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Content
2024, Volume 208, Issue C
- 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
- S0167715223001840 Test for diagonal symmetry in high dimension
by Sang, Yongli
- S0167715223001852 Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
by Zhou, Guangshuo & Du, Fengjiao & Fan, Shengjun
- S0167715223001864 Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model
by Su, Wen & Yong, Yaodi
- S0167715223001943 One-dimensional McKean–Vlasov stochastic Volterra equations with Hölder diffusion coefficients
by Jie, Lijuan & Luo, Liangqing & Zhang, Hua
- S0167715223001980 A Bayesian tour of binomial inference
by Hughes, John
- S016771522300175X Sharp moderate and large deviations for sample quantiles
by Fan, Xiequan
2024, Volume 204, Issue C
- S0167715223001529 Bayesian size-and-shape regression modelling
by Di Noia, Antonio & Mastrantonio, Gianluca & Jona Lasinio, Giovanna
- S0167715223001530 A new approach for ultrahigh-dimensional covariance matrix estimation
by Liang, Wanfeng & Ma, Xiaoyan
- S0167715223001542 Quantifying the uncertainty of partitions for infinite mixture models
by Lavigne, Aurore & Liverani, Silvia
- S0167715223001554 Matérn cluster process with holes at the cluster centers
by Azimi-Abarghouyi, Seyed Mohammad & Dhillon, Harpreet S.
- S0167715223001566 A relative-rank measure for the rank transformation
by Hussain, Abid & Drekic, Steve & Cheema, Salman A.
- S0167715223001578 Causal effect estimation with censored outcome and covariate selection
by Li, Li & Shi, Pengfei & Fan, Qingliang & Zhong, Wei
- S0167715223001645 Azuma-Hoeffding bounds for a class of urn models
by Dasgupta, Amites
- S0167715223001657 A stochastic optimal stopping model for storable commodity prices
by Karimi, Nader & Salavati, Erfan & Assa, Hirbod & Adibi, Hojatollah
- S0167715223001669 A bidirectional hitting probability for the symmetric Hunt processes
by Nishimori, Yasuhito
- S0167715223001682 On independence of time and cause
by Kella, Offer
- S0167715223001694 Talagrand’s transportation inequality for SPDEs with locally monotone drifts
by Li, Ruinan & Wang, Xinyu
- S0167715223001712 A note on marginal coordinate test in sufficient dimension reduction
by Dong, Yuexiao & Li, Zeda
- S0167715223001724 On a central limit theorem in renewal theory
by Janson, Svante
2023, Volume 203, Issue C
- S0167715223001360 Uniqueness of first passage time distributions via Fredholm integral equations
by Christensen, Sören & Fischer, Simon & Hallmann, Oskar
- S0167715223001384 Properties of marginal sequential Monte Carlo methods
by Crucinio, Francesca R. & Johansen, Adam M.
- S0167715223001396 On the issue of convergence of certain divergence measures related to finding most nearly compatible probability distribution under the discrete set-up
by Ghosh, Indranil
- S0167715223001402 Convergence rate for the number of crossings in a random labelled tree
by Arenas-Velilla, Santiago & Arizmendi, Octavio
- S0167715223001414 Huber estimation for the network autoregressive model
by Xiao, Xuan & Xu, Xingbai & Zhong, Wei
- S0167715223001426 On k-out-of-n systems with homogeneous components and one independent cold standby redundancy
by Li, Chen & Li, Xiaohu
- S0167715223001438 Characterizations of stochastic ordering for non-negative random variables
by Yao, Jia & Lou, Bendong & Pan, Xiaoqing
- S0167715223001451 Doob’s consistency of a non-Bayesian updating process
by Kawakami, Hajime
- S016771522300144X On the use of robust estimators of multivariate location for heterogeneous data
by Pérez-Fernández, Raúl
2023, Volume 202, Issue C
- S0167715223001256 Conjugate priors and bias reduction for logistic regression models
by Rigon, Tommaso & Aliverti, Emanuele
- S0167715223001268 Optimal fractions of three-level factorials under a baseline parameterization
by Yan, Zhaohui & Zhao, Shengli
- S0167715223001281 Matrix-variate data analysis by two-way factor model with replicated observations
by Li, Yan & Gao, Zhigen & Huang, Wei & Guo, Jianhua
- S0167715223001293 An algorithm for a pseudo RMLE under simple tree multivariate order restriction
by Asfha, Huruy & Hu, Xiaomi
- S0167715223001372 The calculation of alias pattern in three-level regular designs
by Chen, Baixi & Li, Zhiming & Li, Zhi & Peng, Can
- S016771522300127X Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
by Di Noia, Antonio & Marcheselli, Marzia & Pisani, Caterina & Pratelli, Luca
2023, Volume 201, Issue C
- S0167715223000536 Lp-functionals for change point detection in random coefficient autoregressive models
by Horváth, Lajos & Trapani, Lorenzo
- S0167715223000913 Local limit theorems for collective risk models
by Kongjiw, Hattacha & Rattanawong, Petcharat & Neammanee, Kritsana
- S0167715223001037 Improving the age composition of dynamic populations of manufactured items
by Finkelstein, Maxim & Cha, Ji Hwan
- S0167715223001049 On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data
by Yu, Huazhen & Zhang, Lixin
- S0167715223001050 A Galton–Watson process with a threshold at 1 and an immigration at 0
by Lu, Dawei & Lv, Huangding
- S0167715223001062 Improving Hoeffding’s inequality using higher moments information
by Light, Bar
- S0167715223001086 On the moments of the variance-gamma distribution
by Gaunt, Robert E.
- S0167715223001098 Nonsymmetric examples for Gaussian correlation inequalities
by Huang, Chien-Hao
- S0167715223001104 Uniform convergence results for the local linear regression estimation of the conditional distribution
by Xie, Haitian
- S0167715223001116 Stochastic heat equation with Ornstein–Uhlenbeck operator
by Li, Xiang
- S0167715223001128 Averaging principle for the wave equation driven by a stochastic measure
by Radchenko, Vadym
- S0167715223001232 Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework
by Aisbett, Janet
- S0167715223001244 Ultra log-concavity of discrete order statistics
by Badiella, Llorenç & del Castillo, Joan & Puig, Pedro
- S016771522300113X On infinitely divisible distributions related to the Riemann hypothesis
by Nakamura, Takashi & Suzuki, Masatoshi
2023, Volume 200, Issue C
- S0167715223000901 The Wishart distribution with two different degrees of freedom
by Ogasawara, Haruhiko
- S0167715223000925 Choice of degree of Bernstein polynomial model
by Wang, Tao & Guan, Zhong
- S0167715223000937 Convergence of series of conditional expectations
by Peligrad, M. & Peligrad, C.
- S0167715223000949 Hoeffding’s inequality for non-irreducible Markov models
by Sandrić, Nikola & Šebek, Stjepan
- S0167715223000950 A study on the Poisson, geometric and Pascal distributions motivated by Chvátal’s conjecture
by Li, Fu-Bo & Xu, Kun & Hu, Ze-Chun
- S0167715223001025 Comparing weak and strong convergence of density functions
by Walker, Stephen G.
2023, Volume 199, Issue C
- S0167715223000718 A phase transition for the probability of being a maximum among random vectors with general iid coordinates
by Jacobovic, Royi & Zuk, Or
- S0167715223000731 Recurrence property for Galton–Watson processes in which individuals have variable lifetimes
by Tan, Jiangrui & Li, Junping
- S0167715223000743 On the optional and orthogonal decompositions of supermartingales and applications
by Berkaoui, Abdelkarem
- S0167715223000755 Parameter estimation for integrated Ornstein–Uhlenbeck processes with small Lévy noises
by Shu, Huisheng & Jiang, Ziwei & Zhang, Xuekang
- S0167715223000767 Pseudoprocesses related to higher-order equations of vibrations of rods
by Marchione, Manfred Marvin & Orsingher, Enzo
- S0167715223000779 Coskewness under dependence uncertainty
by Bernard, Carole & Chen, Jinghui & Rüschendorf, Ludger & Vanduffel, Steven
- S0167715223000780 Estimating heterogeneous treatment effects versus building individualized treatment rules: Connection and disconnection
by Chen, Zhongyuan & Xie, Jun
- S0167715223000792 Probability bounds for reflecting diffusion processes
by Qian, Zhongmin & Xu, Xingcheng
- S0167715223000809 Asymptotic expansions in the local limit theorem for a branching Wiener process
by Deng, Guantie & Fan, Xiequan & Gao, Zhi-Qiang
- S0167715223000810 Ultimate boundedness of impulsive stochastic delay differential equations with delayed impulses
by Liu, Zhiguang & Zhu, Quanxin
- S0167715223000822 Kendall’s tau estimator for bivariate zero-inflated count data
by Perrone, Elisa & van den Heuvel, Edwin R. & Zhan, Zhuozhao
- S0167715223000834 A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions
by Han, Yuecai & Yin, Zhe
2023, Volume 198, Issue C
- S0167715223000597 Exact anytime-valid confidence intervals for contingency tables and beyond
by Turner, Rosanne J. & Grünwald, Peter D.
- S0167715223000603 Proximal causal inference without uniqueness assumptions
by Zhang, Jeffrey & Li, Wei & Miao, Wang & Tchetgen Tchetgen, Eric
- S0167715223000627 Fluctuations of the diagonal entries of a large sample precision matrix
by Dörnemann, Nina & Dette, Holger
- S0167715223000639 On the tightness of the Laplace approximation for statistical inference
by Bilodeau, Blair & Tang, Yanbo & Stringer, Alex
- S016771522300072X A deviation inequality for increment of a G-Brownian motion under G-expectation and applications
by Xu, Jie
2023, Volume 197, Issue C
- S0167715223000263 Rates of convergence in the free central limit theorem
by Maejima, Makoto & Sakuma, Noriyoshi
- S0167715223000275 Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime
by Li, Yanpeng & Tian, Boping
- S0167715223000287 Berry-Essén theorem for random determinants
by Diez, Charles-Philippe & Tudor, Ciprian A.
- S0167715223000299 Local polynomial estimation of nonparametric general estimating equations
by Bravo, Francesco
- S0167715223000305 Multivariate exponential power Lévy processes and random fields
by Ma, Chunsheng
- S0167715223000329 On expected waiting time until given words appear in random sequence
by Maeda, Takashi & Unten, Yuya
- S0167715223000330 Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
by Gao, Qingwu & Lin, Jia’nan & Liu, Xijun
- S0167715223000342 The stochastic nonlinear Schrödinger equations driven by pure jump noise
by Wang, Jian & Zhai, Jianliang & Zhu, Jiahui
- S0167715223000354 The eigenvector LSD of information plus noise matrices and its application to linear regression model
by Li, Yuling & Zhou, Huanchao & Hu, Jiang
- S0167715223000366 Optimal guessing under nonextensive framework and associated moment bounds
by Ghosh, Abhik
- S0167715223000378 Exact uniform modulus of continuity for q-isotropic Gaussian random fields
by Hinojosa-Calleja, Adrián
- S0167715223000391 Compound Poisson processes: Potentials, Green measures and random times
by Kondratiev, Yuri & da Silva, José L.
- S0167715223000408 Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
by Merkle, Ana
- S0167715223000421 Baum–Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations
by Feng, Fengxiang
- S0167715223000433 Controlling the false discovery rate via competition: Is the +1 needed?
by Rajchert, Andrew & Keich, Uri
- S0167715223000445 Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions
by Edelmann, Dominic & Richards, Donald & Royen, Thomas
- S0167715223000457 On a cover time problem on a dynamic graph with steps at random times
by Demirci, Yunus Emre & Işlak, Ümi̇t & Yıldız, Mehmet Akif
- S0167715223000469 On the compression phenomenon of typical discrepancies
by Jia, Kai & Qiu, Renjun & Wang, Zhengming & Duan, Xiaojun
- S0167715223000548 Generalized weak laws of large numbers in Hilbert spaces
by Chang, Mengmeng & Miao, Yu
- S0167715223000615 Multivariate Poisson model adjusting for unidirectional covariate misrepresentation
by Zhang, Pengcheng & Wu, Xueyuan
- S016771522300038X Which Urbanik class Lk, do the hyperbolic and the generalized logistic characteristic functions belong to?
by Jurek, Zbigniew J.
- S016771522300041X Limit Theorems for an extended inverse Hawkes process with general exciting functions
by Selvamuthu, Dharmaraja & Pandey, Shamiksha & Tardelli, Paola
2023, Volume 196, Issue C
- S0167715222002607 Endogenous treatment effect for any response conditional on control propensity score
by Choi, Jin-young & Lee, Goeun & Lee, Myoung-jae
- S0167715223000159 Adaptive signal recovery with Subbotin noise
by Miller, Joshua C. & Stepanova, Natalia A.
- S0167715223000238 Tempered space fractional negative binomial process
by Maheshwari, Aditya
- S0167715223000251 Uniformly most powerful unbiased tests for the dispersion parameter of the Conway–Maxwell–Poisson distribution
by Bedbur, S. & Kamps, U.
- S0167715223000317 On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise
by Zhang, Bin & Yao, Zhigang & Liu, Junfeng
- S016771522300024X Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin
by Iuliano, Antonella & Macci, Claudio
2023, Volume 195, Issue C
- S0167715222002747 Two-step estimation in linear regressions with adaptive learning
by Mayer, Alexander
- S0167715222002759 Adaptive and efficient estimation in the Gaussian sequence model
by Peng, Jingfu
- S0167715222002760 Exponential inequalities for the number of subgraphs in the Erdös–Rényi random graph
by Bystrov, Alexander A. & Volodko, Nadezhda V.
- S0167715222002772 Laplace’s method and BIC model selection for least absolute value criterion
by Bardet, Jean-Marc
- S0167715222002784 Speed function for biased random walks with traps
by Betz, Volker & Meiners, Matthias & Tomic, Ivana
- S0167715222002796 Stationary distributions for stochastic differential equations with memory driven by α-stable processes
by Wang, Wei & Wang, Xiulian
- S0167715222002802 Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields
by Tempelman, Arkady
- S0167715222002814 Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations
by Huong, P.T. & The, N.T.
- S0167715222002826 A note on an SLLN of Dvoretzky–Erdös Type
by Xie, Jiansheng & Zhou, Ruisong
- S0167715223000019 Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process
by Ma, Li & Li, Yujing & Zhu, Quanxin
- S0167715223000020 Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching
by Sen, Ankita & Selvaraju, N.
- S0167715223000032 On the time to identify the nodes in a random graph
by Stewart, Jonathan R.
- S0167715223000044 Moderate deviations of hitting times of a family of density-dependent Markov chains
by He, Yuheng & Xue, Xiaofeng
- S0167715223000056 Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise
by Ahmed, Hamdy M. & Zhu, Quanxin
- S0167715223000068 Asymptotic behavior for supercritical branching processes
by Wang, Juan & Wang, Xueke & Li, Junping
- S0167715223000081 Skew-product decomposition of Brownian motion on an ellipsoid
by Valentić, Ivana
- S0167715223000093 A record-values property of a renewal process with random inspection time
by Kamps, Udo & Rauwolf, Diana
- S0167715223000111 On inverse-Gamma distribution delayed by Poisson process
by Bareche, Aîcha & Bibi, Abdelouahab
- S0167715223000123 W2 barycenters for radially related distributions
by Ghaffari, N. & Walker, S.G.
- S0167715223000135 On the averaging principle for stochastic differential equations driven by G-Lévy process
by Yuan, Mingxia & Wang, Bingjun & Yang, Zhiyan
- S0167715223000147 Reweighted madogram-type estimator of Pickands dependence function
by Zou, Nan
- S016771522300007X Some new inequalities for beta distributions
by Henzi, Alexander & Dümbgen, Lutz
- S016771522300010X Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains
by Colwell, David B.
2023, Volume 194, Issue C
Printed from https://ideas.repec.org/s/eee/stapro2.html
