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Content
2024, Volume 215, Issue C
- S0167715224001871 A stereographic test of spherical uniformity
by Fernández-de-Marcos, Alberto & García-Portugués, Eduardo
- S0167715224001895 Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift
by Li, Yanfang & Zhao, Guohuan
- S0167715224001901 The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions
by Kasinathan, Ramkumar & Kasinathan, Ravikumar & Chalishajar, Dimplekumar & Baleanu, Dumitru & Sandrasekaran, Varshini
- S0167715224001913 Empirical limit theorems for Wiener chaos
by Bai, Shuyang & Chen, Jiemiao
- S0167715224001962 Population-level information for improving quantile regression efficiency
by Lv, Yang & Qin, Guoyou & Zhu, Zhongyi
- S0167715224001974 D-optimal designs for a multidimensional second-degree polynomial model with no intercept
by Shpilev, P.V.
- S0167715224001986 Replication in random translation designs
by Waite, Timothy W.
- S0167715224001998 Methods for testing the random utility model
by Forcina, Antonio & Dardanoni, Valentino
- S0167715224002001 On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem
by Wang, Yining & McDermott, Michael P.
- S0167715224002074 When is the discrete Weibull distribution infinitely divisible?
by Kreer, Markus & Kizilersu, Ayse & Thomas, Anthony W.
- S0167715224002104 Adapted Chatterjee correlation coefficient
by Wang, Ya & Fang, Linjiajie & Jing, Bingyi
- S0167715224002116 Stochastic comparison of parallel systems with heterogeneous dependent exponential components
by Amini-Seresht, Ebrahim & Khaledi, Baha-Eldin & Izadkhah, Salman
- S0167715224002141 Asymptotic coarse Ricci curvature of inhomogeneous random graph
by Yuan, Mingao
- S0167715224002153 A kernel-type regression estimator for NMAR response variables with applications to classification
by Mojirsheibani, Majid & Khudaverdyan, Arin
- S016771522400213X The Berry–Esseen bound in de Jong’s CLT
by Döbler, Christian
2024, Volume 214, Issue C
- S0167715224001548 The logGARCH stochastic volatility model
by Guerbyenne, Hafida & Hamdi, Fayçal & Hamrat, Malika
- S0167715224001615 Study of discrete-time Hawkes process and its compensator
by Sarma, Utpal Jyoti Deba & Selvamuthu, Dharmaraja
- S0167715224001639 From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment
by Ye, Yinna
- S0167715224001640 Exact partially conditional binomial analysis for multinomial data in 2 × 2 tables
by Boos, Dennis D. & Ari, Shannon & Berger, Roger L.
- S0167715224001652 Large deviations for the Yule–Walker estimator of near critical autoregressive processes
by Wang, Xiaochang & Feng, Shui & Guo, Yiping & Rémillard, Bruno N.
- S0167715224001664 Higher-order derivative of local times for space–time anisotropic Gaussian random fields
by Chen, Zhenlong & Xu, Peng
- S0167715224001676 On higher-order moments of INGARCH processes
by Weiß, Christian H.
- S0167715224001688 Branching processes with immigration in a random environment—The Grincevičius–Grey setup
by Kevei, Péter
- S0167715224001706 Further results involving residual and past extropy with their applications
by Kayid, Mohamed
- S0167715224001718 Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion
by Zhang, Xuekang & Huang, Chengzhe & Deng, Shounian
- S0167715224001731 On integrals of birth–death processes at random time
by Vishwakarma, P. & Kataria, K.K.
- S0167715224001743 Limiting behavior of a kindness model
by Lanchier, Nicolas & Mercer, Max
- S0167715224001834 Model selection by pathwise marginal likelihood thresholding
by Di Caterina, Claudia & Ferrari, Davide
- S0167715224001846 The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
by Cheng, Fuxia
- S0167715224001858 A variation of constant formula for Caputo–Hadamard fractional stochastic differential equations⋆
by Li, Min & Huang, Chengming & Wang, Nan
- S0167715224001883 Some new families of asymmetric nested orthogonal arrays with any strength
by Pang, Shanqi & Zhu, Yan & Lin, Xiao
- S0167715224001925 Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process
by Zhang, Yawen & Zhang, Caibin
- S0167715224001937 On the asymptotic properties of extreme values of discrete random variables
by Akbash, Kateryna & Doronina, Natalia & Matsak, Ivan
- S0167715224001950 Adaptive rank-based tests for high dimensional mean problems
by Zhang, Yu & Feng, Long
- S016771522400169X Total variation convergence preserves conditional independence
by Lauritzen, Steffen
- S016771522400172X Complete qth moment convergence of moving average processes for m-widely acceptable random variables under sub-linear expectations
by Xu, Mingzhou & Kong, Xuhang
- S016771522400186X The sparsity index in Poisson size-biased sampling: Algorithms for the optimal unbiased estimation from small samples
by Bondi, Laura & Pagano, Marcello & Bonetti, Marco
2024, Volume 213, Issue C
- S0167715224001251 Some new asymptotic results for series estimation under clustered dependence
by Hu, Pingbo & Peng, Xiuyuan & Hu, Xinglin
- S0167715224001366 Rate of convergence of trinomial formula to Black–Scholes formula
by Ratibenyakool, Yuttana & Neammanee, Kritsana
- S0167715224001378 Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain
by Chen, Ping & Zhang, Tusheng
- S0167715224001391 On Yu and Hoff’s confidence intervals for treatment means
by Kabaila, Paul
- S0167715224001408 Weak approximation of Schrödinger–Föllmer diffusion
by Endo, Koya & Nakano, Yumiharu
- S0167715224001421 Exact quantiles of Gaussian process extremes
by Yang, Lijian
- S0167715224001433 On negative correlation of Arboreal Gas for specific parameters
by Huang, Xiangyu
- S0167715224001500 Simultaneous computation of Kendall’s tau and its jackknife variance
by Perreault, Samuel
- S0167715224001512 Lower bounds for the trade-off between bias and mean absolute deviation
by Derumigny, Alexis & Schmidt-Hieber, Johannes
- S0167715224001561 Instrument-residual estimator for multi-valued instruments under full monotonicity
by Kim, Bora & Lee, Myoung-jae
- S0167715224001573 Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators
by Basu, Deepankar
- S0167715224001585 Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach
by Husain, Bushra & Aslam, Fariha
- S0167715224001597 The existence and smoothness of self-intersection local time for a class of Gaussian processes
by Xie, Lin & Ni, Wenqing & Zheng, Shuicao & Lei, Guowei
- S0167715224001603 Representation of solutions to quadratic 2BSDEs with unbounded terminal values
by Kim, Kon-Gun & Kim, Mun-Chol & Hwang, Ho-Jin
- S0167715224001627 Ordering results between two multiple-outlier finite δ-mixtures
by Bhakta, Raju & Kayal, Suchandan & Balakrishnan, Narayanaswamy
- S016771522400138X Short cycles of random permutations with cycle weights: Point processes approach
by Galganov, Oleksii & Ilienko, Andrii
- S016771522400141X Isotropic random tangential vector fields on spheres
by Lu, Tianshi
- S016771522400155X Bayes minimax estimator of the mean vector in an elliptically contoured distribution
by Jiang, Jie & Wang, Lichun
2024, Volume 212, Issue C
- S0167715224001160 Consistent two-stage estimation in heterogeneous network autoregressive model
by Zhao, Jiayang & Liu, Jie & Su, Yuting
- S0167715224001196 Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
by Kolliopoulos, Nikolaos & Sanchez, David & Xiao, Amy
- S0167715224001238 Nonparametric kernel estimation of conditional copula density
by Djaloud, Toihir Soulaimana & Seck, Cheikh Tidiane
- S0167715224001263 Nonparametric inference for NBUE distributions based on the TTT transform
by Lando, Tommaso
- S016771522400124X Indeterminate Hamburger moment problem: Entropy convergence
by Novi Inverardi, Pier Luigi & Tagliani, Aldo & Milev, Mariyan
2024, Volume 211, Issue C
- S0167715224001019 A novel dual-criterion framework for change point detection
by Zhang, Qiang
- S0167715224001020 Exact post-selection inference for adjusted R squared selection
by Pirenne, Sarah & Claeskens, Gerda
- S0167715224001032 Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
by Chen, Zhangting & Cheng, Dongya
- S0167715224001044 Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data
by Geng, Shuli & Zhang, Lixin
- S0167715224001056 On the gamma difference distribution
by Forrester, Peter J.
- S0167715224001068 Option pricing under jump diffusion model
by Li, Qian & Wang, Li
- S0167715224001135 Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums
by Spencer, Neil A. & Miller, Jeffrey W.
- S0167715224001147 Occupation times for age-structured branching processes
by Cheng, Ziling
- S0167715224001159 Component projection balanced designs for order of addition experiments
by Guo, Bing & Chen, Xueping & Wang, Xiaodi
- S0167715224001172 An inequality for the total variation distance between high-dimensional centered Gaussian laws
by Barabesi, Lucio & Pratelli, Luca
- S0167715224001184 A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
by Kock, Anders Bredahl & Preinerstorfer, David
- S0167715224001202 Degree evolution in a general growing network
by De Ambroggio, Umberto & Yip, Hiu Ching
- S0167715224001214 The distribution of argmaximum or a winner problem
by Davydov, Youri & Rotar, Vladimir
2024, Volume 210, Issue C
- S0167715224000774 On the local limit theorems for linear sequences of lower psi-mixing Markov chains
by Peligrad, Magda & Sang, Hailin & Zhang, Na
- S0167715224000786 SIR epidemic model with non-Lipschitz stochastic perturbations
by Li, Shuang & Xiong, Jie
- S0167715224000798 On the rate of normal approximation for Poisson continuum percolation
by Lo, Tiffany Y.Y. & Xia, Aihua
- S0167715224000804 On the preservation of ageing properties under random maxima
by Bobotas, Panayiotis & Koutras, Markos V.
- S0167715224000816 A multi-marginal c-convex duality theorem for martingale optimal transport
by Sester, Julian
- S0167715224000828 A normal test for independence via generalized mutual information
by Zhang, Jialin & Zhang, Zhiyi
- S0167715224000841 A note on series representation for the q-scale function of a class of spectrally negative Lévy processes
by Martín-González, Ehyter M. & Murillo-Salas, Antonio & Pantí, Henry
- S0167715224000853 Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points
by Cheng, Dan
- S0167715224000865 Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences
by Giraudo, Davide
- S0167715224000877 Asymptotic optimality of the square-root transformation on the gamma distribution using the Kullback–Leibler information number criterion
by Noguchi, Kimihiro & Ward, Mayla C.
- S0167715224000889 Hölder continuity of stochastic heat equation with rough Gaussian noise
by Han, Yuecai & Wu, Guanyu
- S0167715224000890 Explicit representation of invariant measures for 2-death processes
by Zhang, Yuhui & Zhao, Yi
- S0167715224000907 Coalescence times for critical Galton–Watson processes with immigration
by Liu, Rong-Li & Ren, Yan-Xia & Wang, Yingrui
- S0167715224000993 Posterior robustness with milder conditions: Contamination models revisited
by Hamura, Yasuyuki & Irie, Kaoru & Sugasawa, Shonosuke
- S0167715224001007 Wasserstein upper bounds of Lp-norms for multivariate densities in Besov spaces
by Chae, Minwoo
- S016771522400083X Testing uniformity on the circle using spacings when data are rounded
by Rao Jammalamadaka, S. & Ghosh, Kaushik & Akiri, Sridhar
2024, Volume 209, Issue C
- S0167715224000518 A universal right tail upper bound for supercritical Galton–Watson processes with bounded offspring
by Fernley, John & Jacob, Emmanuel
- S0167715224000531 Nonparametric density estimation over its unknown support for right censored data
by Efromovich, Sam
- S0167715224000567 The gradient test statistic for outlier detection in generalized estimating equations
by Osorio, Felipe & Gárate, Ángelo & Russo, Cibele M.
- S0167715224000579 Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding
by Li, Huimin & Wang, Jinru
- S0167715224000592 Random rotor walks and i.i.d. sandpiles on Sierpiński graphs
by Kaiser, Robin & Sava-Huss, Ecaterina
- S0167715224000609 On the local compactness of spaces of positive measures
by Kargol, Alina
- S0167715224000610 Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
by Maurya, Shambhu Nath
- S0167715224000622 Cramér’s moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root
by Miao, Yu & Yin, Qing
- S0167715224000634 Conditions for equality in Anderson’s theorem
by Bočinec, Filip & Nagy, Stanislav
- S0167715224000737 A spectral based goodness-of-fit test for stochastic block models
by Wu, Qianyong & Hu, Jiang
- S0167715224000749 On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula
by Arevalillo, Jorge M
- S0167715224000750 When lattice bases are Markov bases
by Hazelton, Martin L. & Karimi, Masoud
- S016771522400052X Optimal detection of sparse gamma scale admixture with twice the null mean
by Chen, Qikun & Stewart, Michael
2024, Volume 208, Issue C
- S0167715223002377 Optimal square-root pooling from expert opinions
by Kume, Alfred & Villa, Cristiano & Walker, Stephen G.
- S0167715223002547 On deterministic approximation for nearly critical branching processes with dependent immigration
by Rahimov, I. & Sharipov, S.O.
- S0167715224000051 Random games under normal mean–variance mixture distributed independent linear joint chance constraints
by Nguyen, Hoang Nam & Lisser, Abdel & Singh, Vikas Vikram
- S0167715224000075 Choice of the hypothesis matrix for using the Wald-type-statistic
by Sattler, Paavo & Zimmermann, Georg
- S0167715224000099 A negative binomial approximation to the distribution of the sum of maxima of indicator random variables
by Kumar, Amit N. & Kumar, Poleen
- S0167715224000105 Maximal inequalites and applications for reverse demimartingales based on concave Young functions
by Feng, Decheng & Yang, Gaihua
- S0167715224000129 A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables
by Miao, Yu & Li, Deli
- S0167715224000130 A note on the induction of comonotonic additive risk measures from acceptance sets
by Santos, Samuel S. & Moresco, Marlon R. & Righi, Marcelo B. & Horta, Eduardo
- S0167715224000142 Estimating several survival functions under uniform stochastic ordering
by Arnold, Sebastian & El Barmi, Hammou & Mukerjee, Hari & Ziegel, Johanna
- S0167715224000154 On δ-shock model with a change point in intershock time distribution
by Chadjiconstantinidis, Stathis & Eryilmaz, Serkan
- S0167715224000166 Random Dirichlet series with α-stable coefficients
by Zhao, Huiyan & Huang, Yupei
- S0167715224000178 Target selection in shrinkage estimation of covariance matrix: A structural similarity approach
by Wang, Xuanci & Zhang, Bin
- S0167715224000191 Intersections of Zipf random sets: Maximal weighted relevance
by Lifshts, M.A. & Lialinov, I.M.
- S0167715224000208 Beta approximation for the two alleles Moran model by Stein’s method
by Fulman, Jason
- S0167715224000221 Stochastic ordering for hitting times of fractional Brownian motions
by Pérez-Cendejas, Ulises & Pérez-Suárez, Gerardo
- S0167715224000233 Prediction of Gaussian Volterra processes with compound Poisson jumps
by Maleki Almani, Hamidreza & Shokrollahi, Foad & Sottinen, Tommi
- S0167715224000245 Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]
by Zhang, Jeffrey & Li, Wei & Miao, Wang & Tchetgen, Eric Tchetgen
- S0167715224000257 Product disintegrations: A law of large numbers via conditional independence
by Borsato, Luísa & Horta, Eduardo & Souza, Rafael Rigão
- S0167715224000269 A class of multidimensional nonlinear diffusions with the Feller property
by Criens, David & Niemann, Lars
- S0167715224000270 Contaminated Kent mixture model for clustering non-spherical directional data with heavy tails or scatter
by Dong, Aqi & Melnykov, Volodymyr
- S0167715224000282 Convergence rate for the longest T-contaminated runs of heads
by Fazekas, István & Fazekas, Borbála & Suja, Michael Ochieng
- S0167715224000294 A generalization bound of deep neural networks for dependent data
by Do, Quan Huu & Nguyen, Binh T. & Ho, Lam Si Tung
- S0167715224000300 On uppermost discrete spacing
by Nevzorov, Valery B. & Stepanov, Alexei
- S0167715224000385 Nonparametric bootstrap for propensity score matching estimators
by Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael
- S0167715224000397 Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap
by Zhang, Jialin & Shi, Jingyi
- S0167715224000403 Scalable efficient reproducible multi-task learning via data splitting
by Wen, Xin & Li, Yang & Zheng, Zemin
- S0167715224000439 On local likelihood asymptotics for Gaussian mixed-effects model with system noise
by Imamura, Takumi & Masuda, Hiroki & Tajima, Hayato
- S0167715224000440 Nearly minimax empirical Bayesian prediction of independent Poisson observables
by Li, Xiao
- S0167715224000452 Some martingale properties of the simple random walk and its maximum process
by Fujita, Takahiko & Yagishita, Shotaro & Yoshida, Naohiro
- S0167715224000464 On a family of Lévy processes without support in S′
by Mendes, R. Vilela
- S0167715224000476 On a discrete symmetric optimal associated kernel for estimating count data distributions
by Senga Kiessé, Tristan & Durrieu, Gilles
- S0167715224000488 Mixed-level screening designs based on skew-symmetric conference matrices
by Hu, Bo & Lin, Dennis K.J. & Sun, Fasheng
- S0167715224000506 A scaling limit of controlled branching processes
by Liu, Jiawei
- S016771522400004X On recovering the relative distribution, Part 1: The moment-recovered approach
by Mnatsakanov, Robert M. & Pommeret, Denys
- S016771522400018X Necessary and sufficient conditions for continuity of hypercontractive processes and fields
by Nummi, Patrik & Viitasaari, Lauri
- S016771522400021X Asymptotic properties of mth spacings based on records
by Bayramoglu, Ismihan & Stepanov, Alexei
2024, Volume 207, Issue C
- S0167715223001979 On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks
by Lautier, Jackson P. & Pozdnyakov, Vladimir & Yan, Jun
- S0167715223002304 Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations
by Takabatake, Tetsuya
- S0167715223002353 Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution
by Glavaš, Lenka & Mladenović, Pavle
- S0167715223002365 Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns
by Li, Mingjun & Chen, Zhangting & Cheng, Dongya & Zhou, Junyi
- S0167715223002389 Efficiency of the averaged rank-based estimator for first order Sobol index inference
by Klein, Thierry & Rochet, Paul
- S0167715223002390 Testing independence of functional variables by an Hilbert–Schmidt independence criterion estimator
by Manfoumbi Djonguet, Terence Kevin & Mbina Mbina, Alban & Nkiet, Guy Martial
- S0167715223002407 Regularized covariance matrix estimation in high dimensional approximate factor models
by Zhang, Jing & Guo, Shaojun
- S0167715223002420 Large deviations for sums associated with supercritical branching process in a random environment
by Zhao, Yinxuan & Zhang, Mei
- S0167715223002432 Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion
by Wang, Jixia & Sun, Lu & Miao, Yu
- S0167715223002444 Generalized fractional negative binomial process
by Soni, Ritik & Pathak, Ashok Kumar
- S0167715223002456 Ergodicity for two class stochastic partial differential equations with anisotropic viscosity
by Sun, Chengfeng & Qiu, Zhaoyang & Tang, Yanbin
- S0167715223002468 On the small time large deviation principles of 1D stochastic Landau–Lifshitz–Bloch equation
by Yin, Xiuwei & Shen, Guangjun
- S0167715223002535 Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics
by Roy, Rahul & Bhandari, Subir Kumar
- S0167715224000014 An upper bound and a characterization for Gini’s mean difference based on correlated random variables
by Vila, Roberto & Balakrishnan, Narayanaswamy & Saulo, Helton
- S0167715224000026 A note on GeoX/G/1 queueing system
by Samanta, Sujit Kumar & Parveen, Aysha
- S0167715224000038 On the convolution equivalence of tempered stable distributions on the real line
by Torricelli, Lorenzo
- S0167715224000063 A study on the negative binomial distribution motivated by Chvátal’s theorem
by Guo, Zheng-Yan & Tao, Ze-Yu & Hu, Ze-Chun
- S0167715224000087 Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums
by Levin, Bruce & Learned-Miller, Erik
- S0167715224000117 Moderate deviation principle for guesswork
by Wang, Shaochen & Zhang, Yangchun
2024, Volume 206, Issue C
- S0167715223001785 Existence and uniqueness of solution for fully coupled fractional forward–backward stochastic differential equations with delay and anticipated term
by Kyong-Il, Ri & Myong-Guk, Sin
- S0167715223001839 A transportation inequality for reflected SPDEs on infinite spatial domain
by Li, Ruinan & Zhang, Beibei
- S0167715223001992 The exponential stability for locally monotone stochastic partial differential equations
by Fan, Wujing & Li, Shihu & Li, Yu & Wang, Changxuan
- S0167715223002006 Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise
by Liang, Fei & Zhang, Yidi & Zhao, Shuangshuang
- S0167715223002018 Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients
by He, Wei
- S0167715223002031 Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent φ-subgaussian random variables
by Tanoue, Yuta
- S0167715223002043 Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects
by Liu, Shuning & Lv, Guangying
- S0167715223002055 Generalized Gini’s mean difference through distortions and copulas, and related minimizing problems
by Capaldo, Marco & Di Crescenzo, Antonio & Pellerey, Franco
- S0167715223002122 A new class of copulas having dependence range larger than FGM-type copulas
by Zachariah, Swaroop Georgy & Arshad, Mohd. & Pathak, Ashok Kumar
- S0167715223002134 A note on one-sided solutions for optimal stopping problems driven by Lévy processes
by Lin, Yi-Shen
- S0167715223002146 L2-small ball asymptotics for some demeaned Gaussian processes
by Nazarov, Alexander & Petrova, Yulia
- S0167715223002158 On the sub-Gaussianity of the missing mass
by Li, Yanpeng & Tian, Boping
- S0167715223002171 On Stein’s method for stochastically monotone single-birth chains
by Daly, Fraser
- S0167715223002183 Note on locality of volume growth rate of graphs
by Song, He & Xiang, Kainan
- S0167715223002195 Weighted Hardy–Orlicz-amalgam spaces of martingales
by Yu, Lin & Mi, Xue
- S0167715223002201 On Stein factors for Laplace approximation and their application to random sums
by Barman, Kalyan & Upadhye, Neelesh S.
- S0167715223002213 A sharp Lp estimate for the total variation process
by Osękowski, Adam
- S0167715223002225 A new likelihood inequality for models with latent variables
by Olsen, Niels Lundtorp
- S0167715223002237 Testing equivalence of multinomial distributions — A constrained bootstrap approach
by Bastian, P. & Dette, H. & Koletzko, L.
- S0167715223002249 Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation
by Chen, Yong & Zhang, Shuolin & Gao, Hongjun
- S0167715223002250 Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
by Selk, Zachary
- S0167715223002262 Lower deviation for the maximum of two-speed branching Brownian motion
by Chen, Zengcai
- S0167715223002274 Two-step conditional least squares estimation in ADCINAR(1) process, revisited
by Zeng, Xiaoqiang & Kakizawa, Yoshihide
- S0167715223002286 Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition
by Li, Fanqun & Zhao, Mingtao & Zhang, Kongsheng
- S0167715223002298 A Bayesian spatial scan statistic for multinomial data
by Self, Stella & Nolan, Melissa
- S0167715223002316 An imitation model based on the majority
by Li, Hsin-Lun
- S0167715223002328 Fractional diffusion Bessel processes with Hurst index H∈(0,12)
by Mishura, Yuliya & Ralchenko, Kostiantyn
- S0167715223002341 Self-weighted quantile regression estimation for diffusion parameter in jump–diffusion models
by Song, Yuping & Cai, Chunchun & Mao, Huijue & Zhu, Min
- S016771522300202X A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin
by Renaud, Jean-François
- S016771522300216X Fluctuation analysis of synchronized system
by Li, Ge & Liu, Jicheng
- S016771522300233X The Onsager–Machlup action functional for degenerate stochastic differential equations in a class of norms
by Liu, Shanqi & Gao, Hongjun
2024, Volume 205, Issue C
- S0167715223001670 Pricing formula for a Barrier call option based on stochastic delay differential equation
by Kim, Kyong-Hui & Kim, Jong-Kuk & Sin, Myong Guk
- S0167715223001700 Minimizing uncertainty in prevalence estimates
by Patrone, Paul N. & Kearsley, Anthony J.
- S0167715223001736 Up- and down-correlations in normal variance mixture models
by Ansari, Jonathan & Shushi, Tomer & Vanduffel, Steven
- S0167715223001748 Generalized Rank Dirichlet distributions
by Itkin, David
- S0167715223001761 The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion
by Huang, Dongzhou
- S0167715223001773 Large deviations for mean field model in Erdős–Rényi graph
by Gao, Yunshi
- S0167715223001797 Stationary jump processes for planar directions obtained by wrapping
by Gatto, R.
- S0167715223001803 Exact solution to a first-passage problem for an Ornstein–Uhlenbeck process with jumps and its integral
by Lefebvre, Mario
- S0167715223001815 Lyapunov function for interacting reinforced stochastic processes via Hopfield’s energy function
by Pires, Benito
- S0167715223001827 Convergence to closed-form distribution for the backward SLEκ at some random times and the phase transition at κ=8
by Lyons, Terry J. & Margarint, Vlad & Nejad, Sina
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by Sang, Yongli
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