Statistics & Probability Letters

1982 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 125, issue C, 2017

Consistency and asymptotic normality of stochastic Euler schemes for ordinary differential equations pp. 1-8

Johannes T.N. Krebs

A note on compatibility of conditional autoregressive models pp. 9-16

Emanuela Dreassi and Pietro Rigo

Perturbations of continuous-time Markov chains pp. 17-24

Pei-Sen Li

Maximal irreducibility measure for spatial birth-and-death processes pp. 25-32

Viktor Bezborodov and Luca Di Persio

Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization pp. 33-43

Zhichao Weng and Xin Liao

On the maxima and sums of homogeneous Gaussian random fields pp. 44-54

Zhongquan Tan and Linjun Tang

Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients pp. 55-63

Hoang-Long Ngo and Dai Taguchi

Lasso for sparse linear regression with exponentially β-mixing errors pp. 64-70

Fang Xie, Lihu Xu and Youcai Yang

Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times pp. 71-79

Jun Yan

Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications pp. 80-90

Jiang Zhou, Lan Wu and Yang Bai

Asymptotic independence of bivariate order statistics pp. 91-98

Michael Falk and Florian Wisheckel

On randomization-based causal inference for matched-pair factorial designs pp. 99-103

Jiannan Lu and Alex Deng

The directions of selection bias pp. 104-109

Zhichao Jiang and Peng Ding

Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function pp. 110-120

S. Zinodiny, S. Rezaei and S. Nadarajah

On a generalization of Archimedean copula family pp. 121-129

Jiehua Xie, Feng Lin and Jingping Yang

Modified information approach for detecting change points in piecewise linear failure rate function pp. 130-140

Xia Cai, Yubin Tian and Wei Ning

Model free feature screening with dependent variable in ultrahigh dimensional binary classification pp. 141-148

Peng Lai, Fengli Song, Kaiwen Chen and Zhi Liu

Exponential ergodicity for population dynamics driven by α-stable processes pp. 149-159

Zhenzhong Zhang, Xuekang Zhang and Jinying Tong

Proper two-sided exits of a Lévy process pp. 160-163

Matija Vidmar

A two-sided bound for the renewal function when the interarrival distribution is IMRL pp. 164-170

Sotirios Losidis and Konstadinos Politis

The asymptotic hazard rate of sums of discrete random variables pp. 171-173

Joachim Arts, Geert-Jan van Houtum and Bert Zwart

Construction of (nearly) orthogonal sliced Latin hypercube designs pp. 174-180

Xiao-Lei Wang, Yu-Na Zhao, Jian-Feng Yang and Min-Qian Liu

Exact and asymptotic distributions of exceedance statistics for bivariate random sequences pp. 181-188

Aysegul Erem and Ismihan Bayramoglu

Bayesian mixture modeling for spectral density estimation pp. 189-195

Annalisa Cadonna, Athanasios Kottas and Raquel Prado

Stochastic accessibility on Grushin-type manifolds pp. 196-201

Teodor Ţurcanu and Constantin Udrişte

Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity pp. 202-206

Yibin Liu and Wenbin Wu

On linear stochastic equations of optional semimartingales and their applications pp. 207-214

Mohamed N. Abdelghani and Alexander V. Melnikov

Properties of the Kelly bets for pairs of binary wagers pp. 215-219

Bennett Eisenberg and Shuotao Diao

Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) pp. 220-226

Ryota Yabe

Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments pp. 227-235

Ke-Ang Fu and Cheuk Yin Andrew Ng

Volume 124, issue C, 2017

A Gaussian expectation product inequality pp. 1-4

Zhenxia Liu, Zhi Wang and Xiangfeng Yang

A central limit theorem for Lebesgue integrals of random fields pp. 5-12

Jürgen Kampf

Asymptotic behavior of the joint record values, with applications pp. 13-21

H.M. Barakat and M.A. Abd Elgawad

Finite time Parisian ruin of an integrated Gaussian risk model pp. 22-29

Xiaofan Peng and Li Luo

Probability that product of real random matrices have all eigenvalues real tend to 1 pp. 30-32

Tulasi Ram Reddy

Uniform convergence rates for halfspace depth pp. 33-40

Michael A. Burr and Robert J. Fabrizio

On stochastic pseudo-integrals with applications pp. 41-48

Hamzeh Agahi and Milad Yadollahzadeh

A note on the generalized linear exponential distribution pp. 49-54

Chiang-Sheng Lee and Hsine-Jen Tsai

Creating new distributions by blunting cusps pp. 55-63

Rose Baker

Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex pp. 64-68

J. Bergman and B. Holmquist

Some properties of bivariate Schur-constant distributions pp. 69-76

Bao Quoc Ta and Chung Pham Van

Testing equivalence of multinomial distributions pp. 77-82

Vladimir Ostrovski

Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data pp. 83-91

Dragi Anevski

Computation of vector ARMA autocovariances pp. 92-96

Tucker McElroy

Decomposing aggregate risk into marginal risks under partial information: A top-down method pp. 97-100

Hui Shao

Generalized fractional Laplace motion pp. 101-109

J. Gajda, A. Wyłomańska and A. Kumar

The strong laws of large numbers for positive measurable operators and applications pp. 110-120

Nguyen Van Quang, Do The Son and Le Hong Son

Credit default prediction and parabolic potential theory pp. 121-125

Matteo L. Bedini and Michael Hinz

Stochastic solutions of conformable fractional Cauchy problems pp. 126-131

Yücel Çenesiz, Ali Kurt and Erkan Nane

A note on Slepian’s inequality based on majorization pp. 132-139

Ying Ding and Xinsheng Zhang

Geometric random variables: Descents following maxima pp. 140-147

Margaret Archibald, Aubrey Blecher, Charlotte Brennan, Arnold Knopfmacher and Helmut Prodinger

Distribution spread and location metrics using entropic separation pp. 148-153

Roger J. Bowden