Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
August 2008, Volume 78, Issue 10
July 2008, Volume 78, Issue 9
- 1051-1055 Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process
by Zhang, Yong & Yang, Xiao-Yun
- 1056-1061 Reproducibility probability estimation for testing statistical hypotheses
by De Martini, Daniele
- 1062-1071 Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
by Wang, Zhidong
- 1072-1075 On the maximal correlation coefficient
by Yu, Yaming
- 1076-1087 Estimating the parameter of the population selected from discrete exponential family
by Vellaisamy, P. & Jain, Sushmita
- 1088-1093 On the link between dependence and independence in extreme value theory for dynamical systems
by Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes
- 1094-1100 Confidence intervals for the normal mean utilizing prior information
by Farchione, David & Kabaila, Paul
- 1101-1109 Modelling heterogeneity for bivariate survival data by the log-normal distribution
by Hanagal, David D.
- 1110-1118 A general SLLN for the one-dimensional class cover problem
by Wierman, John C. & Xiang, Pengfei
- 1119-1127 Proper Bayesian estimating equation based on Hilbert space method
by Lin, Lu & Tan, Lin
- 1128-1137 Strong pointwise consistency of the kT -occupation time density estimator
by Labrador, Boris
- 1138-1147 Sampling based succinct matrix approximation
by Liu, Rong & Shi, Yong
- 1148-1157 p-variation of an integral functional driven by fractional Brownian motion
by Yan, Litan & Yang, Xiangfeng & Lu, Yunsheng
June 2008, Volume 78, Issue 8
- 945-952 On the residual lifelengths of the remaining components in an n-k+1 out of n system
by Bairamov, Ismihan & Arnold, Barry C.
- 953-962 Large deviations in testing fractional Ornstein-Uhlenbeck models
by Bishwal, Jaya P.N.
- 963-969 A new generalized p-value for ANOVA under heteroscedasticity
by Xu, Li-Wen & Wang, Song-Gui
- 970-974 Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages
by Kozak, Marcin & Zielinski, Andrzej & Singh, Sarjinder
- 975-984 On the minimization of concave information functionals for unsupervised classification via decision trees
by Karakos, Damianos & Khudanpur, Sanjeev & Marchette, David J. & Papamarcou, Adrian & Priebe, Carey E.
- 985-991 Distribution functions of linear combinations of lattice polynomials from the uniform distribution
by Marichal, Jean-Luc & Kojadinovic, Ivan
- 992-996 Note on integer-valued bilinear time series models
by Drost, Feike C. & van den Akker, Ramon & Werker, Bas J.M.
- 997-1005 Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
by Chabot-Hallé, Dominique & Duchesne, Pierre
- 1006-1016 A new weighted integral goodness-of-fit statistic for exponentiality
by Baringhaus, L. & Henze, N.
- 1017-1023 Some strong limit theorems for -mixing sequences of random variables
by Wu, Qunying & Jiang, Yuanying
- 1024-1033 A limit theorem for solutions to BSDEs in the space of processes
by Fan, Sheng-Jun & Hu, Jian-Hua
- 1034-1042 An approximation for the power function of a non-parametric test of fit
by Boukili Makhoukhi, Mohammed
- 1043-1049 Consistency of the regression estimator with functional data under long memory conditions
by Benhenni, K. & Hedli-Griche, S. & Rachdi, M. & Vieu, P.
May 2008, Volume 78, Issue 7
- 839-846 Complete moment convergence of moving average processes under dependence assumptions
by Kim, Tae-Sung & Ko, Mi-Hwa
- 847-853 A functional ergodic theorem for the occupation time process of a branching system
by Talarczyk, Anna
- 854-860 An almost sure invariance principle for additive functionals of Markov chains
by Rassoul-Agha, F. & Seppäläinen, T.
- 861-868 Talagrand's inductive method and isoperimetric inequalities involving random sets
by Zanger, Daniel Z.
- 869-879 Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
by Mancini, Cecilia
- 880-884 A note on the Lasso for Gaussian graphical model selection
by Meinshausen, Nicolai
- 885-889 A note on the Hájek-Rényi inequality for associated random variables
by Sung, Soo Hak
- 890-895 A strong law of large numbers for pairwise independent identically distributed random variables with infinite means
by Kruglov, Victor M.
- 896-903 Optimal foldover plans for regular s-level fractional factorial designs
by Ai, Mingyao & Hickernell, Fred J. & Lin, Dennis K.J.
- 904-914 On a software reliability model by Koch and Spreij
by Ledoux, James
- 915-923 Convergence in distribution for the sup-norm of a kernel density estimator for GARCH innovations
by Mimoto, Nao
- 924-926 The Baum-Katz theorem for bounded subsequences
by Stoica, George
- 927-937 A conditional Koziol-Green model under dependent censoring
by Braekers, Roel & Veraverbeke, Noël
- 938-943 On the optimal allocation of components within coherent systems
by Bhattacharya, Debasis & Samaniego, Francisco J.
April 2008, Volume 78, Issue 6
- 577-581 Small deviations for stable processes via compactness properties of the parameter set
by Aurzada, Frank
- 582-593 Random coefficient volatility models
by Thavaneswaran, A. & Peiris, S. & Appadoo, S.
- 594-598 Large deviations for the empirical mean of associated random variables
by Henriques, Carla & Eduardo Oliveira, Paulo
- 599-607 Empirical likelihood for non-degenerate U-statistics
by Jing, Bing-Yi & Yuan, Junqing & Zhou, Wang
- 608-615 Minimax designs for optimum mixtures
by Pal, Manisha & Mandal, Nripes Kumar
- 616-621 Revisiting Sen's inequalities on order statistics
by Balakrishnan, N. & Balasubramanian, K.
- 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.
Printed from https://ideas.repec.org/s/eee/stapro25.html
