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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 Downloads
Alberto Fernández-de-Marcos and Eduardo García-Portugués
Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift Downloads
Yanfang Li and Guohuan Zhao
The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions Downloads
Ramkumar Kasinathan, Ravikumar Kasinathan, Dimplekumar Chalishajar, Dumitru Baleanu and Varshini Sandrasekaran
Empirical limit theorems for Wiener chaos Downloads
Shuyang Bai and Jiemiao Chen
Population-level information for improving quantile regression efficiency Downloads
Yang Lv, Guoyou Qin and Zhongyi Zhu
D-optimal designs for a multidimensional second-degree polynomial model with no intercept Downloads
P.V. Shpilev
Replication in random translation designs Downloads
Timothy W. Waite
Methods for testing the random utility model Downloads
Antonio Forcina and Valentino Dardanoni
On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem Downloads
Yining Wang and Michael P. McDermott
When is the discrete Weibull distribution infinitely divisible? Downloads
Markus Kreer, Ayse Kizilersu and Anthony W. Thomas
Adapted Chatterjee correlation coefficient Downloads
Ya Wang, Linjiajie Fang and Bingyi Jing
Stochastic comparison of parallel systems with heterogeneous dependent exponential components Downloads
Ebrahim Amini-Seresht, Baha-Eldin Khaledi and Salman Izadkhah
The Berry–Esseen bound in de Jong’s CLT Downloads
Christian Döbler
Asymptotic coarse Ricci curvature of inhomogeneous random graph Downloads
Mingao Yuan
A kernel-type regression estimator for NMAR response variables with applications to classification Downloads
Majid Mojirsheibani and Arin Khudaverdyan

Volume 214, issue C, 2024

The logGARCH stochastic volatility model Downloads
Hafida Guerbyenne, Fayçal Hamdi and Malika Hamrat
Study of discrete-time Hawkes process and its compensator Downloads
Utpal Jyoti Deba Sarma and Dharmaraja Selvamuthu
From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment Downloads
Yinna Ye
Exact partially conditional binomial analysis for multinomial data in 2 × 2 tables Downloads
Dennis D. Boos, Shannon Ari and Roger L. Berger
Large deviations for the Yule–Walker estimator of near critical autoregressive processes Downloads
Xiaochang Wang, Shui Feng, Yiping Guo and Bruno N. Rémillard
Higher-order derivative of local times for space–time anisotropic Gaussian random fields Downloads
Zhenlong Chen and Peng Xu
On higher-order moments of INGARCH processes Downloads
Christian H. Weiß
Branching processes with immigration in a random environment—The Grincevičius–Grey setup Downloads
Péter Kevei
Total variation convergence preserves conditional independence Downloads
Steffen Lauritzen
Further results involving residual and past extropy with their applications Downloads
Mohamed Kayid
Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion Downloads
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 Downloads
Mingzhou Xu and Xuhang Kong
On integrals of birth–death processes at random time Downloads
P. Vishwakarma and K.K. Kataria
Limiting behavior of a kindness model Downloads
Nicolas Lanchier and Max Mercer
Model selection by pathwise marginal likelihood thresholding Downloads
Claudia Di Caterina and Davide Ferrari
The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model Downloads
Fuxia Cheng
A variation of constant formula for Caputo–Hadamard fractional stochastic differential equations⋆ Downloads
Min Li, Chengming Huang and Nan Wang
The sparsity index in Poisson size-biased sampling: Algorithms for the optimal unbiased estimation from small samples Downloads
Laura Bondi, Marcello Pagano and Marco Bonetti
Some new families of asymmetric nested orthogonal arrays with any strength Downloads
Shanqi Pang, Yan Zhu and Xiao Lin
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process Downloads
Yawen Zhang and Caibin Zhang
On the asymptotic properties of extreme values of discrete random variables Downloads
Kateryna Akbash, Natalia Doronina and Ivan Matsak
Adaptive rank-based tests for high dimensional mean problems Downloads
Yu Zhang and Long Feng

Volume 213, issue C, 2024

Some new asymptotic results for series estimation under clustered dependence Downloads
Pingbo Hu, Xiuyuan Peng and Xinglin Hu
Rate of convergence of trinomial formula to Black–Scholes formula Downloads
Yuttana Ratibenyakool and Kritsana Neammanee
Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain Downloads
Ping Chen and Tusheng Zhang
Short cycles of random permutations with cycle weights: Point processes approach Downloads
Oleksii Galganov and Andrii Ilienko
On Yu and Hoff’s confidence intervals for treatment means Downloads
Paul Kabaila
Weak approximation of Schrödinger–Föllmer diffusion Downloads
Koya Endo and Yumiharu Nakano
Isotropic random tangential vector fields on spheres Downloads
Tianshi Lu
Exact quantiles of Gaussian process extremes Downloads
Lijian Yang
On negative correlation of Arboreal Gas for specific parameters Downloads
Xiangyu Huang
Simultaneous computation of Kendall’s tau and its jackknife variance Downloads
Samuel Perreault
Lower bounds for the trade-off between bias and mean absolute deviation Downloads
Alexis Derumigny and Johannes Schmidt-Hieber
Bayes minimax estimator of the mean vector in an elliptically contoured distribution Downloads
Jie Jiang and Lichun Wang
Instrument-residual estimator for multi-valued instruments under full monotonicity Downloads
Bora Kim and Myoung-jae Lee
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators Downloads
Deepankar Basu
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach Downloads
Bushra Husain and Fariha Aslam
The existence and smoothness of self-intersection local time for a class of Gaussian processes Downloads
Lin Xie, Wenqing Ni, Shuicao Zheng and Guowei Lei
Representation of solutions to quadratic 2BSDEs with unbounded terminal values Downloads
Kon-Gun Kim, Mun-Chol Kim and Ho-Jin Hwang
Ordering results between two multiple-outlier finite δ-mixtures Downloads
Raju Bhakta, Suchandan Kayal and Narayanaswamy Balakrishnan
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