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Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
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2026, Volume 235, Issue C
- S0167715226000714 Bandwidth of gamma-distribution-shaped functions via Lambert W function
by LoPrete, Anthony & Burge, Johannes
- S0167715226000726 Symmetrization for high dimensional dependent random variables
by Hill, Jonathan B.
- S0167715226000738 A new mixed generalized δ-shock model
by Manesh, Sirous Fathi & Izadi, Muhyiddin & Khaledi, Baha-Eldin
- S0167715226000775 First to reach n game
by Volkov, Stanislav & Wiktorsson, Magnus
- S0167715226000787 Kac–Stroock type approximations for the Brownian motion from renewal processes
by Bardina, Xavier & Boukfal, Salim
- S0167715226000854 Minimum variance designs with constrained maximum bias
by Wiens, Douglas P.
- S0167715226000866 A directional Poisson point process for univariate extremes
by De Monte, Lambert & Papastathopoulos, Ioannis
- S0167715226000891 Existence and non-existence of the CLT for a family of SDEs driven by stable processes
by Mo, Yingjun & Wang, Yu
- S0167715226000908 Explicit occupation-time laws via operator reduction for Lévy processes with two-sided rational jumps
by Ait-Aoudia, Djilali
- S0167715226000921 On the characteristic function of the asymmetric Student’s t-distribution and an integral involving the sine function
by Gaunt, Robert E.
- S0167715226000933 Limit theorems for marked dynamic contagion processes with mean-reverting Cox–Ingersoll–Ross intensity
by Pandey, Shamiksha & Selvamuthu, Dharmaraja
- S0167715226000945 An objective non-local prior for skew-symmetric models
by Rubio, F.J.
- S0167715226000957 Ergodicity and exponential ergodicity of generalized stochastic Gilpin–Ayala model driven by α-stable process
by Zhou, Xiangyu & Shu, Huisheng & Ding, Jie & Zhang, Xuekang
- S0167715226000969 Sharp large deviation estimates for Gaussian extrema
by Zapata, José M.
- S0167715226000970 Portfolio optimization with probability distortion
by Arcidiacono, Sally Giuseppe & Greco, Salvatore
- S0167715226000982 Empirical Orlicz norms
by Mies, Fabian
- S0167715226000994 An inequality involving alternating binomial sums
by Doumas, Aristides V.
- S0167715226001008 A note on the exact simulation of a random eigenvalue of a gue matrix
by Devroye, Luc & Hamdan, Jad
- S0167715226001021 The maximal correlation coefficient associated with the minimum
by Chang, Yinshan & Chen, Qinwei
- S0167715226001033 A family of conjugate priors for the natural exponential family generated by the generalized hyperbolic secant distributions
by Tojo, Koichi & Yoshino, Taro
- S0167715226001045 A law of thin processes with neighbour-count thinning
by Hlyniana, Kateryna
- S0167715226001057 Landscape k-complexity of isotropic centered Gaussian fields
by Azaïs, Jean-Marc & Delmas, Céline
- S0167715226001069 Worst-case Chernoff bounds for sums of random variables with known means and unequal ranges
by Loper, Jackson & Regier, Jeffrey
- S0167715226001070 On necessary conditions of rational-infinite divisibility for distributions with non-zero discrete parts
by Khartov, A.A.
- S0167715226001082 The discrepancy in min-max statistics between two random matrices with finite third moments
by Chen, Zijun & Chen, Yiming & Wei, Chengfu
- S0167715226001094 Extended Glivenko–Cantelli theorem in nonlinear autoregressive time series
by Cheng, Fuxia
- S0167715226001100 Stochastic homogenization of stable-like processes with divergence free drifts
by Chen, Xin & Yin, Kun
- S0167715226001112 Poisson–Dirichlet approximation for the stationary distribution of the inclusion process
by Gan, Han L.
- S0167715226001136 Central limit theorem for distribution dependent SDEs with multiplicative fractional noise
by Qian, Jin & Shen, Guangjun
- S0167715226001173 Nonparametric estimation of a bivariate mean inactivity time function with application in pink eye disease data
by Zachariah, Swaroop Georgy & Arshad, Mohd. & Sarkar, Mojammel Haque
- S016771522600091X Discrete-time partially observable stopping games with a risk probability criterion
by Zhang, Wenzhao & Xu, Jinwen & Li, Qing
- S016771522600101X Chung’s LIL for the linear stochastic fractional heat equation at origin
by Liu, Chang & Wang, Ran
- S016771522600115X On existence of local times for additive Lévy fields
by Vishwakarma, Pradeep & Kataria, Kuldeep Kumar
2026, Volume 234, Issue C
- S0167715226000258 Hawkes process with tempered Mittag-Leffler kernel
by Gupta, Neha & Maheshwari, Aditya
- S0167715226000325 Mean convergence theorems and weak law of large number for multidimensional arrays of pairwise negatively dependent random variables
by Dzung, Nguyen Chi & Thuy, Nguyen Thi & Van, Vo Thi Hong
- S0167715226000477 Strong consistency of the SIMEX estimator in linear regression with a conditionally Poisson covariate
by Yang, Aijun & Lesperance, Mary & Nathoo, Farouk S.
- S0167715226000520 Moderate deviation principle for the chi-square statistics
by Yu, Zhenhong & Miao, Yu
- S0167715226000532 Classical central limit theorem via conditional expectations
by Pratelli, Luca & Rigo, Pietro
- S0167715226000544 On Fisher information for multivariate elliptically contoured distributions
by Terdik, György
- S0167715226000556 An elementary proof of Walker’s refined Cauchy–Schwarz inequality
by Mokhtarpour, Mehrnoush & Agahi, Hamzeh & Pourdarvish, Ahmad
- S0167715226000568 Multivariate Archimedean copulas with fractal support
by Maislinger, Lea & Trutschnig, Wolfgang
- S0167715226000581 Remarks on stationary GARCH processes under heavy tail distributions
by Taberner-Ortiz, Marc & Denker, Manfred
- S0167715226000593 Walker’s self-improvement inequality revisited
by Lupu, Cezar & Tanase, Roxana
- S0167715226000611 Dependent empirical copula suprema: Gaussian comparison and linearization
by Popović, Božidar V.
- S0167715226000623 Robust variance estimators for risk ratio estimators from logistic regression in cohort and case-cohort studies
by Noma, Hisashi
- S0167715226000635 Central limit theorem and invariance principle for triangular arrays of weakly dependent random variables with values in Lp[0,1]
by Muxtorov, Ibrohim & Sharipov, Olimjon
- S0167715226000647 Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations
by Konstantinides, Dimitrios G.
- S0167715226000659 Spatial model: Unit root estimation
by Nulph, J. & Richardson, G.
- S0167715226000660 Convergence rate of the projection scheme for reflected SDEs with non-Lipschitz coefficients
by Zhang, Mingbo
- S0167715226000672 The Largest Lyapunov exponent for products of rotationally invariant random matrices
by Dong, Qichao
- S0167715226000684 A Boolean-dilation based property of the free Poisson law
by Fakhfakh, Raouf & Alomani, Ghadah & Alanzi, Ayed R.A. & Alshqaq, Shokrya S. & Ahmed, Ibrahim-Elkhalil
- S0167715226000696 Asymptotic degeneracy of the Benjamini–Hochberg estimator for non-null hypothesis proportions
by Das, Nabaneet
- S0167715226000702 A note on physical dependence and mixing conditions for triangular arrays
by Heinrichs, Florian
- S0167715226000751 Expected discrimination frequency for multi-server queues
by Kim, Bara & Kim, Jeongsim
- S0167715226000763 Itô formula for reduced rough paths
by Li, Nannan & Gao, Xing
- S016771522600057X Influence functions for LTS and reweighted LTS estimators based on moment conditions
by Jann, Ben & Verardi, Vincenzo & Vermandele, Catherine
- S016771522600060X Fourth-moment lower bounds on probability of a random vector falling inside a Euclidean ball
by Budny, Katarzyna
- S016771522600074X On the singularity of the Fisher Information matrix in the sine-skewed family on the d-dimensional torus
by Schutte, Emily & Loizidou, Sophia & Laheurte, Vincent
2026, Volume 233, Issue C
- S0167715226000064 Qualitative identification conditions for causal effects under bad controls in linear structural equation models
by Taguchi, Chie & Kuroki, Manabu
- S0167715226000234 On the robustness of maximum likelihood estimators for the Poisson INAR(1) model
by Chattopadhyay, Subhankar & Basak, Sancharee & Biswas, Atanu
- S0167715226000246 Turnpike properties for stochastic linear–quadratic optimal control problems with partial observation
by Hu, Ruizhe & Wu, Huojun
- S0167715226000271 The Stieltjes transform order and related ratio order
by Alenazi, Abdulaziz & Mehrez, Khaled
- S0167715226000283 Mixed binomial moments of overlapping r-runs in multicolour Hoppe–Pólya urns
by Aoudia, Djilali Ait
- S0167715226000295 Optimal three-level blocked designs via general minimum lower-order confounding criterion
by Li, Zhi & Lin, Dennis K.J. & Li, Zhiming
- S0167715226000301 Group balancing generalized propensity score matching with continuous treatments
by Sun, Kuan & Xiao, Zhiguo
- S0167715226000313 Transfer learning based on the single-index model
by Song, Fengli & Zhang, Yurong & Wang, Zhou & Lai, Peng
- S0167715226000337 Two-type continuous-state branching processes in varying environments
by Li, Zenghu & Zhang, Junyan
- S0167715226000349 General M-estimators of location on Riemannian manifolds: Existence and uniqueness
by Lee, Jongmin & Jung, Sungkyu
- S0167715226000350 A caveat on metrizing convergence in distribution on Hilbert spaces
by Bassetti, Federico & Bourguin, Solesne & Campese, Simon & Peccati, Giovanni
- S0167715226000441 Asymptotic optimality of the Wilson-Hilferty cube-root transformation on the gamma distribution for higher-order odd central moments
by Noguchi, Kimihiro & Lukken, Cayden & Ward, Mayla C.
- S0167715226000453 The autocorrelation structure of integer-valued autoregressive random fields
by Silbernagel, Angelika & Weiß, Christian H.
- S0167715226000465 Combinatorial aspects of a discrete parking process
by Higuita-Diaz, Robinson & López, Lykos & Roldán-Correa, Alejandro
- S0167715226000489 Functional limit theorems for random Lebesgue–Stieltjes convolutions
by Iksanov, Alexander & Jedidi, Wissem
- S0167715226000490 Basis precision matrix estimation via column-wise inverse operator
by Hu, Shuwei
- S0167715226000507 Dynkin games under progressive enlargement of filtration with random time
by Elmansouri, Badr & Marzougue, Mohamed & El Jamali, Mohamed
- S0167715226000519 Total variation bounds in the Lindeberg central limit theorem
by Dung, Nguyen Tien & Thao, Hoang Thi Phuong
- S016771522600026X Directional replicability: When can the factor of two be omitted
by Djordjilović, Vera & Sofer, Tamar & Dreyfuss, Jonathan M.
- S016771522600043X On the distance between mean and geometric median in high dimensions
by Schwank, Richard & Drton, Mathias
2026, Volume 232, Issue C
- S0167715225002779 On a run-based δ-shock model with two critical levels
by Finkelstein, Maxim & Lorvand, Hamed & Farhadian, Reza
- S0167715225002780 Calculating the Gerber–Shiu function for Sparre Andersen process via collocation method
by Yu, Zan
- S0167715225002792 Moments of Hölder coefficients on random time intervals
by Seifried, Frank T. & Würschmidt, Maximilian
- S0167715225002809 Friedman vs Pólya
by Alves, Raphael & Rosales, Rafael A.
- S0167715226000015 New sufficient conditions for asymptotic stability in delayed stochastic differential equations
by Nguyen, Dung T.
- S0167715226000027 Increasing and other subsequence problems for random interval sequences
by Arslan, İlker & Işlak, Ümi̇t
- S0167715226000039 Exponential stabilization via discrete-time feedback control for stochastic systems driven by G-Lévy process
by Wang, Bingjun & Gao, Hongjun & Yuan, Mingxia
- S0167715226000040 Lyapunov exponents of linear stochastic differential algebraic equations with properly stated leading terms
by The, Nguyen Thi
- S0167715226000052 A probability inequality for convolutions of MTP2-distribution functions
by Royen, Thomas
- S0167715226000155 Mathematical research with GPT-5: A Malliavin–Stein experiment
by Diez, Charles-Philippe & Maia, Luís da & Nourdin, Ivan
- S0167715226000167 Moment inequalities for a class of symmetric distributions
by Zhuang, Weiwei & Hu, Taizhong
- S0167715226000179 The law of thin processes: A law of large numbers for point processes
by Aldridge, Matthew
- S0167715226000180 Exponential inequalities for sampling designs
by Chauvet, Guillaume & Gerber, Mathieu
- S0167715226000192 When is an Exponentiated Pareto distribution infinitely divisible?
by Sarkar, Pritam & Chakraborty, Soumi Thakur & Pal, Ayan
- S0167715226000209 Stochastic stability for linear autoregressive model with Gaussian innovations
by Wang, Ling-Di & Chen, Yu & Mao, Yong-Hua & Zhang, Yu-Hui
- S0167715226000210 Synchronization of coupled system driven by additive fractional Brownian motion
by Zhao, Meiling
- S0167715226000222 A uniform model selection test for semiparametric models
by Bravo, Francesco
2026, Volume 231, Issue C
- S0167715225002640 Parameter estimation for non-stationary α-stable Ornstein–Uhlenbeck processes with constant drift
by Zhang, Xuekang & Qiao, Sijia
- S0167715225002652 Log-convexity of moments of averages of i.i.d. Gamma and Poisson random variables
by Jiao, Yanhui & Li, Yanpeng
- S0167715225002664 On some properties of a partial ordering based on the mean time to failure function
by Parveen, Lisa
- S0167715225002676 On the relationship between stochastic and deterministic polynomial trends with applications to the detection of the order of integration
by Camponovo, Lorenzo
- S0167715225002688 Generating negative regression dependence via conditioning operations
by Zhuang, Weiwei & Su, Yuting & Hu, Taizhong
- S0167715225002706 Minimum individual aberration two-level baseline designs
by Zhao, Shengli & Han, Min & Yan, Zhaohui
- S0167715225002718 Extreme values of scaled L-moments
by Rychlik, Tomasz & Szymkowiak, Magdalena
- S0167715225002731 Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process
by Wen, Minhan & Guan, Ruoning & Jiang, Hui
- S0167715225002743 Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients
by Elmansouri, Badr & Marzougue, Mohamed
- S0167715225002755 Weak laws of large numbers together with convergence rates for random sums of random fields
by Kien, Phan Tri & Van Quang, Nguyen & Van Huan, Nguyen
- S0167715225002767 Complete moment convergence for pairwise i.i.d. random variables with regularly varying moments
by Wu, Yongfeng & Guan, Mei
- S0167715225002810 Central limit theorems for divergent higher-order Hermite integrals of Brownian motion
by Chen, Yinmeng & Xia, Xiaoyu & Yan, Litan
- S016771522500269X Lie algebraic duality for some Markov processes
by Maitra, Sayantan & Mandal, Aritra
- S016771522500272X Martingale posteriors for generative classifiers
by Bissiri, Pier Giovanni & Borrotti, Matteo
2026, Volume 230, Issue C
- S0167715225002342 Adaptive minimax-optimal Wasserstein deconvolution with unknown error distributions
by Scricciolo, Catia
- S0167715225002354 Location tests with noisy proxies for latent variables
by Deutsch, Louis & Katsevich, Eugene
- S0167715225002366 Power enhancement of permutation-augmented partial-correlation tests via fixed-row permutations
by Wang, Tianyi & Wang, Guanghui & Wang, Zhaojun & Zou, Changliang
- S0167715225002378 An identity for the bias in Markov reward processes with applications to Markov chain perturbation and Kemeny’s constant
by Ortner, Ronald
- S0167715225002470 Large deviations for a subcritical Galton–Watson process with state-dependent immigration
by Li, Doudou & Liu, Han & Zhang, Mei
- S0167715225002482 Asymptotic behavior of renewal processes with random time
by Rauwolf, Diana & Kamps, Udo
- S0167715225002494 On the duality for real mixture models
by Mselmi, Farouk
- S0167715225002500 Trotter-Kato approximations of stochastic evolution equations with local Lipschitz nonlinearities
by Govindan, T.E.
- S0167715225002512 A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors
by Arteaga-Molina, Luis A. & Rodriguez-Poo, Juan M.
- S0167715225002524 A functional limit theorem for self-normalized partial sum processes in the M1 topology
by Krizmanić, Danijel
- S0167715225002536 Fitting mixtures of von Mises distributions via noise contrastive estimation
by Di Nuzzo, Cinzia & Ingrassia, Salvatore & Scaffidi Domianello, Luca
- S0167715225002548 An asymptotically exact multiple testing procedure under dependence
by Datta, Swarnadeep & Dey, Monitirtha
- S0167715225002561 Large deviations of Gaussian neural networks with ReLU activation
by Vogel, Quirin
- S0167715225002573 Mean convergence for the maximum of weighted sums of negatively associated random variables under Gut’s condition
by Thành, Lê Vǎn
- S016771522500255X On elephant random walk with random memory
by Dhillon, M. & Kataria, K.K.
2026, Volume 229, Issue C
- S0167715225002196 Supermartingales for one-sided tests: Sufficient monotone likelihood ratios are sufficient
by Grünwald, Peter & Koolen, Wouter M.
- S0167715225002214 Stochastic comparisons of two-series–parallel systems with independent components randomly chosen from two batches
by Fang, Longxiang & Ruan, Yu & Balakrishnan, N.
- S0167715225002226 A generalisation of Ville’s inequality to monotonic lower bounds and thresholds
by Koolen, Wouter M. & Pérez-Ortiz, Muriel F. & Lardy, Tyron
- S0167715225002238 The existence of a class of asymmetric orthogonal arrays with seven factors
by Zhu, Yan & Pang, Shanqi & Lin, Xiao & Li, Chen
- S0167715225002251 Mean reflected backward stochastic partial differential equations
by Qian, Hongchao
- S0167715225002263 Maximum conditional likelihood estimation for the REST model with measurement error
by Zhang, Jie & Liu, Yang & Sun, Qian
- S0167715225002330 On mixture relationships between central and non-central chi-squared difference distributions
by Jones, M.C.
- S016771522500224X Maximum likelihood estimation for singular Wishart distributions
by Asai, Manabu
2026, Volume 228, Issue C
- S0167715225002007 Optimal sub-Gaussian variance proxy for truncated Gaussian and exponential random variables
by Barreto, Mathias & Marchal, Olivier & Arbel, Julyan
- S0167715225002019 A note on the structure of the filtering recursion for finite HMMs
by Katselis, Dimitrios & Godoy, Boris I. & Carvajal, Rodrigo & Agüero, Juan C.
- S0167715225002020 Communication-efficient distributed robust variable selection for heterogeneous massive data
by Zou, Hang & Jiang, Yunlu
- S0167715225002032 Uniform mean estimation for monotonic processes
by Clerico, Eugenio & Flynn, Hamish E. & Rebeschini, Patrick
- S0167715225002044 Multiple testing in generalized universal inference
by Dey, Neil & Martin, Ryan & Williams, Jonathan P.
- S0167715225002056 The eschewed sinh-arcsinh t distribution
by Jones, M.C. & Pewsey, Arthur
- S0167715225002068 Variance-based difference between graphical identification conditions of causal effects in linear structural equation models
by Taguchi, Chie & Kuroki, Manabu
- S0167715225002081 Change-point detection in Vector-Tensor linear model
by Su, Haiyue & Xia, Zhiming & Shang, Wenyuan & Shi, Meili
- S0167715225002093 Multiple imputation of censored bivariate event-times via inverse transform and nonparametric Gibbs sampling
by Angulo, Daniela & Murray, Susan
- S0167715225002172 Iterated ergodic theorems and Erdös–Rényi law of large numbers
by Kifer, Yuri
- S0167715225002184 Spatial local linear quantile regression under association
by Xu, Xin-Yi & Wang, Jiang-Feng & Hu, Kang & He, Shan & Xia, Yu
- S0167715225002202 A note on blinded continuous monitoring for continuous outcomes
by Xu, Long-Hao & Friede, Tim
- S016771522500207X Double dipping with balanced sampling
by Robertson, Blair & Price, Chris & Reale, Marco
2026, Volume 227, Issue C
- S0167715225001555 Unsupervised outlier detection for compositional data
by Divino, Fabio & Kärkkäinen, Salme & Maruotti, Antonello
- S0167715225001592 Dispersive and hazard rate orderings of parallel systems with exponential dependent components
by Alomani, Ghadah & Alqefari, Anfal A. & Kayid, Mohamed
- S0167715225001634 Testing for fractional cointegration in subsamples by allowing for structural breaks
by Kreye, Tom Jannik
- S0167715225001646 Transportation cost-information inequality for non-linear time-fractional stochastic heat equation driven by space–time white noise
by Li, Ruinan & Li, Yumeng
- S0167715225001683 On the mean absorption time of multiple coalescing particles with removal at previously visited vertices
by Estrada, Mario A. & Ramos, Alex D. & Rodriguez, Pablo M.
- S0167715225001695 A note on three new bounds of Tsallis entropy
by Yuan, Panxu & Zou, Zhenfeng
- S0167715225001701 The Borel–Cantelli lemma under m-dependence
by Lu, Dawei & Shi, Yunpeng & Zhao, Junhan
- S0167715225001713 Minimax optimality of kernel ridge regression when kernel eigenvalues decay polynomially or exponentially
by Bak, Kwan-Young & Lee, Woojoo
- S0167715225001725 Limit theorems for renewal processes with infinite mean interarrival time under random inspection
by Rauwolf, Diana
- S0167715225001737 Space–time fractional diffusion with stochastic resetting
by Priti, & Kumar, Arun
- S0167715225001749 Asymptotic behavior of finite-time ruin probabilities in a bidimensional compound risk model
by Zhang, Jinjin & Yang, Yang & Xu, Lin
- S0167715225001750 Random bridges in spaces of growing dimension
by Jin, Bochen
- S0167715225001762 Palm versions of Hawkes processes
by Kirchner, Matthias
- S0167715225001774 A note on the geodesic normal distribution on the sphere
by Chacón, José E. & Meilán-Vila, Andrea
- S0167715225001786 Fractional signature: A generalisation of the signature inspired by fractional calculus
by Corcuera, José Manuel & Jiménez, Rubén
- S0167715225001798 A-optimal design for Becker’s minimum polynomial with upper and lower bound constraints
by Li, Junpeng & Li, Guanghui & Zhang, Chongqi
- S0167715225001804 Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model
by Shimizu, Koki & Hashiguchi, Hiroki
- S0167715225001816 A practical flight-phase approach to balanced random sampling
by Tillé, Yves
- S0167715225001919 Large deviations for a randomly indexed branching process with immigration
by Gao, Zhenlong
- S0167715225001920 Functional limit theorems for some self-similar Gaussian processes in critical and subcritical cases
by Liu, Heguang
- S0167715225001932 Dirichlet eigenvalue criteria for super Poincaré inequalities
by Wang, Tao
- S0167715225001944 Quasi-likelihood estimation for stochastic fractional heat equation
by Sun, Yaqin & Han, Jingqi & Yan, Litan
- S0167715225001956 Normal approximation for call function of m-dependent random variables with 2+δ-th moment
by Zhang, Ting & Tian, Lulu & Qi, Tianyi
- S0167715225001968 Some general strong laws of large numbers for sequence of measurable operators
by Quang, Nguyen Van & Talebi, Ali
- S0167715225001981 Parameter estimation of Burgers equations driven by white-colored noise
by Jiang, Yiming & Wang, Yujue & Xue, Jie
- S0167715225001993 On the product of correlated normal random variables and the noncentral chi-square difference distribution
by Gaunt, Robert E.
- S016771522500166X Strong law of large numbers for random walks in weakly dependent random scenery
by Sharipov, Sadillo
- S016771522500197X Gaussian product inequalities for absolute raw moments
by Ogasawara, Haruhiko
2025, Volume 226, Issue C
- S0167715225001038 Semistable distributions as marginals of operator stable laws
by Kern, P. & Scheffler, H.-P.
- S0167715225001051 Estimation of the generalized Laplace distribution and its projection onto the circle
by Geraci, Marco
- S0167715225001075 A new and flexible class of sharp asymptotic time-uniform confidence sequences
by Gnettner, Felix & Kirch, Claudia
- S0167715225001099 Cochran–Mantel–Haeszel stratified-adjusted test for multiple odds ratios
by Ghoshal, Asmita & Chen, John T.
- S0167715225001105 Maximum likelihood estimator of the shape parameter under simple random sampling and moving extremes ranked set sampling
by Yang, Rui & Chen, Wangxue
- S0167715225001117 Fréchet–Shohat theorem: Stronger modes of convergence for a class of absolutely continuous distributions
by Novi Inverardi, Pier Luigi & Tagliani, Aldo
- S0167715225001221 Partially time-invariant panel data regression
by Cardot, Hervé & Musolesi, Antonio
- S0167715225001233 Approximating win-loss probabilities based on the overall and event-free survival functions
by Mao, Lu
- S0167715225001245 Note on the Anderson–Darling type test for Poisson processes with shift and scale parameters
by Rafiou, A.D. & Deme, S. & Izaddine, H.G. & Dabye, A.S.
- S0167715225001257 The asymptotic behavior of tail moments for light-tailed risks with Sarmanov dependence structure
by Zhang, Yan & Wang, Kaiyong
- S0167715225001269 Sampling random spanning arborescences in graphs with low conductance
by Zampinetti, Vittorio & Melin, Harald & Lagergren, Jens
- S0167715225001270 Sylvester’s problem for beta-type distributions
by Gusakova, Anna & Kabluchko, Zakhar
- S0167715225001282 Existence of small-order moments for Markov-switching stochastic recurrence equations
by Kandji, Baye Matar
- S0167715225001294 Uniform Hanson-Wright type deviation inequalities for α-subexponential random vectors
by Dai, Guozheng & Su, Zhonggen
- S0167715225001373 A stochastic competition turbidostat system with general response functions of nutrition: Stationary distribution
by Mu, Xiaojie & Jiang, Daqing
- S0167715225001385 Upper bounds of spiked covariance matrices under differentially private constrains
by Ren, Chunguang & Zhang, Pei
- S0167715225001397 Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data
by Sutradhar, Brajendra C.
- S0167715225001403 L2-norm posterior contraction in Gaussian models with unknown variance
by Jeong, Seonghyun
- S0167715225001415 Distorted expectiles risk measure and LP formulation
by Arcidiacono, Sally Giuseppe & Rossello, Damiano
- S0167715225001427 On weak convergence of Gaussian conditional distributions
by Lumpp, Sarah & Drton, Mathias
- S0167715225001439 Normal approximations for sequences with the property of strong N-demimartingale differences
by Zhang, Xiaomei & Guo, Jingjun
- S0167715225001440 Iterated tempered stable process
by Soni, Ritik & Gajda, Janusz & Pathak, Ashok Kumar
- S0167715225001452 Regularity properties of the solution to a stochastic heat equation driven by a bifractional Brownian motion on S2
by Wang, Qingbo & Chen, Zhenlong
- S0167715225001464 Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims
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