Journal of Probability and Statistics

2009 - 2025

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A Note on Strong Convergence of Sums of Dependent Random Variables pp. 1-7: Tien-Chung Hu and Neville C. Weber
The Rise of Markov Chain Monte Carlo Estimation for Psychometric Modeling pp. 1-18: Roy Levy
Data Depth Trimming Counterpart of the Classical (or ) Procedure pp. 1-9: Yijun Zuo
Investigating Determinants of Multiple Sclerosis in Longitunal Studies: A Bayesian Approach pp. 1-24: Clelia Di Serio and Claudia Lamina
On a Model for the Storage of Files on a Hardware: Statistics at a Fixed Time and Asymptotic Regimes pp. 1-24: Vincent Bansaye

Computational Procedures for a Class of GI/D/ k Systems in Discrete Time pp. 1-18: Md. Mostafizur Rahman and Attahiru Sule Alfa
From the General Affine Transform Family to a Pareto Type IV Model pp. 1-10: Werner Hürlimann

On the Moments of Hitting Times for Random Walks on Trees pp. 1-4: José Luis Palacios
A Note on the Properties of Generalised Separable Spatial Autoregressive Process pp. 1-11: Mahendran Shitan and Shelton Peiris

On the Existence and Uniqueness of the Maximum Likelihood Estimators of Normal and Lognormal Population Parameters with Grouped Data pp. 1-16: Jin Xia, Jie Mi and YanYan Zhou
Model and Variable Selection Procedures for Semiparametric Time Series Regression pp. 1-37: Risa Kato and Takayuki Shiohama

Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks pp. 1-18: Athanasios A. Pantelous, Nicholas E. Frangos and Alexandros A. Zimbidis
ð ‘ž -Gaussian Distributions: Simplifications and Simulations pp. 1-18: Paweł J. Szabłowski
Spurious Regression pp. 1-27: Daniel Ventosa-Santaulària

Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System pp. 1-23: Azizul Baten and Anton Abdulbasah Kamil
When Inflation Causes No Increase in Claim Amounts pp. 1-10: Vytaras Brazauskas, Bruce L. Jones and Ričardas Zitikis

Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean pp. 1-13: Henryk Gzyl and Enrique Ter Horst

RMT Assessments of the Market Latent Information Embedded in the Stocks' Raw, Normalized, and Partial Correlations pp. 1-13: Dror Y. Kenett, Yoash Shapira and Eshel Ben-Jacob
A Statistical Variance Components Framework for Mapping Imprinted Quantitative Trait Locus in Experimental Crosses pp. 1-27: Gengxin Li and Yuehua Cui

A Duality Approach to the Genealogies of Discrete Nonneutral Wright-Fisher Models pp. 1-22: Thierry E. Huillet

On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model pp. 1-15: Taoufik Bouezmarni, Mhamed Mesfioui and Abdelouahid Tajar
Asymptotically Sufficient Statistics in Nonparametric Regression Experiments with Correlated Noise pp. 1-19: Andrew V. Carter