Statistics & Probability Letters

1982 - 2025

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

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Volume 151, issue C, 2019

Covariance functions on spheres cross time: Beyond spatial isotropy and temporal stationarity pp. 1-7

Anne Estrade, Alessandra Fariñas and Emilio Porcu

Nonparametric estimation of the trend for stochastic differential equations driven by small α-stable noises pp. 8-16

Xuekang Zhang, Haoran Yi and Huisheng Shu

Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method pp. 17-28

Salim Bouzebda and Yousri Slaoui

Large rank-based models with common noise pp. 29-35

Praveen Kolli and Andrey Sarantsev

Two part envelopes for rejection sampling of some completely random measures pp. 36-41

Jim Griffin

p-conformal maps on the triangular lattice pp. 42-48

Jiro Akahori, Yuuki Ida and Greg Markowsky

Consistent estimation of residual variance with random forest Out-Of-Bag errors pp. 49-57

Burim Ramosaj and Markus Pauly

Exact convergence rate in the local central limit theorem for a lattice branching random walk on Zd pp. 58-66

Zhi-Qiang Gao

Compatible matrices of Spearman’s rank correlation pp. 67-72

Bin Wang, Ruodu Wang and Yuming Wang

The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution pp. 73-78

Joshua D. Higbee, Jonathan E. Jensen and James McDonald

Jensen inequality for superlinear expectations pp. 79-83

Qian Lin

An elementary proof of de Finetti’s theorem pp. 84-88

Werner Kirsch

The distribution of the minimum of a positive sample pp. 89-96

Christopher S. Withers and Saralees Nadarajah

Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process pp. 97-105

Weiwei Zhang

Applications of the fundamental matrix to mean absorption and conditional mean absorption problems pp. 106-115

Evan Milliken

Nonparametric relative regression under random censorship model pp. 116-122

Khardani Salah and Slaoui Yousri

Volume 150, issue C, 2019

Donsker type theorem for fractional Poisson process pp. 1-8

Héctor Araya, Natalia Bahamonde, Soledad Torres and Frederi Viens

On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty pp. 9-12

Tadeusz Bednarski and Magdalena Skolimowska-Kulig

Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes pp. 13-22

Rita Giuliano, Claudio Macci and Barbara Pacchiarotti

A Hoeffding’s inequality for uniformly ergodic diffusion process pp. 23-28

Michael C.H. Choi and Evelyn Li

Limiting behavior of the ratio of kth records pp. 29-34

Krzysztof Jasiński

Stochastic equations and limit results for some two-type branching models pp. 35-46

Ingemar Kaj and Daniah Tahir

Distribution free goodness of fit testing of grouped Bernoulli trials pp. 47-53

Leigh A. Roberts

Different possible behaviors of wavelet leaders of the Brownian motion pp. 54-60

Antoine Ayache, Céline Esser and Thomas Kleyntssens

Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures pp. 61-67

Chen Wang and Tusheng Zhang

Detecting mortality deceleration: Likelihood inference and model selection in the gamma-Gompertz model pp. 68-73

Marie Böhnstedt and Jutta Gampe

On strong stationary times and approximation of Markov chain hitting times by geometric sums pp. 74-80

Fraser Daly

The Csörgő–Révész moduli of non-differentiability of fractional Brownian motion pp. 81-87

Wensheng Wang and Yimin Xiao

The variance of the average depth of a pure birth process converges to 7 pp. 88-93

Ken R. Duffy, Gianfelice Meli and Seva Shneer

Change-point analysis using logarithmic quantile estimation pp. 94-100

Lucia Tabacu and Mark Ledbetter

On pathwise Riemann–Stieltjes integrals pp. 101-107

Pavel Yaskov

Squared-norm empirical processes pp. 108-113

Vincent Q. Vu and Jing Lei

Best linear predictor of a C[0,1]-valued functional autoregressive process pp. 114-120

Meryem Kada Kloucha and Tahar Mourid

Observing a Lévy process up to a stopping time pp. 121-125

Matija Vidmar

Limit theory for moderate deviation from Integrated GARCH processes pp. 126-136

Yubo Tao

On the first positive and negative excursion exceeding a given length pp. 137-145

Roberta Sirovich and Luisa Testa

Intrinsic metric and one-dimensional diffusions pp. 146-151

Wenjie Sun and Jiangang Ying

Volume 149, issue C, 2019

Checking nonparametric component for partially nonlinear model with missing response pp. 1-8

Zhaoliang Wang, Liugen Xue and Juanfang Liu

Limit theorem for the Robin Hood game pp. 9-15

Omer Angel, Anastasios Matzavinos and Alexander Roitershtein

A nonparametric ensemble binary classifier and its statistical properties pp. 16-23

Tanujit Chakraborty, Ashis Kumar Chakraborty and C.A. Murthy

Large deviations in a population dynamics with catastrophes pp. 29-37

A. Logachov, O. Logachova and A. Yambartsev

The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models pp. 38-46

Jinghong Xiao, Yuechun Wen and Zhongquan Tan

Pointwise eigenfunction estimates and mean Lp-norm blowup of a system of semilinear SPDEs with symmetric Lévy generators pp. 47-54

Eugenio Guerrero and José Alfredo López-Mimbela

Causal inference from strip-plot designs in a potential outcomes framework pp. 55-62

Fatemah A. Alqallaf, S. Huda and Rahul Mukerjee

Markovian structure of the Volterra Heston model pp. 63-72

Eduardo Abi Jaber and Omar El Euch

Exceedances point processes in the plane of stationary Gaussian sequences with data missing pp. 73-79

Zuoxiang Peng, Jinjun Tong and Zhichao Weng

Moment-type estimation from grouped samples pp. 80-85

Piotr Bolesław Nowak

The probability of finite-time blowup of a semi-linear SPDE with fractional noise pp. 86-92

Nguyen Tien Dung

An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions pp. 93-99

Nadir Maaroufi

A weighted discrepancy bound of quasi-Monte Carlo importance sampling pp. 100-106

Josef Dick, Daniel Rudolf and Houying Zhu

A numerical method for forward–backward stochastic equations with delay and anticipated term pp. 107-115

Shuaiqi Zhang and Jie Xiong

On the quasi-ergodic distribution of absorbing Markov processes pp. 116-123

Guoman He, Hanjun Zhang and Yixia Zhu

Generalizations of the arithmetic case of Blackwell’s renewal theorem pp. 124-131

Petros Hadjicostas

Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation pp. 132-141

Xinwei Feng

Zero-adjusted reparameterized Birnbaum–Saunders regression model pp. 142-145

Vera Tomazella, Gustavo H.A. Pereira, Juvêncio S. Nobre and Manoel Santos-Neto

Distributional results relating to the posterior of a Dirichlet process prior pp. 146-152

Spyridon J. Hatjispyros, Theodoros Nicoleris and Stephen G. Walker

On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims pp. 153-159

Haizhong Yang and Jinzhu Li

Asymptotics for discrete time hedging errors under fractional Black–Scholes models pp. 160-170

Wensheng Wang

Scatter halfspace depth for K-symmetric distributions pp. 171-177

Stanislav Nagy