Statistics & Probability Letters

1982 - 2025

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

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Volume 78, issue 18, 2008

On a Gibbs characterization of normalized generalized Gamma processes pp. 3123-3128

Annalisa Cerquetti

On the geometry of a generalized cross-correlation random field pp. 3129-3134

F. Carbonell and K.J. Worsley

A note on the invariance under change of measure for stochastic test functions and distribution spaces pp. 3135-3138

Alberto Lanconelli

On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables pp. 3139-3144

Sirous Fathi Manesh and Baha-Eldin Khaledi

Spatial smoothing, Nugget effect and infill asymptotics pp. 3145-3151

Zudi Lu, Dag Tjøstheim and Qiwei Yao

Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential pp. 3152-3158

Mehmet Yilmaz and Birol Topçu

A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors pp. 3159-3169

M. Revan Özkale

An almost sure limit theorem for the product of partial sums with stable distribution pp. 3170-3175

Khurelbaatar Gonchigdanzan

Inverse problems for random walks on trees: Network tomography pp. 3176-3183

Victor de la Pena, Henryk Gzyl and Patrick McDonald

A note on skew-elliptical distributions and linear functions of order statistics pp. 3184-3186

Nicola Loperfido

On extending the Brunk-Prokhorov strong law of large numbers for martingale differences pp. 3187-3194

Shuhe Hu, Guijing Chen and Xuejun Wang

On extending classical filtering equations pp. 3195-3202

Michael A. Kouritzin and Hongwei Long

On the weak convergence of subordinated systems pp. 3203-3211

Biao Wu

Classification of 2x2 sparse data sets with zero cells pp. 3212-3215

M. Subbiah and M.R. Srinivasan

On robust nonparametric regression estimation for a functional regressor pp. 3216-3221

Nadjia Azzedine, Ali Laksaci and Elias Ould-Saïd

Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails pp. 3222-3229

Xinmei Shen and Zhengyan Lin

Asymptotics of kernel density estimators on weakly associated random fields pp. 3230-3237

Jia Chen

Cross-spectral properties of a spatial point-lattice process pp. 3238-3243

M.N. Kanaan, Paul C. Taylor and M.A. Mugglestone

Conditions for stability and instability of retrial queueing systems with general retrial times pp. 3244-3248

Tewfik Kernane

Some results on the convergence of conditional distributions pp. 3249-3253

Shifeng Xiong and Guoying Li

Minimum distance estimation of k-factors GARMA processes pp. 3254-3261

Euloge F. Kouamé and Ouagnina Hili

On the existence of higher-order moments of periodic GARCH models pp. 3262-3268

Abdelhakim Aknouche and Mohamed Bentarzi

Residuals and their statistical properties in symmetrical nonlinear models pp. 3269-3273

Francisco José A. Cysneiros and Luis Hernando Vanegas

Generalized filtered Poisson processes and application in hydrology pp. 3274-3276

Mario Lefebvre

Markov processes, time-space harmonic functions and polynomials pp. 3277-3280

Arindam Sengupta

A class of strong deviation theorems for the sequence of nonnegative integer valued random variables pp. 3281-3287

Xuewu Wang

Multiple solutions to the likelihood equations in the Behrens-Fisher problem pp. 3288-3293

Mathias Drton

A Kolmogorov inequality for weighted U-statistics pp. 3294-3297

Petroula M. Mavrikiou

The invariance principle for linear multi-parameter stochastic processes generated by associated fields pp. 3298-3303

Tae-Sung Kim, Mi-Hwa Ko and Yong-Kab Choi

Testing for random effects and spatial lag dependence in panel data models pp. 3304-3306

Badi Baltagi and Long Liu

Minimax estimation of the integral of a power of a density pp. 3307-3311

Eric Tchetgen, Lingling Li, James Robins and Aad van der Vaart

Multivariate equilibrium distributions of order n pp. 3312-3320

N. Unnikrishnan Nair and M. Preeth

A generalization of a result concerning the asymptotic behavior of finite Markov chains pp. 3321-3329

Alina Nicolaie

Strong law of large numbers and growth rate for a class of random variable sequences pp. 3330-3337

Xuejun Wang, Shuhe Hu, Yan Shen and Nengxiang Ling

A complete class of balanced incomplete block designs [beta] (7, 35, 15, 3, 5) with repeated blocks pp. 3338-3343

S. Mandal, D.K. Ghosh, R.K. Sharma and S.C. Bagui

A mass function based on correlation coefficient and its application pp. 3344-3349

Anwar H. Joarder and M.H. Omar

Characterizations of bivariate distributions by properties of concomitants of order statistics pp. 3350-3354

T.G. Veena and P. Yageen Thomas

Small-time moment asymptotics for Lévy processes pp. 3355-3365

José E. Figueroa-López

Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators pp. 3366-3372

Marek Omelka

Moments of the first passage time of one-dimensional diffusion with two-sided barriers pp. 3373-3380

Huiqing Wang and Chuancun Yin

On generalized correlation functions of intrinsically stationary processes of order k pp. 3381-3387

Zoltán Sasvári

Some new stochastic comparisons for redundancy allocations in series and parallel systems pp. 3388-3394

Xiaohu Li and Xiaoxiao Hu

Volume 78, issue 17, 2008

An estimate for the probability of dependent events pp. 2839-2843

Arturas Dubickas

Existence of almost periodic solutions to some functional integro-differential stochastic evolution equations pp. 2844-2849

Paul H. Bezandry

Mixed model-based additive models for sample extremes pp. 2850-2858

S.A. Padoan and M.P. Wand

On mean exit time from a curvilinear domain pp. 2859-2863

Cloud Makasu

An existence theorem for stochastic functional differential equations with delays under weak assumptions pp. 2864-2867

Nikolaos Halidias and Yong Ren

A distribution free goodness of fit test for a stochastically ordered alternative pp. 2868-2875

Shuvadeep Banerjee

The empirical saddlepoint method applied to testing for serial correlation in panel time series data pp. 2876-2882

D.I. Perera, M.S. Peiris, J. Robinson and N.C. Weber

A characterisation of scale mixtures of the uniform distribution pp. 2883-2888

Thomas Fung and Eugene Seneta

Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 pp. 2889-2894

Akihiko Inoue, Yukio Kasahara and Punam Phartyal

Empirical likelihood inference for partial linear models under martingale difference sequence pp. 2895-2901

Xia Chen and Hengjian Cui

Threshold copulas and positive dependence pp. 2902-2909

Fabrizio Durante, Rachele Foschi and Fabio Spizzichino

Constructing processes with prescribed mixing coefficients pp. 2910-2915

Kontorovich, Leonid (Aryeh)

Estimating parameters in autoregressive models with asymmetric innovations pp. 2916-2916

Aysen D. Akkaya and Moti L. Tiku

On degenerate stochastic equations of Itô type with jumps pp. 2917-2925

V.P. Kurenok

MV-optimal block designs for correlated errors pp. 2926-2931

Nizam Uddin

Weak convergence of the supremum distance for supersmooth kernel deconvolution pp. 2932-2938

Bert van Es and Shota Gugushvili

A hypothesis test for independence of sets of variates in high dimensions pp. 2939-2946

Zhengyan Lin and Yanbiao Xiang

Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples pp. 2947-2956

Yongming Li, Shanchao Yang and Yong Zhou

Simple relations between principal stratification and direct and indirect effects pp. 2957-2962

Tyler J. VanderWeele

Feasible parameter regions for alternative discrete state space models pp. 2963-2970

Paul D. Feigin, Phillip Gould, Gael Martin and Ralph Snyder

On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data pp. 2971-2975

N. Balakrishnan and M. Kateri

Asymptotics for the nonparametric estimation of the mean function of a random process pp. 2976-2980

David Degras

Preservation of some life length classes for age distributions associated with age-dependent branching processes pp. 2981-2987

Richard A. Johnson and James R. Taylor

A new look at discrete discrepancy pp. 2988-2991

Kashinath Chatterjee and Hong Qin

Maximal probabilities of convolution powers of discrete uniform distributions pp. 2992-2996

Lutz Mattner and Bero Roos

Is a subspace containing a splitting subspace a splitting subspace? pp. 2997-2999

Umberto Triacca

Phase diagram for once-reinforced random walks on trees with exponential weighting scheme pp. 3000-3007

Masato Takei and Masaki Takeshima

Higher order moments of renewal counting processes and Eulerian polynomials pp. 3008-3013

Geoffrey W. Brown

A note on non-regular martingales pp. 3014-3017

Alex Iksanov and Alex Marynych

Asymptotic expansions for inverse moments of binomial and negative binomial pp. 3018-3022

Wuyungaowa and Tianming Wang

The law of the iterated logarithm for the Gaussian free field pp. 3023-3028

Xiaoyu Hu

Nonparametric estimation of level sets under minimal assumptions pp. 3029-3033

Qunshu Ren and Majid Mojirsheibani

On the Burkholder-Davis-Gundy inequalities for continuous martingales pp. 3034-3039

Yao-Feng Ren

On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs pp. 3040-3046

Thomas Poufinas

Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models pp. 3047-3055

Silvia L.P. Ferrari and Audrey H.M.A. Cysneiros

Preservation of classes of life distributions under weighting with a general weight function pp. 3056-3061

Pawel Blazej

Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition pp. 3062-3069

Ajay Jasra and Arnaud Doucet

The multivariate point null testing problem: A Bayesian discussion pp. 3070-3074

Miguel A. Gómez-Villegas and Beatriz González-Pérez

Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise pp. 3075-3081

Mark Kliger and Joseph M. Francos

Conditions for weak ergodicity of inhomogeneous Markov chains pp. 3082-3085

Don Coppersmith and Chai Wah Wu

On moments of recurrence times for positive recurrent renewal sequences pp. 3086-3090

Zbigniew S. Szewczak

A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function pp. 3091-3095

Alicja Jokiel-Rokita

A test for independence of two sets of variables when the number of variables is large relative to the sample size pp. 3096-3102

James R. Schott

The finite-time ruin probability for ND claims with constant interest force pp. 3103-3109

Fanchao Kong and Gaofeng Zong

On the compatibility of Dyson's conditions pp. 3110-3113

Kenneth S. Berenhaut, Donghui Chen and Vy Tran

The multifractal spectrum of harmonic measure for forward moving random walks on a Galton-Watson tree pp. 3114-3121

Adam L. Kinnison

Volume 78, issue 16, 2008

Inference in the additive risk model with time-varying covariates subject to measurement errors pp. 2559-2566

Liuquan Sun and Xian Zhou

A semiparametric regression estimator under left truncation and right censoring pp. 2567-2571

Maria Karlsson and Thomas Laitila

Semiparametric left truncation and right censorship models with missing censoring indicators pp. 2572-2577

Sundarraman Subramanian and Dipankar Bandyopadhyay

Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring pp. 2578-2583

Antai Wang and David Oakes

Testing additivity in nonparametric regression under random censorship pp. 2584-2591

Mohammed Debbarh and Vivian Viallon

More powerful exact tests of binary matched pairs pp. 2592-2596

Chris J. Lloyd

A pointwise Bayes-type estimator of the survival probability with censored data pp. 2597-2603

K.B. Kulasekera and Meng Zhao

Identifiability of a mixture cure frailty model pp. 2604-2608

Yingwei Peng and Jiajia Zhang

Multiple rank-based testing for ordered alternatives with incomplete data pp. 2609-2613

P. Cabilio and J. Peng

A Bartlett type correction for Wald test in Cox regression model pp. 2614-2622

Xiao Li, Yaohua Wu and Dongsheng Tu

The integral option in a model with jumps pp. 2623-2631

Pavel V. Gapeev

Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions pp. 2632-2636

Jérôme Lelong

Monitoring a Poisson process in several categories subject to changes in the arrival rates pp. 2637-2643

Marlo Brown

On construction of consistent mixing distributions for compound decisions pp. 2644-2646

Mostafa Mashayekhi

Missing observation analysis for matrix-variate time series data pp. 2647-2653

Kostas Triantafyllopoulos

Bias of the regression estimator for experiments using clustered random assignment pp. 2654-2659

Joel A. Middleton

The Bahadur representation for sample quantiles under negatively associated sequence pp. 2660-2663

Nengxiang Ling

Orlicz norm inequalities for operator-valued martingale transforms pp. 2664-2670

Lin Yu

On a new moments inequality pp. 2671-2678

Slavko Simic

A one-sided large deviation local limit theorem pp. 2679-2684

Jianxi Lin

Approximate predictive pivots for autoregressive processes pp. 2685-2691

José M. Corcuera

On the time to ruin and the deficit at ruin in a risk model with double-sided jumps pp. 2692-2699

Xiaoyu Xing, Wei Zhang and Yiming Jiang

Modeling financial time series through second-order stochastic differential equations pp. 2700-2704

João Nicolau

Inverse renewal thinning of Cox and renewal processes pp. 2705-2708

S.P. Teke and S.R. Deshmukh

Asymptotics of sums of lognormal random variables with Gaussian copula pp. 2709-2714

Søren Asmussen and Leonardo Rojas-Nandayapa

Space-time dependence dynamics for birth-death point processes pp. 2715-2719

C. Comas and J. Mateu

Optimal main effect plans in nested row-column set-up of small size pp. 2720-2724

Sunanda Bagchi and Mausumi Bose

The functional central limit theorem for a family of GARCH observations with applications pp. 2725-2730

István Berkes, Siegfried Hörmann and Lajos Horvath

A note on self-weighted quantile estimation for infinite variance quantile autoregression models pp. 2731-2738

Xiao Rong Yang and Li Xin Zhang

Wavelet regression with correlated errors on a piecewise Hölder class pp. 2739-2743

Rogério F. Porto, Pedro A. Morettin and Elisete C.Q. Aubin

Efficient estimation of population quantiles in general semiparametric regression models pp. 2744-2750

Arnab Maity

On the connections between weakly stable and pseudo-isotropic distributions pp. 2751-2755

B.H. Jasiulis and J.K. Misiewicz

An alternative multivariate skew-slash distribution pp. 2756-2761

Olcay Arslan

On occurrence of patterns in Markov chains: Method of gambling teams pp. 2762-2767

Vladimir Pozdnyakov

Testing for parameter stability in quantile regression models pp. 2768-2775

Liangjun Su and Zhijie Xiao

Some new maximal inequalities pp. 2776-2780

Peter Harremoës

Fisher information in hybrid censored data pp. 2781-2786

Sangun Park, N. Balakrishnan and Gang Zheng

Exponential families are not preserved by the formation of order statistics pp. 2787-2792

Shaul K. Bar-Lev and Daoud Bshouty

Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case pp. 2793-2797

In Hong Chang and Rahul Mukerjee

Sufficient dimension reduction and variable selection for regression mean function with two types of predictors pp. 2798-2803

Qin Wang and Xiangrong Yin

Heavy-tailedness and threshold sex determination pp. 2804-2810

Rustam Ibragimov

Maxima of Dirichlet and triangular arrays of gamma variables pp. 2811-2820

Arup Bose, Amites Dasgupta and Krishanu Maulik

The distribution of the product of two triangular random variables pp. 2821-2826

Theodore S. Glickman and Feng Xu

Stochastic orderings for discrete random variables pp. 2827-2835

A. Giovagnoli and H.P. Wynn

A generalized constructive definition for the Dirichlet process pp. 2836-2838

S. Favaro and S.G. Walker

Volume 78, issue 15, 2008

On the distribution of the left singular vectors of a random matrix and its applications pp. 2275-2280

E. Bura and R. Pfeiffer

Explicit solutions for multivalued stochastic differential equations pp. 2281-2292

Siyan Xu

On the convergence of the empirical mass function pp. 2293-2299

Ralph P. Russo and Nariankadu D. Shyamalkumar

A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights pp. 2300-2307

Frank Aurzada

On the Tukey depth of a continuous probability distribution pp. 2308-2313

Abdelhamid Hassairi and Ons Regaieg

The gambler's ruin problem for a Markov chain related to the Bessel process pp. 2314-2320

Mario Lefebvre

Counting by weighing and its effect on comparing population proportions pp. 2321-2326

David M. Nickerson

Statistical testing alone and estimation plus testing: Reporting study outcomes in biomedical journals pp. 2327-2331

Janine E. Janosky

Acceleration of the EM and ECM algorithms using the Aitken [delta]2 method for log-linear models with partially classified data pp. 2332-2338

Masahiro Kuroda, Michio Sakakihara and Zhi Geng

Limit theorems for correlated Bernoulli random variables pp. 2339-2345

Barry James, Kang James and Yongcheng Qi

A class of weighted Poisson processes pp. 2346-2352

N. Balakrishnan and Tomasz J. Kozubowski

On a multivariate gamma distribution pp. 2353-2360

Edward Furman

General matrix-valued inhomogeneous linear stochastic differential equations and applications pp. 2361-2365

Jinqiao Duan and Jia-an Yan

A note on the construction of optimal main effects plans in blocks of size two pp. 2366-2370

Mike Jacroux

Bivariate positive stable frailty models pp. 2371-2377

Madhuja Mallick, Nalini Ravishanker and Nandini Kannan

Some properties of convolutions of Pascal and Erlang random variables pp. 2378-2387

J. Mi, W. Shi and Y.Y. Zhou

Tail dependence of skewed grouped t-distributions pp. 2388-2399

Konrad Banachewicz and Aad van der Vaart

Dynamical circle covering with homogeneous Poisson updating pp. 2400-2403

Johan Jonasson

An extension of Wick's theorem pp. 2404-2407

C. Vignat and S. Bhatnagar

Propriety of posterior in Bayesian space varying parameter models with normal data pp. 2408-2411

Alexandre Rodrigues and Renato Assunção

On solutions of a class of infinite horizon FBSDEs pp. 2412-2419

Juliang Yin

A goodness of fit test for left-truncated and right-censored data pp. 2420-2425

Yi-Ting Hwang and Chun-chao Wang

On a risk model with debit interest and dividend payments pp. 2426-2432

Kam-Chuen Yuen, Ming Zhou and Junyi Guo

Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model pp. 2433-2436

M.F. Brilhante and S. Kotz

Estimability of parameters in a linear model and related characterizations pp. 2437-2439

Stratis Kounias and Miltiadis Chalikias

A simple estimator of the bivariate distribution function for censored gap times pp. 2440-2445

Jacobo de Uña-Álvarez and Luis F. Meira-Machado

On the expected discounted penalty function for the continuous-time compound binomial risk model pp. 2446-2455

Guoxin Liu and Ying Wang

Autoregressive processes with normal-Laplace marginals pp. 2456-2462

K.K. Jose, Lishamol Tomy and J. Sreekumar

Bootstrap confidence intervals in nonparametric regression with built-in bias correction pp. 2463-2469

Timothy L. McMurry and Dimitris N. Politis

On the E-optimality of complete designs under an interference model pp. 2470-2477

Katarzyna Filipiak, Rafal Rózanski, Aneta Sawikowska and Dominika Wojtera-Tyrakowska

On the shapes of bilateral Gamma densities pp. 2478-2484

Uwe Küchler and Stefan Tappe

Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption pp. 2485-2489

Jean-François Coeurjolly

Asymptotically pointwise optimal allocation rules in Bayes sequential estimation pp. 2490-2495

Leng-Cheng Hwang and Rohana J. Karunamuni

Optimal mixed-level supersaturated design with general number of runs pp. 2496-2502

Jie Chen and Min-Qian Liu

Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times pp. 2503-2510

George G. Roussas and Debasis Bhattacharya

On-line detection of a part of a sequence with unspecified distribution pp. 2511-2516

Wojciech Sarnowski and Krzysztof Szajowski

Some asymptotic results on density estimators by wavelet projections pp. 2517-2521

Davit Varron

Consistent estimation of the accuracy of importance sampling using regenerative simulation pp. 2522-2527

Sourabh Bhattacharya

On the convergence of stochastic integrals with respect to p-semimartingales pp. 2528-2535

K. Kubilius

Trimmed sums of long range dependent moving averages pp. 2536-2542

Rafal Kulik and Mohamedou Ould Haye

An L2 -test for comparing spatial spectral densities pp. 2543-2551

Rosa M. Crujeiras, Rubén Fernández-Casal and Wenceslao González-Manteiga

The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables pp. 2552-2558

Chun-hua Zhu and Qi-bing Gao

Volume 78, issue 14, 2008

On convergence properties of sums of dependent random variables under second moment and covariance restrictions pp. 1999-2005

Tien-Chung Hu, Andrew Rosalsky and Andrei Volodin

The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case pp. 2006-2009

Fuxiang Liu and Yanyan Liu

Laws of large numbers for the number of weak records pp. 2010-2017

Raúl Gouet, F. Javier López and Gerardo Sanz

A note on strong limit theorems for arbitrary stochastic sequences pp. 2018-2023

Weiguo Yang and Xue Yang

On optimality of the Benjamini-Hochberg procedure for the false discovery rate pp. 2024-2030

Wenge Guo and M. Bhaskara Rao

On a non-classical invariance principle pp. 2031-2038

Youri Davydov and Vladimir Rotar

On the asymptotic behaviour of random matrices in a multivariate statistical model pp. 2039-2045

Roy Cerqueti and Mauro Costantini

A note on upper estimates for Pickands constants pp. 2046-2051

Krzysztof Dëbicki and Pawel Kisowski

A bilateral inequality on the Borel-Cantelli Lemma pp. 2052-2057

Yuquan Xie

Incomplete factorial experiments in completely randomized and randomized complete block designs pp. 2058-2065

A. Gerami

On weak convergence of the likelihood ratio process in multi-phase regression models pp. 2066-2074

Takayuki Fujii

A singular stochastic differential equation driven by fractional Brownian motion pp. 2075-2085

Yaozhong Hu, David Nualart and Xiaoming Song

Absolute ruin in the compound Poisson risk model with constant dividend barrier pp. 2086-2094

Haili Yuan and Yijun Hu

The functional CLT for linear processes generated by mixing random variables with infinite variance pp. 2095-2101

H.J. Moon

A central limit theorem for the linear process generated by associated random variables in a Hilbert space pp. 2102-2109

Tae-Sung Kim and Mi-Hwa Ko

On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space pp. 2110-2115

Tae-Sung Kim, Mi-Hwa Ko and Kwang-Hee Han

An unexpected result in an approximate carrier-borne epidemic process pp. 2116-2120

J. Gani and R.J. Swift

A strong invariance principle for positively or negatively associated random fields pp. 2121-2129

Alexey Shashkin

The disk-percolation model on graphs pp. 2130-2136

E. Lebensztayn and P.M. Rodríguez

Asymptotics of Oja Median Estimate pp. 2137-2141

Gang Shen

Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression pp. 2142-2153

M. Arashi and S.M.M. Tabatabaey

Isoperimetric and related bounds on configuration spaces pp. 2154-2164

Christian Houdré and Nicolas Privault

Survival probabilities for N-ary subtrees on a Galton-Watson family tree pp. 2165-2170

Ljuben R. Mutafchiev

On the equivalence between standard and sequentially ordered hidden Markov models pp. 2171-2174

Nicolas Chopin

Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions pp. 2175-2180

Kouji Yano and Yuko Yano

The Wills functional for Poisson processes pp. 2181-2187

Richard A. Vitale and Yazhen Wang

Ratio estimation via Poisson regression and Generalized Estimating Equations pp. 2188-2193

Jorge G. Morel and Nagaraj K. Neerchal

Nonparametric density estimation for stratified samples pp. 2194-2200

Robert Breunig

Inner product spaces of integrands associated to subfractional Brownian motion pp. 2201-2209

Constantin Tudor

Stochastic approximation of the factors of a generalized canonical correlation analysis pp. 2210-2216

Jean-Marie Monnez

On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability pp. 2217-2221

Tapan K. Nayak, Sudip Bose and Subrata Kundu

A study on LTD and RTI positive dependence orderings pp. 2222-2229

Antonio Colangelo

Convergence rates in the local renewal theorem pp. 2230-2233

Artëm Sapozhnikov

Ordering comparison of negative binomial random variables with their mixtures pp. 2234-2239

Mohammad Hossein Alamatsaz and Somayyeh Abbasi

A canonical definition of shape pp. 2240-2247

Davy Paindaveine

A note on birth-death processes with catastrophes pp. 2248-2257

A. Di Crescenzo, V. Giorno, A.G. Nobile and L.M. Ricciardi

On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains pp. 2258-2264

Yong Chen, Min-Ping Qian and Jian-Sheng Xie

The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes pp. 2265-2272

Kotaro Endo and Muneya Matsui

Volume 78, issue 13, 2008

Almost sure functional central limit theorems for weakly dependent sequences pp. 1683-1693

Shouquan Chen and Zhengyan Lin

A note on scale mixtures of skew normal distribution pp. 1694-1701

Hyoung-Moon Kim

Divergence-based tests for model diagnostic pp. 1702-1710

M.D. Esteban, T. Hobza, D. Morales and Y. Marhuenda

Beta-hypergeometric distributions and random continued fractions pp. 1711-1721

Claudio Asci, Gérard Letac and Mauro Piccioni

A two-parameter generalized skew-normal distribution pp. 1722-1726

A. Jamalizadeh, J. Behboodian and N. Balakrishnan

On a risk model with dependence between claim sizes and claim intervals pp. 1727-1734

Qingbin Meng, Xin Zhang and Junyi Guo

Estimation using response probability under callbacks pp. 1735-1741

Hyeonah Park, Seongryong Na and Jongwoo Jeon

A note on the finite collision property of random walks pp. 1742-1747

Dayue Chen, Bei Wei and Fuxi Zhang

Nonparametric regression estimation with assigned risk pp. 1748-1756

Sam Efromovich

Inverse beta transformation in kernel density estimation pp. 1757-1764

Catalina Bolancé, Montserrat Guillen and Jens Perch Nielsen

The first negative moment in the sense of the Cauchy principal value pp. 1765-1774

Chien-Yu Peng

Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces pp. 1775-1783

Kai Liu

Sample paths of jump-type Fleming-Viot processes with bounded mutation operators pp. 1784-1791

Telles Timóteo da Silva and Marcelo D. Fragoso

Moment inequalities for DVRL distributions, characterization and testing for exponentiality pp. 1792-1799

Bander Al-Zahrani and Jordan Stoyanov

A note on the exchangeability condition in Stein's method pp. 1800-1806

Adrian Röllin

On prediction error in functional linear regression pp. 1807-1810

Tatiyana V. Apanasovich and Edward Goldstein

Optimal robust estimates using the Kullback-Leibler divergence pp. 1811-1816

Victor J. Yohai

The combined INAR(p) models for time series of counts pp. 1817-1822

Christian H. Weiß

A matrix version of Chernoff inequality pp. 1823-1825

Zhengyuan Wei and Xinsheng Zhang

On the convergence rate of sequential fixed-width confidence intervals for normal parameters pp. 1826-1834

Eiichi Isogai and Andreas Futschik

On the time value of absolute ruin for a multi-layer compound Poisson model under interest force pp. 1835-1845

Hu Yang, Zhimin Zhang and Chunmei Lan

Marginal distribution of some path-dependent stochastic volatility model pp. 1846-1850

Jun Sekine

Stam inequality on pp. 1851-1856

Paolo Gibilisco, Daniele Imparato and Tommaso Isola

Bivariate stopped-sum distributions using saddlepoint methods pp. 1857-1862

Ehab F. Abd-Elfattah

Histogram density estimators based upon a fuzzy partition pp. 1863-1868

Kevin Loquin and Olivier Strauss

Hausdorff moment problem: Reconstruction of probability density functions pp. 1869-1877

Robert M. Mnatsakanov

Optimality of the Holm procedure among general step-down multiple testing procedures pp. 1878-1884

Alexander Y. Gordon and Peter Salzman

A variance component test for mixed hidden Markov models pp. 1885-1893

Rachel MacKay Altman

Confidence intervals for long memory regressions pp. 1894-1902

Kyungduk Ko, Jaechoul Lee and Robert Lund

Central limit theorems for the integrated squared error of derivative estimators pp. 1903-1913

Melanie Birke

Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model pp. 1914-1921

Ray-Bing Chen, Weng Kee Wong and Kun-Yu Li

Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions pp. 1922-1928

Guillaume Marrelec and Habib Benali

Collision probability for an occupancy problem pp. 1929-1932

Toshio Nakata

Lee discrepancy and its applications in experimental designs pp. 1933-1942

Yong-Dao Zhou, Jian-Hui Ning and Xie-Bing Song

Unit root testing based on BLUS residuals pp. 1943-1947

Dimitrios Vougas

A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion pp. 1948-1954

Riccardo Gatto

Prediction intervals for future records pp. 1955-1963

Mohammad Z. Raqab and N. Balakrishnan

A note on the almost sure central limit theorem for negatively associated fields pp. 1964-1970

Jiang-Feng Wang and Han-Ying Liang

Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements pp. 1971-1980

Anuradha Roy and Ricardo Leiva

A new class of excited random walks on trees pp. 1981-1989

Fabiola Del Greco M., Marco Di Marzio and Agnese Panzera

Test for parameter change in ARMA models with GARCH innovations pp. 1990-1998

Sangyeol Lee and Junmo Song

Volume 78, issue 12, 2008

Characterizations using the bivariate failure rate function pp. 1349-1354

Jorge Navarro

A class of autoregressive processes pp. 1355-1361

S.D. Krishnarani and K. Jayakumar

Modified Simes' critical values under independence pp. 1362-1368

Gengqian Cai and Sanat K. Sarkar

A generalization and extension of an autoregressive model pp. 1369-1374

S. Satheesh, E. Sandhya and K.E. Rajasekharan

Parameter estimation using partial information with applications to queueing and related models pp. 1375-1383

I.V. Basawa, U.N. Bhat and J. Zhou

On the central limit theorem and the law of the iterated logarithm pp. 1384-1387

Katusi Fukuyama and Yôhei Ueno

Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process pp. 1388-1396

Jozef Kiselák and Milan Stehlík

A method to compute the transition function of a piecewise deterministic Markov process with application to reliability pp. 1397-1403

Julien Chiquet and Nikolaos Limnios

Seasonal fractional ARIMA with stable innovations pp. 1404-1411

Abdou Ka Diongue, Aliou Diop and Mor Ndongo

A higher order multifractal formalism pp. 1412-1421

Anouar Ben Mabrouk

An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models pp. 1422-1429

Junfeng Shang and Joseph E. Cavanaugh

The asymptotic and exact Fisher information matrices of a vector ARMA process pp. 1430-1433

André Klein, Guy Mélard and Abdessamad Saidi

Extended Glivenko-Cantelli Theorem in ARCH(p)-time series pp. 1434-1439

Fuxia Cheng

On the max-domain of attraction of distributions with log-concave densities pp. 1440-1444

Samuel Müller and Kaspar Rufibach

Empirical likelihood for linear models in the presence of nuisance parameters pp. 1445-1451

Mi-Ok Kim and Mai Zhou

On computation of NPMLE for middle-censored data pp. 1452-1458

Vasudevan Mangalam, Gopalan M. Nair and Yun Zhao

On Pólya mixtures of multivariate Gaussian distributions pp. 1459-1465

Bronius Grigelionis

Complete convergence of weighted sums for [rho]* -mixing sequence of random variables pp. 1466-1472

An Jun and Yuan Demei

A note on the closed-form identification of regression models with a mismeasured binary regressor pp. 1473-1479

Xiaohong Chen, Yingyao Hu and Arthur Lewbel

The autocorrelation structure of the Markov-switching asymmetric power GARCH process pp. 1480-1489

Markus Haas

Clustering gene expression profile data by selective shrinkage pp. 1490-1497

Hemant Ishwaran and J. Sunil Rao

A note on auxiliary particle filters pp. 1498-1504

Adam Johansen and Arnaud Doucet

Distribution of runs in a sequence of exchangeable multi-state trials pp. 1505-1513

Serkan EryIlmaz

A problem on extreme magnitudes of characteristic functions: The general case pp. 1514-1516

Xin He

On exit times of Lévy-driven Ornstein-Uhlenbeck processes pp. 1517-1525

Konstantin Borovkov and Alexander Novikov

A generalized Gittins index for a Markov chain and its recursive calculation pp. 1526-1533

Isaac M. Sonin

Growth rates for pure birth Markov chains pp. 1534-1540

K.B. Athreya

A self-normalized central limit theorem for [rho] -mixing stationary sequences pp. 1541-1547

Xinxin Jiang and Marjorie Hahn

Spiking problem in monotone regression: Penalized residual sum of squares pp. 1548-1556

Jayanta Kumar Pal

Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables pp. 1557-1559

Ye Xia

Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model pp. 1560-1569

Xuemei Hu, Zhizhong Wang and Feng Liu

How to construct asymptotically stable iterated function systems pp. 1570-1576

Joanna Jaroszewska

Extreme variances of order statistics in dependent samples pp. 1577-1582

Tomasz Rychlik

Edgeworth expansions in operator form pp. 1583-1592

Zbigniew S. Szewczak

On the matching noise of some nonparametric imputation procedures pp. 1593-1600

Daniela Marella, Mauro Scanu and Pier Luigi Conti

Spectral density estimation for linear processes with dependent innovations pp. 1601-1611

Nadia Bensaïd and Ouafae Yazourh-Benrabah

Hausdorff moment problem: Reconstruction of distributions pp. 1612-1618

Robert M. Mnatsakanov

Some moment relationships for multivariate skew-symmetric distributions pp. 1619-1623

Dale Umbach

Moment estimation in a semiparametric generalized linear model pp. 1624-1633

Xueqin Wang and Hanxiang Peng

A note on extreme values and kernel estimators of sample boundaries pp. 1634-1638

Stéphane Girard and Pierre Jacob

A lower bound for the reliability function of multiple failure mode systems pp. 1639-1648

F.S. Milienos and M.V. Koutras

A regeneration proof of the central limit theorem for uniformly ergodic Markov chains pp. 1649-1655

Ajay Jasra and Chao Yang

Limiting distribution of the G statistics pp. 1656-1661

Tonglin Zhang

kth records from geometric distribution pp. 1662-1670

Anna Dembinska

R-squared for general regression models in the presence of sampling weights pp. 1671-1672

S. Freels and Kanhaiyaa Sinha

Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes pp. 1673-1682

M.B. Vermaat, F.H. van der Meulen and R.J.M.M. Does

Volume 78, issue 11, 2008

On fake Brownian motions pp. 1251-1254

Krzysztof Oleszkiewicz

H(n)-factors in random graphs pp. 1255-1258

Yun-Zhi Yan, Han-Xing Wang, Jun Wang and Xiang-Feng Yin

BSDE driven by a simple Lévy process with continuous coefficient pp. 1259-1265

Mohamed El Otmani

A new three-parameter extension of the inverse Gaussian distribution pp. 1266-1273

Víctor Leiva, Antonio Sanhueza, Andrés Silva and Manuel Galea

Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes pp. 1274-1282

V.V. Anh and N.N. Leonenko

A note on the complete convergence for arrays of rowwise independent random elements pp. 1283-1289

Soo Hak Sung

Codispersion coefficients for spatial and temporal series pp. 1290-1300

Andrew L. Rukhin and Ronny Vallejos

How to compute the extremal index of stationary random fields pp. 1301-1304

H. Ferreira and L. Pereira

Algebraic polynomials with random non-symmetric coefficients pp. 1305-1313

K. Farahmand and C.T. Stretch

The Karcher mean of a class of symmetric distributions on the circle pp. 1314-1316

David Kaziska and Anuj Srivastava

Asymptotic properties for Cauchy's principal values of Brownian and random walk local time pp. 1317-1327

Jiwei Wen and Zhengyan Lin

Multiple comparisons of several heteroscedastic multivariate populations pp. 1328-1338

Yoshihide Kakizawa

Prolate spheroidal spectral estimates pp. 1339-1348

K.S. Lii and M. Rosenblatt

Volume 78, issue 10, 2008

A note on a transformation under censoring with application to partial least squares regression pp. 1161-1164

Sanjib Basu and Nader Ebrahimi

A generalization of the Balakrishnan skew-normal distribution pp. 1165-1167

Iraj Yadegari, Abbas Gerami and Majid Jafari Khaledi

A note on checking the Clayton model assumption based on left-truncated bivariate data pp. 1168-1173

Antai Wang

On asymptotic failure rates in bivariate frailty competing risks models pp. 1174-1180

Maxim Finkelstein and Veronica Esaulova

On comonotonicity of Pareto optimal risk sharing pp. 1181-1188

Michael Ludkovski and Ludger Rüschendorf

A k-nearest neighbor approach for functional regression pp. 1189-1193

Thomas Laloë

Modelling marked point patterns by intensity-marked Cox processes pp. 1194-1199

Lai Ping Ho and D. Stoyan

Noncanonical representation with an infinite-dimensional orthogonal complement pp. 1200-1205

Youssef Ouknine and Mohamed Erraoui

Precise large deviation results for the total claim amount under subexponential claim sizes pp. 1206-1214

Aleksandras Baltrunas, Remigijus Leipus and Jonas Siaulys

On moments of the maximum of normed partial sums of [rho] -mixing random variables pp. 1215-1221

Pingyan Chen and Shixin Gan

When do cylinder [sigma]-algebras equal Borel [sigma]-algebras in Polish spaces? pp. 1222-1225

Yi Yan

On monotonicity of regression quantile functions pp. 1226-1229

Tereza Neocleous and Stephen Portnoy

On first and last ruin times of Gaussian processes pp. 1230-1235

Jürg Hüsler and Yueming Zhang

Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics pp. 1236-1245

J. Ahmadi and N. Balakrishnan

On the Gaussian representation of intrinsic volumes pp. 1246-1249

R.A. Vitale

Volume 78, issue 9, 2008

Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process pp. 1051-1055

Yong Zhang and Xiao-Yun Yang

Reproducibility probability estimation for testing statistical hypotheses pp. 1056-1061

Daniele De Martini

Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients pp. 1062-1071

Zhidong Wang

On the maximal correlation coefficient pp. 1072-1075

Yaming Yu

Estimating the parameter of the population selected from discrete exponential family pp. 1076-1087

P. Vellaisamy and Sushmita Jain

On the link between dependence and independence in extreme value theory for dynamical systems pp. 1088-1093

Ana Cristina Moreira Freitas and Jorge Milhazes Freitas

Confidence intervals for the normal mean utilizing prior information pp. 1094-1100

David Farchione and Paul Kabaila

Modelling heterogeneity for bivariate survival data by the log-normal distribution pp. 1101-1109

David D. Hanagal

A general SLLN for the one-dimensional class cover problem pp. 1110-1118

John C. Wierman and Pengfei Xiang

Proper Bayesian estimating equation based on Hilbert space method pp. 1119-1127

Lu Lin and Lin Tan

Strong pointwise consistency of the kT -occupation time density estimator pp. 1128-1137

Boris Labrador

Sampling based succinct matrix approximation pp. 1138-1147

Rong Liu and Yong Shi

p-variation of an integral functional driven by fractional Brownian motion pp. 1148-1157

Litan Yan, Xiangfeng Yang and Yunsheng Lu

Volume 78, issue 8, 2008

On the residual lifelengths of the remaining components in an n-k+1 out of n system pp. 945-952

Ismihan Bairamov and Barry C. Arnold

Large deviations in testing fractional Ornstein-Uhlenbeck models pp. 953-962

Jaya P.N. Bishwal

A new generalized p-value for ANOVA under heteroscedasticity pp. 963-969

Li-Wen Xu and Song-Gui Wang

Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages pp. 970-974

Marcin Kozak, Andrzej Zielinski and Sarjinder Singh

On the minimization of concave information functionals for unsupervised classification via decision trees pp. 975-984

Damianos Karakos, Sanjeev Khudanpur, David J. Marchette, Adrian Papamarcou and Carey E. Priebe

Distribution functions of linear combinations of lattice polynomials from the uniform distribution pp. 985-991

Jean-Luc Marichal and Ivan Kojadinovic

Note on integer-valued bilinear time series models pp. 992-996

Feike C. Drost, Ramon van den Akker and Bas J.M. Werker

Diagnostic checking of multivariate nonlinear time series models with martingale difference errors pp. 997-1005

Dominique Chabot-Hallé and Pierre Duchesne

A new weighted integral goodness-of-fit statistic for exponentiality pp. 1006-1016

L. Baringhaus and N. Henze

Some strong limit theorems for -mixing sequences of random variables pp. 1017-1023

Qunying Wu and Yuanying Jiang

A limit theorem for solutions to BSDEs in the space of processes pp. 1024-1033

Sheng-Jun Fan and Jian-Hua Hu

An approximation for the power function of a non-parametric test of fit pp. 1034-1042

Mohammed Boukili Makhoukhi

Consistency of the regression estimator with functional data under long memory conditions pp. 1043-1049

K. Benhenni, S. Hedli-Griche, M. Rachdi and P. Vieu

Volume 78, issue 7, 2008

Complete moment convergence of moving average processes under dependence assumptions pp. 839-846

Tae-Sung Kim and Mi-Hwa Ko

A functional ergodic theorem for the occupation time process of a branching system pp. 847-853

Anna Talarczyk

An almost sure invariance principle for additive functionals of Markov chains pp. 854-860

F. Rassoul-Agha and T. Seppäläinen

Talagrand's inductive method and isoperimetric inequalities involving random sets pp. 861-868

Daniel Z. Zanger

Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process pp. 869-879

Cecilia Mancini

A note on the Lasso for Gaussian graphical model selection pp. 880-884

Nicolai Meinshausen

A note on the Hájek-Rényi inequality for associated random variables pp. 885-889

Soo Hak Sung

A strong law of large numbers for pairwise independent identically distributed random variables with infinite means pp. 890-895

Victor M. Kruglov

Optimal foldover plans for regular s-level fractional factorial designs pp. 896-903

Mingyao Ai, Fred J. Hickernell and Dennis K.J. Lin

On a software reliability model by Koch and Spreij pp. 904-914

James Ledoux

Convergence in distribution for the sup-norm of a kernel density estimator for GARCH innovations pp. 915-923

Nao Mimoto

The Baum-Katz theorem for bounded subsequences pp. 924-926

George Stoica

A conditional Koziol-Green model under dependent censoring pp. 927-937

Roel Braekers and Noël Veraverbeke

On the optimal allocation of components within coherent systems pp. 938-943

Debasis Bhattacharya and Francisco J. Samaniego

Volume 78, issue 6, 2008

Small deviations for stable processes via compactness properties of the parameter set pp. 577-581

Frank Aurzada

Random coefficient volatility models pp. 582-593

A. Thavaneswaran, S. Peiris and S. Appadoo

Large deviations for the empirical mean of associated random variables pp. 594-598

Carla Henriques and Paulo Eduardo Oliveira

Empirical likelihood for non-degenerate U-statistics pp. 599-607

Bing-Yi Jing, Junqing Yuan and Wang Zhou

Minimax designs for optimum mixtures pp. 608-615

Manisha Pal and Nripes Kumar Mandal

Revisiting Sen's inequalities on order statistics pp. 616-621

N. Balakrishnan and K. Balasubramanian

Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis pp. 622-628

Amit Sen

Testing parametric models in the presence of instrumental variables pp. 629-636

Hajo Holzmann

Characterizations of multiparameter Cox and Poisson processes by the renewal property pp. 637-642

Ely Merzbach and Yair Y. Shaki

Asymptotic comparison of the mixed moment and classical extreme value index estimators pp. 643-653

M. Ivette Gomes and Cláudia Neves

Infinite divisibility of skew Gaussian and Laplace laws pp. 654-660

Tomasz J. Kozubowski and John P. Nolan

A spatial rank test and corresponding estimators for several samples pp. 661-668

Jaakko Nevalainen, Jyrki Möttönen and Hannu Oja

On bounded Gaussian processes pp. 669-674

H. Le

On the maxiset comparison between hard and block thresholding methods pp. 675-681

Christophe Chesneau

A continuous non-Brownian motion martingale with Brownian motion marginal distributions pp. 682-686

J.M.P. Albin

Moment inequalities for spatial processes pp. 687-697

Jiti Gao, Zudi Lu and Dag Tjøstheim

Unbounded mappings and weak convergence of measures pp. 698-706

August Michal Zapala

Ruin probabilities for discrete time risk models with stochastic rates of interest pp. 707-715

Xiao Wei and Yijun Hu

A note on the weak convergence of probability measures in the D[0,1] space pp. 716-719

R.P. Pakshirajan

Statistical properties of exact confidence intervals from discrete data using studentized test statistics pp. 720-727

Paul Kabaila

A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models pp. 728-735

Wai-Sum Chan and Yin-Ting Chan

Convergence in distribution of random compact sets in Polish spaces pp. 736-738

Hussain Elalaoui-Talibi and Lisa D. Peterson

A note on the identifiability of the conditional expectation for the mixtures of neural networks pp. 739-742

Jean-Pierre Stockis, Joseph Tadjuidje-Kamgaing and Jürgen Franke

The size performance of a nonparametric unit root test under a variance shift pp. 743-748

Daiki Maki

The general principle for precise large deviations of heavy-tailed random sums pp. 749-758

Jianxi Lin

Runs in continuous-valued sequences pp. 759-765

Serkan Eryilmaz and James C. Fu

How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? pp. 766-770

Ashkan Nikeghbali

Probabilistic approach in weighted Markov branching processes pp. 771-779

Anyue Chen, Junping Li and N.I. Ramesh

Some results on subordination, selfdecomposability and operator semi-stability pp. 780-784

Gyeong Suk Choi

Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance pp. 785-793

T. Khaniyev, T. Kesemen, R. Aliyev and A. Kokangul

A general method to the strong law of large numbers and its applications pp. 794-803

Shanchao Yang, Chun Su and Keming Yu

Central limit theorem of random quadratics forms involving random matrices pp. 804-809

Guangming Pan, Baiqi Miao and Baisuo Jin

Markovian extensions of a stochastic process pp. 810-814

Ljiljana Petrovic

Systems with weighted components pp. 815-823

Francisco J. Samaniego and Moshe Shaked

A note on distortions induced by truncation with applications to linear regression systems pp. 824-829

Giovanni M. Marchetti and Elena Stanghellini

Uniform convergence of autocovariances pp. 830-838

Laimonis Kavalieris

Volume 78, issue 5, 2008

Order statistics and renormalization pp. 463-470

Anthony G. Pakes

Finding a needle in a haystack: Conditions for reliable detection in the presence of clutter pp. 471-480

Bruno Jedynak and Damianos Karakos

A note on the CIR process and the existence of equivalent martingale measures pp. 481-487

Zhi Jun Guo

A note on confidence intervals for the power of t-test pp. 488-489

Dennis Gilliland and Mingfei Li

Exponential stability of non-autonomous stochastic partial differential equations with finite memory pp. 490-498

Li Wan and Jinqiao Duan

Some improvements on a boundary corrected kernel density estimator pp. 499-507

R.J. Karunamuni and S. Zhang

A note on constrained estimation in the simple linear measurement error model pp. 508-517

Ori Davidov and Vladimir Griskin

Schur- and E-optimal two-level factorial designs pp. 518-527

Neil A. Butler

A generalized existence theorem of reflected BSDEs with double obstacles pp. 528-536

Shiqiu Zheng and Shengwu Zhou

How rich is the class of processes which are infinitely divisible with respect to time? pp. 537-547

Khalifa Es-sebaiy and Youssef Ouknine

Empirical likelihood for the two-sample mean problem pp. 548-556

Yukun Liu, Changliang Zou and Runchu Zhang

The mean resultant length of the spherically projected normal distribution pp. 557-563

Brett Presnell and Pavlina Rumcheva

The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models pp. 564-575

R. Giuliano-Antonini and M. Weber

Volume 78, issue 4, 2008

On estimation of the exponent of regular variation using a sample with missing observations pp. 327-335

Pavle Mladenovic and Vladimir Piterbarg

Asymptotic distributions of non-degenerate U-statistics on trimmed samples pp. 336-346

Yuri V. Borovskikh and N.C. Weber

The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences pp. 347-357

Marcin Dudzinski

On approximations for two classes of Poisson mixtures pp. 358-366

Vladimir Vinogradov

An almost sure central limit theorem for products of sums under association pp. 367-375

Yun-Xia Li and Jian-Feng Wang

Generalized multivariate rank type test statistics via spatial U-quantiles pp. 376-383

Weihua Zhou and Robert Serfling

An approximate method for nonlinear mixed-effects models with nonignorably missing covariates pp. 384-389

Lang Wu

The Borel-Cantelli lemma under dependence conditions pp. 390-395

Tapas Kumar Chandra

Empirical saddlepoint approximations of the Studentized mean under stratified random sampling pp. 396-401

Zhishui Hu, Chunsheng Ma and John Robinson

Generalized least squares transformation and estimation with autoregressive error pp. 402-404

Dimitrios Vougas

The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models pp. 405-411

Shaun S. Wulff

Convergence of Archimedean copulas pp. 412-419

Arthur Charpentier and Johan Segers

Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices pp. 420-425

Jinadasa Gamage and Thomas Mathew

FBSDE approach to utility portfolio selection in a market with random parameters pp. 426-434

René Ferland and François Watier

Equivalence of Volterra processes: Degenerate case pp. 435-444

Youssef Ouknine and Mohamed Erraoui

Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process pp. 445-455

James Ledoux

On the statistical properties of a stationary process sampled by a stationary point process pp. 456-462

F. Charlot and M. Rachdi

Volume 78, issue 3, 2008

An explicit representation of the limit of the LRT for interval mapping of quantitative trait loci pp. 207-213

Hong Zhang, Hanfeng Chen and Zhaohai Li

Independence after adaptive allocation pp. 214-224

Claude Bélisle and Vince Melfi

Limiting behavior of a generalized branching process with immigration pp. 225-230

I. Rahimov and W.S. Al-Sabah

A class of backward stochastic differential equations with discontinuous coefficients pp. 231-237

Guangyan Jia

Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation pp. 238-248

Noureddine Berrahou

The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix pp. 249-253

A.G.M. Steerneman and Frederieke van Perlo-ten Kleij

On construction of generalized neighbor design of use in serology pp. 254-256

R.G. Kedia and B.L. Misra

Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches pp. 257-264

Tommaso Proietti

The law of the iterated logarithm for additive functionals of Markov chains pp. 265-270

Yu Miao and Guangyu Yang

On multivariate dispersion orderings based on the standard construction pp. 271-281

Félix Belzunce, José M. Ruiz and Alfonso Suárez-Llorens

On the existence of moments of ladder heights pp. 282-285

A.K. Aleskeviciene

On estimation of the shape parameter of the gamma distribution pp. 286-295

A. Zaigraev and A. Podraza-Karakulska

A note on the Vogelsang test for additive outliers pp. 296-300

Niels Haldrup and Andreu Sansó

Asymptotic properties of the ratio of order statistics pp. 301-310

N. Balakrishnan and A. Stepanov

Fréchet optimal bounds on the probability of a union with supplementary information pp. 311-319

Fred M. Hoppe and Mikhail Nediak

A note on the harmonic law: A two-parameter family of distributions for ratios pp. 320-326

Pedro Puig

Volume 78, issue 2, 2008

A note on Spitzer identity for random walk pp. 97-108

Aimé Lachal

MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions pp. 109-117

Lichun Wang and Noël Veraverbeke

A second Marshall inequality in convex estimation pp. 118-126

Fadoua Balabdaoui and Kaspar Rufibach

Improved minimax estimation of the bivariate normal precision matrix under the squared loss pp. 127-134

Xiaoqian Sun and Xian Zhou

On the expectation of the maximum of IID geometric random variables pp. 135-143

Bennett Eisenberg

Sharp bounds on the causal effects in randomized experiments with "truncation-by-death" pp. 144-149

Kosuke Imai

Asymptotics of minimax stochastic programs pp. 150-157

Alexander Shapiro

Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes pp. 158-164

Glaysar Castro and Valerie Girardin

Improved estimation of an exponential scale ratio based on records pp. 165-172

Mohamed T. Madi

A note on the Malliavin derivative operator under change of variable pp. 173-178

Christian-Oliver Ewald

Asymptotic efficiency of conditional least squares estimators for ARCH models pp. 179-185

Tomoyuki Amano and Masanobu Taniguchi

Optimal constants in the Rosenthal inequality for random variables with zero odd moments pp. 186-189

Marat Ibragimov and Rustam Ibragimov

A note on endogenous control variables in causal studies pp. 190-195

Michael Lechner

Explicit expressions for moments of order statistics pp. 196-205

Saralees Nadarajah

Volume 78, issue 1, 2008

First-order observation-driven integer-valued autoregressive processes pp. 1-9

Haitao Zheng and Ishwar V. Basawa

The distribution of McKay's approximation for the coefficient of variation pp. 10-14

Johannes Forkman and Steve Verrill

Selecting the number of imputed datasets when using multiple imputation for missing data and disclosure limitation pp. 15-20

Jerome P. Reiter

Some limits related to random iterations of a lamplighter group pp. 21-26

Luis G. Gorostiza and Martha Takane

On the exact distribution of the maximum of absolutely continuous dependent random variables pp. 27-35

Reinaldo B. Arellano-Valle and Marc G. Genton

A simplified approach to inverting the autocovariance matrix of a general ARMA(p,q) process pp. 36-41

Tsung I. Lin and Hsiu J. Ho

On a uniform law of large numbers for random sets and subdifferentials of random functions pp. 42-49

Pedro Terán

A goodness-of-fit test of the errors in nonlinear autoregressive time series models pp. 50-59

Fuxia Cheng and Shuxia Sun

Approximate solutions to anticipative stochastic differential equations pp. 60-66

Yu. Mishura and G. Shevchenko

Resistance dimensions of branching processes in varying environments trees pp. 67-74

Mokhtar H. Konsowa and Tamer F. Oraby

Large deviations for the time-integrated negative parts of some processes pp. 75-83

Claudio Macci

Localized large sums of random variables pp. 84-89

Kevin Ford and Gérald Tenenbaum

Isoperimetric-type inequalities for iterated Brownian motion in pp. 90-95

Erkan Nane