Economics at your fingertips  

Statistics & Probability Letters

1982 - 2021

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 157, issue C, 2020

Recursive estimators of integrated squared density derivatives Downloads
Abdelkader Mokkadem and Mariane Pelletier
Periodogram ordinate: Spatial model with near unit roots and dependent errors Downloads
N. Adu, G. Richardson and M.C. Tseng
Zastavnyi operators and positive definite radial functions Downloads
Tarik Faouzi, Emilio Porcu, Moreno Bevilacqua and Igor Kondrashuk
Survival function estimation of current status data with dependent censoring Downloads
Jin-Jian Hsieh and Yung-Yu Chen
Power type law of the iterated logarithm for Gaussian variables Downloads
R.P. Pakshirajan
On the distribution of the hitting time for the N–urn Ehrenfest model Downloads
Cheng Xin, Minzhi Zhao, Qiang Yao and Erjia Cui
A robust estimation for the extended t-process regression model Downloads
Zhanfeng Wang, Kai Li and Jian Qing Shi
On uniform continuity of posterior distributions Downloads
Emanuele Dolera and Edoardo Mainini
Bifractional Brownian motion for H>1 and 2HK≤1 Downloads
Anna Talarczyk
A note on the consistency of the maximum likelihood estimator under multivariate linear cluster-weighted models Downloads
Giuliano Galimberti and Gabriele Soffritti
Asymptotic properties of concave L1-norm group penalties Downloads
Ben Sherwood, Aaron J. Molstad and Sumanta Singha
Moderate deviations for nonhomogeneous Markov chains Downloads
Mingzhou Xu, Kun Cheng and Yunzheng Ding
On perturbations of non-diagonalizable stochastic matrices of order 3 Downloads
P.J. Pauwelyn and M.A. Guerry
On the differences between L2Boosting and the Lasso Downloads
Michael Vogt
A few surprising integrals Downloads
Malin Palö Forsström and Jeffrey E. Steif
On error bounds for high-dimensional asymptotic distribution of L2-type test statistic for equality of means Downloads
Masashi Hyodo, Takahiro Nishiyama and Tatjana Pavlenko

Volume 156, issue C, 2020

Stein’s method for the single server queue in heavy traffic Downloads
Robert E. Gaunt and Neil Walton
Finding the modes of some multivariate discrete probability distributions: Application of the resource allocation problem Downloads
Chengwu Shen and Anh Ninh
Functional CLT for nonstationary strongly mixing processes Downloads
Florence Merlevède and Magda Peligrad
Series representations of isotropic vector random fields on balls Downloads
Tianshi Lu, Nikolai Leonenko and Chunsheng Ma
A note on monotonicity in repeated attempt selection models Downloads
Seunghwan Park and Michael J. Daniels
Cumulants of multiinformation density in the case of a multivariate normal distribution Downloads
Guillaume Marrelec and Alain Giron
A note on discrete multivariate Markov random field models Downloads
Ryan H.L. Ip and K.Y.K. Wu
Liouville distorted Brownian motion Downloads
Jiyong Shin
An extension of the Last-Success-Problem Downloads
J.M. Grau Ribas
Distributions in the constant-differentials Pólya process Downloads
Hosam M. Mahmoud and Panpan Zhang
Extremal paths in inhomogenous random graphs Downloads
Ghurumuruhan Ganesan
Prediction law of mixed Gaussian Volterra processes Downloads
Tommi Sottinen and Lauri Viitasaari
Empirical likelihood test for diagonal symmetry Downloads
Yongli Sang and Xin Dang
Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space Downloads
Natsumi Makigusa and Kanta Naito
Convex transform order of the maximum of independent Weibull random variables Downloads
Jintang Wu, Mengshou Wang and Xiaohu Li
Estimation for functional partial linear models with missing responses Downloads
Jianjun Zhou and Qingyan Peng
Solvability of anticipated backward stochastic Volterra integral equations Downloads
Jiaqiang Wen and Yufeng Shi
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods Downloads
Milan Merkle, Yuri F. Saporito and Rodrigo Targino
Regular variation and free regular infinitely divisible laws Downloads
Arijit Chakrabarty, Sukrit Chakraborty and Rajat Subhra Hazra
Testing for superiority between two variance functions Downloads
Graciela Boente and Pardo–Fernández, Juan Carlos
Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices Downloads
Xue Ding
Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces” [Statist. Probab. Lett. 137 (2018) 183–190] Downloads
Ryoichi Suzuki
Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by α-stable noises Downloads
Xuekang Zhang, Haoran Yi and Huisheng Shu
Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres Downloads
Ahmed Arafat, Pablo Gregori and Emilio Porcu
A hypothesis-testing perspective on the G-normal distribution theory Downloads
Shige Peng and Quan Zhou
Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise Downloads
Kai Liu
Karhunen–Loève expansion of a set indexed fractional Brownian motion Downloads
Arthur Yosef and Amos Baranes

Volume 155, issue C, 2019

Transportation cost inequality for backward stochastic differential equations pp. - Downloads
Khaled Bahlali, Brahim Boufoussi and Soufiane Mouchtabih
Uniform versus Zipf distribution in a mixing collection process pp. - Downloads
Aristides V. Doumas and Vassilis G. Papanicolaou
Approximations of the cumulative distribution function for infinite weighted sum of random variables pp. - Downloads
X. Shi, A. Wong and S. Zheng
Scaling limit of the local time of the reflected (1,2)-random walk pp. - Downloads
Hui Yang
Lp-solutions for stochastic Navier–Stokes equations with jump noise pp. - Downloads
Jiahui Zhu, Zdzisław Brzeźniak and Wei Liu
Assessing bivariate tail non-exchangeable dependence pp. - Downloads
Lei Hua, Alan Polansky and Paramahansa Pramanik
A sharp estimate for probability distributions pp. - Downloads
Stefan Steinerberger
On a spectrally negative Lévy risk process with periodic dividends and capital injections pp. - Downloads
Hua Dong and Xiaowen Zhou
On doubly robust estimation for logistic partially linear models pp. - Downloads
Zhiqiang Tan
Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion pp. - Downloads
Xianye Yu
Detecting periodicity from the trajectory of a random walk in random environment pp. - Downloads
Bruno N. Rémillard and Jean Vaillancourt
Hitting spheres with Brownian motion revisited pp. - Downloads
Henryk Gzyl
On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein–Uhlenbeck processes pp. - Downloads
Shoujiang Zhao and Qianqian Zhou
Refining the central limit theorem approximation via extreme value theory pp. - Downloads
Ulrich K. Müller
Convergence rate of Krasulina estimator pp. - Downloads
Jiangning Chen
Limit theorems for an inverse Markovian Hawkes process pp. - Downloads
Youngsoo Seol
Sharp weighted weak type (∞,∞) inequality for differentially subordinate martingales pp. - Downloads
Michał Brzozowski and Adam Osękowski
Limit properties of continuous self-exciting processes pp. - Downloads
Gunhee Kim and Geon Ho Choe
Page updated 2021-07-29