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Content
2016, Volume 110, Issue C
- 268-277 A robust penalized estimation for identification in semiparametric additive models
by Yang, Jing & Yang, Hu
- 278-288 On asymptotics related to classical inference in stochastic differential equations with random effects
by Maitra, Trisha & Bhattacharya, Sourabh
- 289-295 Jackknife empirical likelihood confidence interval for the Gini index
by Wang, Dongliang & Zhao, Yichuan & Gilmore, Dirk W.
- 296-304 A note on Bartlett correction factor for tests on cointegrating relations
by Canepa, Alessandra
- 305-317 Quantile regression for single-index-coefficient regression models
by Jiang, Rong & Qian, Wei-Min
- 318-328 Minimum message length analysis of multiple short time series
by Schmidt, Daniel F. & Makalic, Enes
2016, Volume 109, Issue C
- 1-6 A note on the maximal outdegrees of Galton–Watson trees
by He, Xin
- 7-15 Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
by Fan, ShengJun
- 16-21 A limit theorem related to the Hartman–Wintner–Strassen LIL and the Chover LIL
by Li, Deli & Zhang, Shuhua
- 22-29 Asymptotic results for random sums of dependent random variables
by Işlak, Ümit
- 30-38 Coupling bounds for approximating birth–death processes by truncation
by Crawford, Forrest W. & Stutz, Timothy C. & Lange, Kenneth
- 39-44 A randomized version of the Collatz 3x+1 problem
by Doumas, Aristides V. & Papanicolaou, Vassilis G.
- 45-53 A note on the Malliavin–Sobolev spaces
by Imkeller, Peter & Mastrolia, Thibaut & Possamaï, Dylan & Réveillac, Anthony
- 54-62 Linear contrasts for the one way analysis of variance: A Bayesian approach
by Cano, J.A. & Carazo, C. & Salmerón, D.
- 63-67 Nonlinear Lyapunov criteria for stochastic explosive solutions
by Xing, Jiamin & Li, Yong
- 68-77 Stochastic functional differential equations of Sobolev-type with infinite delay
by Revathi, P. & Sakthivel, R. & Ren, Yong
- 78-88 Bias reduced tail estimation for censored Pareto type distributions
by Beirlant, J. & Bardoutsos, A. & de Wet, T. & Gijbels, I.
- 89-98 Choosing a dynamic common factor as a coincident index
by Martínez, Wilmer & Nieto, Fabio H. & Poncela, Pilar
- 99-105 The rate of convergence in Hoeffding’s theorem and some applications
by Borisov, I.S.
- 106-117 A Lynden-Bell integral estimator for extremes of randomly truncated data
by Worms, J. & Worms, R.
- 118-123 Characterising transitive two-sample tests
by Lumley, Thomas & Gillen, Daniel L.
- 124-129 Weak laws of large numbers for weighted independent random variables with infinite mean
by Nakata, Toshio
- 130-138 A random walk on the profinite completion of Z
by Cruz-López, Manuel & Estala-Arias, Samuel & Murillo-Salas, Antonio
- 139-144 On stability of the Markov-modulated skew CIR process
by Xu, Guangli & Wang, Yongjin
- 145-151 The IM-based method for testing the non-inferiority of odds ratio in matched-pairs design
by Jin, Hua & Li, Song & Jin, Yaolan
- 152-158 Nonparametric restricted mean analysis across multiple follow-up intervals
by Tayob, Nabihah & Murray, Susan
- 159-167 On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
by Kubilius, K. & Skorniakov, V.
- 168-177 Parameter estimation for the logistic regression model under case-control study
by Geng, Pei & Sakhanenko, Lyudmila
- 178-183 New results for tails of probability distributions according to their asymptotic decay
by Cadena, Meitner & Kratz, Marie
- 184-188 Concomitants of records: Limit results, generation techniques, correlation
by Stepanov, Alexei & Berred, Alexandre & Nevzorov, Valery B.
- 189-193 Data-driven ridge regression for Aalen’s additive risk model
by Boruvka, Audrey & Takahara, Glen & Tu, Dongsheng
- 194-201 Modelling circular random variables with a spike at zero
by Biswas, Atanu & Jha, Jayant & Dutta, Somak
- 202-207 Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations
by Ma, Ni & Whitt, Ward
- 208-213 On a nonparametric notion of residual and its applications
by Patra, Rohit K. & Sen, Bodhisattva & Székely, Gábor J.
- 214-223 Intermittency for the wave equation with Lévy white noise
by Balan, Raluca M. & Ndongo, Cheikh B.
- 224-231 Stokes’ theorem, Stein’s identity and completeness
by Fourdrinier, Dominique & Strawderman, William E.
- 232-237 Elliptical multiple-output quantile regression and convex optimization
by Hallin, Marc & Šiman, Miroslav
2016, Volume 108, Issue C
- 1-8 The power envelope of panel unit root tests in case stationary alternatives offset explosive ones
by Becheri, I. Gaia & Drost, Feike C. & van den Akker, Ramon & Wichert, Oliver
- 9-15 Conditional independence among max-stable laws
by Papastathopoulos, Ioannis & Strokorb, Kirstin
- 16-22 Jackknife empirical likelihood inferences for the population mean with ranked set samples
by Zhang, Zhengjia & Liu, Tianqing & Zhang, Baoxue
- 23-32 An extension of Chesneau’s theorem
by Kou, Junke & Liu, Youming
- 33-39 Intrinsic random functions and universal kriging on the circle
by Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M.
- 40-44 A nonparametric test of stationarity for independent data
by Hart, Jeffrey D.
- 45-51 Fixed-width confidence interval for two-stage response-adaptive designs in ridit analysis
by Bandyopadhyay, Uttam & Biswas, Atanu
- 52-61 Nonparametric probability weighted empirical characteristic function and applications
by Meintanis, Simos G. & Ushakov, Nikolai G.
2015, Volume 107, Issue C
- 1-10 The mode-centric M-Gaussian distribution: A model for right skewed data
by Mudholkar, Govind S. & Yu, Ziji & Awadalla, Saria S.
- 11-17 Lamperti transformation for continuous-state branching processes with competition and applications
by Ma, Rugang
- 18-26 A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
by Sriram, Karthik
- 27-36 Stability in distribution of neutral stochastic functional differential equations
by Tan, Li & Jin, Wei & Suo, Yongqiang
- 37-43 D- and E-optimal blocked main effects plans with unequal block sizes when n is odd
by Dutta, Ganesh & SahaRay, Rita
- 44-51 A generalization of quantile-based skew logistic distribution of van Staden and King
by Balakrishnan, N. & So, H.Y.
- 52-61 On the uniform consistency of the Bernstein density estimator
by Lu, Lu
- 62-70 Functional regression with repeated eigenvalues
by Reimherr, Matthew
- 71-78 Hypo-exponential distributions and compound Poisson processes with alternating parameters
by Ratanov, Nikita
- 79-83 Prediction consistency of forward iterated regression and selection technique
by Luo, Shikai & Ghosal, Subhashis
- 84-92 Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
by Soubeyrand, Samuel & Haon-Lasportes, Emilie
- 93-100 Discrete time shock models involving runs
by Eryilmaz, Serkan
- 101-110 Copula-graphic estimators for the marginal survival function with censoring indicators missing at random
by Liu, Yi & Wang, Qihua
- 111-114 On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations
by Tumlinson, Samuel E.
- 115-121 Inconsistent hybrid bootstrap confidence regions
by Keener, Robert W. & Sun, Hokeun
- 122-130 Asymptotic properties of Euclidean shortest-path trees in random geometric graphs
by Hirsch, Christian & Neuhäuser, David & Gloaguen, Catherine & Schmidt, Volker
- 131-135 Translation, contraction and dilation of dual generalized order statistics
by Shah, Imtiyaz A. & Khan, A.H. & Barakat, H.M.
- 136-141 de La Vallée Poussin’s theorem, uniform integrability, tightness and moments
by Chandra, Tapas Kumar
- 142-144 The failure rate of a convolution dominates the failure rate of any IFR component
by Block, Henry W. & Savits, Thomas H.
- 145-149 On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions
by Wesołowski, Jacek
- 150-156 A note on the Chover-type law of the iterated logarithm for the weighted partial sums of α-mixing sequences
by Cai, Guang-hui & Pan, Xue-yan
- 157-163 Limiting behaviour of constrained sums of two variables and the principle of a single big jump
by Lehtomaa, Jaakko
- 164-169 Characterizations of the exponential distribution by the concept of residual life at random time
by Kayid, M. & Izadkhah, S.
- 170-177 On integration by parts formula and characterization of fractional Ornstein–Uhlenbeck process
by Sun, Xiaoxia & Guo, Feng
- 178-182 Balancing scores for simultaneous comparisons of multiple treatments
by Yatracos, Yannis G.
- 183-190 The Gerber–Shiu discounted penalty function in the classical risk model with impulsive dividend policy
by Liu, Xiangdong & Xiong, Jie & Zhang, Shuaiqi
- 191-198 Central limit theorem under uncertain linear transformations
by Rokhlin, Dmitry B.
- 199-203 When are two Markov chains similar?
by Fralix, Brian
- 204-209 A new multiple imputation method for bounded missing values
by Kwon, Tae Yeon & Park, Yousung
- 210-214 Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
by Kolesko, Konrad & Latała, Rafał
- 215-220 Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs
by Smaga, Łukasz
- 221-227 CARMA processes as solutions of integral equations
by Brockwell, Peter J. & Lindner, Alexander
- 228-235 Empirical likelihood confidence band for the difference of survival functions under proportional hazards model
by Zhou, Mai & Zhu, Shihong
- 236-245 On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces
by Hien, N.T.T. & Thanh, L.V.
- 246-252 Analytical approximation for distorted expectations
by Sun, Xianming & Gan, Siqing & Vanmaele, Michèle
- 253-263 Suprema of canonical Weibull processes
by Bogucki, Robert
- 264-271 On the almost sure invariance principle for dependent Bernoulli random variables
by Zhang, Yang & Zhang, Li-Xin
- 272-279 Theoretical investigation of an exploratory approach for log-density in scale-space
by Huh, Jib & Park, Cheolwoo
- 280-285 Quantizations of probability measures and preservation of the convex order
by Baker, David M.
- 286-295 Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data
by Sakhanenko, Lyudmila
- 296-303 An improved and efficient estimation method for varying-coefficient model with missing covariates
by Sun, Jing & Sun, Qihang
- 304-312 Empirical likelihood inference for the odds ratio of two survival functions under right censoring
by Zhao, Meng & Zhao, Yichuan & McKeague, Ian W.
- 313-323 Model selection in high-dimensional quantile regression with seamless L0 penalty
by Ciuperca, Gabriela
- 324-332 Detection of influential measurement for ordinary differential equation with application to HIV dynamics
by Zhou, Jie
- 333-340 On the supremum of the spectrally negative stable process with drift
by Coqueret, Guillaume
- 341-347 Transient analysis of a stationary Lévy-driven queue
by Ivanovs, Jevgenijs & Mandjes, Michel
- 348-355 Construction of alternative hypotheses for randomization tests with ordinal outcomes
by Lu, Jiannan & Ding, Peng & Dasgupta, Tirthankar
- 356-361 Asymptotic results for the number of Wagner’s solutions to a generalised birthday problem
by Lindo, Alexey & Sagitov, Serik
- 362-368 On the use of blocked 2-level main effects plans having blocks of different sizes
by Jacroux, Mike & Kealy-Dichone, Bonni
- 369-377 Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression
by Geenens, Gery
- 378-384 On the asymptotic normality of the extreme value index for right-truncated data
by Benchaira, Souad & Meraghni, Djamel & Necir, Abdelhakim
2015, Volume 106, Issue C
- 1-4 A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems
by Li, Jinglai
- 5-12 Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor
by Pourahmadi, Mohsen & Wang, Xiao
- 13-18 A note on order statistics in the mixed Erlang case
by Landriault, David & Moutanabbir, Khouzeima & Willmot, Gordon E.
- 19-29 First-order r−d class estimator in binary logistic regression model
by Özkale, M. Revan & Arıcan, Engin
- 30-38 A note on warm standby system
by Hazra, Nil Kamal & Nanda, Asok K.
- 39-45 Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions
by Li, Juan & Song, Weixing & Shi, Jianhong
- 46-51 Generalized entropy measure in record values and its applications
by Kumar, Vikas
- 52-57 Random circumscribing polygons and approximations of π
by Xu, Wen-Qing
- 58-64 Construction of main-effect plans orthogonal through the block factor
by Chen, Xue-Ping & Lin, Jin-Guan & Yang, Jian-Feng & Wang, Hong-Xia
- 65-72 Moments of q-Normal and conditional q-Normal distributions
by Szabłowski, Paweł J.
- 73-81 Mean-field backward stochastic differential equations with subdifferential operator and its applications
by Lu, Wen & Ren, Yong & Hu, Lanying
- 82-85 A note on testing complete independence for high dimensional data
by Mao, Guangyu
- 86-90 A stochastic comparison result about hazard rate ordering of two parallel systems comprising of geometric components
by Wang, Jiantian
- 91-99 The inverse probability weighted estimators for distribution functions of the bivariate recurrent events
by Shen, Pao-sheng
- 100-102 Nonparametric identification for respondent-driven sampling
by Aronow, Peter M. & Crawford, Forrest W.
- 103-108 On the identifiability of finite mixture of Skew-Normal and Skew-t distributions
by Otiniano, C.E.G. & Rathie, P.N. & Ozelim, L.C.S.M.
- 109-112 On distribution of the leadership time in counting votes and predicting winners
by Stępniak, Czesław
- 113-120 Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
by Hao, Chengcheng & Liang, Yuli & Roy, Anuradha
- 121-128 Rates of mean square convergence of density and failure rate estimators under twice censoring
by Boukeloua, Mohamed
- 129-133 A moment maximal inequality for dependent random variables
by Szewczak, Zbigniew S.
- 134-141 Optimal reinsurance with both proportional and fixed costs
by Li, Peng & Zhou, Ming & Yin, Chuancun
- 142-146 A note on G-normal distributions
by Song, Yongsheng
- 149-156 On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion
by Fotopoulos, Stergios & Jandhyala, Venkata & Wang, Jun
- 157-164 Stability of expected L-statistics against weak dependence of observations
by Okolewski, A. & Kaluszka, M.
- 165-172 Logarithmic Sobolev inequalities for fractional diffusion
by Fan, XiLiang
- 173-175 An elementary proof of the covariance inequality for Choquet integral
by Agahi, Hamzeh
- 176-183 A note on functional derivatives on continuous paths
by Ji, Shaolin & Yang, Shuzhen
- 184-190 Using sliced inverse mean difference for sufficient dimension reduction
by Artemiou, Andreas & Tian, Lipu
- 191-198 Berry–Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes
by Moon, Hee-Jin & Choi, Yong-Kab
- 199-208 Second-order asymptotics for convolution of distributions with light tails
by Peng, Zuoxiang & Liao, Xin
- 209-217 Packing dimensions of the images of Gaussian random fields
by Du, Yali & Miao, Junjie & Wu, Dongsheng & Xiao, Yimin
- 218-227 Occupation times of refracted double exponential jump diffusion processes
by Zhou, Jiang & Wu, Lan
- 228-238 The Fourier dimension of Brownian limsup fractals
by Potgieter, Paul
- 239-246 Some superconcentration inequalities for extrema of stationary Gaussian processes
by Tanguy, Kevin
- 247-255 Estimation of a jump point in random design regression
by Kohler, Michael & Krzyżak, Adam
- 256-261 On the capacity of an associative memory model based on neural cliques
by Heusel, Judith & Löwe, Matthias & Vermet, Franck
- 262-271 On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
by Taufer, Emanuele
- 272-280 Relative ageing of (n−k+1)-out-of-n systems
by Misra, Neeraj & Francis, Jisha
- 281-286 Characteristic function of the positive part of a random variable and related results, with applications
by Pinelis, Iosif
- 287-294 Cumulative residual Kullback–Leibler information with the progressively Type-II censored data
by Park, Sangun & Pakyari, Reza
- 295-300 A proportional score test over the nuisance parameter space: Properties and applications
by Thas, Olivier & Yuan, Ao & Ng, Hon Keung Tony & Zheng, Gang
2015, Volume 105, Issue C
- 1-5 Variance estimation in ranked set sampling using a concomitant variable
by Zamanzade, Ehsan & Vock, Michael
- 6-13 A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
by Bulla, Ingo & Chesneau, Christophe & Navarro, Fabien & Mark, Tanya
- 14-19 On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound
by Shiu, Shang-Ying & Chen, Ting-Li
- 20-28 Conditional tail expectation of randomly weighted sums with heavy-tailed distributions
by Yang, Yang & Ignatavičiūtė, Eglė & Šiaulys, Jonas
- 29-36 A note on high-dimensional two-sample test
by Feng, Long & Sun, Fasheng
- 37-46 Bounds of the remainder in a combinatorial central limit theorem
by Frolov, Andrei N.
- 47-56 Asymptotics for a class of dependent random variables
by Zhang, Li-Xin & Zhang, Yang
- 57-64 On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
by Wang, HaiYing & Flournoy, Nancy
- 65-73 On a weighted bootstrap approximation of the Lp norms of kernel density estimators
by Liu, Bo & Mojirsheibani, Majid
- 74-79 Using proportional odds models for semiparametric ROC surface estimation
by Wan, Shuwen & Zhang, Biao
- 80-87 New independent component analysis tools for time series
by Matilainen, Markus & Nordhausen, Klaus & Oja, Hannu
- 88-95 An interesting property of the arcsine distribution and its applications
by Jiang, Jia-Jian & He, Ping & Fang, Kai-Tai
- 96-105 Two-step semiparametric estimation of the Type-3 Tobit model
by Zhou, Xianbo & Pan, Zhewen
- 106-113 Influence diagnostic in ridge semiparametric models
by Emami, Hadi
- 114-119 A sharp maximal inequality for one-dimensional Dunkl martingales
by Osȩkowski, Adam
- 120-129 Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment
by Kromer, E. & Overbeck, L. & Röder, J.A.L.
- 130-135 Exact confidence intervals in the presence of interference
by Rigdon, Joseph & Hudgens, Michael G.
- 136-142 Combining inferences on the common mean of several inverse Gaussian distributions based on confidence distribution
by Liu, Xuhua & Li, Na & Hu, Yuqin
- 143-148 Large deviations for a Poisson random indexed branching process
by Gao, Zhenlong & Wang, Weigang
- 149-156 Threshold effect test in censored quantile regression
by Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi
- 157-162 Testing order constraints: Qualitative differences between Bayes factors and normalized maximum likelihood
by Heck, Daniel W. & Wagenmakers, Eric-Jan & Morey, Richard D.
- 163-167 A note on the Davis–Gut law
by Liu, Xiangdong & Guo, Hui
- 168-175 Likelihood-based inference for singly and multiply imputed synthetic data under a normal model
by Klein, Martin & Sinha, Bimal
- 176-180 Sums of totally positive functions of order 2 and applications
by Laradji, A.
- 181-188 Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
by Kim, Yoon Tae & Park, Hyun Suk
- 189-194 Tests of fit for Inverse Gaussian distributions
by Villaseñor, José A. & González-Estrada, Elizabeth
- 195-202 Weighted sums of strongly mixing random variables with an application to nonparametric regression
by Thanh, Le Van & Yin, G.
- 203-208 On descents after maximal values in samples of discrete random variables
by Yakubovich, Yu.
- 209-220 On asymptotic behavior of U-statistics for associated random variables
by Garg, Mansi & Dewan, Isha
2015, Volume 104, Issue C
- 1-6 The Davis–Gut law for moving average processes
by Liu, Xiangdong & Qian, Hangyong & Cao, Linqiu
- 7-13 Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring
by Nishimura, Kazuya & Matsuura, Shun & Suzuki, Hideo
- 14-21 Robust parameter change test for Poisson autoregressive models
by Kang, Jiwon & Song, Junmo
- 22-25 A simple proof for the convexity of the Choquet integral
by Alfonsi, Aurélien
- 26-35 Model verification for Lévy-driven Ornstein–Uhlenbeck processes with estimated parameters
by Abdelrazeq, Ibrahim
- 36-48 Large deviations for a class of counting processes and some statistical applications
by Macci, Claudio & Pacchiarotti, Barbara
- 49-57 The strong representation for the nonparametric estimator of length-biased and right-censored data
by Shi, Jianhua & Chen, Xiaoping & Zhou, Yong
- 58-67 Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
by Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S.
- 68-74 Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case
by Omey, Edward & Van Gulck, Stefan
- 75-81 The Kumaraswamy skew-normal distribution
by Mameli, Valentina
- 82-86 Sharp L1(ℓq) estimate for a sequence and its predictable projection
by Osȩkowski, Adam
- 87-93 A dynamic view to moment matching of truncated distributions
by Liquet, Benoit & Nazarathy, Yoni
- 94-101 A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
by Kreher, Dörte & Nikeghbali, Ashkan
- 102-108 A generalization of the Petrov strong law of large numbers
by Korchevsky, Valery
- 109-116 Pivotal inference for the scaled half logistic distribution based on progressively Type-II censored samples
by Seo, Jung-In & Kang, Suk-Bok
- 117-122 Bounds on the expected value of maximum loss of fractional Brownian motion
by Vardar-Acar, Ceren & Bulut, Hatice
- 123-132 Mixture discrepancy on symmetric balanced designs
by Elsawah, A.M. & Qin, Hong
- 133-140 Berry–Esseen bounds for the percentile residual life function estimators
by Zhao, Mu & Jiang, Hongmei
- 141-145 Spherically symmetric multivariate beta family kernels
by Duong, Tarn
- 146-152 An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data
by Tang, Yongqiang
- 153-162 A moment-based test for individual effects in the error component model with incomplete panels
by Wu, Jianhong & Qin, Jinxu & Ding, Qing
- 163-168 Cross-classified sampling: Some estimation theory
by Skinner, C.J.
- 169-180 Statistical Skorohod embedding problem: Optimality and asymptotic normality
by Belomestny, Denis & Schoenmakers, John
2015, Volume 103, Issue C
- 1-5 Large and moderate deviations for a class of renewal random indexed branching process
by Gao, Zhenlong & Zhang, Yanhua
- 6-7 A probabilistic proof of the Hardy inequality
by Walker, Stephen G.
- 8-16 An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
by Goegebeur, Yuri & Guillou, Armelle & Osmann, Michael
- 17-23 On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model
by Kang, Shuaimin & Wang, Min & Lu, Tao
- 24-29 On the upper bound in Varadhan’s Lemma
by Jansen, H.M. & Mandjes, M.R.H. & De Turck, K. & Wittevrongel, S.
- 30-36 Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
by Zeifman, A.I. & Korolev, V. Yu.
- 37-45 Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
by Xia, Tian & Jiang, Xuejun & Wang, Xueren
- 46-56 Weak convergence of equity derivatives pricing with default risk
by Qiao, Gaoxiu & Yao, Qiang
- 57-61 Reducing sample size in negative binomial UMPU test
by Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman
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