Statistics & Probability Letters
1982 - 2025
Current editor(s): Somnath Datta and Hira L. Koul
From Elsevier
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Volume 215, issue C, 2024
- A stereographic test of spherical uniformity

- Alberto Fernández-de-Marcos and Eduardo García-Portugués
- Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift

- Yanfang Li and Guohuan Zhao
- The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions

- Ramkumar Kasinathan, Ravikumar Kasinathan, Dimplekumar Chalishajar, Dumitru Baleanu and Varshini Sandrasekaran
- Empirical limit theorems for Wiener chaos

- Shuyang Bai and Jiemiao Chen
- Population-level information for improving quantile regression efficiency

- Yang Lv, Guoyou Qin and Zhongyi Zhu
- D-optimal designs for a multidimensional second-degree polynomial model with no intercept

- P.V. Shpilev
- Replication in random translation designs

- Timothy W. Waite
- Methods for testing the random utility model

- Antonio Forcina and Valentino Dardanoni
- On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem

- Yining Wang and Michael P. McDermott
- When is the discrete Weibull distribution infinitely divisible?

- Markus Kreer, Ayse Kizilersu and Anthony W. Thomas
- Adapted Chatterjee correlation coefficient

- Ya Wang, Linjiajie Fang and Bingyi Jing
- Stochastic comparison of parallel systems with heterogeneous dependent exponential components

- Ebrahim Amini-Seresht, Baha-Eldin Khaledi and Salman Izadkhah
- The Berry–Esseen bound in de Jong’s CLT

- Christian Döbler
- Asymptotic coarse Ricci curvature of inhomogeneous random graph

- Mingao Yuan
- A kernel-type regression estimator for NMAR response variables with applications to classification

- Majid Mojirsheibani and Arin Khudaverdyan
Volume 214, issue C, 2024
- The logGARCH stochastic volatility model

- Hafida Guerbyenne, Fayçal Hamdi and Malika Hamrat
- Study of discrete-time Hawkes process and its compensator

- Utpal Jyoti Deba Sarma and Dharmaraja Selvamuthu
- From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment

- Yinna Ye
- Exact partially conditional binomial analysis for multinomial data in 2 × 2 tables

- Dennis D. Boos, Shannon Ari and Roger L. Berger
- Large deviations for the Yule–Walker estimator of near critical autoregressive processes

- Xiaochang Wang, Shui Feng, Yiping Guo and Bruno N. Rémillard
- Higher-order derivative of local times for space–time anisotropic Gaussian random fields

- Zhenlong Chen and Peng Xu
- On higher-order moments of INGARCH processes

- Christian H. Weiß
- Branching processes with immigration in a random environment—The Grincevičius–Grey setup

- Péter Kevei
- Total variation convergence preserves conditional independence

- Steffen Lauritzen
- Further results involving residual and past extropy with their applications

- Mohamed Kayid
- Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion

- Xuekang Zhang, Chengzhe Huang and Shounian Deng
- Complete qth moment convergence of moving average processes for m-widely acceptable random variables under sub-linear expectations

- Mingzhou Xu and Xuhang Kong
- On integrals of birth–death processes at random time

- P. Vishwakarma and K.K. Kataria
- Limiting behavior of a kindness model

- Nicolas Lanchier and Max Mercer
- Model selection by pathwise marginal likelihood thresholding

- Claudia Di Caterina and Davide Ferrari
- The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model

- Fuxia Cheng
- A variation of constant formula for Caputo–Hadamard fractional stochastic differential equations⋆

- Min Li, Chengming Huang and Nan Wang
- The sparsity index in Poisson size-biased sampling: Algorithms for the optimal unbiased estimation from small samples

- Laura Bondi, Marcello Pagano and Marco Bonetti
- Some new families of asymmetric nested orthogonal arrays with any strength

- Shanqi Pang, Yan Zhu and Xiao Lin
- Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process

- Yawen Zhang and Caibin Zhang
- On the asymptotic properties of extreme values of discrete random variables

- Kateryna Akbash, Natalia Doronina and Ivan Matsak
- Adaptive rank-based tests for high dimensional mean problems

- Yu Zhang and Long Feng
Volume 213, issue C, 2024
- Some new asymptotic results for series estimation under clustered dependence

- Pingbo Hu, Xiuyuan Peng and Xinglin Hu
- Rate of convergence of trinomial formula to Black–Scholes formula

- Yuttana Ratibenyakool and Kritsana Neammanee
- Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain

- Ping Chen and Tusheng Zhang
- Short cycles of random permutations with cycle weights: Point processes approach

- Oleksii Galganov and Andrii Ilienko
- On Yu and Hoff’s confidence intervals for treatment means

- Paul Kabaila
- Weak approximation of Schrödinger–Föllmer diffusion

- Koya Endo and Yumiharu Nakano
- Isotropic random tangential vector fields on spheres

- Tianshi Lu
- Exact quantiles of Gaussian process extremes

- Lijian Yang
- On negative correlation of Arboreal Gas for specific parameters

- Xiangyu Huang
- Simultaneous computation of Kendall’s tau and its jackknife variance

- Samuel Perreault
- Lower bounds for the trade-off between bias and mean absolute deviation

- Alexis Derumigny and Johannes Schmidt-Hieber
- Bayes minimax estimator of the mean vector in an elliptically contoured distribution

- Jie Jiang and Lichun Wang
- Instrument-residual estimator for multi-valued instruments under full monotonicity

- Bora Kim and Myoung-jae Lee
- Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators

- Deepankar Basu
- Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach

- Bushra Husain and Fariha Aslam
- The existence and smoothness of self-intersection local time for a class of Gaussian processes

- Lin Xie, Wenqing Ni, Shuicao Zheng and Guowei Lei
- Representation of solutions to quadratic 2BSDEs with unbounded terminal values

- Kon-Gun Kim, Mun-Chol Kim and Ho-Jin Hwang
- Ordering results between two multiple-outlier finite δ-mixtures

- Raju Bhakta, Suchandan Kayal and Narayanaswamy Balakrishnan