Statistics & Probability Letters

1982 - 2026

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

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Volume 143, issue C, 2018

A power comparison between autocorrelation based tests pp. 1-6

Raja Ben Hajria, Salah Khardani and Hamdi Raïssi

A random walk on the profinite completion of a finitely generated group pp. 7-16

Manuel Cruz-López and Samuel Estala-Arias

A population evolution model and its applications to random networks pp. 17-27

I. Fazekas, Cs. Noszály and A. Perecsényi

The max-BARMA models for counts with bounded support pp. 28-36

Christian H. Weiß, Manuel G. Scotto, Tobias A. Möller and Sónia Gouveia

Best look-alike prediction: Another look at the Bayesian classifier and beyond pp. 37-42

Hanmei Sun, Jiming Jiang, Thuan Nguyen and Yihui Luan

Brownian bricklayer: A random space-filling curve pp. 43-46

Noah Forman

Large deviations of time-averaged statistics for Gaussian processes pp. 47-55

J. Gajda, A. Wyłomańska, H. Kantz, A.V. Chechkin and G. Sikora

Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion pp. 56-66

Yong Ren, Qian He, Yuanfang Gu and R. Sakthivel

Improved on-line estimation for gamma process pp. 67-73

Ancha Xu and Lijuan Shen

Optimal directional statistic for general regression pp. 74-80

Jonathan Gillard and Anatoly Zhigljavsky

Convexity of probit weights pp. 81-85

Martin Schumann and Gautam Tripathi

Factorizable non-atomic copulas pp. 86-94

Tanes Printechapat and Songkiat Sumetkijakan

Robust conditional nonparametric independence screening for ultrahigh-dimensional data pp. 95-101

Shucong Zhang, Jing Pan and Yong Zhou

Volume 142, issue C, 2018

Dynamic IFR concepts for coherent systems pp. 1-7

M. Burkschat and F.J. Samaniego

Weak and one-sided strong laws for random variables with infinite mean pp. 8-16

André Adler and Anthony G. Pakes

A proof of the transfer-current theorem in absence of reversibility pp. 17-22

L. Avena and A. Gaudillière

On the distribution of extended CIR model pp. 23-29

Qidi Peng and Henry Schellhorn

Strong modified transportation cost inequalities on k-concave probability measures with heavy tails pp. 30-38

Ying Ding, Xinsheng Zhang and Longxiang Fang

Granger causality between vectors of time series: A puzzling property pp. 39-43

Umberto Triacca

Gradient and stability estimates of heat kernels for fractional powers of elliptic operator pp. 44-49

Yong Chen, Yaozhong Hu and Zhi Wang

A note on weak convergence of general halfspace depth trimmed means pp. 50-56

Jin Wang

The necklace process: A generating function approach pp. 57-61

Benjamin Hackl and Helmut Prodinger

A moment coboundary theorem for C[0,1]-valued random fields pp. 62-70

Steven T. Morrow

The inverse survival function for multivariate distributions and its application to the product moment pp. 71-76

Haruhiko Ogasawara

A self-equilibrium Friedman-like urn via stochastic approximation pp. 77-83

Shuyang Gao and Hosam M. Mahmoud

Fractional Lévy Cox–Ingersoll–Ross and Jacobi processes pp. 84-91

Holger Fink and Georg Schlüchtermann

Semi-functional partial linear quantile regression pp. 92-101

Hui Ding, Zhiping Lu, Jian Zhang and Riquan Zhang

Stochastic differential equations driven by fractional Brownian motion pp. 102-108

Liping Xu and Jiaowan Luo

A uniform L1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator pp. 109-117

Pierre Lafaye de Micheaux and Frédéric Ouimet

Comment on “Sum of squares of uniform random variables” by I. Weissman pp. 118-122

Peter J. Forrester

Volume 141, issue C, 2018

Complete asymptotic expansions for the density function of t-distribution pp. 1-6

Chao-Ping Chen

Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps pp. 7-18

Guiling Chen, Onno van Gaans and Sjoerd Verduyn Lunel

Pseudo-binomial approximation to (k1,k2)-runs pp. 19-30

N.S. Upadhye and A.N. Kumar

On unfair permutations pp. 31-40

İlker Arslan, Ümit Işlak and Cihan Pehlivan

Long time behavior for stochastic Burgers equations with jump noises pp. 41-49

Guanying Wang, Xingchun Wang and Ke Zhou

A proof for the existence of multivariate singular generalized skew-elliptical density functions pp. 50-55

Tomer Shushi

A note on the spectral gap for general harmonic measures on spheres pp. 56-61

Yutao Ma and Xinyu Wang

Velocity formulae between entropy and hitting time for Markov chains pp. 62-67

Michael C.H. Choi

Exact simulation of reciprocal Archimedean copulas pp. 68-73

Jan-Frederik Mai

Families of complementary distributions pp. 74-81

M.C. Jones

Inference for partial correlation when data are missing not at random pp. 82-89

Tetiana Gorbach and Xavier de Luna

The semicircle law for matrices with ergodic entries pp. 90-95

Matthias Löwe

Parametric estimation for non recurrent diffusion processes pp. 96-102

Ilham Abi-ayad and Tahar Mourid

Dynamic optimality in optimal variance stopping problems pp. 103-108

B. Buonaguidi

Some families of asymmetric nested orthogonal arrays and asymmetric sliced orthogonal arrays pp. 109-113

Tianfang Zhang, Junyu Jiang and Zhiming Li

On some applications of Sobolev flows of SDEs with unbounded drift coefficients pp. 114-124

Olivier Menoukeu Pamen

Equivalence between Mallows and Girone–Cifarelli tests pp. 125-128

É. Youndjé

A class of space-filling designs and their projection properties pp. 129-134

Weiyan Mu and Shifeng Xiong

A probabilistic proof for Fourier inversion formula pp. 135-142

Tak Kwong Wong and Sheung Chi Phillip Yam

Volume 140, issue C, 2018

A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse pp. 1-6

Kosuke Morikawa and Jae Kwang Kim

Selective inference after likelihood- or test-based model selection in linear models pp. 7-12

David Rügamer and Sonja Greven

A note on joint occupation times of spectrally negative Lévy risk processes with tax pp. 13-22

Wenyuan Wang, Xueyuan Wu, Xingchun Peng and Kam C. Yuen

A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model pp. 23-32

Jinzhu Li

On notions of Q-independence and Q-identical distributiveness pp. 33-36

Il’inskii, Alexander

Characterization of the inverse stable subordinator pp. 37-43

Farouk Mselmi

On optimal policy in the group testing with incomplete identification pp. 44-47

Yaakov Malinovsky

Strong unimodality of discrete order statistics pp. 48-52

Bara Kim, Jeongsim Kim and Sungji Lee

Recovery of quantile and quantile density function using the frequency moments pp. 53-62

Robert M. Mnatsakanov and Aleksandre Sborshchikovi

Closure properties of O-exponential distributions pp. 63-70

Svetlana Danilenko, Jonas Šiaulys and Gediminas Stepanauskas

Moderate deviations for multivariate Hawkes processes pp. 71-76

Nian Yao

Dual representations of Laplace transforms of Brownian excursion and generalized meanders pp. 77-83

Włodzimierz Bryc and Yizao Wang

Random cyclic polygons from Dirichlet distributions and approximations of π pp. 84-90

Shasha Wang and Wen-Qing Xu

Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels pp. 91-95

Rida Benhaddou

Projection uniformity under mixture discrepancy pp. 96-105

Si-Yu Yi and Yong-Dao Zhou

Regularly varying non-stationary Galton–Watson processes with immigration pp. 106-114

Mátyás Barczy, Zsuzsanna Bősze and Gyula Pap

The critical infection rate of the high-dimensional two-stage contact process pp. 115-125

Xiaofeng Xue

Unit roots test: Spatial model with long memory errors pp. 126-131

N. Adu and G. Richardson

On Schott’s and Mao’s test statistics for independence of normal random vectors pp. 132-141

Shuhua Chang and Yongcheng Qi

Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution pp. 142-146

Minwoo Chae, Ryan Martin and Stephen G. Walker

Approximation of the maximum of storage process with fractional Brownian motion as input pp. 147-159

Zhengchun Xu, Zhongquan Tan and Linjun Tang

Empirical likelihood ratio tests with power one pp. 160-166

Albert Vexler and Li Zou

Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance pp. 167-175

Xiaoqing Liang and Virginia R. Young

On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments pp. 176-184

Xianghua Zhao, Hua Dong and Hongshuai Dai

Two sources of poor coverage of confidence intervals after model selection pp. 185-190

Paul Kabaila and Rheanna Mainzer

Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors pp. 191-201

Xufei Tang, Mengmei Xi, Yi Wu and Xuejun Wang

A new bivariate Poisson common shock model covering all possible degrees of dependence pp. 202-209

Christian Genest, Mhamed Mesfioui and Juliana Schulz