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Content
2023, Volume 194, Issue C
- S0167715222002462 Copas’ method is sensitive to different mechanisms of publication bias
by Almalik, Osama & Zhan, Zhuozhao & van den Heuvel, Edwin R.
- S0167715222002516 Some goodness of fit tests based on centre outward spacings
by Singh, Rahul
- S0167715222002541 Some comments on “The density flatness phenomenon” by Alhakim and Molchanov and the Dickman distribution
by Weissman, Ishay
- S0167715222002553 Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
by Huang, Chuying & Wang, Xu
- S0167715222002565 Formulas for the divergence operator in isonormal Gaussian space
by Levental, S. & Vellaisamy, P.
- S0167715222002577 On the Chvátal–Janson conjecture
by Barabesi, Lucio & Pratelli, Luca & Rigo, Pietro
- S0167715222002589 Bayesian estimation of constrained mean-covariance of normal distributions
by Kundu, Anupam & Pourahmadi, Mohsen
- S0167715222002590 Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
by Liu, Yu & Zhuang, Xiaoyang
- S0167715222002619 Averaging p-values under exchangeability
by Choi, Woohyun & Kim, Ilmun
- S0167715222002711 Minimax rate for optimal transport regression between distributions
by Ghodrati, Laya & Panaretos, Victor M.
- S0167715222002723 On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient
by Zhang, Qingyang
- S0167715222002735 An analytical shrinkage estimator for linear regression
by Lassance, Nathan
- S016771522200270X Infinitely divisible matrix gamma distribution: Asymptotic behaviour and parameters estimation
by Masmoudi, Afif & Rejeb, Hajer
2023, Volume 193, Issue C
- S0167715222001754 Exact simulation for the first hitting time of Brownian motion and Brownian bridge
by Lee, Taeho
- S0167715222001961 Strictly log-concave probability distributions in discrete response models
by Aristodemou, Eleni
- S0167715222002048 Dispersion parameter extension of precise generalized linear mixed model asymptotics
by Bhaskaran, Aishwarya & Wand, Matt P.
- S0167715222002061 Theoretical properties of Bayesian Student-t linear regression
by Gagnon, Philippe & Hayashi, Yoshiko
- S0167715222002073 Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in R
by Takahashi, Hiroshi & Tamura, Yozo
- S0167715222002085 The distribution of the number of isolated nodes in the 1-Dimensional soft random geometric graph
by Wilsher, Michael & Dettmann, Carl P. & Ganesh, Ayalvadi J.
- S0167715222002097 Laplacian and Brownian motion on positive definite matrices, revisited
by Matsumoto, Hiroyuki & Otani, Jun
- S0167715222002103 Right-most position of a last progeny modified time inhomogeneous branching random walk
by Bandyopadhyay, Antar & Ghosh, Partha Pratim
- S0167715222002115 Asymptotic properties of one-layer artificial neural networks with sparse connectivity
by Hirsch, Christian & Neumann, Matthias & Schmidt, Volker
- S0167715222002127 On the GFF with one free boundary condition
by Han, Yong & Wang, Yuefei & Wang, Zipeng
- S0167715222002139 FWER goes to zero for correlated normal
by Dey, Monitirtha & Bhandari, Subir Kumar
- S0167715222002140 Integer-valued transfer function models for counts that show zero inflation
by Chen, Cathy W.S. & Liu, Feng-Chi & Pingal, Aljo Clair
- S0167715222002152 Conditional precedence orders for stochastic comparison of random variables
by Ghosh, Sugata & Nanda, Asok K.
- S0167715222002164 A transitivity property of Ocone martingales
by Zhang, Jichen & Chen, Zengjing
- S0167715222002176 Dirichlet eigenvalues and exit time moments for symmetric Markov processes
by Huang, Lu-Jing & Wang, Tao
- S0167715222002188 The range of asymmetric branching random walk
by Chi, Jui-Lin & Hong, Jyy-I
- S0167715222002206 Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains
by Soumana Hima, Abdoulaye & Dakaou, Ibrahim
- S0167715222002218 Maximal inequalities and the strong law of large numbers for strong demimartingales
by Feng, Decheng & Zhang, Xiaomei
- S0167715222002231 Complete monotonicity of time-changed Lévy processes at first passage
by Vidmar, Matija
- S0167715222002255 On transition density functions of skew Brownian motions with two-valued drift
by Lou, Shuwen
- S0167715222002267 On normal spacings
by Balakrishnan, N. & Nevzorov, V.B. & Stepanov, A.
- S0167715222002279 On the consistency of incomplete U-statistics under infinite second-order moments
by Dürre, Alexander & Paindaveine, Davy
- S0167715222002280 Semiparametric inference of treatment effects on restricted mean survival time in two sample problems from length-biased samples
by Yang, Xiaoran & Du, Junjie & Bai, Fangfang
- S0167715222002292 Dependence of variance on covariate design in nonparametric link regression
by Okuno, Akifumi & Yano, Keisuke
- S0167715222002309 The fractional smoothness of integral functionals driven by Brownian motion
by Xu, Xiaoyan & Yu, Xianye
- S0167715222002310 Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients
by Cui, Fengfeng & Zhao, Weidong
- S0167715222002322 Notes on Peng’s independence in sublinear expectation theory
by Guo, Xiaofan & Li, Shan & Li, Xinpeng
- S0167715222002334 Analysis of distance matrices
by Modarres, Reza
- S0167715222002346 Non-linear Dynkin games over split stopping times
by Marzougue, Mohamed
- S0167715222002413 An almost sure invariance principle for some classes of non-stationary mixing sequences
by Hafouta, Yeor
- S0167715222002425 Some useful results related to various measures of extropy and their interrelationship
by Nair, R. Dhanya & Sathar, E.I. Abdul
- S0167715222002437 Robust simultaneous estimation of location parameters
by Qiang, Beidi & Peña, Edsel A.
- S0167715222002450 A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models
by Banzato, Erika & Chiogna, Monica & Djordjilović, Vera & Risso, Davide
- S0167715222002498 Testing departures from the increasing hazard rate property
by Lando, Tommaso
- S0167715222002504 An improvement on the large deviations for longest runs in Markov chains
by Liu, Zhenxia & Mbokoma, Mainza
- S0167715222002528 Generalized Markov chain tree theorem and Kemeny’s constant for a class of non-Markovian matrices
by Choi, Michael C.H. & Huang, Zhipeng
- S016771522200219X The mean square displacement of random walk on the Manhattan lattice
by Beaton, Nicholas R. & Holmes, Mark
- S016771522200222X Domain of existence of the Laplace transform of negative multinomial distributions and simulations
by Bernardoff, Philippe
- S016771522200253X Asymptotic degree distribution in a homogeneous evolving network model
by Feng, Qunqiang & Li, Xing & Hu, Zhishui
2023, Volume 192, Issue C
- S0167715222001924 Note on asymptotic behavior of spatial sign autocovariance matrices
by Voutilainen, Marko & Ilmonen, Pauliina & Viitasaari, Lauri & Lietzén, Niko
- S0167715222001936 A lack-of-fit test for quantile regression process models
by Feng, Xingdong & Liu, Qiaochu & Wang, Caixing
- S0167715222001948 A spatial skew-Gaussian process with a specified covariance function
by Jafari Khaledi, Majid & Zareifard, Hamid & Boojari, Hossein
- S0167715222002036 Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes
by Cui, Jiazhen & Liu, Qiaojing
- S0167715222002243 Cramér moderate deviations for a supercritical Galton–Watson process
by Doukhan, Paul & Fan, Xiequan & Gao, Zhi-Qiang
- S016771522200195X Local linear estimate of the functional expectile regression
by Litimein, Ouahiba & Laksaci, Ali & Mechab, Boubaker & Bouzebda, Salim
- S016771522200205X Domain of attraction of quasi-stationary distribution for absorbing Markov processes
by Zhang, Hanjun & Mo, Yongxiang
2022, Volume 191, Issue C
- S0167715222001675 On homogeneous James–Stein type estimators
by Boukehil, Djamila & Fourdrinier, Dominique & Mezoued, Fatiha & Strawderman, William E.
- S0167715222001699 Almost sure convergence of randomized urn models with application to elephant random walk
by Gangopadhyay, Ujan & Maulik, Krishanu
- S0167715222001717 Inference on common intraday periodicity at high frequencies
by Wu, Fan & Wang, Guan-jun & Kong, Xin-bing
- S0167715222001730 A note on simulating hyperplane-truncated multivariate normal distributions
by Maatouk, Hassan & Bay, Xavier & Rullière, Didier
- S0167715222001742 Solvability of a class of mean-field BSDEs with quadratic growth
by Hao, Tao & Wen, Jiaqiang & Xiong, Jie
- S0167715222001766 An opposite Gaussian product inequality
by Russell, Oliver & Sun, Wei
- S0167715222001778 Testing equivalence to binary generalized linear models with application to logistic regression
by Ostrovski, Vladimir
- S0167715222001791 Optimal strong convergence rate for a class of McKean–Vlasov SDEs with fast oscillating perturbation
by Li, Butong & Meng, Yongna & Sun, Xiaobin & Yang, Ting
- S0167715222001808 Improved probability inequalities for Mardia’s coefficient of kurtosis
by Budny, Katarzyna
- S0167715222001821 Duals of multiplicative relationships involving beta and gamma random variables
by Jones, M.C.
- S0167715222001912 Robust parameter estimation of regression models under weakened moment assumptions
by Li, Kangqiang & Tang, Songqiao & Zhang, Lixin
- S016771522200178X A characterization of the Marchenko–Pastur probability measure
by Fakhfakh, Raouf
- S016771522200181X Improved concentration bounds for sums of independent sub-exponential random variables
by Pinelis, Iosif
2022, Volume 190, Issue C
- S0167715222001237 Asymptotic distribution of the maximum interpoint distance for high-dimensional data
by Tang, Ping & Lu, Rongrong & Xie, Junshan
- S0167715222001481 Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations
by Sin, Myong-Guk & Ri, Kyong-Il & Kim, Kyong-Hui
- S0167715222001511 A jackknife empirical likelihood ratio test for strong mean inactivity time order
by Mathew, Litty & P., Anisha & Kattumannil, Sudheesh K.
- S0167715222001523 Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition
by Ahmed, Hamdy M.
- S0167715222001535 Berry–Esseen bound for a supercritical branching processes with immigration in a random environment
by Huang, Xulan & Li, Yingqiu & Xiang, Kainan
- S0167715222001547 Approximating the magnetization in the Curie–Weiss model
by Lu, Yingdong
- S0167715222001559 Uniform bounds for ruin probability in multidimensional risk model
by Kriukov, Nikolai
- S0167715222001560 Nonparametric regression with modified ReLU networks
by Beknazaryan, Aleksandr & Sang, Hailin
- S0167715222001651 On the length of the shortest path in a sparse Barak–Erdős graph
by Mallein, Bastien & Tesemnikov, Pavel
- S0167715222001663 Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies
by Estrada, Luisa F. & Högele, Michael A.
- S0167715222001687 Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering
by Browne, Ryan P.
- S0167715222001705 On a prior based on the Wasserstein information matrix
by Li, W. & Rubio, F.J.
- S0167715222001729 Non-marginal feature screening for varying coefficient competing risks model
by Tian, Bing & Liu, Zili & Wang, Hong
- S016771522200147X Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution
by Soltani, A.R.
2022, Volume 189, Issue C
- S0167715222001080 Moments of the first descending epoch for a random walk with negative drift
by Foss, Sergey & Prasolov, Timofei
- S0167715222001092 The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria
by Buonaguidi, B.
- S0167715222001195 On multiple acceleration of reversible Markov chain
by Hua, Chen-Wei & Chen, Ting-Li
- S0167715222001201 On the T-test
by Novak, S.Y.
- S0167715222001213 Limit theorems for dependent random variables with infinite means
by Bernou, Ismahen & Boukhari, Fakhreddine
- S0167715222001225 On the second order fluctuations for minimal difference partitions
by Dai, Guozheng & Su, Zhonggen
- S0167715222001249 Convexity and sublinearity of g-expectations
by Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming
- S0167715222001250 Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection
by Meng, Weiwei & Xi, Chengxun
- S0167715222001262 The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion
by Gao, Xiangyu & Wang, Jianqiao & Wang, Yanxia & Yang, Hongfu
- S0167715222001274 On the rate of convergence for the autocorrelation operator in functional autoregression
by Caponera, Alessia & Panaretos, Victor M.
- S0167715222001377 Non-asymptotic sub-Gaussian error bounds for hypothesis testing
by Li, Yanpeng & Tian, Boping
- S0167715222001389 The averaging method for doubly perturbed distribution dependent SDEs
by Ma, Xiaocui & Yue, Haitao & Xi, Fubao
- S0167715222001390 Identification of the outcome distribution and sensitivity analysis under weak confounder–instrument interaction
by Mao, Lu
- S0167715222001407 Stochastic comparison for elliptically contoured random fields
by Lu, Tianshi & Du, Juan & Ma, Chunsheng
- S0167715222001419 Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
by Liu, Huiyan & Tan, Zhongquan
- S0167715222001420 Stationary distributions and ergodicity of reflection-type Markov chains
by Liu, Yujie & Niu, Minwen & Yao, Dacheng & Zhang, Hanqin
- S0167715222001432 The elephant random walk with gradually increasing memory
by Gut, Allan & Stadtmüller, Ulrich
- S0167715222001444 On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution
by Barman, Kalyan & Upadhye, Neelesh S.
- S0167715222001456 On exponential stability of non-autonomous stochastic differential equations with Markovian switching
by Tran, Ky Q. & Le, Bich T.N.
- S0167715222001468 Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
by Riekert, Adrian
- S0167715222001493 Uniform concentration bounds for frequencies of rare events
by Lhaut, Stéphane & Sabourin, Anne & Segers, Johan
- S016771522200150X Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes
by Lardjane, Salim
2022, Volume 188, Issue C
- S0167715222000979 Asymptotic efficiency of some nonparametric tests for location on hyperspheres
by Dabo-Niang, Sophie & Thiam, Baba & Verdebout, Thomas
- S0167715222000980 Closure of beta and Dirichlet distributions under discrete mixing
by Balakrishnan, N. & Jones, M.C.
- S0167715222001031 The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays
by Davezies, Laurent & D’Haultfœuille, Xavier & Guyonvarch, Yannick
- S0167715222001043 On the convergence rate of the “out-of-order” block Gibbs sampler
by Jin, Zhumengmeng & Hobert, James P.
- S0167715222001055 Note on the delta method for finite population inference with applications to causal inference
by Pashley, Nicole E.
- S0167715222001067 The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation
by Zhang, Li-Xin
- S0167715222001079 Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
by Joutard, Cyrille
2022, Volume 187, Issue C
- S0167715222000657 Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions
by Nakajima, Shohei & Shimizu, Yasutaka
- S0167715222000803 Some new bounds for the mean value function of the residual lifetime process
by Pekalp, Mustafa Hilmi
- S0167715222000815 Exponential and related probability distributions on symmetric matrices
by Hassairi, Abdelhamid & Roula, Amel
- S0167715222000827 RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices
by Liu, Yan & Bai, Zhidong & Li, Hua & Hu, Jiang & Lv, Zhihui & Zheng, Shurong
- S0167715222000839 Bias-correction of some estimators in the INAR(1) process
by Zeng, Xiaoqiang & Kakizawa, Yoshihide
- S0167715222000840 Algorithm for the product of Jack polynomials and its application to the sphericity test
by Shimizu, Koki & Hashiguchi, Hiroki
- S0167715222000852 Intermittency in the small-time behavior of Lévy processes
by Grahovac, Danijel
- S0167715222000864 On Samuel’s p-value model and the Simes test under dependence
by Xiong, Peihan & Hu, Taizhong
- S0167715222000876 Skew Brownian motion with dry friction: Joint density approach
by Gairat, Alexander & Shcherbakov, Vadim
- S0167715222000888 A refined randomized concentration inequality
by Lei, Xiaoyu & Shao, Qi-Man
- S0167715222000967 Ensemble Kalman inversion for general likelihoods
by Duffield, Samuel & Singh, Sumeetpal S.
- S0167715222000992 Hoeffding and Bernstein inequalities for U-statistics without replacement
by Ai, Jianhang & Kuželka, Ondřej & Wang, Yuyi
- S0167715222001006 On the maximum of random assignment process
by Lifshits, M.A. & Tadevosian, A.A.
- S0167715222001018 Confidence intervals for discrete log-linear models when MLE does not exist
by Wang, Nanwei & Massam, Hélène & Li, Qiong
- S016771522200102X The cover time of a (multiple) Markov chain with rational transition probabilities is rational
by Sylvester, John
2022, Volume 186, Issue C
- S0167715222000517 A Berry–Esseen bound for vector-valued martingales
by Kojevnikov, Denis & Song, Kyungchul
- S0167715222000529 From the Brownian motion to a multifractal process using the Lévy–Ciesielski construction
by Kleyntssens, T. & Nicolay, S.
- S0167715222000542 A characterization of normality via convex likelihood ratios
by Jacobovic, Royi & Kella, Offer
- S0167715222000566 Survival probability for super-Brownian motion with absorption
by Li, Zenghu & Zhu, Yaping
- S0167715222000578 The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains
by Lu, Dawei & Zhou, Yinbing
- S0167715222000591 The conditional spacings and their stochastic properties
by Zhang, Zhengcheng & Yang, Luyi & Yang, Yonghong
- S0167715222000608 Change-point detection for the link function in a single-index model
by Yang, Qing & Zhang, Yi
- S0167715222000621 Maximin L1-distance Range-fixed Level-augmented designs
by Gao, Yanping & Yi, Siyu & Zhou, Yongdao
- S0167715222000633 Optimal singular value shrinkage for operator norm loss: Extending to non-square matrices
by Leeb, William
- S0167715222000645 Bias results for nondifferential mismeasurement of a binary confounder
by Sjölander, Arvid & Peña, Jose M. & Gabriel, Erin E.
- S0167715222000669 A new random field on lattices
by Martins, Ana Paula & Ferreira, Helena & Ferreira, Marta
- S0167715222000748 Optimal estimation for lower bound of the packing number
by Liu, Youming & Qi, Xinyu
- S0167715222000785 Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators
by Kim, Kon-Gun & Kim, Mun-Chol & O, Hun
- S0167715222000797 Simultaneous confidence bands for survival functions from twice censorship
by Subramanian, Sundarraman
- S016771522200058X Inverse tempered stable subordinators and related processes with Mellin transform
by Gupta, Neha & Kumar, Arun
- S016771522200061X How small are the increments of G-Brownian motion
by Xu, Mingzhou & Cheng, Kun
- S016771522200075X Cauchy, normal and correlations versus heavy tails
by Xu, Hui & Cohen, Joel E. & Davis, Richard A. & Samorodnitsky, Gennady
2022, Volume 185, Issue C
- S0167715222000141 Normal approximation when a chaos grade is greater than two
by Kim, Yoon Tae & Park, Hyun Suk
- S0167715222000293 On the extinction of continuous state branching processes with competition
by Le, V.
- S0167715222000311 The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability n-simplex
by Fried, Sela
- S0167715222000335 Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski
by Mercadier, Cécile & Roustant, Olivier & Genest, Christian
- S0167715222000347 On the universal consistency of histograms anonymised by a randomised response technique
by Kroll, Martin
- S0167715222000360 Non-central moderate deviations for compound fractional Poisson processes
by Beghin, Luisa & Macci, Claudio
- S0167715222000372 On the minimum of independent collecting processes via the Stirling numbers of the second kind
by Doumas, Aristides V.
- S0167715222000384 A note on the conditional probabilities of the telegraph process
by Cinque, Fabrizio
- S0167715222000396 Asymptotic analysis of generalized Greenwood statistics for very heavy tails
by Albrecher, Hansjörg & García Flores, Brandon
- S0167715222000402 On negative dependence inequalities and maximal scores in round-robin tournaments
by Malinovsky, Yaakov & Moon, John W.
- S0167715222000414 Non-parametric estimation of cumulative (residual) extropy
by Kattumannil, Sudheesh K. & E.P., Sreedevi
- S0167715222000426 A criterion of quasi-infinite divisibility for discrete laws
by Khartov, A.A.
- S0167715222000438 A short proof of Lévy’s continuity theorem without using tightness
by Döbler, Christian
- S0167715222000530 Long-time behavior of SSEP with slow boundary
by Zhao, Linjie
- S016771522200027X A variation of constant formula for Caputo fractional stochastic differential equations with jump–diffusion
by Xu, Shuli & Feng, Yuqiang & Jiang, Jun & Nie, Na
- S016771522200030X Regular conditional probabilities and strictly proper loss functions
by Nielsen, Michael
- S016771522200044X Precise large deviation for sums of sub-exponential claims with the m-dependent semi-Markov type structure
by Yuan, Meng & Lu, Dawei
2022, Volume 184, Issue C
- S0167715222000013 A note on a dynamic network model with homogeneous structure
by Long, Yuhang & Huang, Tao
- S0167715222000025 Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times
by Fu, Ke-Ang & Liu, Yang & Wang, Jiangfeng
- S0167715222000037 Limit theorems for a discrete-time marked Hawkes process
by Wang, Haixu
- S0167715222000049 On Itô’s formula for semimartingales with jumps and non-C2 functions
by Eisenberg, Julia & Krühner, Paul
- S0167715222000050 A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
by Li, Deli & Miao, Yu & Stoica, George
- S0167715222000062 The distribution of the non-central Wilks statistic in the complex case
by Thu, Pham-Gia & Phong, Duong Thanh
- S0167715222000074 An improved asymptotic test for the Jaccard similarity index for binary data
by Koeneman, Scott H. & Cavanaugh, Joseph E.
- S0167715222000086 Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree
by Xiang, Kainan & Zou, Lang
- S0167715222000098 Robust sparse precision matrix estimation for high-dimensional compositional data
by Liang, Wanfeng & Wu, Yue & Ma, Xiaoyan
- S0167715222000104 Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise
by Kumar, Vivek
- S0167715222000116 Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk
by Hsu, Yu-Sheng & Chen, Pei-Chun & Wu, Cheng-Hsun
- S0167715222000128 An alternative sequential method for the state estimation of a partially observed SETAR(1) process
by Milheiro-Oliveira, Paula
- S0167715222000153 Parameter estimation in CKLS model by continuous observations
by Mishura, Yuliya & Ralchenko, Kostiantyn & Dehtiar, Olena
- S0167715222000165 Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
by Yang, Fen-Fen & Yuan, Chenggui
- S0167715222000177 Multi split conformal prediction
by Solari, Aldo & Djordjilović, Vera
- S0167715222000281 Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
by Bhabak, Arnab & Saha, Subhamay
- S0167715222000323 Epidemic change-point detection in general causal time series
by Diop, Mamadou Lamine & Kengne, William
- S0167715222000359 Nonparametric recursive method for moment generating function kernel-type estimators
by Bouzebda, Salim & Slaoui, Yousri
- S016771522100290X On the link between monetary and star-shaped risk measures
by Moresco, Marlon Ruoso & Righi, Marcelo Brutti
- S016771522200013X Long term behavior of incomplete and time varying product ratings
by Kokoszka, Piotr & Singh, Deepak & Wang, Haonan
2022, Volume 183, Issue C
- S0167715221002820 Tweedie-type formulae for a multivariate Laplace distribution
by Shi, Jianhong & Bai, Xiuqin & Song, Weixing
- S0167715221002832 Estimating social effects in a multilayered Linear-in-Means model with network data
by Manta, Alexandra & Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T.
- S0167715221002844 One-dimensional diffusion and stochastic differential equation
by He, Ping & Shen, Yuncong & Sun, Wenjie
- S0167715221002856 Effective sample size for a mixture prior
by Egidi, Leonardo
- S0167715221002868 Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators
by Chakraborty, Saptarshi & Bhattacharya, Suman K. & Khare, Kshitij
- S0167715221002881 Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution
by Yu, Feng
- S0167715221002893 Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one
by Wang, Tao
- S0167715221002911 A proof of consistency of the MLE for nonlinear Markov-switching AR processes
by Fermín, Lisandro & Marcano, José & Rodríguez, Luis-Angel
- S0167715221002923 An improved Hoeffding’s inequality for sum of independent random variables
by Cheng, Xueqin & Li, Yanpeng
- S0167715221002935 Limit theorems for the uppermost mth spacing based on weak geometric records
by Stepanov, Alexei & Dembińska, Anna
- S0167715221002947 Searching for minimal optimal neural networks
by Ho, Lam Si Tung & Dinh, Vu
- S0167715221003011 Extended eigenvalue–eigenvector method
by Kataria, K.K. & Khandakar, M.
- S016771522100287X Comparison of Lp-quantiles and related skewness measures
by Arab, Idir & Lando, Tommaso & Oliveira, Paulo Eduardo
2022, Volume 182, Issue C
Printed from https://ideas.repec.org/s/eee/stapro3.html
