Statistics & Probability Letters

Article	Citations
A variation of constant formula for Caputo fractional stochastic differential equations with jump–diffusion	26
On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise	26
On the asymptotic properties of extreme values of discrete random variables	24
Asymptotic properties of mth spacings based on records	17
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	14
Editorial Board	13
Some martingale properties of the simple random walk and its maximum process	13
Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model	11
Sparse inverse covariance selection with mass-nonlocal priors	9
Two-barriers-reflected BSDE with rank-based data	9
Empirical limit theorems for Wiener chaos	9
Editorial Board	8
Note on locality of volume growth rate of graphs	8
On Stein’s method for stochastically monotone single-birth chains	8
Cramér moderate deviations for a supercritical Galton–Watson process	8
Stationary jump processes for planar directions obtained by wrapping	8
Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects	8
A spatial skew-Gaussian process with a specified covariance function	8
Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation	8
A. de Moivre theorem revisited	7
On the density for sums of independent Mittag-Leffler variates with common order	7
Nonparametric estimation of marginal distributions for unordered pairs	7
On Stein factors for Laplace approximation and their application to random sums	7
Nonparametric kernel estimation of conditional copula density	6
Azuma-Hoeffding bounds for a class of urn models	6

Asymptotic properties of one-layer artificial neural networks with sparse connectivity	6
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	6
Conjugate priors and bias reduction for logistic regression models	6
Which Urbanik class Lk<	6
Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution	6
Two-step estimation in linear regressions with adaptive learning	6
Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums	6
Generalized Rank Dirichlet distributions	6
On inverse-Gamma distribution delayed by Poisson process	6
Improved concentration bounds for sums of independent sub-exponential random variables	6
Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times	6
An inequality for the total variation distance between high-dimensional centered Gaussian laws	6
Editorial Board	5
Epidemic change-point detection in general causal time series	5
A note on the asymptotic variance of drift accelerated diffusions	5
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	5
Editorial Board	5
On the optional and orthogonal decompositions of supermartingales and applications	5
Estimating social effects in a multilayered Linear-in-Means model with network data	5
Nonparametric recursive regression estimation on Riemannian Manifolds	5
Intermittency in the small-time behavior of Lévy processes	5
Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators	5
R-optimal design of the second-order Scheffé mixture model	5
On the Chvátal–Janson conjecture	5
Marginal log-linear models and mediation analysis	5
Hurst estimation for operator scaling random fields	5
Monotonic limit theorem for BSDEs with regulated trajectories	5
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case	5
A transitivity property of Ocone martingales	5
A characterization of normality via convex likelihood ratios	5
On likelihood ratio ordering of parallel systems with heterogeneous exponential components	5
Non-linear Dynkin games over split stopping times	5
Editorial Board	5
Estimating heterogeneous treatment effects versus building individualized treatment rules: Connection and disconnection	5
Nonparametric local linear estimation of the relative error regression function for twice censored data	5
Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity	5
Asymptotic efficiency of some nonparametric tests for location on hyperspheres	5
On negative correlation of Arboreal Gas for specific parameters	4
Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude	4
Regularized covariance matrix estimation in high dimensional approximate factor models	4
On the consistency of incomplete U-statistics under infinite second-order moments	4
Editorial Board	4
Convexity and sublinearity of g-expectations	4
Editorial Board	4
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	4
On the convolution equivalence of tempered stable distributions on the real line	4
Simultaneous computation of Kendall’s tau and its jackknife variance	4
Some new inequalities for beta distributions	4
A characterization of the Marchenko–Pastur probability measure	4
Local limit theorems for collective risk models	4

On the local compactness of spaces of positive measures	4
Uniform concentration bounds for frequencies of rare events	4
Nonparametric estimation for periodic stochastic differential equations driven by G	4
A note on the conditional probabilities of the telegraph process	4
Some new bounds for the mean value function of the residual lifetime process	4
Kendall’s tau estimator for bivariate zero-inflated count data	3
Inference on common intraday periodicity at high frequencies	3
Weak approximation of Schrödinger–Föllmer diffusion	3
Convergence of series of conditional expectations	3
Universally consistent K-sample tests via dependence measures	3
Adaptive rank-based tests for high dimensional mean problems	3
Some new asymptotic results for series estimation under clustered dependence	3
Normal approximation when a chaos grade is greater than two	3
Improved probability inequalities for Mardia’s coefficient of kurtosis	3
On the rate of convergence for the autocorrelation operator in functional autoregression	3
Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski	3
Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in	3
Testing departures from the increasing hazard rate property	3
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap	3
A generalization bound of deep neural networks for dependent data	3
Proximal causal inference without uniqueness assumptions	3
On exact Bayesian credible sets for discrete parameters	3
On a family of Lévy processes without support in	3
An upper bound and a characterization for Gini’s mean difference based on correlated random variables	3
Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime	3
Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift	3
On the compression phenomenon of typical discrepancies	3
A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin	3
Optimal designs for comparing population curves in hierarchical models	3
Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics	3
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	3
New characterizations of bivariate discrete Schur-constant models	3
Large deviations for mean field model in Erdős–Rényi graph	3
A transportation inequality for reflected SPDEs on infinite spatial domain	3
Limiting behavior of a kindness model	3
On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data	3
RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices	3
Frank copula is minimum information copula under fixed Kendall’s τ	3
On harmonic oscillator hazard functions	3
Fractional diffusion Bessel processes with Hurst index H	3
Exact anytime-valid confidence intervals for contingency tables and beyond	3
Nonparametric density estimation over its unknown support for right censored data	3
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises	3
The conditional spacings and their stochastic properties	3
Deviation estimates for Eulerian edit numbers of random graphs	3
Optimal estimation for lower bound of the packing number	3
Copas’ method is sensitive to different mechanisms of publication bias	3
Uniform bounds for ruin probability in multidimensional risk model	3
Semiparametric inference of treatment effects on restricted mean survival time in two sample problems from length-biased samples	3
Scalable efficient reproducible multi-task learning via data splitting	3
Lp	2
On integrals of birth–death processes at random time	2
Compound Poisson processes: Potentials, Green measures and random times	2
Universal distribution of the empirical coverage in split conformal prediction	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	2
Determinacy of a distribution with finitely many mass points by finitely many moments	2
Least singular value and condition number of a square random matrix with i.i.d. rows	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
Moderate deviations for the number of descents in a random permutation	2
Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain	2
Pricing formula of Lookback option in stochastic delay differential equation model	2
On transition density functions of skew Brownian motions with two-valued drift	2
Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution	2
Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients	2
Forced harmonic oscillators, waves on a forced string and changes of measure	2
A note on statistical distances for discrete log-concave measures	2
Sequential confidence interval for comparing two Bernoulli distributions in a non-conventional set-up	2
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	2
Editorial Board	2
Robust sphericity test in the panel data model	2
On Itô’s formula for semimartingales with jumps and non-C	2
A note on exact laws of large numbers for the range of a sample from Pareto-type distributions	2
The Riemann–Liouville field and its GMC as H→	2
Ordering results between two multiple-outlier finite δ-mixtures	2
On numbers of observations in random regions determined by records for tail-less populations	2
Some useful results related to various measures of extropy and their interrelationship	2
Editorial Board	2
Uniform convergence results for the local linear regression estimation of the conditional distribution	2
Ensemble Kalman inversion for general likelihoods	2

A new monotonic algorithm for the E-optimal experiment design problem	2
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics	2
Editorial Board	2
The first exit time of fractional Brownian motion from an unbounded domain	2
Transportation cost inequality for backward stochastic differential equations with mean reflection	2
A maximum projective stratification criterion for selecting space-filling designs	2
Generalized Markov chain tree theorem and Kemeny’s constant for a class of non-Markovian matrices	2
Kac’s central limit theorem by Stein’s method	2
On martingale transformations of multidimensional Brownian Motion	2
Quantile trace regression via nuclear norm regularization	2
On k-out-of-	2
Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances	2
A note on a dynamic network model with homogeneous structure	2
Tail dependence functions of the bivariate Hüsler–Reiss model	2
The quantile-based empirical likelihood for the difference of quantiles	2
On the robustification of the kernel estimator of the functional modal regression	2
Quantization coefficients for uniform distributions on the boundaries of regular polygons	2
Editorial Board	2
Limit theorems for a discrete-time marked Hawkes process	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Editorial Board	2
On the stability of the martingale optimal transport problem: A set-valued map approach	2
On independence of time and cause	2
Quasi-random ranked set sampling	2
Bayesian estimation of constrained mean-covariance of normal distributions	2
Local polynomial estimation of nonparametric general estimating equations	2
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	2
Simultaneous confidence bands for survival functions from twice censorship	2
Comparison of Lp	2
On the GFF with one free boundary condition	2
On the intransitivity of the win ratio	2
Berry–Esseen bound for a supercritical branching processes with immigration in a random environment	2
A spectral based goodness-of-fit test for stochastic block models	2
Formulas for the divergence operator in isonormal Gaussian space	2
A new approach for ultrahigh-dimensional covariance matrix estimation	2
A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law	2
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	2
Bayesian size-and-shape regression modelling	2
Sign consistent estimation in a sparse Poisson model	2
Online multivariate changepoint detection with type I error control and constant time/memory updates per series	2
Limit Theorems for an extended inverse Hawkes process with general exciting functions	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition	2
On absolute moment-based upper bounds for L-moments	2
Intermediate dimension of images of sequences under fractional Brownian motion	2
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	2
Construction of weighted efficiency optimal designs for experiments with mixtures	2
Quantitative stability estimates for multiscale stochastic dynamical systems	2
A Stein characterisation of the distribution of the product of correlated normal random variables	2
A Bayesian tour of binomial inference	2
Differentially private histogram with valid statistics	1
Random Dirichlet series with α-stable coefficients	1
Exponential inequalities for the number of subgraphs in the Erdös–Rényi random graph	1
Editorial Board	1
Short cycles of random permutations with cycle weights: Point processes approach	1
Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains	1
Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA	1
A correction to make Chao estimator conservative when the number of sampling occasions is finite	1
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	1
Is the effective sample size always less than n? A spatial regressi	1
On concentration inequalities for vector-valued Lipschitz functions	1
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	1
The elephant random walk with gradually increasing memory	1
Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations	1
Multivariate exponential power Lévy processes and random fields	1
Monotonicity properties for solutions of renewal equations	1
Editorial Board	1
Inverse tempered stable subordinators and related processes with Mellin transform	1
Laplace’s method and BIC model selection for least absolute value criterion	1
Optimal portfolio with power utility of absolute and relative wealth	1
Hyperbolic cosine ratio and hyperbolic sine ratio random fields	1
Change-point detection for the link function in a single-index model	1
A normal test for independence via generalized mutual information	1
Uniformly most powerful unbiased tests for the dispersion parameter of the Conway–Maxwell–Poisson distribution	1
Asymptotic analysis of generalized Greenwood statistics for very heavy tails	1
Editorial Board	1
Limiting properties of an equiprobable sampling scheme for 0–1 matrices	1
Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse	1
Waiting time representation of discrete distributions	1
Exact partially conditional binomial analysis for multinomial data in 2 × 2 tables	1
Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations	1
Penalized composite likelihood estimation for hidden Markov models with unknown number of states	1
On the averaging principle for stochastic differential equations driven by G	1
Testing equivalence to binary generalized linear models with application to logistic regression	1
Adaptive and efficient estimation in the Gaussian sequence model	1
Analysis of distance matrices	1
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	1
An algorithm for a pseudo RMLE under simple tree multivariate order restriction	1
Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions	1
A general approach to sample path generation of infinitely divisible processes via shot noise representation	1
Recursive computation of the Hawkes cumulants	1
Fluctuation analysis of synchronized system	1
Convergence rates in the limit theorems for random sums of m-orthogona	1
Nonparametric bootstrap for propensity score matching estimators	1
Study of discrete-time Hawkes process and its compensator	1