EconPapers    
Economics at your fingertips  
 

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.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 78, issue 18, 2008

On a Gibbs characterization of normalized generalized Gamma processes pp. 3123-3128 Downloads
Annalisa Cerquetti
On the geometry of a generalized cross-correlation random field pp. 3129-3134 Downloads
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 Downloads
Alberto Lanconelli
On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables pp. 3139-3144 Downloads
Sirous Fathi Manesh and Baha-Eldin Khaledi
Spatial smoothing, Nugget effect and infill asymptotics pp. 3145-3151 Downloads
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 Downloads
Mehmet Yilmaz and Birol Topçu
A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors pp. 3159-3169 Downloads
M. Revan Özkale
An almost sure limit theorem for the product of partial sums with stable distribution pp. 3170-3175 Downloads
Khurelbaatar Gonchigdanzan
Inverse problems for random walks on trees: Network tomography pp. 3176-3183 Downloads
Victor de la Pena, Henryk Gzyl and Patrick McDonald
A note on skew-elliptical distributions and linear functions of order statistics pp. 3184-3186 Downloads
Nicola Loperfido
On extending the Brunk-Prokhorov strong law of large numbers for martingale differences pp. 3187-3194 Downloads
Shuhe Hu, Guijing Chen and Xuejun Wang
On extending classical filtering equations pp. 3195-3202 Downloads
Michael A. Kouritzin and Hongwei Long
On the weak convergence of subordinated systems pp. 3203-3211 Downloads
Biao Wu
Classification of 2x2 sparse data sets with zero cells pp. 3212-3215 Downloads
M. Subbiah and M.R. Srinivasan
On robust nonparametric regression estimation for a functional regressor pp. 3216-3221 Downloads
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 Downloads
Xinmei Shen and Zhengyan Lin
Asymptotics of kernel density estimators on weakly associated random fields pp. 3230-3237 Downloads
Jia Chen
Cross-spectral properties of a spatial point-lattice process pp. 3238-3243 Downloads
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 Downloads
Tewfik Kernane
Some results on the convergence of conditional distributions pp. 3249-3253 Downloads
Shifeng Xiong and Guoying Li
Minimum distance estimation of k-factors GARMA processes pp. 3254-3261 Downloads
Euloge F. Kouamé and Ouagnina Hili
On the existence of higher-order moments of periodic GARCH models pp. 3262-3268 Downloads
Abdelhakim Aknouche and Mohamed Bentarzi
Residuals and their statistical properties in symmetrical nonlinear models pp. 3269-3273 Downloads
Francisco José A. Cysneiros and Luis Hernando Vanegas
Generalized filtered Poisson processes and application in hydrology pp. 3274-3276 Downloads
Mario Lefebvre
Markov processes, time-space harmonic functions and polynomials pp. 3277-3280 Downloads
Arindam Sengupta
A class of strong deviation theorems for the sequence of nonnegative integer valued random variables pp. 3281-3287 Downloads
Xuewu Wang
Multiple solutions to the likelihood equations in the Behrens-Fisher problem pp. 3288-3293 Downloads
Mathias Drton
A Kolmogorov inequality for weighted U-statistics pp. 3294-3297 Downloads
Petroula M. Mavrikiou
The invariance principle for linear multi-parameter stochastic processes generated by associated fields pp. 3298-3303 Downloads
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 Downloads
Badi Baltagi and Long Liu
Minimax estimation of the integral of a power of a density pp. 3307-3311 Downloads
Eric Tchetgen, Lingling Li, James Robins and Aad van der Vaart
Multivariate equilibrium distributions of order n pp. 3312-3320 Downloads
N. Unnikrishnan Nair and M. Preeth
A generalization of a result concerning the asymptotic behavior of finite Markov chains pp. 3321-3329 Downloads
Alina Nicolaie
Strong law of large numbers and growth rate for a class of random variable sequences pp. 3330-3337 Downloads
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 Downloads
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 Downloads
Anwar H. Joarder and M.H. Omar
Characterizations of bivariate distributions by properties of concomitants of order statistics pp. 3350-3354 Downloads
T.G. Veena and P. Yageen Thomas
Small-time moment asymptotics for Lévy processes pp. 3355-3365 Downloads
José E. Figueroa-López
Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators pp. 3366-3372 Downloads
Marek Omelka
Moments of the first passage time of one-dimensional diffusion with two-sided barriers pp. 3373-3380 Downloads
Huiqing Wang and Chuancun Yin
On generalized correlation functions of intrinsically stationary processes of order k pp. 3381-3387 Downloads
Zoltán Sasvári
Some new stochastic comparisons for redundancy allocations in series and parallel systems pp. 3388-3394 Downloads
Xiaohu Li and Xiaoxiao Hu

Volume 78, issue 17, 2008

An estimate for the probability of dependent events pp. 2839-2843 Downloads
Arturas Dubickas
Existence of almost periodic solutions to some functional integro-differential stochastic evolution equations pp. 2844-2849 Downloads
Paul H. Bezandry
Mixed model-based additive models for sample extremes pp. 2850-2858 Downloads
S.A. Padoan and M.P. Wand
On mean exit time from a curvilinear domain pp. 2859-2863 Downloads
Cloud Makasu
An existence theorem for stochastic functional differential equations with delays under weak assumptions pp. 2864-2867 Downloads
Nikolaos Halidias and Yong Ren
A distribution free goodness of fit test for a stochastically ordered alternative pp. 2868-2875 Downloads
Shuvadeep Banerjee
The empirical saddlepoint method applied to testing for serial correlation in panel time series data pp. 2876-2882 Downloads
D.I. Perera, M.S. Peiris, J. Robinson and N.C. Weber
A characterisation of scale mixtures of the uniform distribution pp. 2883-2888 Downloads
Thomas Fung and Eugene Seneta
Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 pp. 2889-2894 Downloads
Akihiko Inoue, Yukio Kasahara and Punam Phartyal
Empirical likelihood inference for partial linear models under martingale difference sequence pp. 2895-2901 Downloads
Xia Chen and Hengjian Cui
Threshold copulas and positive dependence pp. 2902-2909 Downloads
Fabrizio Durante, Rachele Foschi and Fabio Spizzichino
Constructing processes with prescribed mixing coefficients pp. 2910-2915 Downloads
Kontorovich, Leonid (Aryeh)
Estimating parameters in autoregressive models with asymmetric innovations pp. 2916-2916 Downloads
Aysen D. Akkaya and Moti L. Tiku
On degenerate stochastic equations of Itô type with jumps pp. 2917-2925 Downloads
V.P. Kurenok
MV-optimal block designs for correlated errors pp. 2926-2931 Downloads
Nizam Uddin
Weak convergence of the supremum distance for supersmooth kernel deconvolution pp. 2932-2938 Downloads
Bert van Es and Shota Gugushvili
A hypothesis test for independence of sets of variates in high dimensions pp. 2939-2946 Downloads
Zhengyan Lin and Yanbiao Xiang
Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples pp. 2947-2956 Downloads
Yongming Li, Shanchao Yang and Yong Zhou
Simple relations between principal stratification and direct and indirect effects pp. 2957-2962 Downloads
Tyler J. VanderWeele
Feasible parameter regions for alternative discrete state space models pp. 2963-2970 Downloads
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 Downloads
N. Balakrishnan and M. Kateri
Asymptotics for the nonparametric estimation of the mean function of a random process pp. 2976-2980 Downloads
David Degras
Preservation of some life length classes for age distributions associated with age-dependent branching processes pp. 2981-2987 Downloads
Richard A. Johnson and James R. Taylor
A new look at discrete discrepancy pp. 2988-2991 Downloads
Kashinath Chatterjee and Hong Qin
Maximal probabilities of convolution powers of discrete uniform distributions pp. 2992-2996 Downloads
Lutz Mattner and Bero Roos
Is a subspace containing a splitting subspace a splitting subspace? pp. 2997-2999 Downloads
Umberto Triacca
Phase diagram for once-reinforced random walks on trees with exponential weighting scheme pp. 3000-3007 Downloads
Masato Takei and Masaki Takeshima
Higher order moments of renewal counting processes and Eulerian polynomials pp. 3008-3013 Downloads
Geoffrey W. Brown
A note on non-regular martingales pp. 3014-3017 Downloads
Alex Iksanov and Alex Marynych
Asymptotic expansions for inverse moments of binomial and negative binomial pp. 3018-3022 Downloads
Wuyungaowa and Tianming Wang
The law of the iterated logarithm for the Gaussian free field pp. 3023-3028 Downloads
Xiaoyu Hu
Nonparametric estimation of level sets under minimal assumptions pp. 3029-3033 Downloads
Qunshu Ren and Majid Mojirsheibani
On the Burkholder-Davis-Gundy inequalities for continuous martingales pp. 3034-3039 Downloads
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 Downloads
Thomas Poufinas
Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models pp. 3047-3055 Downloads
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 Downloads
Pawel Blazej
Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition pp. 3062-3069 Downloads
Ajay Jasra and Arnaud Doucet
The multivariate point null testing problem: A Bayesian discussion pp. 3070-3074 Downloads
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 Downloads
Mark Kliger and Joseph M. Francos
Conditions for weak ergodicity of inhomogeneous Markov chains pp. 3082-3085 Downloads
Don Coppersmith and Chai Wah Wu
On moments of recurrence times for positive recurrent renewal sequences pp. 3086-3090 Downloads
Zbigniew S. Szewczak
A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function pp. 3091-3095 Downloads
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 Downloads
James R. Schott
The finite-time ruin probability for ND claims with constant interest force pp. 3103-3109 Downloads
Fanchao Kong and Gaofeng Zong
On the compatibility of Dyson's conditions pp. 3110-3113 Downloads
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 Downloads
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 Downloads
Liuquan Sun and Xian Zhou
A semiparametric regression estimator under left truncation and right censoring pp. 2567-2571 Downloads
Maria Karlsson and Thomas Laitila
Semiparametric left truncation and right censorship models with missing censoring indicators pp. 2572-2577 Downloads
Sundarraman Subramanian and Dipankar Bandyopadhyay
Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring pp. 2578-2583 Downloads
Antai Wang and David Oakes
Testing additivity in nonparametric regression under random censorship pp. 2584-2591 Downloads
Mohammed Debbarh and Vivian Viallon
More powerful exact tests of binary matched pairs pp. 2592-2596 Downloads
Chris J. Lloyd
A pointwise Bayes-type estimator of the survival probability with censored data pp. 2597-2603 Downloads
K.B. Kulasekera and Meng Zhao
Identifiability of a mixture cure frailty model pp. 2604-2608 Downloads
Yingwei Peng and Jiajia Zhang
Multiple rank-based testing for ordered alternatives with incomplete data pp. 2609-2613 Downloads
P. Cabilio and J. Peng
A Bartlett type correction for Wald test in Cox regression model pp. 2614-2622 Downloads
Xiao Li, Yaohua Wu and Dongsheng Tu
The integral option in a model with jumps pp. 2623-2631 Downloads
Pavel V. Gapeev
Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions pp. 2632-2636 Downloads
Jérôme Lelong
Monitoring a Poisson process in several categories subject to changes in the arrival rates pp. 2637-2643 Downloads
Marlo Brown
On construction of consistent mixing distributions for compound decisions pp. 2644-2646 Downloads
Mostafa Mashayekhi
Missing observation analysis for matrix-variate time series data pp. 2647-2653 Downloads
Kostas Triantafyllopoulos
Bias of the regression estimator for experiments using clustered random assignment pp. 2654-2659 Downloads
Joel A. Middleton
The Bahadur representation for sample quantiles under negatively associated sequence pp. 2660-2663 Downloads
Nengxiang Ling
Orlicz norm inequalities for operator-valued martingale transforms pp. 2664-2670 Downloads
Lin Yu
On a new moments inequality pp. 2671-2678 Downloads
Slavko Simic
A one-sided large deviation local limit theorem pp. 2679-2684 Downloads
Jianxi Lin
Approximate predictive pivots for autoregressive processes pp. 2685-2691 Downloads
José M. Corcuera
On the time to ruin and the deficit at ruin in a risk model with double-sided jumps pp. 2692-2699 Downloads
Xiaoyu Xing, Wei Zhang and Yiming Jiang
Modeling financial time series through second-order stochastic differential equations pp. 2700-2704 Downloads
João Nicolau
Inverse renewal thinning of Cox and renewal processes pp. 2705-2708 Downloads
S.P. Teke and S.R. Deshmukh
Asymptotics of sums of lognormal random variables with Gaussian copula pp. 2709-2714 Downloads
Søren Asmussen and Leonardo Rojas-Nandayapa
Space-time dependence dynamics for birth-death point processes pp. 2715-2719 Downloads
C. Comas and J. Mateu
Optimal main effect plans in nested row-column set-up of small size pp. 2720-2724 Downloads
Sunanda Bagchi and Mausumi Bose
The functional central limit theorem for a family of GARCH observations with applications pp. 2725-2730 Downloads
István Berkes, Siegfried Hörmann and Lajos Horvath
A note on self-weighted quantile estimation for infinite variance quantile autoregression models pp. 2731-2738 Downloads
Xiao Rong Yang and Li Xin Zhang
Wavelet regression with correlated errors on a piecewise Hölder class pp. 2739-2743 Downloads
Rogério F. Porto, Pedro A. Morettin and Elisete C.Q. Aubin
Efficient estimation of population quantiles in general semiparametric regression models pp. 2744-2750 Downloads
Arnab Maity
On the connections between weakly stable and pseudo-isotropic distributions pp. 2751-2755 Downloads
B.H. Jasiulis and J.K. Misiewicz
An alternative multivariate skew-slash distribution pp. 2756-2761 Downloads
Olcay Arslan
On occurrence of patterns in Markov chains: Method of gambling teams pp. 2762-2767 Downloads
Vladimir Pozdnyakov
Testing for parameter stability in quantile regression models pp. 2768-2775 Downloads
Liangjun Su and Zhijie Xiao
Some new maximal inequalities pp. 2776-2780 Downloads
Peter Harremoës
Fisher information in hybrid censored data pp. 2781-2786 Downloads
Sangun Park, N. Balakrishnan and Gang Zheng
Exponential families are not preserved by the formation of order statistics pp. 2787-2792 Downloads
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 Downloads
In Hong Chang and Rahul Mukerjee
Sufficient dimension reduction and variable selection for regression mean function with two types of predictors pp. 2798-2803 Downloads
Qin Wang and Xiangrong Yin
Heavy-tailedness and threshold sex determination pp. 2804-2810 Downloads
Rustam Ibragimov
Maxima of Dirichlet and triangular arrays of gamma variables pp. 2811-2820 Downloads
Arup Bose, Amites Dasgupta and Krishanu Maulik
The distribution of the product of two triangular random variables pp. 2821-2826 Downloads
Theodore S. Glickman and Feng Xu
Stochastic orderings for discrete random variables pp. 2827-2835 Downloads
A. Giovagnoli and H.P. Wynn
A generalized constructive definition for the Dirichlet process pp. 2836-2838 Downloads
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 Downloads
E. Bura and R. Pfeiffer
Explicit solutions for multivalued stochastic differential equations pp. 2281-2292 Downloads
Siyan Xu
On the convergence of the empirical mass function pp. 2293-2299 Downloads
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 Downloads
Frank Aurzada
On the Tukey depth of a continuous probability distribution pp. 2308-2313 Downloads
Abdelhamid Hassairi and Ons Regaieg
The gambler's ruin problem for a Markov chain related to the Bessel process pp. 2314-2320 Downloads
Mario Lefebvre
Counting by weighing and its effect on comparing population proportions pp. 2321-2326 Downloads
David M. Nickerson
Statistical testing alone and estimation plus testing: Reporting study outcomes in biomedical journals pp. 2327-2331 Downloads
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 Downloads
Masahiro Kuroda, Michio Sakakihara and Zhi Geng
Limit theorems for correlated Bernoulli random variables pp. 2339-2345 Downloads
Barry James, Kang James and Yongcheng Qi
A class of weighted Poisson processes pp. 2346-2352 Downloads
N. Balakrishnan and Tomasz J. Kozubowski
On a multivariate gamma distribution pp. 2353-2360 Downloads
Edward Furman
General matrix-valued inhomogeneous linear stochastic differential equations and applications pp. 2361-2365 Downloads
Jinqiao Duan and Jia-an Yan
A note on the construction of optimal main effects plans in blocks of size two pp. 2366-2370 Downloads
Mike Jacroux
Bivariate positive stable frailty models pp. 2371-2377 Downloads
Madhuja Mallick, Nalini Ravishanker and Nandini Kannan
Some properties of convolutions of Pascal and Erlang random variables pp. 2378-2387 Downloads
J. Mi, W. Shi and Y.Y. Zhou
Tail dependence of skewed grouped t-distributions pp. 2388-2399 Downloads
Konrad Banachewicz and Aad van der Vaart
Dynamical circle covering with homogeneous Poisson updating pp. 2400-2403 Downloads
Johan Jonasson
An extension of Wick's theorem pp. 2404-2407 Downloads
C. Vignat and S. Bhatnagar
Propriety of posterior in Bayesian space varying parameter models with normal data pp. 2408-2411 Downloads
Alexandre Rodrigues and Renato Assunção
On solutions of a class of infinite horizon FBSDEs pp. 2412-2419 Downloads
Juliang Yin
A goodness of fit test for left-truncated and right-censored data pp. 2420-2425 Downloads
Yi-Ting Hwang and Chun-chao Wang
On a risk model with debit interest and dividend payments pp. 2426-2432 Downloads
Kam-Chuen Yuen, Ming Zhou and Junyi Guo
Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model pp. 2433-2436 Downloads
M.F. Brilhante and S. Kotz
Estimability of parameters in a linear model and related characterizations pp. 2437-2439 Downloads
Stratis Kounias and Miltiadis Chalikias
A simple estimator of the bivariate distribution function for censored gap times pp. 2440-2445 Downloads
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 Downloads
Guoxin Liu and Ying Wang
Autoregressive processes with normal-Laplace marginals pp. 2456-2462 Downloads
K.K. Jose, Lishamol Tomy and J. Sreekumar
Bootstrap confidence intervals in nonparametric regression with built-in bias correction pp. 2463-2469 Downloads
Timothy L. McMurry and Dimitris N. Politis
On the E-optimality of complete designs under an interference model pp. 2470-2477 Downloads
Katarzyna Filipiak, Rafal Rózanski, Aneta Sawikowska and Dominika Wojtera-Tyrakowska
On the shapes of bilateral Gamma densities pp. 2478-2484 Downloads
Uwe Küchler and Stefan Tappe
Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption pp. 2485-2489 Downloads
Jean-François Coeurjolly
Asymptotically pointwise optimal allocation rules in Bayes sequential estimation pp. 2490-2495 Downloads
Leng-Cheng Hwang and Rohana J. Karunamuni
Optimal mixed-level supersaturated design with general number of runs pp. 2496-2502 Downloads
Jie Chen and Min-Qian Liu
Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times pp. 2503-2510 Downloads
George G. Roussas and Debasis Bhattacharya
On-line detection of a part of a sequence with unspecified distribution pp. 2511-2516 Downloads
Wojciech Sarnowski and Krzysztof Szajowski
Some asymptotic results on density estimators by wavelet projections pp. 2517-2521 Downloads
Davit Varron
Consistent estimation of the accuracy of importance sampling using regenerative simulation pp. 2522-2527 Downloads
Sourabh Bhattacharya
On the convergence of stochastic integrals with respect to p-semimartingales pp. 2528-2535 Downloads
K. Kubilius
Trimmed sums of long range dependent moving averages pp. 2536-2542 Downloads
Rafal Kulik and Mohamedou Ould Haye
An L2 -test for comparing spatial spectral densities pp. 2543-2551 Downloads
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 Downloads
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 Downloads
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 Downloads
Fuxiang Liu and Yanyan Liu
Laws of large numbers for the number of weak records pp. 2010-2017 Downloads
Raúl Gouet, F. Javier López and Gerardo Sanz
A note on strong limit theorems for arbitrary stochastic sequences pp. 2018-2023 Downloads
Weiguo Yang and Xue Yang
On optimality of the Benjamini-Hochberg procedure for the false discovery rate pp. 2024-2030 Downloads
Wenge Guo and M. Bhaskara Rao
On a non-classical invariance principle pp. 2031-2038 Downloads
Youri Davydov and Vladimir Rotar
On the asymptotic behaviour of random matrices in a multivariate statistical model pp. 2039-2045 Downloads
Roy Cerqueti and Mauro Costantini
A note on upper estimates for Pickands constants pp. 2046-2051 Downloads
Krzysztof Dëbicki and Pawel Kisowski
A bilateral inequality on the Borel-Cantelli Lemma pp. 2052-2057 Downloads
Yuquan Xie
Incomplete factorial experiments in completely randomized and randomized complete block designs pp. 2058-2065 Downloads
A. Gerami
On weak convergence of the likelihood ratio process in multi-phase regression models pp. 2066-2074 Downloads
Takayuki Fujii
A singular stochastic differential equation driven by fractional Brownian motion pp. 2075-2085 Downloads
Yaozhong Hu, David Nualart and Xiaoming Song
Absolute ruin in the compound Poisson risk model with constant dividend barrier pp. 2086-2094 Downloads
Haili Yuan and Yijun Hu
The functional CLT for linear processes generated by mixing random variables with infinite variance pp. 2095-2101 Downloads
H.J. Moon
A central limit theorem for the linear process generated by associated random variables in a Hilbert space pp. 2102-2109 Downloads
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 Downloads
Tae-Sung Kim, Mi-Hwa Ko and Kwang-Hee Han
An unexpected result in an approximate carrier-borne epidemic process pp. 2116-2120 Downloads
J. Gani and R.J. Swift
A strong invariance principle for positively or negatively associated random fields pp. 2121-2129 Downloads
Alexey Shashkin
The disk-percolation model on graphs pp. 2130-2136 Downloads
E. Lebensztayn and P.M. Rodríguez
Asymptotics of Oja Median Estimate pp. 2137-2141 Downloads
Gang Shen
Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression pp. 2142-2153 Downloads
M. Arashi and S.M.M. Tabatabaey
Isoperimetric and related bounds on configuration spaces pp. 2154-2164 Downloads
Christian Houdré and Nicolas Privault
Survival probabilities for N-ary subtrees on a Galton-Watson family tree pp. 2165-2170 Downloads
Ljuben R. Mutafchiev
On the equivalence between standard and sequentially ordered hidden Markov models pp. 2171-2174 Downloads
Nicolas Chopin
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions pp. 2175-2180 Downloads
Kouji Yano and Yuko Yano
The Wills functional for Poisson processes pp. 2181-2187 Downloads
Richard A. Vitale and Yazhen Wang
Ratio estimation via Poisson regression and Generalized Estimating Equations pp. 2188-2193 Downloads
Jorge G. Morel and Nagaraj K. Neerchal
Nonparametric density estimation for stratified samples pp. 2194-2200 Downloads
Robert Breunig
Inner product spaces of integrands associated to subfractional Brownian motion pp. 2201-2209 Downloads
Constantin Tudor
Stochastic approximation of the factors of a generalized canonical correlation analysis pp. 2210-2216 Downloads
Jean-Marie Monnez
On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability pp. 2217-2221 Downloads
Tapan K. Nayak, Sudip Bose and Subrata Kundu
A study on LTD and RTI positive dependence orderings pp. 2222-2229 Downloads
Antonio Colangelo
Convergence rates in the local renewal theorem pp. 2230-2233 Downloads
Artëm Sapozhnikov
Ordering comparison of negative binomial random variables with their mixtures pp. 2234-2239 Downloads
Mohammad Hossein Alamatsaz and Somayyeh Abbasi
A canonical definition of shape pp. 2240-2247 Downloads
Davy Paindaveine
A note on birth-death processes with catastrophes pp. 2248-2257 Downloads
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 Downloads
Yong Chen, Min-Ping Qian and Jian-Sheng Xie
The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes pp. 2265-2272 Downloads
Kotaro Endo and Muneya Matsui

Volume 78, issue 13, 2008

Almost sure functional central limit theorems for weakly dependent sequences pp. 1683-1693 Downloads
Shouquan Chen and Zhengyan Lin
A note on scale mixtures of skew normal distribution pp. 1694-1701 Downloads
Hyoung-Moon Kim
Divergence-based tests for model diagnostic pp. 1702-1710 Downloads
M.D. Esteban, T. Hobza, D. Morales and Y. Marhuenda
Beta-hypergeometric distributions and random continued fractions pp. 1711-1721 Downloads
Claudio Asci, Gérard Letac and Mauro Piccioni
A two-parameter generalized skew-normal distribution pp. 1722-1726 Downloads
A. Jamalizadeh, J. Behboodian and N. Balakrishnan
On a risk model with dependence between claim sizes and claim intervals pp. 1727-1734 Downloads
Qingbin Meng, Xin Zhang and Junyi Guo
Estimation using response probability under callbacks pp. 1735-1741 Downloads
Hyeonah Park, Seongryong Na and Jongwoo Jeon
A note on the finite collision property of random walks pp. 1742-1747 Downloads
Dayue Chen, Bei Wei and Fuxi Zhang
Nonparametric regression estimation with assigned risk pp. 1748-1756 Downloads
Sam Efromovich
Inverse beta transformation in kernel density estimation pp. 1757-1764 Downloads
Catalina Bolancé, Montserrat Guillen and Jens Perch Nielsen
The first negative moment in the sense of the Cauchy principal value pp. 1765-1774 Downloads
Chien-Yu Peng
Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces pp. 1775-1783 Downloads
Kai Liu
Sample paths of jump-type Fleming-Viot processes with bounded mutation operators pp. 1784-1791 Downloads
Telles Timóteo da Silva and Marcelo D. Fragoso
Moment inequalities for DVRL distributions, characterization and testing for exponentiality pp. 1792-1799 Downloads
Bander Al-Zahrani and Jordan Stoyanov
A note on the exchangeability condition in Stein's method pp. 1800-1806 Downloads
Adrian Röllin
On prediction error in functional linear regression pp. 1807-1810 Downloads
Tatiyana V. Apanasovich and Edward Goldstein
Optimal robust estimates using the Kullback-Leibler divergence pp. 1811-1816 Downloads
Victor J. Yohai
The combined INAR(p) models for time series of counts pp. 1817-1822 Downloads
Christian H. Weiß
A matrix version of Chernoff inequality pp. 1823-1825 Downloads
Zhengyuan Wei and Xinsheng Zhang
On the convergence rate of sequential fixed-width confidence intervals for normal parameters pp. 1826-1834 Downloads
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 Downloads
Hu Yang, Zhimin Zhang and Chunmei Lan
Marginal distribution of some path-dependent stochastic volatility model pp. 1846-1850 Downloads
Jun Sekine
Stam inequality on pp. 1851-1856 Downloads
Paolo Gibilisco, Daniele Imparato and Tommaso Isola
Bivariate stopped-sum distributions using saddlepoint methods pp. 1857-1862 Downloads
Ehab F. Abd-Elfattah
Histogram density estimators based upon a fuzzy partition pp. 1863-1868 Downloads
Kevin Loquin and Olivier Strauss
Hausdorff moment problem: Reconstruction of probability density functions pp. 1869-1877 Downloads
Robert M. Mnatsakanov
Optimality of the Holm procedure among general step-down multiple testing procedures pp. 1878-1884 Downloads
Alexander Y. Gordon and Peter Salzman
A variance component test for mixed hidden Markov models pp. 1885-1893 Downloads
Rachel MacKay Altman
Confidence intervals for long memory regressions pp. 1894-1902 Downloads
Kyungduk Ko, Jaechoul Lee and Robert Lund
Central limit theorems for the integrated squared error of derivative estimators pp. 1903-1913 Downloads
Melanie Birke
Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model pp. 1914-1921 Downloads
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 Downloads
Guillaume Marrelec and Habib Benali
Collision probability for an occupancy problem pp. 1929-1932 Downloads
Toshio Nakata
Lee discrepancy and its applications in experimental designs pp. 1933-1942 Downloads
Yong-Dao Zhou, Jian-Hui Ning and Xie-Bing Song
Unit root testing based on BLUS residuals pp. 1943-1947 Downloads
Dimitrios Vougas
A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion pp. 1948-1954 Downloads
Riccardo Gatto
Prediction intervals for future records pp. 1955-1963 Downloads
Mohammad Z. Raqab and N. Balakrishnan
A note on the almost sure central limit theorem for negatively associated fields pp. 1964-1970 Downloads
Jiang-Feng Wang and Han-Ying Liang
Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements pp. 1971-1980 Downloads
Anuradha Roy and Ricardo Leiva
A new class of excited random walks on trees pp. 1981-1989 Downloads
Fabiola Del Greco M., Marco Di Marzio and Agnese Panzera
Test for parameter change in ARMA models with GARCH innovations pp. 1990-1998 Downloads
Sangyeol Lee and Junmo Song

Volume 78, issue 12, 2008

Characterizations using the bivariate failure rate function pp. 1349-1354 Downloads
Jorge Navarro
A class of autoregressive processes pp. 1355-1361 Downloads
S.D. Krishnarani and K. Jayakumar
Modified Simes' critical values under independence pp. 1362-1368 Downloads
Gengqian Cai and Sanat K. Sarkar
A generalization and extension of an autoregressive model pp. 1369-1374 Downloads
S. Satheesh, E. Sandhya and K.E. Rajasekharan
Parameter estimation using partial information with applications to queueing and related models pp. 1375-1383 Downloads
I.V. Basawa, U.N. Bhat and J. Zhou
On the central limit theorem and the law of the iterated logarithm pp. 1384-1387 Downloads
Katusi Fukuyama and Yôhei Ueno
Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process pp. 1388-1396 Downloads
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 Downloads
Julien Chiquet and Nikolaos Limnios
Seasonal fractional ARIMA with stable innovations pp. 1404-1411 Downloads
Abdou Ka Diongue, Aliou Diop and Mor Ndongo
A higher order multifractal formalism pp. 1412-1421 Downloads
Anouar Ben Mabrouk
An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models pp. 1422-1429 Downloads
Junfeng Shang and Joseph E. Cavanaugh
The asymptotic and exact Fisher information matrices of a vector ARMA process pp. 1430-1433 Downloads
André Klein, Guy Mélard and Abdessamad Saidi
Extended Glivenko-Cantelli Theorem in ARCH(p)-time series pp. 1434-1439 Downloads
Fuxia Cheng
On the max-domain of attraction of distributions with log-concave densities pp. 1440-1444 Downloads
Samuel Müller and Kaspar Rufibach
Empirical likelihood for linear models in the presence of nuisance parameters pp. 1445-1451 Downloads
Mi-Ok Kim and Mai Zhou
On computation of NPMLE for middle-censored data pp. 1452-1458 Downloads
Vasudevan Mangalam, Gopalan M. Nair and Yun Zhao
On Pólya mixtures of multivariate Gaussian distributions pp. 1459-1465 Downloads
Bronius Grigelionis
Complete convergence of weighted sums for [rho]* -mixing sequence of random variables pp. 1466-1472 Downloads
An Jun and Yuan Demei
A note on the closed-form identification of regression models with a mismeasured binary regressor pp. 1473-1479 Downloads
Xiaohong Chen, Yingyao Hu and Arthur Lewbel
The autocorrelation structure of the Markov-switching asymmetric power GARCH process pp. 1480-1489 Downloads
Markus Haas
Clustering gene expression profile data by selective shrinkage pp. 1490-1497 Downloads
Hemant Ishwaran and J. Sunil Rao
A note on auxiliary particle filters pp. 1498-1504 Downloads
Adam Johansen and Arnaud Doucet
Distribution of runs in a sequence of exchangeable multi-state trials pp. 1505-1513 Downloads
Serkan EryIlmaz
A problem on extreme magnitudes of characteristic functions: The general case pp. 1514-1516 Downloads
Xin He
On exit times of Lévy-driven Ornstein-Uhlenbeck processes pp. 1517-1525 Downloads
Konstantin Borovkov and Alexander Novikov
A generalized Gittins index for a Markov chain and its recursive calculation pp. 1526-1533 Downloads
Isaac M. Sonin
Growth rates for pure birth Markov chains pp. 1534-1540 Downloads
K.B. Athreya
A self-normalized central limit theorem for [rho] -mixing stationary sequences pp. 1541-1547 Downloads
Xinxin Jiang and Marjorie Hahn
Spiking problem in monotone regression: Penalized residual sum of squares pp. 1548-1556 Downloads
Jayanta Kumar Pal
Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables pp. 1557-1559 Downloads
Ye Xia
Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model pp. 1560-1569 Downloads
Xuemei Hu, Zhizhong Wang and Feng Liu
How to construct asymptotically stable iterated function systems pp. 1570-1576 Downloads
Joanna Jaroszewska
Extreme variances of order statistics in dependent samples pp. 1577-1582 Downloads
Tomasz Rychlik
Edgeworth expansions in operator form pp. 1583-1592 Downloads
Zbigniew S. Szewczak
On the matching noise of some nonparametric imputation procedures pp. 1593-1600 Downloads
Daniela Marella, Mauro Scanu and Pier Luigi Conti
Spectral density estimation for linear processes with dependent innovations pp. 1601-1611 Downloads
Nadia Bensaïd and Ouafae Yazourh-Benrabah
Hausdorff moment problem: Reconstruction of distributions pp. 1612-1618 Downloads
Robert M. Mnatsakanov
Some moment relationships for multivariate skew-symmetric distributions pp. 1619-1623 Downloads
Dale Umbach
Moment estimation in a semiparametric generalized linear model pp. 1624-1633 Downloads
Xueqin Wang and Hanxiang Peng
A note on extreme values and kernel estimators of sample boundaries pp. 1634-1638 Downloads
Stéphane Girard and Pierre Jacob
A lower bound for the reliability function of multiple failure mode systems pp. 1639-1648 Downloads
F.S. Milienos and M.V. Koutras
A regeneration proof of the central limit theorem for uniformly ergodic Markov chains pp. 1649-1655 Downloads
Ajay Jasra and Chao Yang
Limiting distribution of the G statistics pp. 1656-1661 Downloads
Tonglin Zhang
kth records from geometric distribution pp. 1662-1670 Downloads
Anna Dembinska
R-squared for general regression models in the presence of sampling weights pp. 1671-1672 Downloads
S. Freels and Kanhaiyaa Sinha
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes pp. 1673-1682 Downloads
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 Downloads
Krzysztof Oleszkiewicz
H(n)-factors in random graphs pp. 1255-1258 Downloads
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 Downloads
Mohamed El Otmani
A new three-parameter extension of the inverse Gaussian distribution pp. 1266-1273 Downloads
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 Downloads
V.V. Anh and N.N. Leonenko
A note on the complete convergence for arrays of rowwise independent random elements pp. 1283-1289 Downloads
Soo Hak Sung
Codispersion coefficients for spatial and temporal series pp. 1290-1300 Downloads
Andrew L. Rukhin and Ronny Vallejos
How to compute the extremal index of stationary random fields pp. 1301-1304 Downloads
H. Ferreira and L. Pereira
Algebraic polynomials with random non-symmetric coefficients pp. 1305-1313 Downloads
K. Farahmand and C.T. Stretch
The Karcher mean of a class of symmetric distributions on the circle pp. 1314-1316 Downloads
David Kaziska and Anuj Srivastava
Asymptotic properties for Cauchy's principal values of Brownian and random walk local time pp. 1317-1327 Downloads
Jiwei Wen and Zhengyan Lin
Multiple comparisons of several heteroscedastic multivariate populations pp. 1328-1338 Downloads
Yoshihide Kakizawa
Prolate spheroidal spectral estimates pp. 1339-1348 Downloads
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 Downloads
Sanjib Basu and Nader Ebrahimi
A generalization of the Balakrishnan skew-normal distribution pp. 1165-1167 Downloads
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 Downloads
Antai Wang
On asymptotic failure rates in bivariate frailty competing risks models pp. 1174-1180 Downloads
Maxim Finkelstein and Veronica Esaulova
On comonotonicity of Pareto optimal risk sharing pp. 1181-1188 Downloads
Michael Ludkovski and Ludger Rüschendorf
A k-nearest neighbor approach for functional regression pp. 1189-1193 Downloads
Thomas Laloë
Modelling marked point patterns by intensity-marked Cox processes pp. 1194-1199 Downloads
Lai Ping Ho and D. Stoyan
Noncanonical representation with an infinite-dimensional orthogonal complement pp. 1200-1205 Downloads
Youssef Ouknine and Mohamed Erraoui
Precise large deviation results for the total claim amount under subexponential claim sizes pp. 1206-1214 Downloads
Aleksandras Baltrunas, Remigijus Leipus and Jonas Siaulys
On moments of the maximum of normed partial sums of [rho] -mixing random variables pp. 1215-1221 Downloads
Pingyan Chen and Shixin Gan
When do cylinder [sigma]-algebras equal Borel [sigma]-algebras in Polish spaces? pp. 1222-1225 Downloads
Yi Yan
On monotonicity of regression quantile functions pp. 1226-1229 Downloads
Tereza Neocleous and Stephen Portnoy
On first and last ruin times of Gaussian processes pp. 1230-1235 Downloads
Jürg Hüsler and Yueming Zhang
Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics pp. 1236-1245 Downloads
J. Ahmadi and N. Balakrishnan
On the Gaussian representation of intrinsic volumes pp. 1246-1249 Downloads
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 Downloads
Yong Zhang and Xiao-Yun Yang
Reproducibility probability estimation for testing statistical hypotheses pp. 1056-1061 Downloads
Daniele De Martini
Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients pp. 1062-1071 Downloads
Zhidong Wang
On the maximal correlation coefficient pp. 1072-1075 Downloads
Yaming Yu
Estimating the parameter of the population selected from discrete exponential family pp. 1076-1087 Downloads
P. Vellaisamy and Sushmita Jain
On the link between dependence and independence in extreme value theory for dynamical systems pp. 1088-1093 Downloads
Ana Cristina Moreira Freitas and Jorge Milhazes Freitas
Confidence intervals for the normal mean utilizing prior information pp. 1094-1100 Downloads
David Farchione and Paul Kabaila
Modelling heterogeneity for bivariate survival data by the log-normal distribution pp. 1101-1109 Downloads
David D. Hanagal
A general SLLN for the one-dimensional class cover problem pp. 1110-1118 Downloads
John C. Wierman and Pengfei Xiang
Proper Bayesian estimating equation based on Hilbert space method pp. 1119-1127 Downloads
Lu Lin and Lin Tan
Strong pointwise consistency of the kT -occupation time density estimator pp. 1128-1137 Downloads
Boris Labrador
Sampling based succinct matrix approximation pp. 1138-1147 Downloads
Rong Liu and Yong Shi
p-variation of an integral functional driven by fractional Brownian motion pp. 1148-1157 Downloads
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 Downloads
Ismihan Bairamov and Barry C. Arnold
Large deviations in testing fractional Ornstein-Uhlenbeck models pp. 953-962 Downloads
Jaya P.N. Bishwal
A new generalized p-value for ANOVA under heteroscedasticity pp. 963-969 Downloads
Li-Wen Xu and Song-Gui Wang
Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages pp. 970-974 Downloads
Marcin Kozak, Andrzej Zielinski and Sarjinder Singh
On the minimization of concave information functionals for unsupervised classification via decision trees pp. 975-984 Downloads
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 Downloads
Jean-Luc Marichal and Ivan Kojadinovic
Note on integer-valued bilinear time series models pp. 992-996 Downloads
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 Downloads
Dominique Chabot-Hallé and Pierre Duchesne
A new weighted integral goodness-of-fit statistic for exponentiality pp. 1006-1016 Downloads
L. Baringhaus and N. Henze
Some strong limit theorems for -mixing sequences of random variables pp. 1017-1023 Downloads
Qunying Wu and Yuanying Jiang
A limit theorem for solutions to BSDEs in the space of processes pp. 1024-1033 Downloads
Sheng-Jun Fan and Jian-Hua Hu
An approximation for the power function of a non-parametric test of fit pp. 1034-1042 Downloads
Mohammed Boukili Makhoukhi
Consistency of the regression estimator with functional data under long memory conditions pp. 1043-1049 Downloads
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 Downloads
Tae-Sung Kim and Mi-Hwa Ko
A functional ergodic theorem for the occupation time process of a branching system pp. 847-853 Downloads
Anna Talarczyk
An almost sure invariance principle for additive functionals of Markov chains pp. 854-860 Downloads
F. Rassoul-Agha and T. Seppäläinen
Talagrand's inductive method and isoperimetric inequalities involving random sets pp. 861-868 Downloads
Daniel Z. Zanger
Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process pp. 869-879 Downloads
Cecilia Mancini
A note on the Lasso for Gaussian graphical model selection pp. 880-884 Downloads
Nicolai Meinshausen
A note on the Hájek-Rényi inequality for associated random variables pp. 885-889 Downloads
Soo Hak Sung
A strong law of large numbers for pairwise independent identically distributed random variables with infinite means pp. 890-895 Downloads
Victor M. Kruglov
Optimal foldover plans for regular s-level fractional factorial designs pp. 896-903 Downloads
Mingyao Ai, Fred J. Hickernell and Dennis K.J. Lin
On a software reliability model by Koch and Spreij pp. 904-914 Downloads
James Ledoux
Convergence in distribution for the sup-norm of a kernel density estimator for GARCH innovations pp. 915-923 Downloads
Nao Mimoto
The Baum-Katz theorem for bounded subsequences pp. 924-926 Downloads
George Stoica
A conditional Koziol-Green model under dependent censoring pp. 927-937 Downloads
Roel Braekers and Noël Veraverbeke
On the optimal allocation of components within coherent systems pp. 938-943 Downloads
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 Downloads
Frank Aurzada
Random coefficient volatility models pp. 582-593 Downloads
A. Thavaneswaran, S. Peiris and S. Appadoo
Large deviations for the empirical mean of associated random variables pp. 594-598 Downloads
Carla Henriques and Paulo Eduardo Oliveira
Empirical likelihood for non-degenerate U-statistics pp. 599-607 Downloads
Bing-Yi Jing, Junqing Yuan and Wang Zhou
Minimax designs for optimum mixtures pp. 608-615 Downloads
Manisha Pal and Nripes Kumar Mandal
Revisiting Sen's inequalities on order statistics pp. 616-621 Downloads
N. Balakrishnan and K. Balasubramanian
Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis pp. 622-628 Downloads
Amit Sen
Testing parametric models in the presence of instrumental variables pp. 629-636 Downloads
Hajo Holzmann
Characterizations of multiparameter Cox and Poisson processes by the renewal property pp. 637-642 Downloads
Ely Merzbach and Yair Y. Shaki
Asymptotic comparison of the mixed moment and classical extreme value index estimators pp. 643-653 Downloads
M. Ivette Gomes and Cláudia Neves
Infinite divisibility of skew Gaussian and Laplace laws pp. 654-660 Downloads
Tomasz J. Kozubowski and John P. Nolan
A spatial rank test and corresponding estimators for several samples pp. 661-668 Downloads
Jaakko Nevalainen, Jyrki Möttönen and Hannu Oja
On bounded Gaussian processes pp. 669-674 Downloads
H. Le
On the maxiset comparison between hard and block thresholding methods pp. 675-681 Downloads
Christophe Chesneau
A continuous non-Brownian motion martingale with Brownian motion marginal distributions pp. 682-686 Downloads
J.M.P. Albin
Moment inequalities for spatial processes pp. 687-697 Downloads
Jiti Gao, Zudi Lu and Dag Tjøstheim
Unbounded mappings and weak convergence of measures pp. 698-706 Downloads
August Michal Zapala
Ruin probabilities for discrete time risk models with stochastic rates of interest pp. 707-715 Downloads
Xiao Wei and Yijun Hu
A note on the weak convergence of probability measures in the D[0,1] space pp. 716-719 Downloads
R.P. Pakshirajan
Statistical properties of exact confidence intervals from discrete data using studentized test statistics pp. 720-727 Downloads
Paul Kabaila
A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models pp. 728-735 Downloads
Wai-Sum Chan and Yin-Ting Chan
Convergence in distribution of random compact sets in Polish spaces pp. 736-738 Downloads
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 Downloads
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 Downloads
Daiki Maki
The general principle for precise large deviations of heavy-tailed random sums pp. 749-758 Downloads
Jianxi Lin
Runs in continuous-valued sequences pp. 759-765 Downloads
Serkan Eryilmaz and James C. Fu
How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? pp. 766-770 Downloads
Ashkan Nikeghbali
Probabilistic approach in weighted Markov branching processes pp. 771-779 Downloads
Anyue Chen, Junping Li and N.I. Ramesh
Some results on subordination, selfdecomposability and operator semi-stability pp. 780-784 Downloads
Gyeong Suk Choi
Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance pp. 785-793 Downloads
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 Downloads
Shanchao Yang, Chun Su and Keming Yu
Central limit theorem of random quadratics forms involving random matrices pp. 804-809 Downloads
Guangming Pan, Baiqi Miao and Baisuo Jin
Markovian extensions of a stochastic process pp. 810-814 Downloads
Ljiljana Petrovic
Systems with weighted components pp. 815-823 Downloads
Francisco J. Samaniego and Moshe Shaked
A note on distortions induced by truncation with applications to linear regression systems pp. 824-829 Downloads
Giovanni M. Marchetti and Elena Stanghellini
Uniform convergence of autocovariances pp. 830-838 Downloads
Laimonis Kavalieris

Volume 78, issue 5, 2008

Order statistics and renormalization pp. 463-470 Downloads
Anthony G. Pakes
Finding a needle in a haystack: Conditions for reliable detection in the presence of clutter pp. 471-480 Downloads
Bruno Jedynak and Damianos Karakos
A note on the CIR process and the existence of equivalent martingale measures pp. 481-487 Downloads
Zhi Jun Guo
A note on confidence intervals for the power of t-test pp. 488-489 Downloads
Dennis Gilliland and Mingfei Li
Exponential stability of non-autonomous stochastic partial differential equations with finite memory pp. 490-498 Downloads
Li Wan and Jinqiao Duan
Some improvements on a boundary corrected kernel density estimator pp. 499-507 Downloads
R.J. Karunamuni and S. Zhang
A note on constrained estimation in the simple linear measurement error model pp. 508-517 Downloads
Ori Davidov and Vladimir Griskin
Schur- and E-optimal two-level factorial designs pp. 518-527 Downloads
Neil A. Butler
A generalized existence theorem of reflected BSDEs with double obstacles pp. 528-536 Downloads
Shiqiu Zheng and Shengwu Zhou
How rich is the class of processes which are infinitely divisible with respect to time? pp. 537-547 Downloads
Khalifa Es-sebaiy and Youssef Ouknine
Empirical likelihood for the two-sample mean problem pp. 548-556 Downloads
Yukun Liu, Changliang Zou and Runchu Zhang
The mean resultant length of the spherically projected normal distribution pp. 557-563 Downloads
Brett Presnell and Pavlina Rumcheva
The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models pp. 564-575 Downloads
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 Downloads
Pavle Mladenovic and Vladimir Piterbarg
Asymptotic distributions of non-degenerate U-statistics on trimmed samples pp. 336-346 Downloads
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 Downloads
Marcin Dudzinski
On approximations for two classes of Poisson mixtures pp. 358-366 Downloads
Vladimir Vinogradov
An almost sure central limit theorem for products of sums under association pp. 367-375 Downloads
Yun-Xia Li and Jian-Feng Wang
Generalized multivariate rank type test statistics via spatial U-quantiles pp. 376-383 Downloads
Weihua Zhou and Robert Serfling
An approximate method for nonlinear mixed-effects models with nonignorably missing covariates pp. 384-389 Downloads
Lang Wu
The Borel-Cantelli lemma under dependence conditions pp. 390-395 Downloads
Tapas Kumar Chandra
Empirical saddlepoint approximations of the Studentized mean under stratified random sampling pp. 396-401 Downloads
Zhishui Hu, Chunsheng Ma and John Robinson
Generalized least squares transformation and estimation with autoregressive error pp. 402-404 Downloads
Dimitrios Vougas
The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models pp. 405-411 Downloads
Shaun S. Wulff
Convergence of Archimedean copulas pp. 412-419 Downloads
Arthur Charpentier and Johan Segers
Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices pp. 420-425 Downloads
Jinadasa Gamage and Thomas Mathew
FBSDE approach to utility portfolio selection in a market with random parameters pp. 426-434 Downloads
René Ferland and François Watier
Equivalence of Volterra processes: Degenerate case pp. 435-444 Downloads
Youssef Ouknine and Mohamed Erraoui
Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process pp. 445-455 Downloads
James Ledoux
On the statistical properties of a stationary process sampled by a stationary point process pp. 456-462 Downloads
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 Downloads
Hong Zhang, Hanfeng Chen and Zhaohai Li
Independence after adaptive allocation pp. 214-224 Downloads
Claude Bélisle and Vince Melfi
Limiting behavior of a generalized branching process with immigration pp. 225-230 Downloads
I. Rahimov and W.S. Al-Sabah
A class of backward stochastic differential equations with discontinuous coefficients pp. 231-237 Downloads
Guangyan Jia
Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation pp. 238-248 Downloads
Noureddine Berrahou
The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix pp. 249-253 Downloads
A.G.M. Steerneman and Frederieke van Perlo-ten Kleij
On construction of generalized neighbor design of use in serology pp. 254-256 Downloads
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 Downloads
Tommaso Proietti
The law of the iterated logarithm for additive functionals of Markov chains pp. 265-270 Downloads
Yu Miao and Guangyu Yang
On multivariate dispersion orderings based on the standard construction pp. 271-281 Downloads
Félix Belzunce, José M. Ruiz and Alfonso Suárez-Llorens
On the existence of moments of ladder heights pp. 282-285 Downloads
A.K. Aleskeviciene
On estimation of the shape parameter of the gamma distribution pp. 286-295 Downloads
A. Zaigraev and A. Podraza-Karakulska
A note on the Vogelsang test for additive outliers pp. 296-300 Downloads
Niels Haldrup and Andreu Sanso
Asymptotic properties of the ratio of order statistics pp. 301-310 Downloads
N. Balakrishnan and A. Stepanov
Fréchet optimal bounds on the probability of a union with supplementary information pp. 311-319 Downloads
Fred M. Hoppe and Mikhail Nediak
A note on the harmonic law: A two-parameter family of distributions for ratios pp. 320-326 Downloads
Pedro Puig

Volume 78, issue 2, 2008

A note on Spitzer identity for random walk pp. 97-108 Downloads
Aimé Lachal
MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions pp. 109-117 Downloads
Lichun Wang and Noël Veraverbeke
A second Marshall inequality in convex estimation pp. 118-126 Downloads
Fadoua Balabdaoui and Kaspar Rufibach
Improved minimax estimation of the bivariate normal precision matrix under the squared loss pp. 127-134 Downloads
Xiaoqian Sun and Xian Zhou
On the expectation of the maximum of IID geometric random variables pp. 135-143 Downloads
Bennett Eisenberg
Sharp bounds on the causal effects in randomized experiments with "truncation-by-death" pp. 144-149 Downloads
Kosuke Imai
Asymptotics of minimax stochastic programs pp. 150-157 Downloads
Alexander Shapiro
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes pp. 158-164 Downloads
Glaysar Castro and Valerie Girardin
Improved estimation of an exponential scale ratio based on records pp. 165-172 Downloads
Mohamed T. Madi
A note on the Malliavin derivative operator under change of variable pp. 173-178 Downloads
Christian-Oliver Ewald
Asymptotic efficiency of conditional least squares estimators for ARCH models pp. 179-185 Downloads
Tomoyuki Amano and Masanobu Taniguchi
Optimal constants in the Rosenthal inequality for random variables with zero odd moments pp. 186-189 Downloads
Marat Ibragimov and Rustam Ibragimov
A note on endogenous control variables in causal studies pp. 190-195 Downloads
Michael Lechner
Explicit expressions for moments of order statistics pp. 196-205 Downloads
Saralees Nadarajah

Volume 78, issue 1, 2008

First-order observation-driven integer-valued autoregressive processes pp. 1-9 Downloads
Haitao Zheng and Ishwar V. Basawa
The distribution of McKay's approximation for the coefficient of variation pp. 10-14 Downloads
Johannes Forkman and Steve Verrill
Selecting the number of imputed datasets when using multiple imputation for missing data and disclosure limitation pp. 15-20 Downloads
Jerome P. Reiter
Some limits related to random iterations of a lamplighter group pp. 21-26 Downloads
Luis G. Gorostiza and Martha Takane
On the exact distribution of the maximum of absolutely continuous dependent random variables pp. 27-35 Downloads
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 Downloads
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 Downloads
Pedro Terán
A goodness-of-fit test of the errors in nonlinear autoregressive time series models pp. 50-59 Downloads
Fuxia Cheng and Shuxia Sun
Approximate solutions to anticipative stochastic differential equations pp. 60-66 Downloads
Yu. Mishura and G. Shevchenko
Resistance dimensions of branching processes in varying environments trees pp. 67-74 Downloads
Mokhtar H. Konsowa and Tamer F. Oraby
Large deviations for the time-integrated negative parts of some processes pp. 75-83 Downloads
Claudio Macci
Localized large sums of random variables pp. 84-89 Downloads
Kevin Ford and Gérald Tenenbaum
Isoperimetric-type inequalities for iterated Brownian motion in pp. 90-95 Downloads
Erkan Nane
Page updated 2017-10-21