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Content
2022, Volume 182, Issue C
- S0167715221002534 On strong consistency of kernel k-means: A Rademacher complexity approach
by Chakrabarty, Anish & Das, Swagatam
- S0167715221002546 Consistency of global LSE for MA(1) models
by Yang, Yaxing & Ling, Shiqing & Wang, Qiying
- S0167715221002558 Deriving the central limit theorem from the de Moivre–Laplace theorem
by Chin, Calvin Wooyoung
- S0167715221002571 Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs
by Cheng, Guanghui & Liu, Zhi & Peng, Liuhua
- S0167715221002583 An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes
by Kreer, Markus
- S0167715221002595 A note on exact laws of large numbers for the range of a sample from Pareto-type distributions
by Matuła, Przemysław & Adler, André
- S0167715221002601 Generalizations of some concentration inequalities
by Bhat, M. Ashraf & Kosuru, G. Sankara Raju
- S0167715221002613 Quantile trace regression via nuclear norm regularization
by Wang, Lei & Zhang, Jing & Li, Bo & Liu, Xiaohui
- S0167715221002625 Intermediate dimension of images of sequences under fractional Brownian motion
by Falconer, Kenneth J.
- S0167715221002637 A decoupling principle for Markov-modulated chains
by Qiu, Qinjing & Kawai, Reiichiro
- S0167715221002650 Robust sphericity test in the panel data model
by Zhang, Xiaoxu & Zhao, Ping & Feng, Long
- S0167715221002662 Sharp and simple bounds for the raw moments of the binomial and Poisson distributions
by Ahle, Thomas D.
- S0167715221002741 Global well-posedness of 2D stochastic Burgers equations with multiplicative noise
by Zhou, Guoli & Wang, Lidan & Wu, Jiang-Lun
- S0167715221002753 The variance of the power of a shifted random variable with applications
by Budny, Katarzyna
- S0167715221002789 On the stability of the stochastic gradient Langevin algorithm with dependent data stream
by Rásonyi, Miklós & Tikosi, Kinga
- S0167715221002790 Sharp lower and upper bounds for the covariance of bounded random variables
by Hössjer, Ola & Sjölander, Arvid
- S0167715221002807 Construction of simultaneous confidence bands using conditional Monte Carlo
by Zhou, S. & Yao, K. & Liu, W. & Bretz, F.
- S0167715221002819 Parisian ruin probability for two-dimensional Brownian risk model
by Krystecki, Konrad
- S016771522100239X A new RKHS-based global testing for functional linear model
by Xu, Jianjun & Cui, Wenquan
- S016771522100256X Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
by Wang, Ruifang & Xu, Yong & Yue, Hongge
2022, Volume 181, Issue C
- S0167715221001966 Integro-local limit theorems for supercritical branching process in a random environment
by Struleva, M.A. & Prokopenko, E.I.
- S0167715221002182 On the robustification of the kernel estimator of the functional modal regression
by Amel, Azzi & Ali, Laksaci & Elias, Ould Saïd
- S0167715221002200 Online multivariate changepoint detection with type I error control and constant time/memory updates per series
by Hahn, Georg
- S0167715221002212 Least squares estimation for the linear self-repelling diffusion driven by α-stable motions
by Shen, Leyi & Xia, Xiaoyu & Yan, Litan
- S0167715221002224 A. de Moivre theorem revisited
by Szewczak, Zbigniew S.
- S0167715221002236 A note on the Kawada–Itô theorem
by Mustafayev, Heybetkulu
- S0167715221002248 Local correlation dimension of multidimensional stochastic process
by Dhifaoui, Zouhaier & Bardet, Jean-Marc
- S0167715221002261 When is the Conway–Maxwell–Poisson distribution infinitely divisible?
by Geng, Xi & Xia, Aihua
- S0167715221002273 The Riemann–Liouville field and its GMC as H→0, and skew flattening for the rough Bergomi model
by Forde, Martin & Fukasawa, Masaaki & Gerhold, Stefan & Smith, Benjamin
- S0167715221002285 Nonparametric estimation of marginal distributions for unordered pairs
by Dumitrescu, Laura & Harcourt, Darcy
- S0167715221002297 On definitive screening designs using Paley’s conference matrices
by Wang, Yaping & Liu, Sixu & Lin, Dennis K.J.
- S0167715221002303 The least squares estimator of random variables under convex operators on LF∞(μ) space
by Sun, Chuanfeng & Ji, Shaolin & Kong, Chuiliu
- S0167715221002315 Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
by Nourdin, Ivan & Pu, Fei
- S0167715221002327 A note on the local asymptotic mixed normality of a controlled branching process with a random control function
by Ramtirthkar, Mukund & Kale, Mohan
- S0167715221002339 The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching
by Ji, Huijie & Xi, Fubao
- S0167715221002340 When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence
by Zhang, Rui-Ray
- S0167715221002352 Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
by A.S., Kiran Kumar & Maurya, Shambhu Nath
- S0167715221002376 Reproducible feature selection in high-dimensional accelerated failure time models
by Dong, Yan & Li, Daoji & Zheng, Zemin & Zhou, Jia
- S0167715221002388 On a hazard (failure) rate process with delays after shocks
by Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan
- S0167715221002406 On the moment absolute deviation of order statistics from uniform distribution
by Kapelko, Rafał
- S0167715221002418 Quenched convergence rates for a supercritical branching process in a random environment
by Zhang, Xiaoyue & Hong, Wenming
- S0167715221002492 Testing equivalence to power law distributions
by Ostrovski, Vladimir
- S0167715221002522 Kernel estimation of extropy function under length-biased sampling
by Rajesh, Richu & G., Rajesh & Sunoj, S.M.
- S016771522100225X Sequential confidence interval for comparing two Bernoulli distributions in a non-conventional set-up
by Bandyopadhyay, Uttam & Sarkar, Suman & Biswas, Atanu
2022, Volume 180, Issue C
- S0167715221001887 Monotonicity properties for solutions of renewal equations
by Dermitzakis, Vaios & Politis, Konstadinos
- S0167715221001905 Consistency of binary segmentation for multiple change-point estimation with functional data
by Rice, Gregory & Zhang, Chi
- S0167715221001917 Balancing a sample almost perfectly
by Leuenberger, Michael & Eustache, Esther & Jauslin, Raphaël & Tillé, Yves
- S0167715221001954 New characterizations of bivariate discrete Schur-constant models
by Kolev, Nikolai & Mulinacci, Sabrina
- S0167715221001978 Tail dependence functions of the bivariate Hüsler–Reiss model
by Hu, Shuang & Peng, Zuoxiang & Nadarajah, Saralees
- S0167715221001991 On the probability of forming polygons from a broken stick
by Verreault, William
- S0167715221002005 Quenched distributions for the maximum, minimum and local time of the Brox diffusion
by Gutierrez-Pavón, Jonathan & Pacheco, Carlos G.
- S0167715221002017 Dependence and mixing for perturbations of copula-based Markov chains
by Longla, Martial & Muia Nthiani, Mathias & Djongreba Ndikwa, Fidel
- S0167715221002029 Large deviations for super-heavy tailed random walks
by Nakata, Toshio
- S0167715221002030 On Tsallis extropy with an application to pattern recognition
by Balakrishnan, Narayanaswamy & Buono, Francesco & Longobardi, Maria
- S0167715221002042 Dirichlet eigenvalue problems of irreversible Langevin diffusion
by Belmabrouk, Nadia & Damak, Mondher & Yaakoubi, Nejib
- S0167715221002054 Identification of parameters from the distribution of the maximum or minimum of Poisson random variables
by Kim, Bara & Kim, Jeongsim
- S0167715221002066 Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
by Marie, Nicolas
- S0167715221002078 Construction of space-filling orthogonal Latin hypercube designs
by Li, Hui & Yang, Liuqing & Liu, Min-Qian
- S0167715221002194 Stability analysis of semilinear stochastic differential equations
by Lv, Xiang
- S016771522100198X New testing procedures with k-FWER control for discrete data
by Wang, Li
- S016771522100208X Learning sparse deep neural networks with a spike-and-slab prior
by Sun, Yan & Song, Qifan & Liang, Faming
2021, Volume 179, Issue C
- S0167715221001589 A note on the stability of multivariate non-linear time series with an application to time series of counts
by Debaly, Zinsou Max & Truquet, Lionel
- S0167715221001668 Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products
by Hervé, Loïc & Ledoux, James
- S0167715221001693 Exponential mixing property for absorbing Markov processes
by He, Guoman & Zhang, Hanjun & Yang, Gang
- S0167715221001711 Testing for subsphericity when n and p are of different asymptotic order
by Virta, Joni
- S0167715221001723 Non-convex isotonic regression via the Myersonian approach
by Cui, Zhenyu & Lee, Chihoon & Zhu, Lingjiong & Zhu, Yunfan
- S0167715221001735 On the density for sums of independent Mittag-Leffler variates with common order
by Levy, Edmond
- S0167715221001747 Hyperbolic cosine ratio and hyperbolic sine ratio random fields
by Ma, Chunsheng
- S0167715221001759 On numbers of observations in random regions determined by records for tail-less populations
by Dembińska, Anna & Akbari, Masoumeh & Ahmadi, Jafar
- S0167715221001760 Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition
by Bonnet, Anna & Martinez Herrera, Miguel & Sangnier, Maxime
- S0167715221001772 A note on the analytic approximation of exceedance probabilities in heterogeneous populations
by Battey, H.S.
- S0167715221001863 Best lower bound on the probability of a binomial exceeding its expectation
by Pinelis, Iosif
- S0167715221001875 Optimal portfolio with power utility of absolute and relative wealth
by Sarantsev, Andrey
- S0167715221001899 Ordinal classification of 3D brain structures by functional data analysis
by Ferrando, L. & Epifanio, I. & Ventura-Campos, N.
- S0167715221001929 Variational formula of capacity for asymmetric Markov chains
by Cheng, Zhi-Wen & Mao, Yong-Hua
- S0167715221001930 On the asymptotic distribution of randomly weighted averages of random vectors
by Roozegar, Rasool & zarch, Hamid Reza Taherizadeh
- S0167715221001942 Forced harmonic oscillators, waves on a forced string and changes of measure
by Gzyl, Henryk
- S016771522100170X Deterministic implicit two-step Milstein methods for stochastic differential equations
by Ren, Quanwei & Tian, Hongjiong & Tian, Tianhai
2021, Volume 178, Issue C
- S0167715221001243 Prabhakar Lévy processes
by Gajda, Janusz & Beghin, Luisa
- S0167715221001401 Controlling the false discovery rate for latent factors via unit-rank deflation
by Dong, Ruipeng & Zhou, Jia & Zheng, Zemin
- S0167715221001413 On the conditional density estimation for continuous time processes with values in functional spaces
by Maillot, Bertrand & Chesneau, Christophe
- S0167715221001425 On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable
by Cui, Yifan & Tchetgen Tchetgen, Eric
- S0167715221001437 A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers
by Rosalsky, Andrew & Thành, Lê Vǎn
- S0167715221001449 Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case
by Fung, Thomas & Seneta, Eugene
- S0167715221001450 Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula
by Wei, Zheng & Kim, Daeyoung
- S0167715221001462 Asymptotically optimal tests for non-linear autoregressive model with β-ARCH errors
by Laïb, Naâmane & Lounis, Tewfik
- S0167715221001474 Nonparametric local linear estimation of the relative error regression function for twice censored data
by Feriel, Bouhadjera & Elias, Ould Saïd
- S0167715221001486 A compact law of the iterated logarithm for online estimator of hazard rate under random censoring
by Mokkadem, Abdelkader & Pelletier, Mariane
- S0167715221001498 A Gaussian approximation theorem for Lévy processes
by Bang, David & González Cázares, Jorge & Mijatović, Aleksandar
- S0167715221001504 Hurst estimation for operator scaling random fields
by Lee, Jeonghwa
- S0167715221001516 A note on the performance of bootstrap kernel density estimation with small re-sample sizes
by Mojirsheibani, Majid
- S0167715221001528 A note on identifiability conditions in confirmatory factor analysis
by Leeb, William
- S0167715221001541 Optimal designs for comparing population curves in hierarchical models
by Liu, Xin & Ye, Min & Yue, Rong-Xian
- S0167715221001553 Quantitative stability estimates for multiscale stochastic dynamical systems
by Guo, Junyu & Guo, Xiaotian & Xie, Longjie
- S0167715221001565 Exact convergence rate in the central limit theorem for a branching process in a random environment
by Gao, Zhi-Qiang
- S0167715221001577 A note on the intersections of two random walks in two dimensions
by Vogel, Quirin
- S0167715221001590 A note on conditional expectation for Markov kernels
by Nogales, A.G.
- S016771522100153X Exponential contraction of switching jump diffusions with a hidden Markov chain
by Tran, Ky Quan
2021, Volume 177, Issue C
- S0167715221000821 On stochastic dependence in residual lifetime and inactivity time with some applications
by Li, Chen & Li, Xiaohu
- S0167715221001097 On monotonicity of Ramanujan function for binomial random variables
by Dmitriev, Daniil & Zhukovskii, Maksim
- S0167715221001115 An almost sure central limit theorem for the stochastic heat equation
by Li, Jingyu & Zhang, Yong
- S0167715221001188 An exact method for testing equality of several groups in panel data models
by Malekzadeh, Ahad & Esmaeli-Ayan, Asghar
- S0167715221001206 Generalizations of Efron’s theorem
by Oudghiri, Yannis
- S0167715221001218 On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins
by Hughes, John
- S0167715221001231 Recursive computation of the Hawkes cumulants
by Privault, Nicolas
- S0167715221001255 On a limit theorem for a non-linear scaling
by Jurek, Zbigniew J.
- S0167715221001267 A test for strict stationarity in a random coefficient autoregressive model of order 1
by Trapani, Lorenzo
- S0167715221001279 A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric
by Chen, Xin & Ye, Wenjie
- S0167715221001280 Statistical causality and measurable separability of σ-algebras
by Valjarević, Dragana & Merkle, Ana
- S0167715221001292 Transportation cost inequality for backward stochastic differential equations with mean reflection
by Dai, Yin & Li, Ruinan
- S0167715221001371 An extension of Pratelli’s inequality
by Osękowski, Adam
- S0167715221001383 Supports for degenerate stochastic differential equations with jumps and applications
by Qiao, Huijie & Wu, Jiang-Lun
- S0167715221001395 Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory
by Zhang, Qihu & Park, Cheolwoo & Chung, Jongik
- S016771522100119X Monotonicity preservation properties of kernel regression estimators
by Pinelis, Iosif
- S016771522100122X Covariance matrix estimation under data-based loss
by Fourdrinier, Dominique & Haddouche, Anis M. & Mezoued, Fatiha
- S016771522100136X Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
by Liu, Yang & Chen, Zhenlong & Fu, Ke-Ang
2021, Volume 176, Issue C
- S0167715221000894 Shrinkage priors for single-spiked covariance models
by Okudo, Michiko & Komaki, Fumiyasu
- S0167715221000912 Finite frames, frame potentials and determinantal point processes on the sphere
by Hirao, Masatake
- S0167715221000924 The rate of complete consistency for recursive probability density estimator under strong mixing samples
by Wu, Yi & Yu, Wei & Wang, Xuejun & Shen, Aiting
- S0167715221000936 On the stability of the martingale optimal transport problem: A set-valued map approach
by Neufeld, Ariel & Sester, Julian
- S0167715221000948 On the number of trials needed to obtain k consecutive successes
by Drekic, Steve & Spivey, Michael Z.
- S0167715221000973 Determinacy of a distribution with finitely many mass points by finitely many moments
by Wei, Yixi & Ma, Jiang-Hong
- S0167715221000985 A simple proof of the Lévy–Khintchine formula for subordinators
by Yakubovich, Yuri
- S0167715221000997 Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
by Tang, Linjun & Zheng, Shengchao & Tan, Zhongquan
- S0167715221001000 On the Jajte strong law of large numbers
by Chen, Pingyan & Sung, Soo Hak
- S0167715221001012 On a denseness result for quasi-infinitely divisible distributions
by Kutlu, Merve
- S0167715221001085 Real-time prequential goodness-of-fit testing of life distributions in renewal processes
by El-Aroui, Mhamed-Ali
- S0167715221001103 Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity
by Iksanov, Alexander & Kondratenko, Oleh
- S0167715221001127 Bounds on the rate of convergence for Markovian queuing models with catastrophes
by Zeifman, Alexander
- S0167715221001139 Monotonic limit theorem for BSDEs with regulated trajectories
by Marzougue, Mohamed
- S0167715221001164 A correction to make Chao estimator conservative when the number of sampling occasions is finite
by Farcomeni, Alessio & Dotto, Francesco
- S0167715221001176 Non-triviality in a totally asymmetric one-dimensional Boolean percolation model on a half-line
by Bezborodov, Viktor
2021, Volume 175, Issue C
- S0167715221000730 Occupation times for spectrally negative Lévy processes on the last exit time
by Li, Yingqiu & Wei, Yushao & Peng, Zhaohui
- S0167715221000754 Non-parametric estimation of Gini index with right censored observations
by Kattumannil, Sudheesh K. & Dewan, Isha & N., Sreelaksmi
- S0167715221000766 Strong orthogonal arrays of strength two-plus based on the Addelman–Kempthorne method
by Jiang, Bochuan & Wang, Zuzheng & Wang, Yaping
- S0167715221000778 Sub-exponential rate of convergence to equilibrium for processes on the half-line
by Sarantsev, Andrey
- S0167715221000791 A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law
by Vidmar, Matija
- S0167715221000808 On likelihood ratio ordering of parallel systems with heterogeneous exponential components
by Wang, Jiantian & Cheng, Bin
- S0167715221000900 A note on the asymptotic variance of drift accelerated diffusions
by Franke, B. & Hwang, C.-R. & Ouled Said, A. & Pai, H.-M.
- S016771522100064X On uniform concentration bounds for Bi-clustering by using the Vapnik–Chervonenkis theory
by Chakraborty, Saptarshi & Das, Swagatam
- S016771522100078X Limiting distribution of short cycles in inhomogeneous random uniform hypergraph
by Yuan, Mingao
- S016771522100081X On martingale transformations of multidimensional Brownian Motion
by Mania, M. & Tevzadze, R.
2021, Volume 174, Issue C
- S0167715221000341 Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps
by Przybyłowicz, Paweł & Szölgyenyi, Michaela & Xu, Fanhui
- S0167715221000511 Dynamic Pólya–Eggenberger urns
by Feng, Yarong & Mahmoud, Hosam M.
- S0167715221000523 A note on the reduction principle for the nodal length of planar random waves
by Vidotto, Anna
- S0167715221000535 A general approach to sample path generation of infinitely divisible processes via shot noise representation
by Kawai, Reiichiro
- S0167715221000547 An equivalent mathematical program for games with random constraints
by Singh, Vikas Vikram & Lisser, Abdel & Arora, Monika
- S0167715221000572 Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA
by Zhang, Guoyi & Christensen, Ronald & Pesko, John
- S0167715221000584 Predictive probability matching priors for a certain non-regular model
by Hashimoto, Shintaro
- S0167715221000596 A new monotonic algorithm for the E-optimal experiment design problem
by Sahu, Nitesh & Babu, Prabhu
- S0167715221000602 A principled distance-based prior for the shape of the Weibull model
by van Niekerk, J. & Bakka, H. & Rue, H.
- S0167715221000614 Estimation of all parameters in the reflected Ornstein–Uhlenbeck process from discrete observations
by Hu, Yaozhong & Xi, Yuejuan
- S0167715221000626 A goodness-of-fit test based on neural network sieve estimators
by Shen, Xiaoxi & Jiang, Chang & Sakhanenko, Lyudmila & Lu, Qing
- S0167715221000638 On telegraph processes, their first passage times and running extrema
by Ratanov, Nikita
- S0167715221000651 Bayesian model averaging sliced inverse regression
by Power, Michael Declan & Dong, Yuexiao
- S0167715221000729 Generalized entropic risk measures and related BSDEs
by Ma, Hanmin & Tian, Dejian
- S0167715221000742 The number of zeros in Elephant random walks with delays
by Gut, Allan & Stadtmüller, Ulrich
2021, Volume 173, Issue C
- S0167715221000201 A general comparison theorem for reflected BSDEs
by Kim, Mun-Chol & O, Hun
- S0167715221000225 Quantization coefficients for uniform distributions on the boundaries of regular polygons
by Hansen, Joel & Marquez, Itzamar & Roychowdhury, Mrinal K. & Torres, Eduardo
- S0167715221000237 MSO 0-1 law for recursive random trees
by Malyshkin, Y.A. & Zhukovskii, M.E.
- S0167715221000249 Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude
by Nałęcz, Marek
- S0167715221000262 Correcting the corrected AIC
by DelSole, Timothy & Tippett, Michael K.
- S0167715221000286 Multivariate max-stable processes and homogeneous functionals
by Hashorva, Enkelejd & Kume, Alfred
- S0167715221000298 Moments of the stationary distribution of subcritical multitype Galton–Watson processes with immigration
by Kevei, Péter & Wiandt, Péter
- S0167715221000304 Sharp Lorentz-norm estimates for BMO martingales
by Kamiński, Łukasz & Osękowski, Adam
- S0167715221000316 R-optimal design of the second-order Scheffé mixture model
by Hao, Honghua & Zhu, Xiaoyuan & Zhang, Xinfeng & Zhang, Chongqi
- S0167715221000328 Least singular value and condition number of a square random matrix with i.i.d. rows
by Gregoratti, M. & Maran, D.
- S0167715221000353 On upper and lower bounds for probabilities of combinations of events
by Frolov, Andrei N.
- S0167715221000432 Polynomial convergence for reversible jump processes
by Cheng, Hui-Hui & Mao, Yong-Hua
- S0167715221000444 Convolution of a symmetric log-concave distribution and a symmetric bimodal distribution can have any number of modes
by Arnal, Charles
- S0167715221000456 On stochastic comparisons of finite α-mixture models
by Barmalzan, Ghobad & Kosari, Sajad & Zhang, Yiying
- S0167715221000481 On skew sticky Brownian motion
by Touhami, Wajdi
- S0167715221000493 Maxima and near-maxima of a Gaussian random assignment field
by Mordant, Gilles & Segers, Johan
- S016771522100033X On concentration inequalities for vector-valued Lipschitz functions
by Katselis, Dimitrios & Xie, Xiaotian & Beck, Carolyn L. & Srikant, R.
- S016771522100047X Innovated scalable efficient inference for ultra-large graphical models
by Zhou, Jia & Zheng, Zemin & Zhou, Huiting & Dong, Ruipeng
- S016771522100050X On the tight constant in the multivariate Dvoretzky–Kiefer–Wolfowitz inequality
by Naaman, Michael
2021, Volume 172, Issue C
- S0167715220303254 On the centrosymmetry of treatment effect estimators for stepped wedge and related cluster randomized trial designs
by Bowden, Rhys & Forbes, Andrew B. & Kasza, Jessica
- S0167715221000043 On the laws of large numbers for pseudo-independent random variables under sublinear expectation
by Guo, Xiaofan & Li, Xinpeng
- S0167715221000055 Harmonic oscillators, waves and Gaussian processes
by Gzyl, Henryk
- S0167715221000067 Moments of characteristic polynomials in certain random neural networks
by Wang, Qian & Wang, Yanhui
- S0167715221000079 On the almost sure convergence of sums
by Pratelli, Luca & Rigo, Pietro
- S0167715221000080 The continuous-time frog model can spread arbitrarily fast
by Bezborodov, Viktor & Di Persio, Luca & Krueger, Tyll
- S0167715221000092 Limiting properties of an equiprobable sampling scheme for 0–1 matrices
by Rivest, Louis-Paul
- S0167715221000109 kth distance distributions for generalized Gauss-Poisson process in Rn
by Pandey, Kaushlendra & Gupta, Abhishek K.
- S0167715221000195 Some inequalities for absolute moments of feasible acceptable random variables
by Eghbal, Negar
- S0167715221000213 A family of cumulative hazard functions and their frailty connections
by Anaya-Izquierdo, Karim & Jones, M.C. & Davis, Alice
- S0167715221000250 Derivatives of local times for some Gaussian fields II
by Hong, Minhao & Xu, Fangjun
- S0167715221000274 IPW-based robust estimation of the SAR model with missing data
by Luo, Guowang & Wu, Mixia & Xu, Liwen
2021, Volume 171, Issue C
- S0167715220302935 Cross-validation-based model averaging in linear models with response missing at random
by Wei, Yuting & Wang, Qihua
- S0167715220302947 Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
by Dedecker, Jérôme & Merlevède, Florence
- S0167715220302972 On Edgeworth models for count time series
by Weiß, Christian H.
- S0167715220303035 Strongly consistent model selection for general causal time series
by Kengne, William
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by Janson, Svante
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by Nasari, Masoud M. & Ould-Haye, Mohamedou
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by Rozovsky, L.V.
- S0167715220303278 Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by G-Brownian motion
by Zhang, Wei & Jiang, Long
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