.K. Wu

Liouville distorted Brownian motion

Jiyong Shin

An extension of the Last-Success-Problem

J.M. Grau Ribas

Distributions in the constant-differentials Pólya process

Hosam M. Mahmoud and Panpan Zhang

Extremal paths in inhomogenous random graphs

Ghurumuruhan Ganesan

Prediction law of mixed Gaussian Volterra processes

Tommi Sottinen and Lauri Viitasaari

Empirical likelihood test for diagonal symmetry

Yongli Sang and Xin Dang

Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space

Natsumi Makigusa and Kanta Naito

Convex transform order of the maximum of independent Weibull random variables

Jintang Wu, Mengshou Wang and Xiaohu Li

Estimation for functional partial linear models with missing responses

Jianjun Zhou and Qingyan Peng

Solvability of anticipated backward stochastic Volterra integral equations

Jiaqiang Wen and Yufeng Shi

Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods

Milan Merkle, Yuri F. Saporito and Rodrigo Targino

Regular variation and free regular infinitely divisible laws

Arijit Chakrabarty, Sukrit Chakraborty and Rajat Subhra Hazra

Testing for superiority between two variance functions

Graciela Boente and Pardo–Fernández, Juan Carlos

Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices

Xue Ding

Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces” [Statist. Probab. Lett. 137 (2018) 183–190]

Ryoichi Suzuki

Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by α-stable noises

Xuekang Zhang, Haoran Yi and Huisheng Shu

Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres

Ahmed Arafat, Pablo Gregori and Emilio Porcu

A hypothesis-testing perspective on the G-normal distribution theory

Shige Peng and Quan Zhou

Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise

Kai Liu

Karhunen–Loève expansion of a set indexed fractional Brownian motion

Arthur Yosef and Amos Baranes

Volume 155, issue C, 2019

Transportation cost inequality for backward stochastic differential equations pp. -

Khaled Bahlali, Brahim Boufoussi and Soufiane Mouchtabih

Uniform versus Zipf distribution in a mixing collection process pp. -

Aristides V. Doumas and Vassilis G. Papanicolaou

Approximations of the cumulative distribution function for infinite weighted sum of random variables pp. -

X. Shi, A. Wong and S. Zheng

Scaling limit of the local time of the reflected (1,2)-random walk pp. -

Hui Yang

Lp-solutions for stochastic Navier–Stokes equations with jump noise pp. -

Jiahui Zhu, Zdzisław Brzeźniak and Wei Liu

Assessing bivariate tail non-exchangeable dependence pp. -

Lei Hua, Alan Polansky and Paramahansa Pramanik

A sharp estimate for probability distributions pp. -

Stefan Steinerberger

On a spectrally negative Lévy risk process with periodic dividends and capital injections pp. -

Hua Dong and Xiaowen Zhou

On doubly robust estimation for logistic partially linear models pp. -

Zhiqiang Tan

Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion pp. -

Xianye Yu

Detecting periodicity from the trajectory of a random walk in random environment pp. -

Bruno N. Rémillard and Jean Vaillancourt

Hitting spheres with Brownian motion revisited pp. -

Henryk Gzyl

On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein–Uhlenbeck processes pp. -

Shoujiang Zhao and Qianqian Zhou

Refining the central limit theorem approximation via extreme value theory pp. -

Ulrich K. Müller

Convergence rate of Krasulina estimator pp. -

Jiangning Chen

Limit theorems for an inverse Markovian Hawkes process pp. -

Youngsoo Seol

Sharp weighted weak type (∞,∞) inequality for differentially subordinate martingales pp. -

Michał Brzozowski and Adam Osękowski

Limit properties of continuous self-exciting processes pp. -

Gunhee Kim and Geon Ho Choe