Statistics & Probability Letters

1982 - 2025

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

Chunhua Ma and Xu Yang

Variable selection in infinite-dimensional problems pp. 12-20

Germán Aneiros and Philippe Vieu

Optimal rejection curves for exact false discovery rate control pp. 21-28

Joshua D. Habiger and Akim Adekpedjou

A fluctuation limit theorem for a critical branching process with dependent immigration pp. 29-38

Hongsong Guo and Mei Zhang

A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion pp. 39-47

Jeong-Hoon Kim and Sang-Hyeon Park

On pre-exit joint occupation times for spectrally negative Lévy processes pp. 48-55

Yingqiu Li and Xiaowen Zhou

On infinitely divisible distributions with polynomially decaying characteristic functions pp. 56-62

Mathias Trabs

A Baum–Katz theorem for i.i.d. random variables with higher order moments pp. 63-68

Pingyan Chen and Soo Hak Sung

Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models pp. 69-76

Rongning Wu

Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities pp. 77-85

Ying Ding

On dynamics of volatilities in nonstationary GARCH models pp. 86-90

Dong Li, Muyi Li and Wuqing Wu

Sharp L2logL inequalities for the Haar system and martingale transforms pp. 91-97

Adam Osȩkowski

Estimating the transition matrix of a Markov chain observed at random times pp. 98-105

Flavia Barsotti, Yohann De Castro, Thibault Espinasse and Paul Rochet

Improving bias in kernel density estimation pp. 106-112

Kairat Mynbaev, Saralees Nadarajah, Christopher S. Withers and Aziza S. Aipenova

Non-causal strictly stationary solutions of random recurrence equations pp. 113-118

Dirk-Philip Brandes and Alexander Lindner

A robust and efficient estimation method for single-index varying-coefficient models pp. 119-127

Hu Yang, Chaohui Guo and Jing Lv

Computing subsignatures of systems with exchangeable component lifetimes pp. 128-134

Jean-Luc Marichal

Approximation of inverse moments of discrete distributions pp. 135-143

T.R.L. Phillips and A. Zhigljavsky

Structure of the third moment of the generalized Rosenblatt distribution pp. 144-152

Shuyang Bai and Murad S. Taqqu

A note on processes with random stationary increments pp. 153-161

Haimeng Zhang and Chunfeng Huang

On the construction of restricted minimum aberration designs pp. 162-169

Chung-yi Suen, Ashish Das and C.K. Midha

On cumulative residual entropy of order statistics pp. 170-175

Sangun Park and Ilmun Kim

The limiting failure rate for a convolution of gamma distributions pp. 176-180

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

Juan Lucas Bali and Graciela Boente

Remarks on the factorization property of some random integrals pp. 192-195

Zbigniew J. Jurek

A multiple window scan statistic for time series models pp. 196-203

Xiao Wang, Bo Zhao and Joseph Glaz

Aggregation of spectral density estimators pp. 204-213

Christopher Chang and Dimitris Politis

The finite sample breakdown point of PCS pp. 214-220

Eric Schmitt, Viktoria Öllerer and Kaveh Vakili

Uniform asymptotics for the tail probability of weighted sums with heavy tails pp. 221-229

Chenhua Zhang

Necessary and sufficient conditions for Hölder continuity of Gaussian processes pp. 230-235

Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari and Adil Yazigi

A general central limit theorem for strong mixing sequences pp. 236-238

Magnus Ekström

Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments pp. 239-247

Pritam Ranjan and Neil Spencer

Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations pp. 248-256

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

Włodek Bryc

Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives pp. 267-272

Kai Liu

Volume 93, issue C, 2014

Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators pp. 1-6

Junyong Park

Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations pp. 7-13

Sam Efromovich

A new test of independence for high-dimensional data pp. 14-18

Guangyu Mao

Bayesian dynamic financial networks with time-varying predictors pp. 19-26

Daniele Durante and David B. Dunson

Minimum divergence estimators, maximum likelihood and exponential families pp. 27-33

Michel Broniatowski

Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse pp. 34-40

Yousung Park, Daeyoung Kim and Seongyong Kim

A note on the identifiability of nonparametric and semiparametric mixtures of GLMs pp. 41-45

Shaoli Wang, Weixin Yao and Mian Huang

Extremal behavior of pMAX processes pp. 46-57

Helena Ferreira and Marta Ferreira

A note on the first passage time of diffusions with holding and jumping boundary pp. 58-64

Jun Peng

New lower bound for centered L2-discrepancy of four-level U-type designs pp. 65-71

A. Elsawah and Hong Qin

A stochastic model for assessing the utility of chance pp. 72-77

Sudip Bose

Bias-correction of the maximum likelihood estimator for the α-Brownian bridge pp. 78-86

Maik Görgens and Måns Thulin

Small value probabilities for supercritical multitype branching processes with immigration pp. 87-95

Weijuan Chu

Bayes minimax estimation of the multivariate normal mean vector under balanced loss function pp. 96-101

S. Zinodiny, Sedigheh Rezaei and S. Nadarajah

Nonparametric recursive quantile estimation pp. 102-107

Michael Kohler, Adam Krzyżak and Harro Walk

Resolvable orthogonal array-based uniform sliced Latin hypercube designs pp. 108-115

Xue Yang, Hao Chen and Min-Qian Liu

A smoothing stochastic algorithm for quantile estimation pp. 116-125

Aboubacar Amiri and Baba Thiam

A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint pp. 126-133

Lu Wang, Jincheng Shen and Peter F. Thall

Bootstrapping the empirical distribution of a linear process pp. 134-142

Farid El Ktaibi, B. Gail Ivanoff and Neville C. Weber