# Statistics & Probability Letters
1982 - 2017
Current editor(s): *Somnath Datta* and *Hira L. Koul* From Elsevier Series data maintained by Dana Niculescu (). Access Statistics for this journal.
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**Volume 78, issue 18, 2008**
- On a Gibbs characterization of normalized generalized Gamma processes pp. 3123-3128
*Annalisa Cerquetti*
- On the geometry of a generalized cross-correlation random field pp. 3129-3134
*F. Carbonell* and *K.J. Worsley*
- A note on the invariance under change of measure for stochastic test functions and distribution spaces pp. 3135-3138
*Alberto Lanconelli*
- On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables pp. 3139-3144
*Sirous Fathi Manesh* and *Baha-Eldin Khaledi*
- Spatial smoothing, Nugget effect and infill asymptotics pp. 3145-3151
*Zudi Lu*, *Dag Tjøstheim* and *Qiwei Yao*
- Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential pp. 3152-3158
*Mehmet Yilmaz* and *Birol Topçu*
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors pp. 3159-3169
*M. Revan Özkale*
- An almost sure limit theorem for the product of partial sums with stable distribution pp. 3170-3175
*Khurelbaatar Gonchigdanzan*
- Inverse problems for random walks on trees: Network tomography pp. 3176-3183
*Victor de la Pena*, *Henryk Gzyl* and *Patrick McDonald*
- A note on skew-elliptical distributions and linear functions of order statistics pp. 3184-3186
*Nicola Loperfido*
- On extending the Brunk-Prokhorov strong law of large numbers for martingale differences pp. 3187-3194
*Shuhe Hu*, *Guijing Chen* and *Xuejun Wang*
- On extending classical filtering equations pp. 3195-3202
*Michael A. Kouritzin* and *Hongwei Long*
- On the weak convergence of subordinated systems pp. 3203-3211
*Biao Wu*
- Classification of 2x2 sparse data sets with zero cells pp. 3212-3215
*M. Subbiah* and *M.R. Srinivasan*
- On robust nonparametric regression estimation for a functional regressor pp. 3216-3221
*Nadjia Azzedine*, *Ali Laksaci* and *Elias Ould-Saïd*
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails pp. 3222-3229
*Xinmei Shen* and *Zhengyan Lin*
- Asymptotics of kernel density estimators on weakly associated random fields pp. 3230-3237
*Jia Chen*
- Cross-spectral properties of a spatial point-lattice process pp. 3238-3243
*M.N. Kanaan*, *Paul C. Taylor* and *M.A. Mugglestone*
- Conditions for stability and instability of retrial queueing systems with general retrial times pp. 3244-3248
*Tewfik Kernane*
- Some results on the convergence of conditional distributions pp. 3249-3253
*Shifeng Xiong* and *Guoying Li*
- Minimum distance estimation of k-factors GARMA processes pp. 3254-3261
*Euloge F. Kouamé* and *Ouagnina Hili*
- On the existence of higher-order moments of periodic GARCH models pp. 3262-3268
*Abdelhakim Aknouche* and *Mohamed Bentarzi*
- Residuals and their statistical properties in symmetrical nonlinear models pp. 3269-3273
*Francisco José A. Cysneiros* and *Luis Hernando Vanegas*
- Generalized filtered Poisson processes and application in hydrology pp. 3274-3276
*Mario Lefebvre*
- Markov processes, time-space harmonic functions and polynomials pp. 3277-3280
*Arindam Sengupta*
- A class of strong deviation theorems for the sequence of nonnegative integer valued random variables pp. 3281-3287
*Xuewu Wang*
- Multiple solutions to the likelihood equations in the Behrens-Fisher problem pp. 3288-3293
*Mathias Drton*
- A Kolmogorov inequality for weighted U-statistics pp. 3294-3297
*Petroula M. Mavrikiou*
- The invariance principle for linear multi-parameter stochastic processes generated by associated fields pp. 3298-3303
*Tae-Sung Kim*, *Mi-Hwa Ko* and *Yong-Kab Choi*
- Testing for random effects and spatial lag dependence in panel data models pp. 3304-3306
*Badi Baltagi* and *Long Liu*
- Minimax estimation of the integral of a power of a density pp. 3307-3311
*Eric Tchetgen*, *Lingling Li*, *James Robins* and *Aad van der Vaart*
- Multivariate equilibrium distributions of order n pp. 3312-3320
*N. Unnikrishnan Nair* and *M. Preeth*
- A generalization of a result concerning the asymptotic behavior of finite Markov chains pp. 3321-3329
*Alina Nicolaie*
- Strong law of large numbers and growth rate for a class of random variable sequences pp. 3330-3337
*Xuejun Wang*, *Shuhe Hu*, *Yan Shen* and *Nengxiang Ling*
- A complete class of balanced incomplete block designs [beta] (7, 35, 15, 3, 5) with repeated blocks pp. 3338-3343
*S. Mandal*, *D.K. Ghosh*, *R.K. Sharma* and *S.C. Bagui*
- A mass function based on correlation coefficient and its application pp. 3344-3349
*Anwar H. Joarder* and *M.H. Omar*
- Characterizations of bivariate distributions by properties of concomitants of order statistics pp. 3350-3354
*T.G. Veena* and *P. Yageen Thomas*
- Small-time moment asymptotics for Lévy processes pp. 3355-3365
*José E. Figueroa-López*
- Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators pp. 3366-3372
*Marek Omelka*
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers pp. 3373-3380
*Huiqing Wang* and *Chuancun Yin*
- On generalized correlation functions of intrinsically stationary processes of order k pp. 3381-3387
*Zoltán Sasvári*
- Some new stochastic comparisons for redundancy allocations in series and parallel systems pp. 3388-3394
*Xiaohu Li* and *Xiaoxiao Hu*
**Volume 78, issue 17, 2008**
- An estimate for the probability of dependent events pp. 2839-2843
*Arturas Dubickas*
- Existence of almost periodic solutions to some functional integro-differential stochastic evolution equations pp. 2844-2849
*Paul H. Bezandry*
- Mixed model-based additive models for sample extremes pp. 2850-2858
*S.A. Padoan* and *M.P. Wand*
- On mean exit time from a curvilinear domain pp. 2859-2863
*Cloud Makasu*
- An existence theorem for stochastic functional differential equations with delays under weak assumptions pp. 2864-2867
*Nikolaos Halidias* and *Yong Ren*
- A distribution free goodness of fit test for a stochastically ordered alternative pp. 2868-2875
*Shuvadeep Banerjee*
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data pp. 2876-2882
*D.I. Perera*, *M.S. Peiris*, *J. Robinson* and *N.C. Weber*
- A characterisation of scale mixtures of the uniform distribution pp. 2883-2888
*Thomas Fung* and *Eugene Seneta*
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 pp. 2889-2894
*Akihiko Inoue*, *Yukio Kasahara* and *Punam Phartyal*
- Empirical likelihood inference for partial linear models under martingale difference sequence pp. 2895-2901
*Xia Chen* and *Hengjian Cui*
- Threshold copulas and positive dependence pp. 2902-2909
*Fabrizio Durante*, *Rachele Foschi* and *Fabio Spizzichino*
- Constructing processes with prescribed mixing coefficients pp. 2910-2915
*Kontorovich, Leonid (Aryeh)*
- Estimating parameters in autoregressive models with asymmetric innovations pp. 2916-2916
*Aysen D. Akkaya* and *Moti L. Tiku*
- On degenerate stochastic equations of Itô type with jumps pp. 2917-2925
*V.P. Kurenok*
- MV-optimal block designs for correlated errors pp. 2926-2931
*Nizam Uddin*
- Weak convergence of the supremum distance for supersmooth kernel deconvolution pp. 2932-2938
*Bert van Es* and *Shota Gugushvili*
- A hypothesis test for independence of sets of variates in high dimensions pp. 2939-2946
*Zhengyan Lin* and *Yanbiao Xiang*
- Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples pp. 2947-2956
*Yongming Li*, *Shanchao Yang* and *Yong Zhou*
- Simple relations between principal stratification and direct and indirect effects pp. 2957-2962
*Tyler J. VanderWeele*
- Feasible parameter regions for alternative discrete state space models pp. 2963-2970
*Paul D. Feigin*, *Phillip Gould*, *Gael Martin* and *Ralph Snyder*
- On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data pp. 2971-2975
*N. Balakrishnan* and *M. Kateri*
- Asymptotics for the nonparametric estimation of the mean function of a random process pp. 2976-2980
*David Degras*
- Preservation of some life length classes for age distributions associated with age-dependent branching processes pp. 2981-2987
*Richard A. Johnson* and *James R. Taylor*
- A new look at discrete discrepancy pp. 2988-2991
*Kashinath Chatterjee* and *Hong Qin*
- Maximal probabilities of convolution powers of discrete uniform distributions pp. 2992-2996
*Lutz Mattner* and *Bero Roos*
- Is a subspace containing a splitting subspace a splitting subspace? pp. 2997-2999
*Umberto Triacca*
- Phase diagram for once-reinforced random walks on trees with exponential weighting scheme pp. 3000-3007
*Masato Takei* and *Masaki Takeshima*
- Higher order moments of renewal counting processes and Eulerian polynomials pp. 3008-3013
*Geoffrey W. Brown*
- A note on non-regular martingales pp. 3014-3017
*Alex Iksanov* and *Alex Marynych*
- Asymptotic expansions for inverse moments of binomial and negative binomial pp. 3018-3022
*Wuyungaowa* and *Tianming Wang*
- The law of the iterated logarithm for the Gaussian free field pp. 3023-3028
*Xiaoyu Hu*
- Nonparametric estimation of level sets under minimal assumptions pp. 3029-3033
*Qunshu Ren* and *Majid Mojirsheibani*
- On the Burkholder-Davis-Gundy inequalities for continuous martingales pp. 3034-3039
*Yao-Feng Ren*
- On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs pp. 3040-3046
*Thomas Poufinas*
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models pp. 3047-3055
*Silvia L.P. Ferrari* and *Audrey H.M.A. Cysneiros*
- Preservation of classes of life distributions under weighting with a general weight function pp. 3056-3061
*Pawel Blazej*
- Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition pp. 3062-3069
*Ajay Jasra* and *Arnaud Doucet*
- The multivariate point null testing problem: A Bayesian discussion pp. 3070-3074
*Miguel A. Gómez-Villegas* and *Beatriz González-Pérez*
- Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise pp. 3075-3081
*Mark Kliger* and *Joseph M. Francos*
- Conditions for weak ergodicity of inhomogeneous Markov chains pp. 3082-3085
*Don Coppersmith* and *Chai Wah Wu*
- On moments of recurrence times for positive recurrent renewal sequences pp. 3086-3090
*Zbigniew S. Szewczak*
- A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function pp. 3091-3095
*Alicja Jokiel-Rokita*
- A test for independence of two sets of variables when the number of variables is large relative to the sample size pp. 3096-3102
*James R. Schott*
- The finite-time ruin probability for ND claims with constant interest force pp. 3103-3109
*Fanchao Kong* and *Gaofeng Zong*
- On the compatibility of Dyson's conditions pp. 3110-3113
*Kenneth S. Berenhaut*, *Donghui Chen* and *Vy Tran*
- The multifractal spectrum of harmonic measure for forward moving random walks on a Galton-Watson tree pp. 3114-3121
*Adam L. Kinnison*
**Volume 78, issue 16, 2008**
- Inference in the additive risk model with time-varying covariates subject to measurement errors pp. 2559-2566
*Liuquan Sun* and *Xian Zhou*
- A semiparametric regression estimator under left truncation and right censoring pp. 2567-2571
*Maria Karlsson* and *Thomas Laitila*
- Semiparametric left truncation and right censorship models with missing censoring indicators pp. 2572-2577
*Sundarraman Subramanian* and *Dipankar Bandyopadhyay*
- Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring pp. 2578-2583
*Antai Wang* and *David Oakes*
- Testing additivity in nonparametric regression under random censorship pp. 2584-2591
*Mohammed Debbarh* and *Vivian Viallon*
- More powerful exact tests of binary matched pairs pp. 2592-2596
*Chris J. Lloyd*
- A pointwise Bayes-type estimator of the survival probability with censored data pp. 2597-2603
*K.B. Kulasekera* and *Meng Zhao*
- Identifiability of a mixture cure frailty model pp. 2604-2608
*Yingwei Peng* and *Jiajia Zhang*
- Multiple rank-based testing for ordered alternatives with incomplete data pp. 2609-2613
*P. Cabilio* and *J. Peng*
- A Bartlett type correction for Wald test in Cox regression model pp. 2614-2622
*Xiao Li*, *Yaohua Wu* and *Dongsheng Tu*
- The integral option in a model with jumps pp. 2623-2631
*Pavel V. Gapeev*
- Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions pp. 2632-2636
*Jérôme Lelong*
- Monitoring a Poisson process in several categories subject to changes in the arrival rates pp. 2637-2643
*Marlo Brown*
- On construction of consistent mixing distributions for compound decisions pp. 2644-2646
*Mostafa Mashayekhi*
- Missing observation analysis for matrix-variate time series data pp. 2647-2653
*Kostas Triantafyllopoulos*
- Bias of the regression estimator for experiments using clustered random assignment pp. 2654-2659
*Joel A. Middleton*
- The Bahadur representation for sample quantiles under negatively associated sequence pp. 2660-2663
*Nengxiang Ling*
- Orlicz norm inequalities for operator-valued martingale transforms pp. 2664-2670
*Lin Yu*
- On a new moments inequality pp. 2671-2678
*Slavko Simic*
- A one-sided large deviation local limit theorem pp. 2679-2684
*Jianxi Lin*
- Approximate predictive pivots for autoregressive processes pp. 2685-2691
*José M. Corcuera*
- On the time to ruin and the deficit at ruin in a risk model with double-sided jumps pp. 2692-2699
*Xiaoyu Xing*, *Wei Zhang* and *Yiming Jiang*
- Modeling financial time series through second-order stochastic differential equations pp. 2700-2704
*João Nicolau*
- Inverse renewal thinning of Cox and renewal processes pp. 2705-2708
*S.P. Teke* and *S.R. Deshmukh*
- Asymptotics of sums of lognormal random variables with Gaussian copula pp. 2709-2714
*Søren Asmussen* and *Leonardo Rojas-Nandayapa*
- Space-time dependence dynamics for birth-death point processes pp. 2715-2719
*C. Comas* and *J. Mateu*
- Optimal main effect plans in nested row-column set-up of small size pp. 2720-2724
*Sunanda Bagchi* and *Mausumi Bose*
- The functional central limit theorem for a family of GARCH observations with applications pp. 2725-2730
*István Berkes*, *Siegfried Hörmann* and *Lajos Horvath*
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models pp. 2731-2738
*Xiao Rong Yang* and *Li Xin Zhang*
- Wavelet regression with correlated errors on a piecewise Hölder class pp. 2739-2743
*Rogério F. Porto*, *Pedro A. Morettin* and *Elisete C.Q. Aubin*
- Efficient estimation of population quantiles in general semiparametric regression models pp. 2744-2750
*Arnab Maity*
- On the connections between weakly stable and pseudo-isotropic distributions pp. 2751-2755
*B.H. Jasiulis* and *J.K. Misiewicz*
- An alternative multivariate skew-slash distribution pp. 2756-2761
*Olcay Arslan*
- On occurrence of patterns in Markov chains: Method of gambling teams pp. 2762-2767
*Vladimir Pozdnyakov*
- Testing for parameter stability in quantile regression models pp. 2768-2775
*Liangjun Su* and *Zhijie Xiao*
- Some new maximal inequalities pp. 2776-2780
*Peter Harremoës*
- Fisher information in hybrid censored data pp. 2781-2786
*Sangun Park*, *N. Balakrishnan* and *Gang Zheng*
- Exponential families are not preserved by the formation of order statistics pp. 2787-2792
*Shaul K. Bar-Lev* and *Daoud Bshouty*
- Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case pp. 2793-2797
*In Hong Chang* and *Rahul Mukerjee*
- Sufficient dimension reduction and variable selection for regression mean function with two types of predictors pp. 2798-2803
*Qin Wang* and *Xiangrong Yin*
- Heavy-tailedness and threshold sex determination pp. 2804-2810
*Rustam Ibragimov*
- Maxima of Dirichlet and triangular arrays of gamma variables pp. 2811-2820
*Arup Bose*, *Amites Dasgupta* and *Krishanu Maulik*
- The distribution of the product of two triangular random variables pp. 2821-2826
*Theodore S. Glickman* and *Feng Xu*
- Stochastic orderings for discrete random variables pp. 2827-2835
*A. Giovagnoli* and *H.P. Wynn*
- A generalized constructive definition for the Dirichlet process pp. 2836-2838
*S. Favaro* and *S.G. Walker*
**Volume 78, issue 15, 2008**
- On the distribution of the left singular vectors of a random matrix and its applications pp. 2275-2280
*E. Bura* and *R. Pfeiffer*
- Explicit solutions for multivalued stochastic differential equations pp. 2281-2292
*Siyan Xu*
- On the convergence of the empirical mass function pp. 2293-2299
*Ralph P. Russo* and *Nariankadu D. Shyamalkumar*
- A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights pp. 2300-2307
*Frank Aurzada*
- On the Tukey depth of a continuous probability distribution pp. 2308-2313
*Abdelhamid Hassairi* and *Ons Regaieg*
- The gambler's ruin problem for a Markov chain related to the Bessel process pp. 2314-2320
*Mario Lefebvre*
- Counting by weighing and its effect on comparing population proportions pp. 2321-2326
*David M. Nickerson*
- Statistical testing alone and estimation plus testing: Reporting study outcomes in biomedical journals pp. 2327-2331
*Janine E. Janosky*
- Acceleration of the EM and ECM algorithms using the Aitken [delta]2 method for log-linear models with partially classified data pp. 2332-2338
*Masahiro Kuroda*, *Michio Sakakihara* and *Zhi Geng*
- Limit theorems for correlated Bernoulli random variables pp. 2339-2345
*Barry James*, *Kang James* and *Yongcheng Qi*
- A class of weighted Poisson processes pp. 2346-2352
*N. Balakrishnan* and *Tomasz J. Kozubowski*
- On a multivariate gamma distribution pp. 2353-2360
*Edward Furman*
- General matrix-valued inhomogeneous linear stochastic differential equations and applications pp. 2361-2365
*Jinqiao Duan* and *Jia-an Yan*
- A note on the construction of optimal main effects plans in blocks of size two pp. 2366-2370
*Mike Jacroux*
- Bivariate positive stable frailty models pp. 2371-2377
*Madhuja Mallick*, *Nalini Ravishanker* and *Nandini Kannan*
- Some properties of convolutions of Pascal and Erlang random variables pp. 2378-2387
*J. Mi*, *W. Shi* and *Y.Y. Zhou*
- Tail dependence of skewed grouped t-distributions pp. 2388-2399
*Konrad Banachewicz* and *Aad van der Vaart*
- Dynamical circle covering with homogeneous Poisson updating pp. 2400-2403
*Johan Jonasson*
- An extension of Wick's theorem pp. 2404-2407
*C. Vignat* and *S. Bhatnagar*
- Propriety of posterior in Bayesian space varying parameter models with normal data pp. 2408-2411
*Alexandre Rodrigues* and *Renato Assunção*
- On solutions of a class of infinite horizon FBSDEs pp. 2412-2419
*Juliang Yin*
- A goodness of fit test for left-truncated and right-censored data pp. 2420-2425
*Yi-Ting Hwang* and *Chun-chao Wang*
- On a risk model with debit interest and dividend payments pp. 2426-2432
*Kam-Chuen Yuen*, *Ming Zhou* and *Junyi Guo*
- Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model pp. 2433-2436
*M.F. Brilhante* and *S. Kotz*
- Estimability of parameters in a linear model and related characterizations pp. 2437-2439
*Stratis Kounias* and *Miltiadis Chalikias*
- A simple estimator of the bivariate distribution function for censored gap times pp. 2440-2445
*Jacobo de Uña-Álvarez* and *Luis F. Meira-Machado*
- On the expected discounted penalty function for the continuous-time compound binomial risk model pp. 2446-2455
*Guoxin Liu* and *Ying Wang*
- Autoregressive processes with normal-Laplace marginals pp. 2456-2462
*K.K. Jose*, *Lishamol Tomy* and *J. Sreekumar*
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction pp. 2463-2469
*Timothy L. McMurry* and *Dimitris N. Politis*
- On the E-optimality of complete designs under an interference model pp. 2470-2477
*Katarzyna Filipiak*, *Rafal Rózanski*, *Aneta Sawikowska* and *Dominika Wojtera-Tyrakowska*
- On the shapes of bilateral Gamma densities pp. 2478-2484
*Uwe Küchler* and *Stefan Tappe*
- Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption pp. 2485-2489
*Jean-François Coeurjolly*
- Asymptotically pointwise optimal allocation rules in Bayes sequential estimation pp. 2490-2495
*Leng-Cheng Hwang* and *Rohana J. Karunamuni*
- Optimal mixed-level supersaturated design with general number of runs pp. 2496-2502
*Jie Chen* and *Min-Qian Liu*
- Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times pp. 2503-2510
*George G. Roussas* and *Debasis Bhattacharya*
- On-line detection of a part of a sequence with unspecified distribution pp. 2511-2516
*Wojciech Sarnowski* and *Krzysztof Szajowski*
- Some asymptotic results on density estimators by wavelet projections pp. 2517-2521
*Davit Varron*
- Consistent estimation of the accuracy of importance sampling using regenerative simulation pp. 2522-2527
*Sourabh Bhattacharya*
- On the convergence of stochastic integrals with respect to p-semimartingales pp. 2528-2535
*K. Kubilius*
- Trimmed sums of long range dependent moving averages pp. 2536-2542
*Rafal Kulik* and *Mohamedou Ould Haye*
- An L2 -test for comparing spatial spectral densities pp. 2543-2551
*Rosa M. Crujeiras*, *Rubén Fernández-Casal* and *Wenceslao González-Manteiga*
- The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables pp. 2552-2558
*Chun-hua Zhu* and *Qi-bing Gao*
**Volume 78, issue 14, 2008**
- On convergence properties of sums of dependent random variables under second moment and covariance restrictions pp. 1999-2005
*Tien-Chung Hu*, *Andrew Rosalsky* and *Andrei Volodin*
- The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case pp. 2006-2009
*Fuxiang Liu* and *Yanyan Liu*
- Laws of large numbers for the number of weak records pp. 2010-2017
*Raúl Gouet*, *F. Javier López* and *Gerardo Sanz*
- A note on strong limit theorems for arbitrary stochastic sequences pp. 2018-2023
*Weiguo Yang* and *Xue Yang*
- On optimality of the Benjamini-Hochberg procedure for the false discovery rate pp. 2024-2030
*Wenge Guo* and *M. Bhaskara Rao*
- On a non-classical invariance principle pp. 2031-2038
*Youri Davydov* and *Vladimir Rotar*
- On the asymptotic behaviour of random matrices in a multivariate statistical model pp. 2039-2045
*Roy Cerqueti* and *Mauro Costantini*
- A note on upper estimates for Pickands constants pp. 2046-2051
*Krzysztof Dëbicki* and *Pawel Kisowski*
- A bilateral inequality on the Borel-Cantelli Lemma pp. 2052-2057
*Yuquan Xie*
- Incomplete factorial experiments in completely randomized and randomized complete block designs pp. 2058-2065
*A. Gerami*
- On weak convergence of the likelihood ratio process in multi-phase regression models pp. 2066-2074
*Takayuki Fujii*
- A singular stochastic differential equation driven by fractional Brownian motion pp. 2075-2085
*Yaozhong Hu*, *David Nualart* and *Xiaoming Song*
- Absolute ruin in the compound Poisson risk model with constant dividend barrier pp. 2086-2094
*Haili Yuan* and *Yijun Hu*
- The functional CLT for linear processes generated by mixing random variables with infinite variance pp. 2095-2101
*H.J. Moon*
- A central limit theorem for the linear process generated by associated random variables in a Hilbert space pp. 2102-2109
*Tae-Sung Kim* and *Mi-Hwa Ko*
- On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space pp. 2110-2115
*Tae-Sung Kim*, *Mi-Hwa Ko* and *Kwang-Hee Han*
- An unexpected result in an approximate carrier-borne epidemic process pp. 2116-2120
*J. Gani* and *R.J. Swift*
- A strong invariance principle for positively or negatively associated random fields pp. 2121-2129
*Alexey Shashkin*
- The disk-percolation model on graphs pp. 2130-2136
*E. Lebensztayn* and *P.M. Rodríguez*
- Asymptotics of Oja Median Estimate pp. 2137-2141
*Gang Shen*
- Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression pp. 2142-2153
*M. Arashi* and *S.M.M. Tabatabaey*
- Isoperimetric and related bounds on configuration spaces pp. 2154-2164
*Christian Houdré* and *Nicolas Privault*
- Survival probabilities for N-ary subtrees on a Galton-Watson family tree pp. 2165-2170
*Ljuben R. Mutafchiev*
- On the equivalence between standard and sequentially ordered hidden Markov models pp. 2171-2174
*Nicolas Chopin*
- Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions pp. 2175-2180
*Kouji Yano* and *Yuko Yano*
- The Wills functional for Poisson processes pp. 2181-2187
*Richard A. Vitale* and *Yazhen Wang*
- Ratio estimation via Poisson regression and Generalized Estimating Equations pp. 2188-2193
*Jorge G. Morel* and *Nagaraj K. Neerchal*
- Nonparametric density estimation for stratified samples pp. 2194-2200
*Robert Breunig*
- Inner product spaces of integrands associated to subfractional Brownian motion pp. 2201-2209
*Constantin Tudor*
- Stochastic approximation of the factors of a generalized canonical correlation analysis pp. 2210-2216
*Jean-Marie Monnez*
- On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability pp. 2217-2221
*Tapan K. Nayak*, *Sudip Bose* and *Subrata Kundu*
- A study on LTD and RTI positive dependence orderings pp. 2222-2229
*Antonio Colangelo*
- Convergence rates in the local renewal theorem pp. 2230-2233
*Artëm Sapozhnikov*
- Ordering comparison of negative binomial random variables with their mixtures pp. 2234-2239
*Mohammad Hossein Alamatsaz* and *Somayyeh Abbasi*
- A canonical definition of shape pp. 2240-2247
*Davy Paindaveine*
- A note on birth-death processes with catastrophes pp. 2248-2257
*A. Di Crescenzo*, *V. Giorno*, *A.G. Nobile* and *L.M. Ricciardi*
- On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains pp. 2258-2264
*Yong Chen*, *Min-Ping Qian* and *Jian-Sheng Xie*
- The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes pp. 2265-2272
*Kotaro Endo* and *Muneya Matsui*
**Volume 78, issue 13, 2008**
- Almost sure functional central limit theorems for weakly dependent sequences pp. 1683-1693
*Shouquan Chen* and *Zhengyan Lin*
- A note on scale mixtures of skew normal distribution pp. 1694-1701
*Hyoung-Moon Kim*
- Divergence-based tests for model diagnostic pp. 1702-1710
*M.D. Esteban*, *T. Hobza*, *D. Morales* and *Y. Marhuenda*
- Beta-hypergeometric distributions and random continued fractions pp. 1711-1721
*Claudio Asci*, *Gérard Letac* and *Mauro Piccioni*
- A two-parameter generalized skew-normal distribution pp. 1722-1726
*A. Jamalizadeh*, *J. Behboodian* and *N. Balakrishnan*
- On a risk model with dependence between claim sizes and claim intervals pp. 1727-1734
*Qingbin Meng*, *Xin Zhang* and *Junyi Guo*
- Estimation using response probability under callbacks pp. 1735-1741
*Hyeonah Park*, *Seongryong Na* and *Jongwoo Jeon*
- A note on the finite collision property of random walks pp. 1742-1747
*Dayue Chen*, *Bei Wei* and *Fuxi Zhang*
- Nonparametric regression estimation with assigned risk pp. 1748-1756
*Sam Efromovich*
- Inverse beta transformation in kernel density estimation pp. 1757-1764
*Catalina Bolancé*, *Montserrat Guillen* and *Jens Perch Nielsen*
- The first negative moment in the sense of the Cauchy principal value pp. 1765-1774
*Chien-Yu Peng*
- Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces pp. 1775-1783
*Kai Liu*
- Sample paths of jump-type Fleming-Viot processes with bounded mutation operators pp. 1784-1791
*Telles Timóteo da Silva* and *Marcelo D. Fragoso*
- Moment inequalities for DVRL distributions, characterization and testing for exponentiality pp. 1792-1799
*Bander Al-Zahrani* and *Jordan Stoyanov*
- A note on the exchangeability condition in Stein's method pp. 1800-1806
*Adrian Röllin*
- On prediction error in functional linear regression pp. 1807-1810
*Tatiyana V. Apanasovich* and *Edward Goldstein*
- Optimal robust estimates using the Kullback-Leibler divergence pp. 1811-1816
*Victor J. Yohai*
- The combined INAR(p) models for time series of counts pp. 1817-1822
*Christian H. Weiß*
- A matrix version of Chernoff inequality pp. 1823-1825
*Zhengyuan Wei* and *Xinsheng Zhang*
- On the convergence rate of sequential fixed-width confidence intervals for normal parameters pp. 1826-1834
*Eiichi Isogai* and *Andreas Futschik*
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force pp. 1835-1845
*Hu Yang*, *Zhimin Zhang* and *Chunmei Lan*
- Marginal distribution of some path-dependent stochastic volatility model pp. 1846-1850
*Jun Sekine*
- Stam inequality on pp. 1851-1856
*Paolo Gibilisco*, *Daniele Imparato* and *Tommaso Isola*
- Bivariate stopped-sum distributions using saddlepoint methods pp. 1857-1862
*Ehab F. Abd-Elfattah*
- Histogram density estimators based upon a fuzzy partition pp. 1863-1868
*Kevin Loquin* and *Olivier Strauss*
- Hausdorff moment problem: Reconstruction of probability density functions pp. 1869-1877
*Robert M. Mnatsakanov*
- Optimality of the Holm procedure among general step-down multiple testing procedures pp. 1878-1884
*Alexander Y. Gordon* and *Peter Salzman*
- A variance component test for mixed hidden Markov models pp. 1885-1893
*Rachel MacKay Altman*
- Confidence intervals for long memory regressions pp. 1894-1902
*Kyungduk Ko*, *Jaechoul Lee* and *Robert Lund*
- Central limit theorems for the integrated squared error of derivative estimators pp. 1903-1913
*Melanie Birke*
- Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model pp. 1914-1921
*Ray-Bing Chen*, *Weng Kee Wong* and *Kun-Yu Li*
- Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions pp. 1922-1928
*Guillaume Marrelec* and *Habib Benali*
- Collision probability for an occupancy problem pp. 1929-1932
*Toshio Nakata*
- Lee discrepancy and its applications in experimental designs pp. 1933-1942
*Yong-Dao Zhou*, *Jian-Hui Ning* and *Xie-Bing Song*
- Unit root testing based on BLUS residuals pp. 1943-1947
*Dimitrios Vougas*
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion pp. 1948-1954
*Riccardo Gatto*
- Prediction intervals for future records pp. 1955-1963
*Mohammad Z. Raqab* and *N. Balakrishnan*
- A note on the almost sure central limit theorem for negatively associated fields pp. 1964-1970
*Jiang-Feng Wang* and *Han-Ying Liang*
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements pp. 1971-1980
*Anuradha Roy* and *Ricardo Leiva*
- A new class of excited random walks on trees pp. 1981-1989
*Fabiola Del Greco M.*, *Marco Di Marzio* and *Agnese Panzera*
- Test for parameter change in ARMA models with GARCH innovations pp. 1990-1998
*Sangyeol Lee* and *Junmo Song*
**Volume 78, issue 12, 2008**
- Characterizations using the bivariate failure rate function pp. 1349-1354
*Jorge Navarro*
- A class of autoregressive processes pp. 1355-1361
*S.D. Krishnarani* and *K. Jayakumar*
- Modified Simes' critical values under independence pp. 1362-1368
*Gengqian Cai* and *Sanat K. Sarkar*
- A generalization and extension of an autoregressive model pp. 1369-1374
*S. Satheesh*, *E. Sandhya* and *K.E. Rajasekharan*
- Parameter estimation using partial information with applications to queueing and related models pp. 1375-1383
*I.V. Basawa*, *U.N. Bhat* and *J. Zhou*
- On the central limit theorem and the law of the iterated logarithm pp. 1384-1387
*Katusi Fukuyama* and *Yôhei Ueno*
- Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process pp. 1388-1396
*Jozef Kiselák* and *Milan Stehlík*
- A method to compute the transition function of a piecewise deterministic Markov process with application to reliability pp. 1397-1403
*Julien Chiquet* and *Nikolaos Limnios*
- Seasonal fractional ARIMA with stable innovations pp. 1404-1411
*Abdou Ka Diongue*, *Aliou Diop* and *Mor Ndongo*
- A higher order multifractal formalism pp. 1412-1421
*Anouar Ben Mabrouk*
- An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models pp. 1422-1429
*Junfeng Shang* and *Joseph E. Cavanaugh*
- The asymptotic and exact Fisher information matrices of a vector ARMA process pp. 1430-1433
*André Klein*, *Guy Mélard* and *Abdessamad Saidi*
- Extended Glivenko-Cantelli Theorem in ARCH(p)-time series pp. 1434-1439
*Fuxia Cheng*
- On the max-domain of attraction of distributions with log-concave densities pp. 1440-1444
*Samuel Müller* and *Kaspar Rufibach*
- Empirical likelihood for linear models in the presence of nuisance parameters pp. 1445-1451
*Mi-Ok Kim* and *Mai Zhou*
- On computation of NPMLE for middle-censored data pp. 1452-1458
*Vasudevan Mangalam*, *Gopalan M. Nair* and *Yun Zhao*
- On Pólya mixtures of multivariate Gaussian distributions pp. 1459-1465
*Bronius Grigelionis*
- Complete convergence of weighted sums for [rho]* -mixing sequence of random variables pp. 1466-1472
*An Jun* and *Yuan Demei*
- A note on the closed-form identification of regression models with a mismeasured binary regressor pp. 1473-1479
*Xiaohong Chen*, *Yingyao Hu* and *Arthur Lewbel*
- The autocorrelation structure of the Markov-switching asymmetric power GARCH process pp. 1480-1489
*Markus Haas*
- Clustering gene expression profile data by selective shrinkage pp. 1490-1497
*Hemant Ishwaran* and *J. Sunil Rao*
- A note on auxiliary particle filters pp. 1498-1504
*Adam Johansen* and *Arnaud Doucet*
- Distribution of runs in a sequence of exchangeable multi-state trials pp. 1505-1513
*Serkan EryIlmaz*
- A problem on extreme magnitudes of characteristic functions: The general case pp. 1514-1516
*Xin He*
- On exit times of Lévy-driven Ornstein-Uhlenbeck processes pp. 1517-1525
*Konstantin Borovkov* and *Alexander Novikov*
- A generalized Gittins index for a Markov chain and its recursive calculation pp. 1526-1533
*Isaac M. Sonin*
- Growth rates for pure birth Markov chains pp. 1534-1540
*K.B. Athreya*
- A self-normalized central limit theorem for [rho] -mixing stationary sequences pp. 1541-1547
*Xinxin Jiang* and *Marjorie Hahn*
- Spiking problem in monotone regression: Penalized residual sum of squares pp. 1548-1556
*Jayanta Kumar Pal*
- Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables pp. 1557-1559
*Ye Xia*
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model pp. 1560-1569
*Xuemei Hu*, *Zhizhong Wang* and *Feng Liu*
- How to construct asymptotically stable iterated function systems pp. 1570-1576
*Joanna Jaroszewska*
- Extreme variances of order statistics in dependent samples pp. 1577-1582
*Tomasz Rychlik*
- Edgeworth expansions in operator form pp. 1583-1592
*Zbigniew S. Szewczak*
- On the matching noise of some nonparametric imputation procedures pp. 1593-1600
*Daniela Marella*, *Mauro Scanu* and *Pier Luigi Conti*
- Spectral density estimation for linear processes with dependent innovations pp. 1601-1611
*Nadia Bensaïd* and *Ouafae Yazourh-Benrabah*
- Hausdorff moment problem: Reconstruction of distributions pp. 1612-1618
*Robert M. Mnatsakanov*
- Some moment relationships for multivariate skew-symmetric distributions pp. 1619-1623
*Dale Umbach*
- Moment estimation in a semiparametric generalized linear model pp. 1624-1633
*Xueqin Wang* and *Hanxiang Peng*
- A note on extreme values and kernel estimators of sample boundaries pp. 1634-1638
*Stéphane Girard* and *Pierre Jacob*
- A lower bound for the reliability function of multiple failure mode systems pp. 1639-1648
*F.S. Milienos* and *M.V. Koutras*
- A regeneration proof of the central limit theorem for uniformly ergodic Markov chains pp. 1649-1655
*Ajay Jasra* and *Chao Yang*
- Limiting distribution of the G statistics pp. 1656-1661
*Tonglin Zhang*
- kth records from geometric distribution pp. 1662-1670
*Anna Dembinska*
- R-squared for general regression models in the presence of sampling weights pp. 1671-1672
*S. Freels* and *Kanhaiyaa Sinha*
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes pp. 1673-1682
*M.B. Vermaat*, *F.H. van der Meulen* and *R.J.M.M. Does*
**Volume 78, issue 11, 2008**
- On fake Brownian motions pp. 1251-1254
*Krzysztof Oleszkiewicz*
- H(n)-factors in random graphs pp. 1255-1258
*Yun-Zhi Yan*, *Han-Xing Wang*, *Jun Wang* and *Xiang-Feng Yin*
- BSDE driven by a simple Lévy process with continuous coefficient pp. 1259-1265
*Mohamed El Otmani*
- A new three-parameter extension of the inverse Gaussian distribution pp. 1266-1273
*Víctor Leiva*, *Antonio Sanhueza*, *Andrés Silva* and *Manuel Galea*
- Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes pp. 1274-1282
*V.V. Anh* and *N.N. Leonenko*
- A note on the complete convergence for arrays of rowwise independent random elements pp. 1283-1289
*Soo Hak Sung*
- Codispersion coefficients for spatial and temporal series pp. 1290-1300
*Andrew L. Rukhin* and *Ronny Vallejos*
- How to compute the extremal index of stationary random fields pp. 1301-1304
*H. Ferreira* and *L. Pereira*
- Algebraic polynomials with random non-symmetric coefficients pp. 1305-1313
*K. Farahmand* and *C.T. Stretch*
- The Karcher mean of a class of symmetric distributions on the circle pp. 1314-1316
*David Kaziska* and *Anuj Srivastava*
- Asymptotic properties for Cauchy's principal values of Brownian and random walk local time pp. 1317-1327
*Jiwei Wen* and *Zhengyan Lin*
- Multiple comparisons of several heteroscedastic multivariate populations pp. 1328-1338
*Yoshihide Kakizawa*
- Prolate spheroidal spectral estimates pp. 1339-1348
*K.S. Lii* and *M. Rosenblatt*
**Volume 78, issue 10, 2008**
- A note on a transformation under censoring with application to partial least squares regression pp. 1161-1164
*Sanjib Basu* and *Nader Ebrahimi*
- A generalization of the Balakrishnan skew-normal distribution pp. 1165-1167
*Iraj Yadegari*, *Abbas Gerami* and *Majid Jafari Khaledi*
- A note on checking the Clayton model assumption based on left-truncated bivariate data pp. 1168-1173
*Antai Wang*
- On asymptotic failure rates in bivariate frailty competing risks models pp. 1174-1180
*Maxim Finkelstein* and *Veronica Esaulova*
- On comonotonicity of Pareto optimal risk sharing pp. 1181-1188
*Michael Ludkovski* and *Ludger Rüschendorf*
- A k-nearest neighbor approach for functional regression pp. 1189-1193
*Thomas Laloë*
- Modelling marked point patterns by intensity-marked Cox processes pp. 1194-1199
*Lai Ping Ho* and *D. Stoyan*
- Noncanonical representation with an infinite-dimensional orthogonal complement pp. 1200-1205
*Youssef Ouknine* and *Mohamed Erraoui*
- Precise large deviation results for the total claim amount under subexponential claim sizes pp. 1206-1214
*Aleksandras Baltrunas*, *Remigijus Leipus* and *Jonas Siaulys*
- On moments of the maximum of normed partial sums of [rho] -mixing random variables pp. 1215-1221
*Pingyan Chen* and *Shixin Gan*
- When do cylinder [sigma]-algebras equal Borel [sigma]-algebras in Polish spaces? pp. 1222-1225
*Yi Yan*
- On monotonicity of regression quantile functions pp. 1226-1229
*Tereza Neocleous* and *Stephen Portnoy*
- On first and last ruin times of Gaussian processes pp. 1230-1235
*Jürg Hüsler* and *Yueming Zhang*
- Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics pp. 1236-1245
*J. Ahmadi* and *N. Balakrishnan*
- On the Gaussian representation of intrinsic volumes pp. 1246-1249
*R.A. Vitale*
**Volume 78, issue 9, 2008**
- Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process pp. 1051-1055
*Yong Zhang* and *Xiao-Yun Yang*
- Reproducibility probability estimation for testing statistical hypotheses pp. 1056-1061
*Daniele De Martini*
- Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients pp. 1062-1071
*Zhidong Wang*
- On the maximal correlation coefficient pp. 1072-1075
*Yaming Yu*
- Estimating the parameter of the population selected from discrete exponential family pp. 1076-1087
*P. Vellaisamy* and *Sushmita Jain*
- On the link between dependence and independence in extreme value theory for dynamical systems pp. 1088-1093
*Ana Cristina Moreira Freitas* and *Jorge Milhazes Freitas*
- Confidence intervals for the normal mean utilizing prior information pp. 1094-1100
*David Farchione* and *Paul Kabaila*
- Modelling heterogeneity for bivariate survival data by the log-normal distribution pp. 1101-1109
*David D. Hanagal*
- A general SLLN for the one-dimensional class cover problem pp. 1110-1118
*John C. Wierman* and *Pengfei Xiang*
- Proper Bayesian estimating equation based on Hilbert space method pp. 1119-1127
*Lu Lin* and *Lin Tan*
- Strong pointwise consistency of the kT -occupation time density estimator pp. 1128-1137
*Boris Labrador*
- Sampling based succinct matrix approximation pp. 1138-1147
*Rong Liu* and *Yong Shi*
- p-variation of an integral functional driven by fractional Brownian motion pp. 1148-1157
*Litan Yan*, *Xiangfeng Yang* and *Yunsheng Lu*
**Volume 78, issue 8, 2008**
- On the residual lifelengths of the remaining components in an n-k+1 out of n system pp. 945-952
*Ismihan Bairamov* and *Barry C. Arnold*
- Large deviations in testing fractional Ornstein-Uhlenbeck models pp. 953-962
*Jaya P.N. Bishwal*
- A new generalized p-value for ANOVA under heteroscedasticity pp. 963-969
*Li-Wen Xu* and *Song-Gui Wang*
- Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages pp. 970-974
*Marcin Kozak*, *Andrzej Zielinski* and *Sarjinder Singh*
- On the minimization of concave information functionals for unsupervised classification via decision trees pp. 975-984
*Damianos Karakos*, *Sanjeev Khudanpur*, *David J. Marchette*, *Adrian Papamarcou* and *Carey E. Priebe*
- Distribution functions of linear combinations of lattice polynomials from the uniform distribution pp. 985-991
*Jean-Luc Marichal* and *Ivan Kojadinovic*
- Note on integer-valued bilinear time series models pp. 992-996
*Feike C. Drost*, *Ramon van den Akker* and *Bas J.M. Werker*
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors pp. 997-1005
*Dominique Chabot-Hallé* and *Pierre Duchesne*
- A new weighted integral goodness-of-fit statistic for exponentiality pp. 1006-1016
*L. Baringhaus* and *N. Henze*
- Some strong limit theorems for -mixing sequences of random variables pp. 1017-1023
*Qunying Wu* and *Yuanying Jiang*
- A limit theorem for solutions to BSDEs in the space of processes pp. 1024-1033
*Sheng-Jun Fan* and *Jian-Hua Hu*
- An approximation for the power function of a non-parametric test of fit pp. 1034-1042
*Mohammed Boukili Makhoukhi*
- Consistency of the regression estimator with functional data under long memory conditions pp. 1043-1049
*K. Benhenni*, *S. Hedli-Griche*, *M. Rachdi* and *P. Vieu*
**Volume 78, issue 7, 2008**
- Complete moment convergence of moving average processes under dependence assumptions pp. 839-846
*Tae-Sung Kim* and *Mi-Hwa Ko*
- A functional ergodic theorem for the occupation time process of a branching system pp. 847-853
*Anna Talarczyk*
- An almost sure invariance principle for additive functionals of Markov chains pp. 854-860
*F. Rassoul-Agha* and *T. Seppäläinen*
- Talagrand's inductive method and isoperimetric inequalities involving random sets pp. 861-868
*Daniel Z. Zanger*
- Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process pp. 869-879
*Cecilia Mancini*
- A note on the Lasso for Gaussian graphical model selection pp. 880-884
*Nicolai Meinshausen*
- A note on the Hájek-Rényi inequality for associated random variables pp. 885-889
*Soo Hak Sung*
- A strong law of large numbers for pairwise independent identically distributed random variables with infinite means pp. 890-895
*Victor M. Kruglov*
- Optimal foldover plans for regular s-level fractional factorial designs pp. 896-903
*Mingyao Ai*, *Fred J. Hickernell* and *Dennis K.J. Lin*
- On a software reliability model by Koch and Spreij pp. 904-914
*James Ledoux*
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH innovations pp. 915-923
*Nao Mimoto*
- The Baum-Katz theorem for bounded subsequences pp. 924-926
*George Stoica*
- A conditional Koziol-Green model under dependent censoring pp. 927-937
*Roel Braekers* and *Noël Veraverbeke*
- On the optimal allocation of components within coherent systems pp. 938-943
*Debasis Bhattacharya* and *Francisco J. Samaniego*
**Volume 78, issue 6, 2008**
- Small deviations for stable processes via compactness properties of the parameter set pp. 577-581
*Frank Aurzada*
- Random coefficient volatility models pp. 582-593
*A. Thavaneswaran*, *S. Peiris* and *S. Appadoo*
- Large deviations for the empirical mean of associated random variables pp. 594-598
*Carla Henriques* and *Paulo Eduardo Oliveira*
- Empirical likelihood for non-degenerate U-statistics pp. 599-607
*Bing-Yi Jing*, *Junqing Yuan* and *Wang Zhou*
- Minimax designs for optimum mixtures pp. 608-615
*Manisha Pal* and *Nripes Kumar Mandal*
- Revisiting Sen's inequalities on order statistics pp. 616-621
*N. Balakrishnan* and *K. Balasubramanian*
- Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis pp. 622-628
*Amit Sen*
- Testing parametric models in the presence of instrumental variables pp. 629-636
*Hajo Holzmann*
- Characterizations of multiparameter Cox and Poisson processes by the renewal property pp. 637-642
*Ely Merzbach* and *Yair Y. Shaki*
- Asymptotic comparison of the mixed moment and classical extreme value index estimators pp. 643-653
*M. Ivette Gomes* and *Cláudia Neves*
- Infinite divisibility of skew Gaussian and Laplace laws pp. 654-660
*Tomasz J. Kozubowski* and *John P. Nolan*
- A spatial rank test and corresponding estimators for several samples pp. 661-668
*Jaakko Nevalainen*, *Jyrki Möttönen* and *Hannu Oja*
- On bounded Gaussian processes pp. 669-674
*H. Le*
- On the maxiset comparison between hard and block thresholding methods pp. 675-681
*Christophe Chesneau*
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions pp. 682-686
*J.M.P. Albin*
- Moment inequalities for spatial processes pp. 687-697
*Jiti Gao*, *Zudi Lu* and *Dag Tjøstheim*
- Unbounded mappings and weak convergence of measures pp. 698-706
*August Michal Zapala*
- Ruin probabilities for discrete time risk models with stochastic rates of interest pp. 707-715
*Xiao Wei* and *Yijun Hu*
- A note on the weak convergence of probability measures in the D[0,1] space pp. 716-719
*R.P. Pakshirajan*
- Statistical properties of exact confidence intervals from discrete data using studentized test statistics pp. 720-727
*Paul Kabaila*
- A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models pp. 728-735
*Wai-Sum Chan* and *Yin-Ting Chan*
- Convergence in distribution of random compact sets in Polish spaces pp. 736-738
*Hussain Elalaoui-Talibi* and *Lisa D. Peterson*
- A note on the identifiability of the conditional expectation for the mixtures of neural networks pp. 739-742
*Jean-Pierre Stockis*, *Joseph Tadjuidje-Kamgaing* and *Jürgen Franke*
- The size performance of a nonparametric unit root test under a variance shift pp. 743-748
*Daiki Maki*
- The general principle for precise large deviations of heavy-tailed random sums pp. 749-758
*Jianxi Lin*
- Runs in continuous-valued sequences pp. 759-765
*Serkan Eryilmaz* and *James C. Fu*
- How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? pp. 766-770
*Ashkan Nikeghbali*
- Probabilistic approach in weighted Markov branching processes pp. 771-779
*Anyue Chen*, *Junping Li* and *N.I. Ramesh*
- Some results on subordination, selfdecomposability and operator semi-stability pp. 780-784
*Gyeong Suk Choi*
- Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance pp. 785-793
*T. Khaniyev*, *T. Kesemen*, *R. Aliyev* and *A. Kokangul*
- A general method to the strong law of large numbers and its applications pp. 794-803
*Shanchao Yang*, *Chun Su* and *Keming Yu*
- Central limit theorem of random quadratics forms involving random matrices pp. 804-809
*Guangming Pan*, *Baiqi Miao* and *Baisuo Jin*
- Markovian extensions of a stochastic process pp. 810-814
*Ljiljana Petrovic*
- Systems with weighted components pp. 815-823
*Francisco J. Samaniego* and *Moshe Shaked*
- A note on distortions induced by truncation with applications to linear regression systems pp. 824-829
*Giovanni M. Marchetti* and *Elena Stanghellini*
- Uniform convergence of autocovariances pp. 830-838
*Laimonis Kavalieris*
**Volume 78, issue 5, 2008**
- Order statistics and renormalization pp. 463-470
*Anthony G. Pakes*
- Finding a needle in a haystack: Conditions for reliable detection in the presence of clutter pp. 471-480
*Bruno Jedynak* and *Damianos Karakos*
- A note on the CIR process and the existence of equivalent martingale measures pp. 481-487
*Zhi Jun Guo*
- A note on confidence intervals for the power of t-test pp. 488-489
*Dennis Gilliland* and *Mingfei Li*
- Exponential stability of non-autonomous stochastic partial differential equations with finite memory pp. 490-498
*Li Wan* and *Jinqiao Duan*
- Some improvements on a boundary corrected kernel density estimator pp. 499-507
*R.J. Karunamuni* and *S. Zhang*
- A note on constrained estimation in the simple linear measurement error model pp. 508-517
*Ori Davidov* and *Vladimir Griskin*
- Schur- and E-optimal two-level factorial designs pp. 518-527
*Neil A. Butler*
- A generalized existence theorem of reflected BSDEs with double obstacles pp. 528-536
*Shiqiu Zheng* and *Shengwu Zhou*
- How rich is the class of processes which are infinitely divisible with respect to time? pp. 537-547
*Khalifa Es-sebaiy* and *Youssef Ouknine*
- Empirical likelihood for the two-sample mean problem pp. 548-556
*Yukun Liu*, *Changliang Zou* and *Runchu Zhang*
- The mean resultant length of the spherically projected normal distribution pp. 557-563
*Brett Presnell* and *Pavlina Rumcheva*
- The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models pp. 564-575
*R. Giuliano-Antonini* and *M. Weber*
**Volume 78, issue 4, 2008**
- On estimation of the exponent of regular variation using a sample with missing observations pp. 327-335
*Pavle Mladenovic* and *Vladimir Piterbarg*
- Asymptotic distributions of non-degenerate U-statistics on trimmed samples pp. 336-346
*Yuri V. Borovskikh* and *N.C. Weber*
- The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences pp. 347-357
*Marcin Dudzinski*
- On approximations for two classes of Poisson mixtures pp. 358-366
*Vladimir Vinogradov*
- An almost sure central limit theorem for products of sums under association pp. 367-375
*Yun-Xia Li* and *Jian-Feng Wang*
- Generalized multivariate rank type test statistics via spatial U-quantiles pp. 376-383
*Weihua Zhou* and *Robert Serfling*
- An approximate method for nonlinear mixed-effects models with nonignorably missing covariates pp. 384-389
*Lang Wu*
- The Borel-Cantelli lemma under dependence conditions pp. 390-395
*Tapas Kumar Chandra*
- Empirical saddlepoint approximations of the Studentized mean under stratified random sampling pp. 396-401
*Zhishui Hu*, *Chunsheng Ma* and *John Robinson*
- Generalized least squares transformation and estimation with autoregressive error pp. 402-404
*Dimitrios Vougas*
- The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models pp. 405-411
*Shaun S. Wulff*
- Convergence of Archimedean copulas pp. 412-419
*Arthur Charpentier* and *Johan Segers*
- Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices pp. 420-425
*Jinadasa Gamage* and *Thomas Mathew*
- FBSDE approach to utility portfolio selection in a market with random parameters pp. 426-434
*René Ferland* and *François Watier*
- Equivalence of Volterra processes: Degenerate case pp. 435-444
*Youssef Ouknine* and *Mohamed Erraoui*
- Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process pp. 445-455
*James Ledoux*
- On the statistical properties of a stationary process sampled by a stationary point process pp. 456-462
*F. Charlot* and *M. Rachdi*
**Volume 78, issue 3, 2008**
- An explicit representation of the limit of the LRT for interval mapping of quantitative trait loci pp. 207-213
*Hong Zhang*, *Hanfeng Chen* and *Zhaohai Li*
- Independence after adaptive allocation pp. 214-224
*Claude Bélisle* and *Vince Melfi*
- Limiting behavior of a generalized branching process with immigration pp. 225-230
*I. Rahimov* and *W.S. Al-Sabah*
- A class of backward stochastic differential equations with discontinuous coefficients pp. 231-237
*Guangyan Jia*
- Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation pp. 238-248
*Noureddine Berrahou*
- The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix pp. 249-253
*A.G.M. Steerneman* and *Frederieke van Perlo-ten Kleij*
- On construction of generalized neighbor design of use in serology pp. 254-256
*R.G. Kedia* and *B.L. Misra*
- Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches pp. 257-264
*Tommaso Proietti*
- The law of the iterated logarithm for additive functionals of Markov chains pp. 265-270
*Yu Miao* and *Guangyu Yang*
- On multivariate dispersion orderings based on the standard construction pp. 271-281
*Félix Belzunce*, *José M. Ruiz* and *Alfonso Suárez-Llorens*
- On the existence of moments of ladder heights pp. 282-285
*A.K. Aleskeviciene*
- On estimation of the shape parameter of the gamma distribution pp. 286-295
*A. Zaigraev* and *A. Podraza-Karakulska*
- A note on the Vogelsang test for additive outliers pp. 296-300
*Niels Haldrup* and *Andreu Sanso*
- Asymptotic properties of the ratio of order statistics pp. 301-310
*N. Balakrishnan* and *A. Stepanov*
- Fréchet optimal bounds on the probability of a union with supplementary information pp. 311-319
*Fred M. Hoppe* and *Mikhail Nediak*
- A note on the harmonic law: A two-parameter family of distributions for ratios pp. 320-326
*Pedro Puig*
**Volume 78, issue 2, 2008**
- A note on Spitzer identity for random walk pp. 97-108
*Aimé Lachal*
- MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions pp. 109-117
*Lichun Wang* and *Noël Veraverbeke*
- A second Marshall inequality in convex estimation pp. 118-126
*Fadoua Balabdaoui* and *Kaspar Rufibach*
- Improved minimax estimation of the bivariate normal precision matrix under the squared loss pp. 127-134
*Xiaoqian Sun* and *Xian Zhou*
- On the expectation of the maximum of IID geometric random variables pp. 135-143
*Bennett Eisenberg*
- Sharp bounds on the causal effects in randomized experiments with "truncation-by-death" pp. 144-149
*Kosuke Imai*
- Asymptotics of minimax stochastic programs pp. 150-157
*Alexander Shapiro*
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes pp. 158-164
*Glaysar Castro* and *Valerie Girardin*
- Improved estimation of an exponential scale ratio based on records pp. 165-172
*Mohamed T. Madi*
- A note on the Malliavin derivative operator under change of variable pp. 173-178
*Christian-Oliver Ewald*
- Asymptotic efficiency of conditional least squares estimators for ARCH models pp. 179-185
*Tomoyuki Amano* and *Masanobu Taniguchi*
- Optimal constants in the Rosenthal inequality for random variables with zero odd moments pp. 186-189
*Marat Ibragimov* and *Rustam Ibragimov*
- A note on endogenous control variables in causal studies pp. 190-195
*Michael Lechner*
- Explicit expressions for moments of order statistics pp. 196-205
*Saralees Nadarajah*
**Volume 78, issue 1, 2008**
- First-order observation-driven integer-valued autoregressive processes pp. 1-9
*Haitao Zheng* and *Ishwar V. Basawa*
- The distribution of McKay's approximation for the coefficient of variation pp. 10-14
*Johannes Forkman* and *Steve Verrill*
- Selecting the number of imputed datasets when using multiple imputation for missing data and disclosure limitation pp. 15-20
*Jerome P. Reiter*
- Some limits related to random iterations of a lamplighter group pp. 21-26
*Luis G. Gorostiza* and *Martha Takane*
- On the exact distribution of the maximum of absolutely continuous dependent random variables pp. 27-35
*Reinaldo B. Arellano-Valle* and *Marc G. Genton*
- A simplified approach to inverting the autocovariance matrix of a general ARMA(p,q) process pp. 36-41
*Tsung I. Lin* and *Hsiu J. Ho*
- On a uniform law of large numbers for random sets and subdifferentials of random functions pp. 42-49
*Pedro Terán*
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models pp. 50-59
*Fuxia Cheng* and *Shuxia Sun*
- Approximate solutions to anticipative stochastic differential equations pp. 60-66
*Yu. Mishura* and *G. Shevchenko*
- Resistance dimensions of branching processes in varying environments trees pp. 67-74
*Mokhtar H. Konsowa* and *Tamer F. Oraby*
- Large deviations for the time-integrated negative parts of some processes pp. 75-83
*Claudio Macci*
- Localized large sums of random variables pp. 84-89
*Kevin Ford* and *Gérald Tenenbaum*
- Isoperimetric-type inequalities for iterated Brownian motion in pp. 90-95
*Erkan Nane*
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