Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 205, issue C, 2024

Pricing formula for a Barrier call option based on stochastic delay differential equation

Kyong-Hui Kim, Jong-Kuk Kim and Myong Guk Sin

Minimizing uncertainty in prevalence estimates

Paul N. Patrone and Anthony J. Kearsley

Up- and down-correlations in normal variance mixture models

Jonathan Ansari, Tomer Shushi and Steven Vanduffel

Generalized Rank Dirichlet distributions

David Itkin

Sharp moderate and large deviations for sample quantiles

Xiequan Fan

The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion

Dongzhou Huang

Large deviations for mean field model in Erdős–Rényi graph

Yunshi Gao

Stationary jump processes for planar directions obtained by wrapping

R. Gatto

Exact solution to a first-passage problem for an Ornstein–Uhlenbeck process with jumps and its integral

Mario Lefebvre

Lyapunov function for interacting reinforced stochastic processes via Hopfield’s energy function

Benito Pires

Convergence to closed-form distribution for the backward SLEκ at some random times and the phase transition at κ=8

Terry J. Lyons, Vlad Margarint and Sina Nejad

Test for diagonal symmetry in high dimension

Yongli Sang

Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions

Guangshuo Zhou, Fengjiao Du and Shengjun Fan

Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model

Wen Su and Yaodi Yong

One-dimensional McKean–Vlasov stochastic Volterra equations with Hölder diffusion coefficients

Lijuan Jie, Liangqing Luo and Hua Zhang

A Bayesian tour of binomial inference

John Hughes

Volume 204, issue C, 2024

Bayesian size-and-shape regression modelling

Antonio Di Noia, Gianluca Mastrantonio and Giovanna Jona Lasinio

A new approach for ultrahigh-dimensional covariance matrix estimation

Wanfeng Liang and Xiaoyan Ma

Quantifying the uncertainty of partitions for infinite mixture models

Aurore Lavigne and Silvia Liverani

Matérn cluster process with holes at the cluster centers

Seyed Mohammad Azimi-Abarghouyi and Harpreet S. Dhillon

A relative-rank measure for the rank transformation

Abid Hussain, Steve Drekic and Salman A. Cheema

Causal effect estimation with censored outcome and covariate selection

Li Li, Pengfei Shi, Qingliang (Michael) Fan and Wei Zhong

Azuma-Hoeffding bounds for a class of urn models

Amites Dasgupta

A stochastic optimal stopping model for storable commodity prices

Nader Karimi, Erfan Salavati, Hirbod Assa and Hojatollah Adibi

A bidirectional hitting probability for the symmetric Hunt processes

Yasuhito Nishimori

On independence of time and cause

Offer Kella

Talagrand’s transportation inequality for SPDEs with locally monotone drifts

Ruinan Li and Xinyu Wang

A note on marginal coordinate test in sufficient dimension reduction

Yuexiao Dong and Zeda Li

On a central limit theorem in renewal theory

Svante Janson

Volume 203, issue C, 2023

Uniqueness of first passage time distributions via Fredholm integral equations

Sören Christensen, Simon Fischer and Oskar Hallmann

Properties of marginal sequential Monte Carlo methods

Francesca R. Crucinio and Adam Johansen

On the issue of convergence of certain divergence measures related to finding most nearly compatible probability distribution under the discrete set-up

Indranil Ghosh

Convergence rate for the number of crossings in a random labelled tree

Santiago Arenas-Velilla and Octavio Arizmendi

Huber estimation for the network autoregressive model

Xuan Xiao, Xingbai Xu and Wei Zhong

On k-out-of-n systems with homogeneous components and one independent cold standby redundancy

Chen Li and Xiaohu Li

Characterizations of stochastic ordering for non-negative random variables

Jia Yao, Bendong Lou and Xiaoqing Pan

On the use of robust estimators of multivariate location for heterogeneous data

Raúl Pérez-Fernández

Doob’s consistency of a non-Bayesian updating process

Hajime Kawakami

Volume 202, issue C, 2023

Conjugate priors and bias reduction for logistic regression models

Tommaso Rigon and Emanuele Aliverti

Optimal fractions of three-level factorials under a baseline parameterization

Zhaohui Yan and Shengli Zhao

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions

Antonio Di Noia, Marzia Marcheselli, Caterina Pisani and Luca Pratelli

Matrix-variate data analysis by two-way factor model with replicated observations

Yan Li, Zhigen Gao, Wei Huang and Jianhua Guo

An algorithm for a pseudo RMLE under simple tree multivariate order restriction

Huruy Asfha and Xiaomi Hu

The calculation of alias pattern in three-level regular designs

Baixi Chen, Zhiming Li, Zhi Li and Can Peng

Volume 201, issue C, 2023

Lp-functionals for change point detection in random coefficient autoregressive models

Lajos Horvath and Lorenzo Trapani

Local limit theorems for collective risk models

Hattacha Kongjiw, Petcharat Rattanawong and Kritsana Neammanee

Improving the age composition of dynamic populations of manufactured items

Maxim Finkelstein and Ji Hwan Cha

On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data

Huazhen Yu and Lixin Zhang

A Galton–Watson process with a threshold at 1 and an immigration at 0

Dawei Lu and Huangding Lv

Improving Hoeffding’s inequality using higher moments information

Bar Light

On the moments of the variance-gamma distribution

Robert E. Gaunt

Nonsymmetric examples for Gaussian correlation inequalities

Chien-Hao Huang

Uniform convergence results for the local linear regression estimation of the conditional distribution

Haitian Xie

Stochastic heat equation with Ornstein–Uhlenbeck operator

Xiang Li

Averaging principle for the wave equation driven by a stochastic measure

Vadym Radchenko

On infinitely divisible distributions related to the Riemann hypothesis

Takashi Nakamura and Masatoshi Suzuki

Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework

Janet Aisbett

Ultra log-concavity of discrete order statistics

Llorenç Badiella, Joan del Castillo and Pedro Puig