Statistics & Probability Letters

1982 - 2025

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

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Volume 84, issue C, 2014

Covariance operator estimation of a functional autoregressive process with random coefficients pp. 1-8

Abdelaziz Allam and Tahar Mourid

On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises pp. 9-16

Yiming Jiang, Suxin Wang and Yongjin Wang

System availability behavior of some stationary dependent sequences pp. 17-21

Angel Mathew

When is a Markov chain regenerative? pp. 22-26

Krishna B. Athreya and Vivekananda Roy

Fractional Poisson processes and their representation by infinite systems of ordinary differential equations pp. 27-32

Markus Kreer, Ayşe Kızılersü and Anthony W. Thomas

A generalized Girsanov transformation of finite state stochastic processes in discrete time pp. 33-39

Samuel N. Cohen, Shaolin Ji and Shuzhen Yang

Rates of convergence of extremes from skew-normal samples pp. 40-47

Xin Liao, Zuoxiang Peng, Saralees Nadarajah and Xiaoqian Wang

Small deviations of the determinants of random matrices with Gaussian entries pp. 48-53

Nadezhda V. Volodko

Characterization properties based on the Fisher information for weighted distributions pp. 54-59

George Tzavelas and Polychronis Economou

Max-sum equivalence of conditionally dependent random variables pp. 60-66

Tao Jiang, Qingwu Gao and Yuebao Wang

The strong mixing and the selfdecomposability properties pp. 67-71

Richard C. Bradley and Zbigniew J. Jurek

Intuitive approximations for the renewal function pp. 72-80

Kosto V. Mitov and Edward Omey

Two-sample extended empirical likelihood pp. 81-87

Fan Wu and Min Tsao

On K-means algorithm with the use of Mahalanobis distances pp. 88-95

Igor Melnykov and Volodymyr Melnykov

Optimal constants in the Marcinkiewicz–Zygmund inequalities pp. 96-101

Dietmar Ferger

Inequalities for martingales taking values in 2-convex Banach spaces pp. 102-107

Adam Osȩkowski

A new type of experimental designs for event-related fMRI via Hadamard matrices pp. 108-112

Ming-Hung Kao

Robust errors-in-variables linear regression via Laplace distribution pp. 113-120

Jianhong Shi, Kun Chen and Weixing Song

Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy pp. 121-130

Wei Liu and Yijun Hu

A remark on the optimal transport between two probability measures sharing the same copula pp. 131-134

A. Alfonsi and B. Jourdain

A note on likelihood ratio ordering of order statistics from two samples pp. 135-139

Jianping Yang and Weiwei Zhuang

Collapsing of non-homogeneous Markov chains pp. 140-148

Agnish Dey and Arunava Mukherjea

Empirical likelihood based confidence intervals for the tail index when γ<−1/2 pp. 149-157

Haoze Sun and Yuexiang Jiang

Rates of convergence of extreme for asymmetric normal distribution pp. 158-168

Shouquan Chen and Jianwen Huang

Objective Bayesian analysis of the Frechet stress–strength model pp. 169-175

Kamran Abbas and Yincai Tang

Bayesian comparison of models with inequality and equality constraints pp. 176-182

Man-Suk Oh

Optimal multi-level supersaturated designs through integer programming pp. 183-191

B.N. Mandal and C. Koukouvinos

On geometric ergodicity of skewed—SVCHARME models pp. 192-197

Jerzy P. Rydlewski and Malgorzata Snarska

A Lindeberg–Feller theorem for stable laws pp. 198-203

Clément Dombry and Paul Jung

A note on Monge–Kantorovich problem pp. 204-211

Pengbin Feng and Xuhui Peng

A note on the σ-compactness of sets of probability measures on metric spaces pp. 212-214

Fernando Luque-Vásquez and J. Adolfo Minjárez-Sosa

On the interpoint distances of Bernoulli vectors pp. 215-222

Reza Modarres

Fourier methods for smooth distribution function estimation pp. 223-230

José E. Chacón, Pablo Monfort and Carlos Tenreiro

A note on shrinkage wavelet estimation in Bayesian analysis pp. 231-234

S. Torehzadeh and M. Arashi

Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators pp. 235-246

Gaku Igarashi and Yoshihide Kakizawa

A note on the relaxation time of two Markov chains on rooted phylogenetic tree spaces pp. 247-252

David A. Spade, Radu Herbei and Laura S. Kubatko

Volume 83, issue 12, 2013

Using thresholding difference-based estimators for variable selection in partial linear models pp. 2601-2606

June Luo and Patrick Gerard

Limit laws for UGROW random graphs pp. 2607-2614

Anthony G. Pakes

On complete convergence for weighted sums of asymptotically linear negatively dependent random field pp. 2615-2620

Mi-Hwa Ko

Bias analysis for misclassification in a multicategorical exposure in a logistic regression model pp. 2621-2626

Yaqing Liu, Juxin Liu and Fuxi Zhang

Covariate and Newton–Raphson adjustments for a normal correlation coefficient when the variances are known pp. 2627-2633

Bailey K. Fosdick and Michael D. Perlman

Exact Rosenthal-type inequalities for p=3, and related results pp. 2634-2637

Iosif Pinelis

Malliavin regularity of solutions to mixed stochastic differential equations pp. 2638-2646

Georgiy Shevchenko and Taras Shalaiko

Ramanujan theta functions and birth and death processes pp. 2647-2655

Bruno Ebner, Norbert Henze and Panamalai R. Parthasarathy

A double generalized Pareto distribution pp. 2656-2663

Saralees Nadarajah, Emmanuel Afuecheta and Stephen Chan

Conditional residual lifetimes of coherent systems pp. 2664-2672

A. Parvardeh and N. Balakrishnan

Simultaneous confidence intervals for ordered pairwise differences of exponential location parameters under heteroscedasticity pp. 2673-2678

Parminder Singh and Navdeep Singh

Multiple comparisons with a control in direction-mixed families of hypothesis under heteroscedasticity pp. 2679-2687

Rajvir Singh Chauhan, Parminder Singh and Narinder Kumar

How fast increasing powers of a continuous random variable converge to Benford’s law pp. 2688-2692

Michał Ryszard Wójcik

Pitman closeness results for Type-I censored data from exponential distribution pp. 2693-2698

N. Balakrishnan and Katherine F. Davies

A note on bootstrap confidence intervals for proportions pp. 2699-2702

Weizhen Wang

Asymptotics of the risk concentration based on the tail distortion risk measure pp. 2703-2710

Wenhua Lv, Xiaoqing Pan and Taizhong Hu

Pointwise and uniform convergence of kernel density estimators using random bandwidths pp. 2711-2720

Santanu Dutta and Alok Goswami

A delimitation of the support of optimal designs for Kiefer’s ϕp-class of criteria pp. 2721-2728

Luc Pronzato

Distribution of maximum loss of fractional Brownian motion with drift pp. 2729-2734

Mine Caglar and Ceren Vardar-Acar

A note on density estimation for binary sequences pp. 2735-2742

Karthik Bharath

Survivors in leader election algorithms pp. 2743-2749

Ravi Kalpathy, Hosam M. Mahmoud and Walter Rosenkrantz

Sharp large deviations for the log-likelihood ratio of an α-Brownian bridge pp. 2750-2758

Shoujiang Zhao and Yanping Zhou

Volume 83, issue 11, 2013

Interval estimation for the mean of lognormal data with excess zeros pp. 2447-2453

Xinmin Li, Xiaohua Zhou and Lili Tian

Empirical processes of iterated maps that contract on average pp. 2454-2458

Olivier Durieu

Scaling limits for one-dimensional long-range percolation: Using the corrector method pp. 2459-2466

Zhongyang Zhang and Lixin Zhang

A note on approximate Bayesian credible sets based on modified loglikelihood ratios pp. 2467-2472

Laura Ventura, Erlis Ruli and Walter Racugno

Multivariate limits of multilinear polynomial-form processes with long memory pp. 2473-2485

Shuyang Bai and Murad S. Taqqu

Moderate deviation principle for Brownian motions on the unit sphere in Rd pp. 2486-2491

Lei Chen and Fuqing Gao

Covariance selection by thresholding the sample correlation matrix pp. 2492-2498

Binyan Jiang

Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum pp. 2499-2506

Tomonori Nakatsu

Compound negative binomial shared frailty models for bivariate survival data pp. 2507-2515

David D. Hanagal and Alok D. Dabade

On the hitting probability of max-stable processes pp. 2516-2521

Martin Hofmann

A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013) pp. 2522-2523

Ahad Jamalizadeh and N. Balakrishnan

A bivariate non-homogeneous birth and death model for predator–prey interactions pp. 2526-2530

Sorana Froda and Vasile Vanciu

On the conditional increments of degradation processes pp. 2531-2536

Zhi-Sheng Ye

A semi-analytic pricing formula for lookback options under a general stochastic volatility model pp. 2537-2543

Sang-Hyeon Park and Jeong-Hoon Kim

Generalizations of a result of Christensen on renewal sequences and linear recurrences pp. 2544-2548

Kenneth S. Berenhaut, Courtney R. Bzdelik and Jean J. Merlet

The gambler’s ruin problem with delays pp. 2549-2552

Allan Gut

Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations pp. 2553-2562

Ke-Ang Fu, Yuechao Li and Andrew Cheuk-Yin Ng

Expansions and penultimate distributions of maxima of bivariate normal random vectors pp. 2563-2568

Melanie Frick and Rolf-Dieter Reiss

On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments pp. 2569-2576

P. Barone

On the exact distribution and mean value function of a geometric process with exponential interarrival times pp. 2577-2582

Halil Aydoğdu, İhsan Karabulut and Elif Şen

A multistate monotone system signature pp. 2583-2591

Vanderlei da Costa Bueno

Weak convergence of functional stochastic differential equations with variable delays pp. 2592-2599

Li Tan, Wei Jin and Zhenting Hou

Volume 83, issue 9, 2013

Characterizations of discrete distributions using reliability concepts in reversed time pp. 1939-1945

N. Unnikrishnan Nair and P.G. Sankaran

Bayesian approach to cubic natural exponential families pp. 1946-1955

Marwa Hamza and Abdelhamid Hassairi

Accelerating reversible Markov chains pp. 1956-1962

Ting-Li Chen and Chii-Ruey Hwang

On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions pp. 1963-1968

Soo Hak Sung

The growth rate of significant regressors for high dimensional data pp. 1969-1972

Qi Zheng, Colin Gallagher and K.B. Kulasekera

The first Dirichlet eigenvalue of birth–death process on trees pp. 1973-1982

Ling-Di Wang and Yu-Hui Zhang

A time varying GARCH(p,q) model and related statistical inference pp. 1983-1990

Neelabh Rohan

Optimal target allocation proportion for correlated binary responses in a 2×2 setup pp. 1991-1997

Saumen Mandal, Atanu Biswas, Paula Camelia Trandafir and Mohammad Ziaul Islam Chowdhury

On the compound Poisson risk model with dependence and a threshold dividend strategy pp. 1998-2006

Yafeng Shi, Peng Liu and Chunsheng Zhang

Filtering hidden semi-Markov chains pp. 2007-2014

Robert Elliott, Nikolaos Limnios and Anatoliy Swishchuk

On an identity in law between Brownian quadratic functionals pp. 2015-2018

Ju-Yi Yen and Marc Yor

A simple proof of functional Itô’s lemma for semimartingales with an application pp. 2019-2026

Shlomo Levental, Mark Schroder and Sumit Sinha

Coupling of Wiener processes by using copulas pp. 2027-2033

Piotr Jaworski and Marcin Krzywda

Subexponentiality of the product of dependent random variables pp. 2039-2044

Haizhong Yang and Suting Sun

Stationary bootstrapping realized volatility pp. 2045-2051

Eunju Hwang and Dong Wan Shin

Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions pp. 2052-2056

S. Zinodiny, Sedigheh Rezaei, O. Naghshineh Arjmand and S. Nadarajah

On a characterization theorem of symmetry about a point pp. 2057-2059

Javad Behboodian and Reza Modarres

Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling pp. 2060-2066

Wangxue Chen, Minyu Xie and Ming Wu

Finding hitting times in various graphs pp. 2067-2072

Shravas K. Rao

A note on formal constructions of sequential conditional couplings pp. 2073-2076

Gareth O. Roberts and Jeffrey S. Rosenthal

Tuned iterated filtering pp. 2077-2080

Erik Lindström

On pairwise quasi-asymptotically independent random variables and their applications pp. 2081-2087

Jinzhu Li

Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions pp. 2088-2093

Katherine Morris and Paul D. McNicholas

A semi-Markov modulated interest rate model pp. 2094-2102

D’Amico, Guglielmo, Raimondo Manca and Giovanni Salvi

Sufficient conditions for optimality for stochastic evolution equations pp. 2103-2107

AbdulRahman Al-Hussein

On grouping effect of elastic net pp. 2108-2112

Ding-Xuan Zhou

Inequalities involving expectations to characterize distributions pp. 2113-2118

Subarna Bhattacharjee, Asok K. Nanda and Satya Kr. Misra

A local limit theorem for densities of the additive component of a finite Markov Additive Process pp. 2119-2128

Loïc Hervé and James Ledoux

Skewness–kurtosis bounds for the skewed generalized T and related distributions pp. 2129-2134

Sean C. Kerman and James McDonald

An almost sure limit theorem for the maxima of smooth stationary Gaussian processes pp. 2135-2141

Zhongquan Tan

Volume 83, issue 8, 2013

Risk measures for skew normal mixtures pp. 1819-1824

Mauro Bernardi

The Pitman inequality for exchangeable random vectors pp. 1825-1829

J. Behboodian, Naveen Bansal, G.G. Hamedani and Hans Volkmer

On Poisson-stopped-sums that are mixed Poisson pp. 1830-1834

Jordi Valero, Marta Pérez-Casany and Josep Ginebra

Uniform-in-bandwidth nearest-neighbor density estimation pp. 1835-1843

Sarah Ouadah

A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions pp. 1844-1848

Soltan Mohammad Sadooghi-Alvandi and Ahad Malekzadeh

On martingales whose exponential processes satisfy Muckenhoupt’s condition A1 pp. 1849-1853

Adam Osȩkowski

Association tests through combining p-values for case control genome-wide association studies pp. 1854-1862

Zhongxue Chen

Uniform consistency of kNN regressors for functional variables pp. 1863-1870

Nadia L. Kudraszow and Philippe Vieu

Optimal global rates of convergence for interpolation problems with random design pp. 1871-1879

Michael Kohler and Adam Krzyżak

Deconvolution of P(X pp. 1880-1887

I. Dattner

Asymptotic FDR control under weak dependence: A counterexample pp. 1888-1893

Veronika Gontscharuk and Helmut Finner

An upper bound on random walks on dihedral groups pp. 1894-1900

Joseph McCollum

The Brunk–Prokhorov strong law of large numbers for fields of martingale differences taking values in a Banach space pp. 1901-1910

Ta Cong Son and Dang Hung Thang

A note on the inflated-parameter binomial distribution pp. 1911-1914

Zhenhua Bao, Lixin Song and He Liu

Strong consistency of the internal estimator of nonparametric regression with dependent data pp. 1915-1925

Jia Shen and Yuan Xie

Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948] pp. 1926-1927

Paul Doukhan, Konstantinos Fokianos and Dag Tjøstheim

Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps pp. 1928-1936

Igal Sason

Volume 83, issue 7, 2013

Uniqueness, recurrence and decay properties of collision branching processes with immigration pp. 1603-1612

Juan Wang and Junping Li

On the number of switches in unbiased coin-tossing pp. 1613-1618

Wenbo Li

On the expected number of successes in a sequence of nested Bernoulli trials pp. 1619-1623

Eckhard Schlemm

A semiparametric Bayesian approach to joint mean and variance models pp. 1624-1631

Dengke Xu and Zhongzhan Zhang

Maximin designs for the detection of synergistic effects pp. 1632-1637

Nripes Kumar Mandal and Manisha Pal

Random motion with gamma steps in higher dimensions pp. 1638-1643

Anatoliy A. Pogorui and Ramón M. Rodríguez-Dagnino

Entropic approach to E. Rio’s central limit theorem for W2 transport distance pp. 1644-1648

Sergey G. Bobkov

Stochastic comparisons of series systems with heterogeneous Weibull components pp. 1649-1653

Longxiang Fang and Xinsheng Zhang

On empirical likelihood inference of a change-point pp. 1662-1668

Gang Shen

The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time pp. 1669-1676

Riccardo Gatto

Jackknife estimation with a unit root pp. 1677-1682

Marcus Chambers and Maria Kyriacou

Estimation in a change-point hazard regression model with long-term survivors pp. 1683-1691

Yunxia Li, Lianfen Qian and Wei Zhang

On the Monge–Ampère equation for characterizing gamma-Gaussian model pp. 1692-1698

Célestin C. Kokonendji and Afif Masmoudi

Nearly universal consistency of maximum likelihood in discrete models pp. 1699-1702

Byungtae Seo and Bruce G. Lindsay

On penalized likelihood estimation for a non-proportional hazards regression model pp. 1703-1710

Karthik Devarajan and Nader Ebrahimi

Anticipated backward stochastic differential equations on Markov chains pp. 1711-1719

Wen Lu and Yong Ren

Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers pp. 1720-1724

S. Chobanyan and S. Levental

Bivariate high-level exceedance and the Chen–Stein theorem in genomics multiple hypothesis testing perspectives pp. 1725-1730

Pranab K. Sen and Moonsu Kang

Some new results on the empirical copula estimator with applications pp. 1731-1739

J.W.H. Swanepoel and J.S. Allison

Estimation for the Schnabel census with plants pp. 1740-1744

R. Gormley and I.B.J. Goudie

On strong large deviation results for lightly trimmed sums and some applications pp. 1745-1753

R. Vasudeva and G. Srilakshminarayana

A flexible approach to finite mixture regression models for multivariate mixed responses pp. 1754-1758

Marco Alfò and Irene Rocchetti

The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails pp. 1759-1769

Shanoja R. Naik and Bovas Abraham

Efficiency of repeated-cross-section estimators in fixed-effects models pp. 1770-1775

Nicoletta Rosati

Transient analysis of Lévy-driven tandem queues pp. 1776-1781

Krzysztof Dȩbicki, Michel Mandjes and Iwona Sierpińska-Tułacz

Hitting time distribution for skip-free Markov chains: A simple proof pp. 1782-1786

Ke Zhou

Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail pp. 1787-1799

Xinmei Shen and Yi Zhang

The limit law of the iterated logarithm in Banach space pp. 1800-1804

Deli Li and Han-Ying Liang

Poisson point processes with detection and rest pp. 1805-1811

Yicheng Hong, Chaehun Lee, Sungchul Lee and Hyungsoo Kim

The degenerate convergence criterion and Feller’s weak law of large numbers for double arrays in noncommutative probability pp. 1812-1818

Nguyen Van Quang, Nguyen Ngoc Huy and Le Hong Son

Volume 83, issue 6, 2013

On the optimality of extended maximal length linear feedback shift register sequences pp. 1479-1483

Ming-Hung Kao

Matching the finitized Poisson distribution to the matching distributions pp. 1484-1489

James J. Cochran, Martin S. Levy and Saeed Golnabi

On the distribution of the Rosenblatt process pp. 1490-1495

Makoto Maejima and Ciprian A. Tudor

Some new classes of stationary max-stable random fields pp. 1496-1503

Christian Y. Robert

Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments pp. 1504-1512

Kaiyong Wang, Yang Yang and Changjun Yu

Integer valued stable random variables pp. 1513-1519

Lev B. Klebanov and Lenka Slámová

F tests with random sample sizes. Theory and applications pp. 1520-1526

Elsa E. Moreira, João T. Mexia and Christoph E. Minder

Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest pp. 1527-1538

Qingwu Gao and Xijun Liu

On the Jeffreys prior for the multivariate Ewens distribution pp. 1539-1546

Abel Rodríguez

Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity pp. 1547-1552

Mahmood Kharrati-Kopaei, Ahad Malekzadeh and Mohammad Sadooghi-Alvandi

A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions pp. 1553-1558

Philip M. Westgate

A large deviation theorem for a branching Brownian motion with random immigration pp. 1559-1566

Hongyan Sun

On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components pp. 1567-1570

Neeraj Misra and Amit Kumar Misra

Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data pp. 1571-1579

Jiang-Feng Wang, Wei-Min Ma, Hui-Zeng Zhang and Li-Min Wen

On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets pp. 1580-1587

Sándor Baran, Kinga Sikolya and Milan Stehlík

The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators pp. 1588-1594

Yuki Izumi

Semiparametric estimation of fixed effects panel data single-index model pp. 1595-1602

Peng Lai, Gaorong Li and Heng Lian

Volume 83, issue 5, 2013

On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process pp. 1301-1310

Liying Ren

Identification for semiparametric varying coefficient partially linear models pp. 1311-1320

Mingqiu Wang and Lixin Song

Asymptotic expansions for moments of skew-normal extremes pp. 1321-1329

Xin Liao, Zuoxiang Peng and Saralees Nadarajah

On partial monotonic behaviour of some entropy measures pp. 1330-1338

Nitin Gupta and Rakesh Kumar Bajaj

Exact tests of the superiority under the Poisson distribution pp. 1339-1345

MingTe Liu and Huey-Miin Hsueh

Estimation of distributions with the new better than used in expectation property pp. 1346-1352

Edgardo Lorenzo, Ganesh Malla and Hari Mukerjee

M-estimation for the partially linear regression model under monotonic constraints pp. 1353-1363

Jiang Du, Zhimeng Sun and Tianfa Xie

Reliability analysis using ageing intensity function pp. 1364-1371

Subarna Bhattacharjee, Asok K. Nanda and Satya Kr. Misra

Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data pp. 1372-1381

Qiaojing Liu and Shoujiang Zhao

Bias and bandwidth for local likelihood density estimation pp. 1382-1387

Håkon Otneim, Hans Arnfinn Karlsen and Dag Tjøstheim

Properties and computation of interval availability of system pp. 1388-1396

Kai Huang and Jie Mi

The second-order version of Karamata’s theorem with applications pp. 1397-1403

Xiaoqing Pan, Xuan Leng and Taizhong Hu

On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process pp. 1404-1410

Jin V. Liu

Weak convergence in the near unit root setting pp. 1411-1415

Natalia Bailey and Liudas Giraitis

A monotonicity property of variances pp. 1416-1419

J.M. Aldaz

Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean pp. 1420-1423

Chikara Uno

Harnack inequality for mean-field stochastic differential equations pp. 1424-1432

Gaofeng Zong and Zengjing Chen

Likelihood computation for hidden Markov models via generalized two-filter smoothing pp. 1433-1442

Adam Persing and Ajay Jasra

Accelerating Brownian motion on N-torus pp. 1443-1447

Hui-Ming Pai and Chii-Ruey Hwang

Nonlinear mixed-effects state space models with applications to HIV dynamics pp. 1448-1456

Jie Zhou, Lu Han and Sanyang Liu

One dimensional scan statistics generated by some dependent stationary sequences pp. 1457-1463

George Haiman and Cristian Preda

Doubly truncated (interval) cumulative residual and past entropy pp. 1464-1471

M. Khorashadizadeh, A.H. Rezaei Roknabadi and G.R. Mohtashami Borzadaran

A variation of the Newton–Pepys problem and its connections to size-estimation problems pp. 1472-1478

Damiano Varagnolo, Luca Schenato and Gianluigi Pillonetto

Volume 83, issue 4, 2013

Estimates on the effective resistance in anisotropic long-range percolation on Z2 pp. 953-959

Jun Misumi

Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence pp. 960-968

Aadil Lahrouz and Lahcen Omari

Hazard function estimation with nonnegative “wavelets” pp. 969-978

Jean-Francois Angers and Brenda MacGibbon

Bayesian model selection based on parameter estimates from subsamples pp. 979-986

Jingsi Zhang, Wenxin Jiang and Xiaofeng Shao

On determining the structural dimension via directional regression pp. 987-992

Zhou Yu, Yuexiao Dong and Ranwei Guo

The maximum severity of ruin in a perturbed risk process with Markovian arrivals pp. 993-998

Shuanming Li and Jiandong Ren

The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables pp. 999-1005

Hideki Nagatsuka, Hiroshi Kawakami, Toshinari Kamakura and Hisashi Yamamoto

On the integral of fractional Poisson processes pp. 1006-1017

Enzo Orsingher and Federico Polito

A class of continuous kernels and Cauchy type heavy tail distributions pp. 1018-1027

A.R. Soltani and L. Tafakori

Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data pp. 1028-1035

Olimjon Sh. Sharipov and Martin Wendler

Comparison of concentration for several families of income distributions pp. 1036-1045

Félix Belzunce, José F. Pinar, José M. Ruiz and Miguel A. Sordo

On the trivariate joint distribution of Brownian motion and its maximum and minimum pp. 1046-1053

ByoungSeon Choi and JeongHo Roh

Symmetric representations of bivariate distributions pp. 1054-1061

Victor Domansky

A simple test of optimal hedging policy pp. 1062-1070

Wan-Yi Chiu

An alternative REML estimation of covariance matrices in linear mixed models pp. 1071-1077

Erning Li and Mohsen Pourahmadi

Moderate deviations for the energy of charged polymer pp. 1078-1082

Yanqing Wang

Fractal dimension results for continuous time random walks pp. 1083-1093

Mark M. Meerschaert, Erkan Nane and Yimin Xiao

A range reduction method for generating discrete random variables pp. 1094-1099

Efraim Shmerling

Identifying the source of proportion shifts in a multinomial process using a simple statistical test procedure pp. 1100-1105

Chia-Ding Hou and Sheng Huang

Notes on entropic convergence and the weak entropy inequality pp. 1106-1110

Lina Li

Optimal reinsurance under the Haezendonck risk measure pp. 1111-1116

Yunzhou Zhu, Lixin Zhang and Yi Zhang

Mosco convergence of SLLN for triangular arrays of rowwise independent random sets pp. 1117-1126

Nguyen Van Quang and Duong Xuan Giap

Estimation of the Shannon’s entropy of several shifted exponential populations pp. 1127-1135

Suchandan Kayal and Somesh Kumar

Probability inequalities for bounded random vectors pp. 1136-1142

I.A. Ahmad and M. Amezziane

K-distributed vector random fields in space and time pp. 1143-1150

Chunsheng Ma

Estimation of nonparametric regression models with a mixture of Berkson and classical errors pp. 1151-1162

Zanhua Yin, Wei Gao, Man-Lai Tang and Guo-Liang Tian

A note on the optimality of 2-level main effects plans in blocks of odd size pp. 1163-1166

Mike Jacroux

Simultaneous multiple comparisons with a control using median differences and permutation tests pp. 1167-1173

Scott J. Richter and Melinda H. McCann

Comparing spectral densities of stationary time series with unequal sample sizes pp. 1174-1183

Philip Preuß and Thimo Hildebrandt

Harnack inequality for semilinear SPDE with multiplicative noise pp. 1184-1192

Shao-Qin Zhang

Large deviations for fractional Poisson processes pp. 1193-1202

Luisa Beghin and Claudio Macci

Bayesian efficiency pp. 1203-1212

Christopher S. Withers and Saralees Nadarajah

On a strong law of large numbers for monotone measures pp. 1213-1218

Hamzeh Agahi, Adel Mohammadpour, Radko Mesiar and Yao Ouyang

On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis pp. 1219-1226

Pauliina Ilmonen

Sharp bounds on the expected shortfall for a sum of dependent random variables pp. 1227-1232

Giovanni Puccetti

On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process pp. 1233-1239

Raúl Fierro, Víctor Leiva, Fabrizio Ruggeri and Antonio Sanhueza

The existence of a positive solution for a generalized delay logistic equation with multifractional noise pp. 1240-1246

Dung Nguyen Tien

A moment method for the multivariate asymmetric Laplace distribution pp. 1247-1253

Werner Hürlimann

A sharp estimate of the binomial mean absolute deviation with applications pp. 1254-1259

Daniel Berend and Aryeh Kontorovich

Remarks on moment inequalities and identities for martingales pp. 1260-1261

Alexander Novikov and Albert Shiryaev

Consistency results for the kernel density estimate on continuous time stationary and dependent data pp. 1262-1270

Sultana Didi and Djamal Louani

Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition pp. 1271-1281

Yan Qin and Ning-Mao Xia

Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables pp. 1282-1286

Milto Hadjikyriakou

Influence analysis on the direction of optimal response pp. 1287-1299

Yufen Huang and Sheng-Wen Wang

Volume 83, issue 3, 2013

Sharp bounds for complier average potential outcomes in experiments with noncompliance and incomplete reporting pp. 677-679

Peter M. Aronow and Donald P. Green

Sharp estimates on the tail behavior of a multistable distribution pp. 680-688

Antoine Ayache

Records in subsets of a random field pp. 689-699

Allan Gut and Ulrich Stadtmüller

Some inequalities for conditional demimartingales and conditional N-demimartingales pp. 700-709

Xinghui Wang and Xuejun Wang

Computing system signatures through reliability functions pp. 710-717

Jean-Luc Marichal and Pierre Mathonet

Functional strong law of large numbers for loads in a planar network model pp. 718-723

Giovanni Luca Torrisi

A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators pp. 724-734

HengMin Zhang and ShengJun Fan

Moderate and large deviation principles for the hazard rate function kernel estimator under censoring pp. 735-743

Amadou Oury Korbe Diallo and Djamal Louani

Expansions for bivariate extreme value distributions pp. 744-752

Saralees Nadarajah

On the trace approximations of products of Toeplitz matrices pp. 753-760

Mamikon S. Ginovyan and Artur A. Sahakyan

The strong Feller property of switching jump-diffusion processes pp. 761-767

Fubao Xi and George Yin

Maximum entropy mixing time of circulant Markov processes pp. 768-773

Konstantin Avrachenkov, Laura Cottatellucci, Lorenzo Maggi and Yong-Hua Mao

Alpha–Skew–Laplace distribution pp. 774-782

S. Shams Harandi and M.H. Alamatsaz

Small parameter behavior of families of distributions pp. 783-789

Shaul K. Bar-Lev, Offer Kella and Andreas Löpker

Markov chain approximations to singular stable-like processes pp. 790-796

Fangjun Xu

A note on geodesics for supercritical continuum percolation pp. 797-804

Changlong Yao

Generalized BSDEs driven by fractional Brownian motion pp. 805-811

Katarzyna Jańczak-Borkowska

Estimating genotyping error rates from parent–offspring dyads pp. 812-819

Øystein A. Haaland and Hans J. Skaug

Fixed jumps of additive processes pp. 820-823

Ming Liao

Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action pp. 824-828

Takao Hirayama and Kouji Yano

Does adding data always improve linear regression estimates? pp. 829-835

A.V. den Boer

Positions of the ranks of factors in certain finite long length words pp. 836-840

Elahe Zohoorian Azad

Dividend problems in the dual risk model with exponentially distributed observation time pp. 841-849

Dan Peng, Donghai Liu and Zaiming Liu

A note on moving average models for Gaussian random fields pp. 850-855

Linda V. Hansen and Thordis L. Thorarinsdottir

On characterizing and generalizing the optional m-stability property for pricing set pp. 856-862

Abdelkarem Berkaoui

Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs pp. 863-874

Auguste Aman and Naoul Mrhardy

Testing the linear errors-in-variables model with randomly censored data pp. 875-884

Linjun Tang, Zhangong Zhou and Changchun Wu

Moderate deviations for Hawkes processes pp. 885-890

Lingjiong Zhu

The existence of regular conditional probabilities for Markov kernels pp. 891-897

A.G. Nogales

On the evolution of set-valued functions: An example pp. 898-901

Estáte V. Khmaladze

Nonparametric M-regression for functional ergodic data pp. 902-908

Abdelkader Gheriballah, Ali Laksaci and Soumeya Sekkal

Minimax designs for the difference between two estimated responses in a trigonometric regression model pp. 909-915

Fatemah Alqallaf and S. Huda

Entropic kernels for data smoothing pp. 916-922

Roger Bowden

Power series with i.i.d. coefficients pp. 923-929

Barry C. Arnold and Krishna B. Athreya

Bayes classifiers of three-dimensional rotations and the sphere with symmetries pp. 930-935

Christian Rau

The Radon transform inversion using moments pp. 936-942

Robert M. Mnatsakanov and Shengqiao Li

On asymptotic equicontinuity of Markov transition functions pp. 943-951

Joanna Jaroszewska

Volume 83, issue 2, 2013

Absolutely continuous random power series in reciprocals of Pisot numbers pp. 431-435

J. Neunhäuserer

The limit theorems on extremes for Gaussian random fields pp. 436-444

Zhongquan Tan

Nonparametric density estimation based on the truncated mean pp. 445-451

Ying Zhu

Mixture and reciprocity of exponential models pp. 452-458

Mahdi Louati

On the Fourier structure of the zero set of fractional Brownian motion pp. 459-466

Willem L. Fouché and Safari Mukeru

Improved bounds for approximations to compound distributions pp. 467-473

N.S. Upadhye and P. Vellaisamy

Stationary bootstrapping for cointegrating regressions pp. 474-480

Dong Wan Shin and Eunju Hwang

Penalization schemes for multi-valued stochastic differential equations pp. 481-492

Jing Wu and Hua Zhang

Comparisons of k-out-of-n systems with heterogenous components pp. 493-502

Weiyong Ding, Yiying Zhang and Peng Zhao

Lp solutions to backward stochastic differential equations with discontinuous generators pp. 503-510

Dejian Tian, Long Jiang and Xuejun Shi

Bounds on the Poincaré constant under negative dependence pp. 511-518

Fraser Daly and Oliver Johnson

A note on EM algorithm for mixture models pp. 519-526

Weixin Yao

RCA models: Joint prediction of mean and volatility pp. 527-533

Y. Liang, A. Thavaneswaran and N. Ravishanker

On the asymptotic behavior of the sequence and series of running maxima from a real random sequence pp. 534-542

Rita Giuliano Antonini, Thuntida Ngamkham and Andrei Volodin

Limiting spectral distribution of normalized sample covariance matrices with p/n→0 pp. 543-550

Junshan Xie

Estimating positive surveys from negative surveys pp. 551-558

Yafei Bao, Wenjian Luo and Xin Zhang

On the linear combination of the Gaussian and student’s t random field and the integral geometry of its excursion sets pp. 559-567

Ola Ahmad and Jean-Charles Pinoli

A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models pp. 568-572

Mengyuan Li, Dalei Yu and Peng Bai

An almost sure local limit theorem for Markov chains pp. 573-579

Rita Giuliano-Antonini and Zbigniew S. Szewczak

The stationary distribution and ergodicity of a stochastic generalized logistic system pp. 580-583

Dingshi Li

On orthogonality of (X+Y) and X/(X+Y) rather than independence pp. 584-587

Barry C. Arnold and Jose A. Villasenor

Convergence rate of the limit theorem of a Galton–Watson tree with neutral mutations pp. 588-595

Xinxin Chen

Exponential characterizations motivated by the structure of order statistics in samples of size two pp. 596-601

Barry C. Arnold and Jose A. Villasenor

Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process pp. 602-607

Aurélien Alfonsi

Nonparametric estimation problem for a time-periodic signal in a periodic noise pp. 608-615

D. Dehay and K. El Waled

Precise rates in the generalized law of the iterated logarithm pp. 616-623

Xiao-Yong Xiao, Li-Xin Zhang and Hong-Wei Yin

Optimal blocking and semifoldover plans for 2n−p designs pp. 624-630

Po Yang

Unbiased modified likelihood ratio tests for simple and double separability of a variance–covariance structure pp. 631-636

A.M. Manceur and P. Dutilleul

A functional central limit theorem for the level measure of a Gaussian random field pp. 637-643

A. Shashkin

More efficient unconditional tests for exchangeable binary data with equal cluster sizes pp. 644-649

Guogen Shan

A characterization of conjugate priors in exponential families with application to inverse regression pp. 650-654

Wei Luo and Naomi S. Altman

The stationary distribution of the facultative population model with a degenerate noise pp. 655-664

Jinying Tong, Zhenzhong Zhang and Jianhai Bao

Estimation of C-MGARCH models based on the MBP method pp. 665-673

Lihui Li and Tao Wen

Volume 83, issue 1, 2013

An approach alternative to the binomial UMPU test pp. 1-6

Uttam Bandyopadhyay, Shirsendu Mukherjee and Dhiman Dutta

Self-inverse and exchangeable random variables pp. 9-12

Theophilos Cacoullos and Nickos Papadatos

Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables pp. 13-20

Mingle Guo and Dongjin Zhu

Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution pp. 21-27

Hongsheng Dai, Yanchun Bao and Mingtang Bao

On sample marginal quantiles for stationary processes pp. 28-36

Yves Dominicy, Siegfried Hörmann, Hiroaki Ogata and David Veredas

When a copula is archimax pp. 37-45

Włodzimierz Wysocki

Prior value incorporated calibration estimator in stratified random sampling pp. 46-51

Tetsuji Ohyama

The quenched law of the iterated logarithm for one-dimensional random walks in a random environment pp. 52-60

Mingzhi Mao, Ting Liu and Urszula Foryś

Variable selection in a partially linear proportional hazards model with a diverging dimensionality pp. 61-69

Yuao Hu and Heng Lian

A generalised Student’s t-distribution pp. 70-77

Ioannis Papastathopoulos and Jonathan A. Tawn

Monotonicity in the sample size of the length of classical confidence intervals pp. 78-82

Abram M. Kagan and Yaakov Malinovsky

The minimal entropy martingale measure of a jump process influenced by jump times pp. 83-88

Jun Yan and Fuqing Gao

Stability of no-arbitrage property under model uncertainty pp. 89-92

Vladimir Ostrovski

Skewness and the linear discriminant function pp. 93-99

Nicola Loperfido

Semiparametric analysis of additive isotonic errors-in-variables regression models pp. 100-114

Zhimeng Sun and Zhongzhan Zhang

Robust stabilization with a general decay of mild solutions of stochastic evolution equations pp. 115-122

T.E. Govindan and N.U. Ahmed

Note on a paradox in decision-theoretic interval estimation pp. 123-126

Paul Kabaila

Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors pp. 127-134

S.Y. Hwang

Local-EM and mismeasured data pp. 135-140

Patrick E. Brown, Paul Nguyen, Jamie Stafford and Shiva Ashta

Estimation of the variance of partial sums of dependent processes pp. 141-147

Herold Dehling, Roland Fried, Olimjon Sh. Sharipov, Daniel Vogel and Max Wornowizki

Pitman closeness of current k-records to population quantiles pp. 148-156

M. Razmkhah and Jafar Ahmadi

A sufficient condition of crossing type for the bivariate orthant convex order pp. 157-162

Michel Denuit and Mhamed Mesfioui

Testing unilateral versus bilateral normal contamination pp. 163-167

Richard Charnigo, Qian Fan, Douglas Bittel and Hongying Dai

The double-barrier inverse first-passage problem for Wiener process with random starting point pp. 168-176

Mario Abundo

Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes pp. 177-183

Zbigniew J. Jurek

Empirical likelihood inference for the second-order jump-diffusion model pp. 184-195

Yuping Song and Zhengyan Lin

Optimal designs for mixture models with amount constraints pp. 196-202

Chongqi Zhang and Weng Kee Wong

Testing in generalized partially linear models: A robust approach pp. 203-212

Graciela Boente, Ricardo Cao, Wenceslao González Manteiga and Daniela Rodriguez

An empirical depth function for multivariate data pp. 213-218

Min Tsao

Bootstrap based model checks with missing binary response data pp. 219-226

Gerhard Dikta, Sundarraman Subramanian and Thorsten Winkler

The multivariate-t distribution and the Simes inequality pp. 227-232

Henry W. Block, Thomas H. Savits, Jie Wang and Sanat K. Sarkar

Martingale approximation of eigenvalues for common factor representation pp. 233-237

Victor Bystrov and Antonietta di Salvatore

Markov processes on the adeles and Chebyshev function pp. 238-244

Kumi Yasuda

Density estimation using bootstrap bandwidth selector pp. 245-256

Arup Bose and Santanu Dutta

Error covariance matrix estimation using ridge estimator pp. 257-264

June Luo and K.B. Kulasekera

Phases in the two-color tenable zero-balanced Pólya process pp. 265-271

Joshua Sparks and Hosam M. Mahmoud

Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme pp. 272-277

Raffaella Calabrese

Decidable lim sup and Borel–Cantelli-like lemmas for random sequences pp. 278-285

George Davie

Examples of α-selfdecomposable distributions pp. 286-291

Makoto Maejima and Yohei Ueda

Note on the threshold theorem of a heterogeneous SIR epidemic pp. 292-296

Hamid El Maroufy

On optimal confidence sets for parameters in discrete distributions pp. 297-303

Joshua D. Habiger, Melinda H. McCann and Joshua M. Tebbs

A remark on the lasso and the Dantzig selector pp. 304-314

Yohann de Castro

Simple and elegant derivations for some asymptotic results in the discrete-time renewal process pp. 315-319

Mohan Chaudhry and Brent Fisher

Limit laws for extremes of dependent stationary Gaussian arrays pp. 320-330

Enkelejd Hashorva and Zhichao Weng

Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables pp. 331-338

Wei He, Dongya Cheng and Yuebao Wang

On waiting time distribution of runs of ones or zeros in a Bernoulli sequence pp. 339-344

Sungsu Kim, Chongjin Park and Jungtaek Oh

On simple representations of stopping times and stopping time sigma-algebras pp. 345-349

Tom Fischer

The Hopfield model with superlinearly many patterns pp. 350-356

James Y. Zhao

On Cesáro convergence of iterates of the star product of copulas pp. 357-365

Wolfgang Trutschnig

Quantile based entropy function in past lifetime pp. 366-372

S.M. Sunoj, P.G. Sankaran and Asok K. Nanda

A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives pp. 373-381

Xue Liang, Guojing Wang and Yinghui Dong

Stochastic order characterization of uniform integrability and tightness pp. 382-389

Lasse Leskelä and Matti Vihola

On the gradient statistic under model misspecification pp. 390-398

Artur J. Lemonte

Estimating at least seven measures of qualitative variables from a single sample using randomized response technique pp. 399-409

Cheon-Sig Lee, Stephen A. Sedory and Sarjinder Singh

A stochastic dominance property common to the boy-or-girl paradox and the lottery pp. 410-413

Moshe Pollak

A note on Bayesian and frequentist parametric inference for a scalar parameter of interest pp. 414-421

A.C.M. Wong

Stochastic monotonicity and order-preservation for a type of nonlinear semigroups pp. 422-429

Na Zhang and Guangyan Jia