Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 214, issue C, 2024

The logGARCH stochastic volatility model

Hafida Guerbyenne, Fayçal Hamdi and Malika Hamrat

Study of discrete-time Hawkes process and its compensator

Utpal Jyoti Deba Sarma and Dharmaraja Selvamuthu

From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment

Yinna Ye

Exact partially conditional binomial analysis for multinomial data in 2 × 2 tables

Dennis D. Boos, Shannon Ari and Roger L. Berger

Large deviations for the Yule–Walker estimator of near critical autoregressive processes

Xiaochang Wang, Shui Feng, Yiping Guo and Bruno N. Rémillard

Higher-order derivative of local times for space–time anisotropic Gaussian random fields

Zhenlong Chen and Peng Xu

On higher-order moments of INGARCH processes

Christian H. Weiß

Branching processes with immigration in a random environment—The Grincevičius–Grey setup

Péter Kevei

Total variation convergence preserves conditional independence

Steffen Lauritzen

Further results involving residual and past extropy with their applications

Mohamed Kayid

Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion

Xuekang Zhang, Chengzhe Huang and Shounian Deng

Complete qth moment convergence of moving average processes for m-widely acceptable random variables under sub-linear expectations

Mingzhou Xu and Xuhang Kong

On integrals of birth–death processes at random time

P. Vishwakarma and K.K. Kataria

Limiting behavior of a kindness model

Nicolas Lanchier and Max Mercer

Model selection by pathwise marginal likelihood thresholding

Claudia Di Caterina and Davide Ferrari

The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model

Fuxia Cheng

A variation of constant formula for Caputo–Hadamard fractional stochastic differential equations⋆

Min Li, Chengming Huang and Nan Wang

The sparsity index in Poisson size-biased sampling: Algorithms for the optimal unbiased estimation from small samples

Laura Bondi, Marcello Pagano and Marco Bonetti

Some new families of asymmetric nested orthogonal arrays with any strength

Shanqi Pang, Yan Zhu and Xiao Lin

Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process

Yawen Zhang and Caibin Zhang

On the asymptotic properties of extreme values of discrete random variables

Kateryna Akbash, Natalia Doronina and Ivan Matsak

Adaptive rank-based tests for high dimensional mean problems

Yu Zhang and Long Feng

Volume 213, issue C, 2024

Some new asymptotic results for series estimation under clustered dependence

Pingbo Hu, Xiuyuan Peng and Xinglin Hu

Rate of convergence of trinomial formula to Black–Scholes formula

Yuttana Ratibenyakool and Kritsana Neammanee

Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain

Ping Chen and Tusheng Zhang

Short cycles of random permutations with cycle weights: Point processes approach

Oleksii Galganov and Andrii Ilienko

On Yu and Hoff’s confidence intervals for treatment means

Paul Kabaila

Weak approximation of Schrödinger–Föllmer diffusion

Koya Endo and Yumiharu Nakano

Isotropic random tangential vector fields on spheres

Tianshi Lu

Exact quantiles of Gaussian process extremes

Lijian Yang

On negative correlation of Arboreal Gas for specific parameters

Xiangyu Huang

Simultaneous computation of Kendall’s tau and its jackknife variance

Samuel Perreault

Lower bounds for the trade-off between bias and mean absolute deviation

Alexis Derumigny and Johannes Schmidt-Hieber

Bayes minimax estimator of the mean vector in an elliptically contoured distribution

Jie Jiang and Lichun Wang

Instrument-residual estimator for multi-valued instruments under full monotonicity

Bora Kim and Myoung-jae Lee

Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators

Deepankar Basu

Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach

Bushra Husain and Fariha Aslam

The existence and smoothness of self-intersection local time for a class of Gaussian processes

Lin Xie, Wenqing Ni, Shuicao Zheng and Guowei Lei

Representation of solutions to quadratic 2BSDEs with unbounded terminal values

Kon-Gun Kim, Mun-Chol Kim and Ho-Jin Hwang

Ordering results between two multiple-outlier finite δ-mixtures

Raju Bhakta, Suchandan Kayal and Narayanaswamy Balakrishnan

Volume 212, issue C, 2024

Consistent two-stage estimation in heterogeneous network autoregressive model

Jiayang Zhao, Jie Liu and Yuting Su

Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises

Nikolaos Kolliopoulos, David Sanchez and Amy Xiao

Nonparametric kernel estimation of conditional copula density

Toihir Soulaimana Djaloud and Cheikh Tidiane Seck

Indeterminate Hamburger moment problem: Entropy convergence

Pier Luigi Novi Inverardi, Aldo Tagliani and Mariyan Milev

Nonparametric inference for NBUE distributions based on the TTT transform

Tommaso Lando

Volume 211, issue C, 2024

A novel dual-criterion framework for change point detection

Qiang Zhang

Exact post-selection inference for adjusted R squared selection

Sarah Pirenne and Gerda Claeskens

Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables

Zhangting Chen and Dongya Cheng

Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data

Shuli Geng and Lixin Zhang

On the gamma difference distribution

Peter J. Forrester

Option pricing under jump diffusion model

Qian Li and Li Wang

Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums

Neil A. Spencer and Jeffrey W. Miller

Occupation times for age-structured branching processes

Ziling Cheng

Component projection balanced designs for order of addition experiments

Bing Guo, Xueping Chen and Xiaodi Wang

An inequality for the total variation distance between high-dimensional centered Gaussian laws

Lucio Barabesi and Luca Pratelli

A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations

Anders Kock and David Preinerstorfer

Degree evolution in a general growing network

Umberto De Ambroggio and Hiu Ching Yip

The distribution of argmaximum or a winner problem

Youri Davydov and Vladimir Rotar