Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 216, issue C, 2025

On the moments of dividends and capital injections under a variant type of Parisian ruin

Kaixin Yan, Ruixing Ming, Haibin Wang and Wenyuan Wang

Unified specification tests in partially linear quantile regression models

Xiaojun Song and Zixin Yang

Penalized composite likelihood estimation for hidden Markov models with unknown number of states

Yong Lin and Mian Huang

Convergence rates in the limit theorems for random sums of m-orthogonal random variables

Nguyen Van Quang, Nguyen Van Huan and Phan Tri Kien

On absolute moment-based upper bounds for L-moments

M.C. Jones and N. Balakrishnan

Input estimation from discrete workload observations in a Lévy-driven storage system

Dennis Nieman, Michel Mandjes and Liron Ravner

Block structure-based covariance tensor decomposition for group identification in matrix variables

Yu Chen, Zongqing Hu, Jie Hu and Lei Shu

The quantile-based empirical likelihood for the difference of quantiles

Lichun Dai, Pengfei Liu, Yiming Liu and Guangren Yang

Consistent tests for semiparametric conditional independence

Shengtao Dai and Xiaojun Song

Information bounds for Gaussian copula parameter in stationary semiparametric Markov models

Xiaohong Chen and Yanping Yi

Construction of weighted efficiency optimal designs for experiments with mixtures

Junpeng Li, Guanghui Li, Wei Leng, Chongqi Zhang and Hongyu Su

Chainability of infinitely divisible measures

Shaul K. Bar-Lev and Gérard Letac

A note on statistical distances for discrete log-concave measures

Arnaud Marsiglietti and Puja Pandey

Cramér type moderate deviation for random walks conditioned to stay positive

Mingyang Sun

Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients

Li Yang

On the intransitivity of the win ratio

David Oakes

Exact convergence rate of the central limit theorem and polynomial convergence rate for branching processes in a random environment

Yingqiu Li, Xin Zhang, Zhan Lu and Sheng Xiao

A Stein characterisation of the distribution of the product of correlated normal random variables

Robert E. Gaunt, Siqi Li and Heather L. Sutcliffe

Multivariate Hawkes process allowing for common shocks

Zhehao Zhang and Ruina Xing

Strong convergence of multi-scale stochastic differential equations with a full dependence

Qing Ji and Jicheng Liu

On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations

P.T. Huong and P.T. Anh

General mean-field reflected backward stochastic differential equations with locally monotone coefficients

Zongkui Fu and Dandan Fei

Continuity of Gaussian extreme distributions

Lijian Yang

Waiting time representation of discrete distributions

Tomasz J. Kozubowski, Dorota Młynarczyk and Anna K. Panorska

Extension of a strong form of the three-dimensional Gaussian product inequality

Bara Kim and Jeongsim Kim

Mean square error and variance estimation of the sample ratio under Lahiri ’s design

Hiroshi Saigo

Universally consistent K-sample tests via dependence measures

Sambit Panda, Cencheng Shen, Ronan Perry, Jelle Zorn, Antoine Lutz, Carey E. Priebe and Joshua T. Vogelstein

Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse

Kai Wang, Hongjie Fan and Yanling Zhu

An equilibrium model of reinsurance pricing

Jiang Cheng, Chao Deng, Shuyan Liu and Xudong Zeng

Pricing formula of Lookback option in stochastic delay differential equation model

Paek Il-Kwang, Kang Chol-Su and Kim Kyong-Hui

Optimal curing rate allocation in the SIS epidemic model

Ryan McFadden, Fraser Daly and Seva Shneer

Well-posedness for the stochastic Landau–Lifshitz–Gilbert equation with helicity driven by jump noise

Soham Gokhale

Statistical inference for Ornstein–Uhlenbeck processes based on low-frequency observations

Dingwen Zhang

Volume 215, issue C, 2024

A stereographic test of spherical uniformity

Alberto Fernández-de-Marcos and Eduardo García-Portugués

Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift

Yanfang Li and Guohuan Zhao

The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions

Ramkumar Kasinathan, Ravikumar Kasinathan, Dimplekumar Chalishajar, Dumitru Baleanu and Varshini Sandrasekaran

Empirical limit theorems for Wiener chaos

Shuyang Bai and Jiemiao Chen

Population-level information for improving quantile regression efficiency

Yang Lv, Guoyou Qin and Zhongyi Zhu

D-optimal designs for a multidimensional second-degree polynomial model with no intercept

P.V. Shpilev

Replication in random translation designs

Timothy W. Waite

Methods for testing the random utility model

Antonio Forcina and Valentino Dardanoni

On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem

Yining Wang and Michael P. McDermott

When is the discrete Weibull distribution infinitely divisible?

Markus Kreer, Ayse Kizilersu and Anthony W. Thomas

Adapted Chatterjee correlation coefficient

Ya Wang, Linjiajie Fang and Bingyi Jing

Stochastic comparison of parallel systems with heterogeneous dependent exponential components

Ebrahim Amini-Seresht, Baha-Eldin Khaledi and Salman Izadkhah

The Berry–Esseen bound in de Jong’s CLT

Christian Döbler

Asymptotic coarse Ricci curvature of inhomogeneous random graph

Mingao Yuan

A kernel-type regression estimator for NMAR response variables with applications to classification

Majid Mojirsheibani and Arin Khudaverdyan

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