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Statistics & Probability Letters

1982 - 2021

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

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Volume 94, issue C, 2014

Small noise fluctuations of the CIR model driven by α-stable noises pp. 1-11 Downloads
Chunhua Ma and Xu Yang
Variable selection in infinite-dimensional problems pp. 12-20 Downloads
Germán Aneiros and Philippe Vieu
Optimal rejection curves for exact false discovery rate control pp. 21-28 Downloads
Joshua D. Habiger and Akim Adekpedjou
A fluctuation limit theorem for a critical branching process with dependent immigration pp. 29-38 Downloads
Hongsong Guo and Mei Zhang
A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion pp. 39-47 Downloads
Jeong-Hoon Kim and Sang-Hyeon Park
On pre-exit joint occupation times for spectrally negative Lévy processes pp. 48-55 Downloads
Yingqiu Li and Xiaowen Zhou
On infinitely divisible distributions with polynomially decaying characteristic functions pp. 56-62 Downloads
Mathias Trabs
A Baum–Katz theorem for i.i.d. random variables with higher order moments pp. 63-68 Downloads
Pingyan Chen and Soo Hak Sung
Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models pp. 69-76 Downloads
Rongning Wu
Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities pp. 77-85 Downloads
Ying Ding
On dynamics of volatilities in nonstationary GARCH models pp. 86-90 Downloads
Dong Li, Muyi Li and Wuqing Wu
Sharp L2logL inequalities for the Haar system and martingale transforms pp. 91-97 Downloads
Adam Osȩkowski
Estimating the transition matrix of a Markov chain observed at random times pp. 98-105 Downloads
Flavia Barsotti, Yohann De Castro, Thibault Espinasse and Paul Rochet
Improving bias in kernel density estimation pp. 106-112 Downloads
Kairat Mynbaev, Saralees Nadarajah, Christopher S. Withers and Aziza S. Aipenova
Non-causal strictly stationary solutions of random recurrence equations pp. 113-118 Downloads
Dirk-Philip Brandes and Alexander Lindner
A robust and efficient estimation method for single-index varying-coefficient models pp. 119-127 Downloads
Hu Yang, Chaohui Guo and Jing Lv
Computing subsignatures of systems with exchangeable component lifetimes pp. 128-134 Downloads
Jean-Luc Marichal
Approximation of inverse moments of discrete distributions pp. 135-143 Downloads
T.R.L. Phillips and A. Zhigljavsky
Structure of the third moment of the generalized Rosenblatt distribution pp. 144-152 Downloads
Shuyang Bai and Murad S. Taqqu
A note on processes with random stationary increments pp. 153-161 Downloads
Haimeng Zhang and Chunfeng Huang
On the construction of restricted minimum aberration designs pp. 162-169 Downloads
Chung-yi Suen, Ashish Das and C.K. Midha
On cumulative residual entropy of order statistics pp. 170-175 Downloads
Sangun Park and Ilmun Kim
The limiting failure rate for a convolution of gamma distributions pp. 176-180 Downloads
Henry W. Block, Naftali A. Langberg and Thomas H. Savits
Consistency of a numerical approximation to the first principal component projection pursuit estimator pp. 181-191 Downloads
Juan Lucas Bali and Graciela Boente
Remarks on the factorization property of some random integrals pp. 192-195 Downloads
Zbigniew J. Jurek
A multiple window scan statistic for time series models pp. 196-203 Downloads
Xiao Wang, Bo Zhao and Joseph Glaz
Aggregation of spectral density estimators pp. 204-213 Downloads
Christopher Chang and Dimitris Politis
The finite sample breakdown point of PCS pp. 214-220 Downloads
Eric Schmitt, Viktoria Öllerer and Kaveh Vakili
Uniform asymptotics for the tail probability of weighted sums with heavy tails pp. 221-229 Downloads
Chenhua Zhang
Necessary and sufficient conditions for Hölder continuity of Gaussian processes pp. 230-235 Downloads
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari and Adil Yazigi
A general central limit theorem for strong mixing sequences pp. 236-238 Downloads
Magnus Ekström
Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments pp. 239-247 Downloads
Pritam Ranjan and Neil Spencer
Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations pp. 248-256 Downloads
Pei-Sheng Lin, Feng-Chi Chen, Shu-Fu Kuo and Yi-Hung Kung
On integration with respect to the q-Brownian motion pp. 257-266 Downloads
Włodek Bryc
Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives pp. 267-272 Downloads
Kai Liu

Volume 93, issue C, 2014

Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators pp. 1-6 Downloads
Junyong Park
Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations pp. 7-13 Downloads
Sam Efromovich
A new test of independence for high-dimensional data pp. 14-18 Downloads
Guangyu Mao
Bayesian dynamic financial networks with time-varying predictors pp. 19-26 Downloads
Daniele Durante and David B. Dunson
Minimum divergence estimators, maximum likelihood and exponential families pp. 27-33 Downloads
Michel Broniatowski
Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse pp. 34-40 Downloads
Yousung Park, Daeyoung Kim and Seongyong Kim
A note on the identifiability of nonparametric and semiparametric mixtures of GLMs pp. 41-45 Downloads
Shaoli Wang, Weixin Yao and Mian Huang
Extremal behavior of pMAX processes pp. 46-57 Downloads
Helena Ferreira and Marta Ferreira
A note on the first passage time of diffusions with holding and jumping boundary pp. 58-64 Downloads
Jun Peng
New lower bound for centered L2-discrepancy of four-level U-type designs pp. 65-71 Downloads
A. Elsawah and Hong Qin
A stochastic model for assessing the utility of chance pp. 72-77 Downloads
Sudip Bose
Bias-correction of the maximum likelihood estimator for the α-Brownian bridge pp. 78-86 Downloads
Maik Görgens and Måns Thulin
Small value probabilities for supercritical multitype branching processes with immigration pp. 87-95 Downloads
Weijuan Chu
Bayes minimax estimation of the multivariate normal mean vector under balanced loss function pp. 96-101 Downloads
S. Zinodiny, Sedigheh Rezaei and S. Nadarajah
Nonparametric recursive quantile estimation pp. 102-107 Downloads
Michael Kohler, Adam Krzyżak and Harro Walk
Resolvable orthogonal array-based uniform sliced Latin hypercube designs pp. 108-115 Downloads
Xue Yang, Hao Chen and Min-Qian Liu
A smoothing stochastic algorithm for quantile estimation pp. 116-125 Downloads
Aboubacar Amiri and Baba Thiam
A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint pp. 126-133 Downloads
Lu Wang, Jincheng Shen and Peter F. Thall
Bootstrapping the empirical distribution of a linear process pp. 134-142 Downloads
Farid El Ktaibi, B. Gail Ivanoff and Neville C. Weber
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