Statistics & Probability Letters

Article	Citations
A variation of constant formula for Caputo fractional stochastic differential equations with jump–diffusion	189
On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise	26
Limiting behavior of a kindness model	24
On the asymptotic properties of extreme values of discrete random variables	23
On a family of Lévy processes without support in	19
Proximal causal inference without uniqueness assumptions	12
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap	12
Asymptotic properties of mth spacings based on records	11
Some martingale properties of the simple random walk and its maximum process	11
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	11
A generalization bound of deep neural networks for dependent data	9
Scalable efficient reproducible multi-task learning via data splitting	9
Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift	8
Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances	8
Note on locality of volume growth rate of graphs	8
Editorial Board	8
Simultaneous computation of Kendall’s tau and its jackknife variance	8
Large deviations for mean field model in Erdős–Rényi graph	8
A transportation inequality for reflected SPDEs on infinite spatial domain	8
Empirical limit theorems for Wiener chaos	8
Editorial Board	8
Stationary jump processes for planar directions obtained by wrapping	8
Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects	7
Optimal designs for comparing population curves in hierarchical models	7
On Stein’s method for stochastically monotone single-birth chains	7

Fractional diffusion Bessel processes with Hurst index H	7
Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation	7
On Stein factors for Laplace approximation and their application to random sums	7
Nonparametric estimation of marginal distributions for unordered pairs	6
On the density for sums of independent Mittag-Leffler variates with common order	6
Uniform bounds for ruin probability in multidimensional risk model	6
New characterizations of bivariate discrete Schur-constant models	6
Azuma-Hoeffding bounds for a class of urn models	6
Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution	6
A. de Moivre theorem revisited	6
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition	6
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	6
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	5
Improved probability inequalities for Mardia’s coefficient of kurtosis	5
On the compression phenomenon of typical discrepancies	5
The conditional spacings and their stochastic properties	5
Robust concentration inequalities in maximal exponential models	5
Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates	5
On inverse-Gamma distribution delayed by Poisson process	5
Inference on common intraday periodicity at high frequencies	5
Which Urbanik class Lk<	5
Generalized Rank Dirichlet distributions	5
Nonparametric kernel estimation of conditional copula density	5
Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums	5
Empirical likelihood based on synthetic right censored data	5
Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times	5
Two-step estimation in linear regressions with adaptive learning	5
Improved concentration bounds for sums of independent sub-exponential random variables	5
A spatial skew-Gaussian process with a specified covariance function	5
Adaptive rank-based tests for high dimensional mean problems	5
Nonparametric recursive regression estimation on Riemannian Manifolds	5
An inequality for the total variation distance between high-dimensional centered Gaussian laws	5
Conjugate priors and bias reduction for logistic regression models	5
Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime	5
On likelihood ratio ordering of parallel systems with heterogeneous exponential components	4
Deviation estimates for Eulerian edit numbers of random graphs	4
Bayesian optimal design for non-linear model under non-regularity condition	4
Some limit theorems for dependent Bernoulli random variables	4
RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices	4
Cramér moderate deviations for a supercritical Galton–Watson process	4
Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in	4
Optimal estimation for lower bound of the packing number	4
A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law	4
A note on stationary bootstrap variance estimator under long-range dependence	4
Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures	4
A characterization of normality via convex likelihood ratios	4
Intermittency in the small-time behavior of Lévy processes	4
A transitivity property of Ocone martingales	4
Semiparametric inference of treatment effects on restricted mean survival time in two sample problems from length-biased samples	4
A note on the asymptotic variance of drift accelerated diffusions	4

A spectral based goodness-of-fit test for stochastic block models	4
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions	4
Editorial Board	4
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises	4
Asymptotic efficiency of some nonparametric tests for location on hyperspheres	4
On the consistency of incomplete U-statistics under infinite second-order moments	4
Non-linear Dynkin games over split stopping times	4
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	3
Nonparametric local linear estimation of the relative error regression function for twice censored data	3
Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude	3
Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution	3
On the Chvátal–Janson conjecture	3
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	3
Editorial Board	3
Estimating social effects in a multilayered Linear-in-Means model with network data	3
Local limit theorems for collective risk models	3
On the convolution equivalence of tempered stable distributions on the real line	3
On the local compactness of spaces of positive measures	3
On the rate of convergence for the autocorrelation operator in functional autoregression	3
Monotonic limit theorem for BSDEs with regulated trajectories	3
Normal approximation when a chaos grade is greater than two	3
A note on a dynamic network model with homogeneous structure	3
On the optional and orthogonal decompositions of supermartingales and applications	3
Convexity and sublinearity of g-expectations	3
Hurst estimation for operator scaling random fields	3
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	3
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	3
Marginal log-linear models and mediation analysis	3
Kendall’s tau estimator for bivariate zero-inflated count data	3
Weak approximation of Schrödinger–Föllmer diffusion	3
Editorial Board	3
Nonparametric density estimation over its unknown support for right censored data	3
Regularized covariance matrix estimation in high dimensional approximate factor models	3
On Itô’s formula for semimartingales with jumps and non-C	3
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case	3
Quantization coefficients for uniform distributions on the boundaries of regular polygons	3
Editorial Board	3
Comparison of Lp	3
Robust sphericity test in the panel data model	3
The Riemann–Liouville field and its GMC as H→	3
Estimating heterogeneous treatment effects versus building individualized treatment rules: Connection and disconnection	3
A maximum projective stratification criterion for selecting space-filling designs	3
On negative correlation of Arboreal Gas for specific parameters	3
An upper bound and a characterization for Gini’s mean difference based on correlated random variables	3
Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics	3
Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity	3
Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski	3
A Stein characterisation of the distribution of the product of correlated normal random variables	2
Simultaneous confidence bands for survival functions from twice censorship	2
On the stability of the martingale optimal transport problem: A set-valued map approach	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	2
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching	2
Limit Theorems for an extended inverse Hawkes process with general exciting functions	2
Ensemble Kalman inversion for general likelihoods	2
Innovated scalable efficient inference for ultra-large graphical models	2
Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients	2
Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators	2
An imitation model based on the majority	2
A note on statistical distances for discrete log-concave measures	2
The quantile-based empirical likelihood for the difference of quantiles	2
FWER goes to zero for correlated normal	2
Bayesian estimation of constrained mean-covariance of normal distributions	2
Uniform concentration bounds for frequencies of rare events	2
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable	2
Ordering results between two multiple-outlier finite δ-mixtures	2
A characterization of the Marchenko–Pastur probability measure	2
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations	2
Lp	2
The eigenvector LSD of information plus noise matrices and its application to linear regression model	2
Bayesian size-and-shape regression modelling	2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	2
On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data	2
A note on the reduction principle for the nodal length of planar random waves	2
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case	2
Testing departures from the increasing hazard rate property	2
Robust parameter estimation of regression models under weakened moment assumptions	2
On relationships between the Pearson and the distance correlation coefficients	2
Maximal inequalities and the strong law of large numbers for strong demimartingales	2
Limit theorems for a discrete-time marked Hawkes process	2

Frank copula is minimum information copula under fixed Kendall’s τ	2
A new monotonic algorithm for the E-optimal experiment design problem	2
Some new inequalities for beta distributions	2
On stochastic dependence in residual lifetime and inactivity time with some applications	2
Replication in random translation designs	2
A note on the conditional probabilities of the telegraph process	2
On the intransitivity of the win ratio	2
A Bayesian spatial scan statistic for multinomial data	2
Universally consistent K-sample tests via dependence measures	2
Variational formula of capacity for asymmetric Markov chains	2
A general approach to sample path generation of infinitely divisible processes via shot noise representation	2
Construction of weighted efficiency optimal designs for experiments with mixtures	2
R-optimal design of the second-order Scheffé mixture model	2
On integrals of birth–death processes at random time	2
Quasi-random ranked set sampling	2
Nonparametric estimation for periodic stochastic differential equations driven by G	2
Some useful results related to various measures of extropy and their interrelationship	2
Uniform convergence results for the local linear regression estimation of the conditional distribution	2
New testing procedures withk-FWER control for discrete data	2
On concentration inequalities for vector-valued Lipschitz functions	2
Instrument-residual estimator for multi-valued instruments under full monotonicity	2
Copas’ method is sensitive to different mechanisms of publication bias	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
Cauchy, normal and correlations versus heavy tails	2
Epidemic change-point detection in general causal time series	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics	2
Laplacian and Brownian motion on positive definite matrices, revisited	2
On absolute moment-based upper bounds for L-moments	2
On harmonic oscillator hazard functions	2
On Yu and Hoff’s confidence intervals for treatment means	2
Quantile trace regression via nuclear norm regularization	2
Pricing formula of Lookback option in stochastic delay differential equation model	2
Editorial Board	2
Sign consistent estimation in a sparse Poisson model	2
Convergence of series of conditional expectations	2
Large deviations for sums associated with supercritical branching process in a random environment	2
Editorial Board	2
Some new asymptotic results for series estimation under clustered dependence	2
Least singular value and condition number of a square random matrix with i.i.d. rows	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Some new bounds for the mean value function of the residual lifetime process	2
On the probability that a binomial variable is at most its expectation	2
Limiting properties of an equiprobable sampling scheme for 0–1 matrices	2
Coalescence times for critical Galton–Watson processes with immigration	2
On k-out-of-	2
Exact post-selection inference for adjusted R squared selection	2
A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin	2
Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain	2
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	2
The elephant random walk with gradually increasing memory	1
Monotonicity properties for solutions of renewal equations	1
A new likelihood inequality for models with latent variables	1
Posterior robustness with milder conditions: Contamination models revisited	1
On the probability of forming polygons from a broken stick	1
Reproducible feature selection in high-dimensional accelerated failure time models	1
Sub-exponential rate of convergence to equilibrium for processes on the half-line	1
Mean-field fractional BSDEs with locally monotone coefficients	1
Dynamic Pólya–Eggenberger urns	1
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences	1
Beta approximation for the two alleles Moran model by Stein’s method	1
Optimal curing rate allocation in the SIS epidemic model	1
A negative binomial approximation to the distribution of the sum of maxima of indicator random variables	1
On the moments of dividends and capital injections under a variant type of Parisian ruin	1
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	1
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	1
Note on the delta method for finite population inference with applications to causal inference	1
Two-step conditional least squares estimation in ADCINAR(1) process, revisited	1
Right-most position of a last progeny modified time inhomogeneous branching random walk	1
Exact uniform modulus of continuity for q-isotropic Gaussian random fi	1
A simple proof of the Lévy–Khintchine formula for subordinators	1
Non-convex isotonic regression via the Myersonian approach	1
Non-parametric estimation of Gini index with right censored observations	1
A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach	1
A correction to make Chao estimator conservative when the number of sampling occasions is finite	1
Theoretical properties of Bayesian Student-tlinear regression	1
Random Dirichlet series with α-stable coefficients	1
Penalized composite likelihood estimation for hidden Markov models with unknown number of states	1
Maximal inequalites and applications for reverse demimartingales based on concave Young functions	1
Waiting time representation of discrete distributions	1
Fluctuation analysis of synchronized system	1
Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions	1
Exact quantiles of Gaussian process extremes	1
Unified specification tests in partially linear quantile regression models	1
Dispersion parameter extension of precise generalized linear mixed model asymptotics	1
Editorial Board	1
The rate of complete consistency for recursive probability density estimator under strong mixing samples	1
Generalized wordlength enumerator for asymmetrical designs	1
Occupation times for spectrally negative Lévy processes on the last exit time	1
On the laws of large numbers for pseudo-independent random variables under sublinear expectation	1
Intersections of Zipf random sets: Maximal weighted relevance	1
Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse	1
Nonparametric bootstrap for propensity score matching estimators	1
Convergence rates in the limit theorems for random sums of m-orthogona	1
Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition	1