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Content
April 2008, Volume 78, Issue 6
- 622-628 Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis
by Sen, Amit
- 629-636 Testing parametric models in the presence of instrumental variables
by Holzmann, Hajo
- 637-642 Characterizations of multiparameter Cox and Poisson processes by the renewal property
by Merzbach, Ely & Shaki, Yair Y.
- 643-653 Asymptotic comparison of the mixed moment and classical extreme value index estimators
by Gomes, M. Ivette & Neves, Cláudia
- 654-660 Infinite divisibility of skew Gaussian and Laplace laws
by Kozubowski, Tomasz J. & Nolan, John P.
- 661-668 A spatial rank test and corresponding estimators for several samples
by Nevalainen, Jaakko & Möttönen, Jyrki & Oja, Hannu
- 669-674 On bounded Gaussian processes
by Le, H.
- 675-681 On the maxiset comparison between hard and block thresholding methods
by Chesneau, Christophe
- 682-686 A continuous non-Brownian motion martingale with Brownian motion marginal distributions
by Albin, J.M.P.
- 687-697 Moment inequalities for spatial processes
by Gao, Jiti & Lu, Zudi & Tjøstheim, Dag
- 698-706 Unbounded mappings and weak convergence of measures
by Zapala, August Michal
- 707-715 Ruin probabilities for discrete time risk models with stochastic rates of interest
by Wei, Xiao & Hu, Yijun
- 716-719 A note on the weak convergence of probability measures in the D[0,1] space
by Pakshirajan, R.P.
- 720-727 Statistical properties of exact confidence intervals from discrete data using studentized test statistics
by Kabaila, Paul
- 728-735 A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models
by Chan, Wai-Sum & Chan, Yin-Ting
- 736-738 Convergence in distribution of random compact sets in Polish spaces
by Elalaoui-Talibi, Hussain & Peterson, Lisa D.
- 739-742 A note on the identifiability of the conditional expectation for the mixtures of neural networks
by Stockis, Jean-Pierre & Tadjuidje-Kamgaing, Joseph & Franke, Jürgen
- 743-748 The size performance of a nonparametric unit root test under a variance shift
by Maki, Daiki
- 749-758 The general principle for precise large deviations of heavy-tailed random sums
by Lin, Jianxi
- 759-765 Runs in continuous-valued sequences
by Eryilmaz, Serkan & Fu, James C.
- 766-770 How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times?
by Nikeghbali, Ashkan
- 771-779 Probabilistic approach in weighted Markov branching processes
by Chen, Anyue & Li, Junping & Ramesh, N.I.
- 780-784 Some results on subordination, selfdecomposability and operator semi-stability
by Suk Choi, Gyeong
- 785-793 Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
by Khaniyev, T. & Kesemen, T. & Aliyev, R. & Kokangul, A.
- 794-803 A general method to the strong law of large numbers and its applications
by Yang, Shanchao & Su, Chun & Yu, Keming
- 804-809 Central limit theorem of random quadratics forms involving random matrices
by Pan, Guangming & Miao, Baiqi & Jin, Baisuo
- 810-814 Markovian extensions of a stochastic process
by Petrovic, Ljiljana
- 815-823 Systems with weighted components
by Samaniego, Francisco J. & Shaked, Moshe
- 824-829 A note on distortions induced by truncation with applications to linear regression systems
by Marchetti, Giovanni M. & Stanghellini, Elena
- 830-838 Uniform convergence of autocovariances
by Kavalieris, Laimonis
April 2008, Volume 78, Issue 5
- 463-470 Order statistics and renormalization
by Pakes, Anthony G.
- 471-480 Finding a needle in a haystack: Conditions for reliable detection in the presence of clutter
by Jedynak, Bruno & Karakos, Damianos
- 481-487 A note on the CIR process and the existence of equivalent martingale measures
by Guo, Zhi Jun
- 488-489 A note on confidence intervals for the power of t-test
by Gilliland, Dennis & Li, Mingfei
- 490-498 Exponential stability of non-autonomous stochastic partial differential equations with finite memory
by Wan, Li & Duan, Jinqiao
- 499-507 Some improvements on a boundary corrected kernel density estimator
by Karunamuni, R.J. & Zhang, S.
- 508-517 A note on constrained estimation in the simple linear measurement error model
by Davidov, Ori & Griskin, Vladimir
- 518-527 Schur- and E-optimal two-level factorial designs
by Butler, Neil A.
- 528-536 A generalized existence theorem of reflected BSDEs with double obstacles
by Zheng, Shiqiu & Zhou, Shengwu
- 537-547 How rich is the class of processes which are infinitely divisible with respect to time?
by Es-sebaiy, Khalifa & Ouknine, Youssef
- 548-556 Empirical likelihood for the two-sample mean problem
by Liu, Yukun & Zou, Changliang & Zhang, Runchu
- 557-563 The mean resultant length of the spherically projected normal distribution
by Presnell, Brett & Rumcheva, Pavlina
- 564-575 The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models
by Giuliano-Antonini, R. & Weber, M.
March 2008, Volume 78, Issue 4
- 327-335 On estimation of the exponent of regular variation using a sample with missing observations
by Mladenovic, Pavle & Piterbarg, Vladimir
- 336-346 Asymptotic distributions of non-degenerate U-statistics on trimmed samples
by Borovskikh, Yuri V. & Weber, N.C.
- 347-357 The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
by Dudzinski, Marcin
- 358-366 On approximations for two classes of Poisson mixtures
by Vinogradov, Vladimir
- 367-375 An almost sure central limit theorem for products of sums under association
by Li, Yun-Xia & Wang, Jian-Feng
- 376-383 Generalized multivariate rank type test statistics via spatial U-quantiles
by Zhou, Weihua & Serfling, Robert
- 384-389 An approximate method for nonlinear mixed-effects models with nonignorably missing covariates
by Wu, Lang
- 390-395 The Borel-Cantelli lemma under dependence conditions
by Chandra, Tapas Kumar
- 396-401 Empirical saddlepoint approximations of the Studentized mean under stratified random sampling
by Hu, Zhishui & Ma, Chunsheng & Robinson, John
- 402-404 Generalized least squares transformation and estimation with autoregressive error
by Vougas, Dimitrios V.
- 405-411 The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models
by Wulff, Shaun S.
- 412-419 Convergence of Archimedean copulas
by Charpentier, Arthur & Segers, Johan
- 420-425 Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices
by Gamage, Jinadasa & Mathew, Thomas
- 426-434 FBSDE approach to utility portfolio selection in a market with random parameters
by Ferland, René & Watier, François
- 435-444 Equivalence of Volterra processes: Degenerate case
by Ouknine, Youssef & Erraoui, Mohamed
- 445-455 Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process
by Ledoux, James
- 456-462 On the statistical properties of a stationary process sampled by a stationary point process
by Charlot, F. & Rachdi, M.
February 2008, Volume 78, Issue 3
- 207-213 An explicit representation of the limit of the LRT for interval mapping of quantitative trait loci
by Zhang, Hong & Chen, Hanfeng & Li, Zhaohai
- 214-224 Independence after adaptive allocation
by Bélisle, Claude & Melfi, Vince
- 225-230 Limiting behavior of a generalized branching process with immigration
by Rahimov, I. & Al-Sabah, W.S.
- 231-237 A class of backward stochastic differential equations with discontinuous coefficients
by Jia, Guangyan
- 238-248 Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation
by Berrahou, Noureddine
- 249-253 The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix
by Steerneman, A.G.M. & van Perlo-ten Kleij, Frederieke
- 254-256 On construction of generalized neighbor design of use in serology
by Kedia, R.G. & Misra, B.L.
- 257-264 Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches
by Proietti, Tommaso
- 265-270 The law of the iterated logarithm for additive functionals of Markov chains
by Miao, Yu & Yang, Guangyu
- 271-281 On multivariate dispersion orderings based on the standard construction
by Belzunce, Félix & Ruiz, José M. & Suárez-Llorens, Alfonso
- 282-285 On the existence of moments of ladder heights
by Aleskeviciene, A.K.
- 286-295 On estimation of the shape parameter of the gamma distribution
by Zaigraev, A. & Podraza-Karakulska, A.
- 296-300 A note on the Vogelsang test for additive outliers
by Haldrup, Niels & Sansó, Andreu
- 301-310 Asymptotic properties of the ratio of order statistics
by Balakrishnan, N. & Stepanov, A.
- 311-319 Fréchet optimal bounds on the probability of a union with supplementary information
by Hoppe, Fred M. & Nediak, Mikhail
- 320-326 A note on the harmonic law: A two-parameter family of distributions for ratios
by Puig, Pedro
February 2008, Volume 78, Issue 2
- 97-108 A note on Spitzer identity for random walk
by Lachal, Aimé
- 109-117 MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
by Wang, Lichun & Veraverbeke, Noël
- 118-126 A second Marshall inequality in convex estimation
by Balabdaoui, Fadoua & Rufibach, Kaspar
- 127-134 Improved minimax estimation of the bivariate normal precision matrix under the squared loss
by Sun, Xiaoqian & Zhou, Xian
- 135-143 On the expectation of the maximum of IID geometric random variables
by Eisenberg, Bennett
- 144-149 Sharp bounds on the causal effects in randomized experiments with "truncation-by-death"
by Imai, Kosuke
- 150-157 Asymptotics of minimax stochastic programs
by Shapiro, Alexander
- 158-164 Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
by Castro, Glaysar & Girardin, Valerie
- 165-172 Improved estimation of an exponential scale ratio based on records
by Madi, Mohamed T.
- 173-178 A note on the Malliavin derivative operator under change of variable
by Ewald, Christian-Oliver
- 179-185 Asymptotic efficiency of conditional least squares estimators for ARCH models
by Amano, Tomoyuki & Taniguchi, Masanobu
- 186-189 Optimal constants in the Rosenthal inequality for random variables with zero odd moments
by Ibragimov, Marat & Ibragimov, Rustam
- 190-195 A note on endogenous control variables in causal studies
by Lechner, Michael
- 196-205 Explicit expressions for moments of order statistics
by Nadarajah, Saralees
January 2008, Volume 78, Issue 1
- 1-9 First-order observation-driven integer-valued autoregressive processes
by Zheng, Haitao & Basawa, Ishwar V.
- 10-14 The distribution of McKay's approximation for the coefficient of variation
by Forkman, Johannes & Verrill, Steve
- 15-20 Selecting the number of imputed datasets when using multiple imputation for missing data and disclosure limitation
by Reiter, Jerome P.
- 21-26 Some limits related to random iterations of a lamplighter group
by Gorostiza, Luis G. & Takane, Martha
- 27-35 On the exact distribution of the maximum of absolutely continuous dependent random variables
by Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 36-41 A simplified approach to inverting the autocovariance matrix of a general ARMA(p,q) process
by Lin, Tsung I. & Ho, Hsiu J.
- 42-49 On a uniform law of large numbers for random sets and subdifferentials of random functions
by Terán, Pedro
- 50-59 A goodness-of-fit test of the errors in nonlinear autoregressive time series models
by Cheng, Fuxia & Sun, Shuxia
- 60-66 Approximate solutions to anticipative stochastic differential equations
by Mishura, Yu. & Shevchenko, G.
- 67-74 Resistance dimensions of branching processes in varying environments trees
by Konsowa, Mokhtar H. & Oraby, Tamer F.
- 75-83 Large deviations for the time-integrated negative parts of some processes
by Macci, Claudio
- 84-89 Localized large sums of random variables
by Ford, Kevin & Tenenbaum, Gérald
- 90-95 Isoperimetric-type inequalities for iterated Brownian motion in
by Nane, Erkan
December 2007, Volume 77, Issue 18
- 1705-1711 A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models
by Cerquetti, Annalisa
- 1712-1721 The speed of a branching system of random walks in random environment
by Devulder, Alexis
- 1722-1729 A least-squares cross-validation bandwidth selection approach in pair correlation function estimations
by Guan, Yongtao
- 1730-1736 A note on the exponential inequality for associated random variables
by Sung, Soo Hak
- 1737-1743 A class of controlled bisexual branching processes with mating depending on the number of progenitor couples
by Molina, Manuel & del Puerto, Inés M. & Ramos, Alfonso
- 1744-1749 A result on the first-passage time of an Ornstein-Uhlenbeck process
by Ditlevsen, Susanne
- 1750-1755 Limit laws for multidimensional extremes
by Barme-Delcroix, Marie-Francoise & Gather, Ursula
- 1756-1762 A Holm-type procedure controlling the false discovery rate
by Ge, Yongchao & Sealfon, Stuart C. & Tseng, Chi-Hong & Speed, Terence P.
November 2007, Volume 77, Issue 17
- 1647-1651 Central Limit Theorem by moments
by Blacher, René
- 1652-1661 Interval estimation for the normal correlation coefficient
by Sun, Y. & Wong, A.C.M.
- 1662-1665 A connection between self-normalized products and stable laws
by Melnykov, Igor & Chen, John T.
- 1666-1675 Two-stage efficient estimation of longitudinal nonparametric additive models
by You, Jinhong & Zhou, Haibo
- 1676-1682 Forward-backward SDEs and the CIR model
by Hyndman, Cody Blaine
- 1683-1689 A game version of the Cowan-Zabczyk-Bruss' problem
by Szajowski, Krzysztof
- 1690-1695 Probabilities of majority and minority violation in proportional representation
by Schwingenschlögl, Udo
- 1696-1704 The gamma coefficient revisited
by Rousson, Valentin
October 2007, Volume 77, Issue 16
- 1589-1599 Limiting behavior of weighted sums of i.i.d. random variables
by Pingyan, Chen & Shixin, Gan
- 1600-1607 Some remarks on local time-space calculus
by Yang, Xiangfeng & Yan, Litan
- 1608-1621 Penalized wavelet monotone regression
by Antoniadis, Anestis & Bigot, Jéremie & Gijbels, Irène
- 1622-1627 A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case
by Fujii, Takayuki
- 1628-1635 On the exchange of iterated expectations of random upper semicontinuous functions
by Rodríguez-Muñiz, Luis J. & López-Díaz, Miguel
- 1636-1640 A time-series model using asymmetric Laplace distribution
by Jayakumar, K. & Kuttykrishnan, A.P.
- 1641-1643 A note on extreme magnitudes of characteristic functions
by Zhang, Zhengmin
September 2007, Volume 77, Issue 15
- 1535-1541 A central limit theorem for self-normalized sums of a linear process
by Juodis, Mindaugas & Rackauskas, Alfredas
- 1542-1548 Posterior distribution for negative binomial parameter p using a group invariant prior
by Heller, B. & Wang, M.
- 1549-1558 Asymptotic normality associated with generalized occupancy problems
by Mirakhmedov, Sherzod M.
- 1559-1566 Reflected backward stochastic differential equations driven by Lévy processes
by Ren, Yong & Hu, Lanying
- 1567-1573 Construction of fractional factorial split-plot designs with weak minimum aberration
by Yang, Jianfeng & Zhang, Runchu & Liu, Minqian
- 1574-1579 The generating functions of hitting times for random walk on trees
by Chen, Haiyan
- 1580-1588 Estimation of generalized partially linear models with measurement error using sufficiency scores
by Liu, Lian
August 2007, Volume 77, Issue 14
- 1473-1478 Universal residuals: A multivariate transformation
by Brockwell, A.E.
- 1479-1485 Gibbs and autoregressive Markov processes
by Nieto-Barajas, Luis E. & Walker, Stephen G.
- 1486-1489 Inequalities on the overshoot beyond a boundary for independent summands with differing distributions
by Spouge, John L.
- 1490-1496 Identification of moving average process with infinite variance
by Rosadi, Dedi
- 1497-1504 L1-rate of convergence of smoothed histogram
by Bouezmarni, T. & Mesfioui, M. & Rolin, J.M.
- 1505-1514 The capacity of q-state Potts neural networks with parallel retrieval dynamics
by Löwe, Matthias & Vermet, Franck
- 1515-1521 Influence analysis of non-Gaussianity by applying projection pursuit
by Huang, Yufen & Cheng, Ching-Ren & Wang, Tai-Ho
- 1522-1525 The impact on ruin probabilities of the association structure among financial risks
by Tang, Qihe & Vernic, Raluca
- 1526-1534 Rates of strong uniform consistency for local least squares kernel regression estimators
by Blondin, David
July 2007, Volume 77, Issue 13
- 1403-1412 The supremum of random walk with negatively associated and heavy-tailed steps
by Wang, Dingcheng & Chen, Pingyan & Su, Chun
- 1413-1417 Alternative ways of obtaining Hausman's test using artificial regressions
by Baltagi, Badi H. & Liu, Long
- 1418-1427 Stationarity domains for [delta]-power Garch process with heavy tails
by Bellini, Fabio & Bottolo, Leonardo
- 1428-1438 Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process
by Liu, Ji-Chun
- 1439-1448 Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors
by Hwang, S.Y. & Kim, S. & Lee, S.D. & Basawa, I.V.
- 1449-1458 On Hinkley's estimator: Inference about the change point
by Fotopoulos, S.B. & Jandhyala, V.K.
- 1459-1466 Fisher information matrix for a four-parameter kappa distribution
by Park, Jeong-Soo & Yoon Kim, Tae
- 1467-1472 On stochastic orderings between residual record values
by Khaledi, Baha-Eldin & Shojaei, Roohollah
July 2007, Volume 77, Issue 12
- 1165-1175 Rescaled range analysis in the presence of stochastic trend
by Aue, Alexander & Horváth, Lajos & Steinebach, Josef
- 1176-1184 Optimal times for software release when repair is imperfect
by Boland, Philip J. & Ní Chuív, Nóra
- 1185-1189 St. Petersburg games with the largest gains withheld
by Csörgo, Sándor & Simons, Gordon
- 1190-1200 A Karhunen-Loeve expansion for a mean-centered Brownian bridge
by Deheuvels, Paul
- 1201-1213 Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections
by Doksum, Kjell & Ozeki, Akichika & Kim, Jihoon & Chaibub Neto, Elias
- 1214-1224 On the convergence rate of fixed design regression estimators for negatively associated random variables
by Gu, Wentao & Roussas, George G. & Tran, Lanh T.
- 1225-1234 Time series smoothing by penalized least squares
by Guerrero, Victor M.
- 1235-1247 Inclusion and exclusion of data or parameters in the general linear model
by Jammalamadaka, S. Rao & Sengupta, D.
- 1248-1257 Brittle power: On Roman Emperors and exponential lengths of rule
by Khmaladze, Estate & Brownrigg, Ray & Haywood, John
- 1258-1268 Extensions of the Markov chain marginal bootstrap
by Kocherginsky, Masha & He, Xuming
- 1269-1281 Test-based classification: A linkage between classification and statistical testing
by Liao, Shu-Min & Akritas, Michael
- 1282-1287 On exact Type I and Type II errors of Cochran's test
by Lou, W.Y. Wendy & Fu, James C.
- 1288-1299 Squeezing the last drop: Cluster-based classification algorithm
by Mehrotra, Kishan G. & Ozgencil, Necati E. & McCracken, Nancy
- 1300-1311 Efficient Gibbs sampler for Bayesian analysis of a sample selection model
by Omori, Yasuhiro
- 1312-1321 Normal order statistics and sums of geometric random variables in treatment allocation problems
by Rukhin, Andrew L.
- 1322-1331 Prediction in invertible linear processes
by Schick, Anton & Wefelmeyer, Wolfgang
- 1332-1338 Shot-noise processes and the minimal martingale measure
by Schmidt, Thorsten & Stute, Winfried
- 1339-1344 Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
by Shaked, Moshe
- 1345-1353 A test based on quantile score for c-sample randomized block design
by Sim, Songyong
- 1354-1361 Betting on residual life: The caveats of conditioning
by Singpurwalla, Nozer D.
- 1362-1370 Simultaneous testing of multiple hypotheses using generalized p-values
by Tsui, Kam-Wah & Tang, Shijie
- 1371-1376 Rate of convergence of k-step Newton estimators to efficient likelihood estimators
by Verrill, Steve
- 1377-1384 Orthogonality and D-optimality of the U-type design under general Fourier regression models
by Xie, Min-Yu & Ning, Jian-Hui & Fang, Kai-Tai
- 1385-1393 Testing treatment effect by combining weighted log-rank tests and using empirical likelihood
by Yang, Song & Zhao, Yichuan
- 1394-1402 Generalized weighted additive models based on distribution functions
by Yeo, In-Kwon
June 2007, Volume 77, Issue 11
- 1043-1049 Generalized n-Paul paradox
by Kevei, Péter
- 1050-1060 On complete convergence for arrays of rowwise dependent random variables
by Kuczmaszewska, Anna
- 1061-1069 Proof load designs for estimation of dependence in a bivariate Weibull model
by Johnson, Richard A. & Lu, Wenqing
- 1070-1076 The minimal entropy measure and an Esscher transform in an incomplete market model
by Monoyios, Michael
- 1077-1083 Experimentation on heterogeneous experimental units
by Weerahandi, Samaradasa & Koschat, Martin A.
- 1084-1090 Heteroscedastic symmetrical linear models
by Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel
- 1091-1097 Optimal convergence rates for density estimation from grouped data
by Meister, Alexander
- 1098-1105 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales
by Gilliland, Dennis & Levental, Shlomo & Xiao, Yimin
- 1106-1110 Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables
by Amini, M. & Zarei, H. & Bozorgnia, A.
- 1111-1116 Some measures for asymmetry of distributions
by Boshnakov, Georgi N.
- 1117-1122 Kolmogorov inequalities for the partial sum of independent Bernoulli random variables
by Mavrikiou, Petroula M.
- 1123-1132 Optimal Poisson quantisation
by Molchanov, Ilya & Tontchev, Nikolay
- 1133-1136 Random convex combinations of order statistics
by Beutner, Eric & Kamps, Udo
- 1137-1147 Generalized skew-Cauchy distribution
by Huang, Wen-Jang & Chen, Yan-Hau
- 1148-1157 A preorder relation for Markov reward processes
by Daly, David & Buchholz, Peter & Sanders, William H.
- 1158-1164 The stationary seasonal hyperbolic asymmetric power ARCH model
by Diongue, Abdou Kâ & Guégan, Dominique
June 2007, Volume 77, Issue 10
- 937-941 Consistency of minimum divergence estimators based on grouped data
by Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio
- 942-951 The uniqueness of extremum estimation
by Krätschmer, Volker
- 952-963 On complete convergence of triangular arrays of independent random variables
by Berkes, István & Weber, Michel
- 964-972 Fisher information in record values and their concomitants about dependence and correlation parameters
by Amini, Morteza & Ahmadi, J.
- 973-980 Optimal correction of an indefinite estimated MA spectral density matrix
by Stoica, Petre & Xu, Luzhou & Li, Jian & Xie, Yao
- 981-988 A note on proportional hazards and proportional odds models
by Chen, Shande & Manatunga, Amita K.
- 989-994 Lattice polynomials of random variables
by Dukhovny, Alexander
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