Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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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

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