Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 207, issue C, 2024

On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks

Jackson P. Lautier, Vladimir Pozdnyakov and Jun Yan

Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations

Tetsuya Takabatake

Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution

Lenka Glavaš and Pavle Mladenović

Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns

Mingjun Li, Zhangting Chen, Dongya Cheng and Junyi Zhou

Efficiency of the averaged rank-based estimator for first order Sobol index inference

Thierry Klein and Paul Rochet

Testing independence of functional variables by an Hilbert–Schmidt independence criterion estimator

Terence Kevin Manfoumbi Djonguet, Alban Mbina Mbina and Guy Martial Nkiet

Regularized covariance matrix estimation in high dimensional approximate factor models

Jing Zhang and Shaojun Guo

Large deviations for sums associated with supercritical branching process in a random environment

Yinxuan Zhao and Mei Zhang

Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion

Jixia Wang, Lu Sun and Yu Miao

Generalized fractional negative binomial process

Ritik Soni and Ashok Kumar Pathak

Ergodicity for two class stochastic partial differential equations with anisotropic viscosity

Chengfeng Sun, Zhaoyang Qiu and Yanbin Tang

On the small time large deviation principles of 1D stochastic Landau–Lifshitz–Bloch equation

Xiuwei Yin and Guangjun Shen

Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics

Rahul Roy and Subir Kumar Bhandari

An upper bound and a characterization for Gini’s mean difference based on correlated random variables

Roberto Vila, Narayanaswamy Balakrishnan and Helton Saulo

A note on GeoX/G/1 queueing system

Sujit Kumar Samanta and Aysha Parveen

On the convolution equivalence of tempered stable distributions on the real line

Lorenzo Torricelli

A study on the negative binomial distribution motivated by Chvátal’s theorem

Zheng-Yan Guo, Ze-Yu Tao and Ze-Chun Hu

Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums

Bruce Levin and Erik Learned-Miller

Moderate deviation principle for guesswork

Shaochen Wang and Yangchun Zhang

Volume 206, issue C, 2024

Existence and uniqueness of solution for fully coupled fractional forward–backward stochastic differential equations with delay and anticipated term

Ri Kyong-Il and Sin Myong-Guk

A transportation inequality for reflected SPDEs on infinite spatial domain

Ruinan Li and Beibei Zhang

The exponential stability for locally monotone stochastic partial differential equations

Wujing Fan, Shihu Li, Yu Li and Changxuan Wang

Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise

Fei Liang, Yidi Zhang and Shuangshuang Zhao

Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients

Wei He

A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin

Jean-François Renaud

Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent φ-subgaussian random variables

Yuta Tanoue

Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects

Shuning Liu and Guangying Lv

Generalized Gini’s mean difference through distortions and copulas, and related minimizing problems

Marco Capaldo, Antonio Di Crescenzo and Franco Pellerey

A new class of copulas having dependence range larger than FGM-type copulas

Swaroop Georgy Zachariah, Mohd. Arshad and Ashok Kumar Pathak

A note on one-sided solutions for optimal stopping problems driven by Lévy processes

Yi-Shen Lin

L2-small ball asymptotics for some demeaned Gaussian processes

Alexander Nazarov and Yulia Petrova

On the sub-Gaussianity of the missing mass

Yanpeng Li and Boping Tian

Fluctuation analysis of synchronized system

Ge Li and Jicheng Liu

On Stein’s method for stochastically monotone single-birth chains

Fraser Daly

Note on locality of volume growth rate of graphs

He Song and Kainan Xiang

Weighted Hardy–Orlicz-amalgam spaces of martingales

Lin Yu and Xue Mi

On Stein factors for Laplace approximation and their application to random sums

Kalyan Barman and Neelesh S. Upadhye

A sharp Lp estimate for the total variation process

Adam Osękowski

A new likelihood inequality for models with latent variables

Niels Lundtorp Olsen

Testing equivalence of multinomial distributions — A constrained bootstrap approach

P. Bastian, H. Dette and L. Koletzko

Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation

Yong Chen, Shuolin Zhang and Hongjun Gao

Large deviations for high minima of Gaussian processes with nonnegatively correlated increments

Zachary Selk

Lower deviation for the maximum of two-speed branching Brownian motion

Zengcai Chen

Two-step conditional least squares estimation in ADCINAR(1) process, revisited

Xiaoqiang Zeng and Yoshihide Kakizawa

Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition

Fanqun Li, Mingtao Zhao and Kongsheng Zhang

A Bayesian spatial scan statistic for multinomial data

Stella Self and Melissa Nolan

An imitation model based on the majority

Hsin-Lun Li

Fractional diffusion Bessel processes with Hurst index H∈(0,12)

Yuliya Mishura and Kostiantyn Ralchenko

The Onsager–Machlup action functional for degenerate stochastic differential equations in a class of norms

Shanqi Liu and Hongjun Gao

Self-weighted quantile regression estimation for diffusion parameter in jump–diffusion models

Yuping Song, Chunchun Cai, Huijue Mao and Min Zhu