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	24
On the asymptotic properties of extreme values of discrete random variables	23
Asymptotic properties of mth spacings based on records	19
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	12
Editorial Board	12
Some martingale properties of the simple random walk and its maximum process	12
Empirical limit theorems for Wiener chaos	11
Editorial Board	11
Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation	9
On Stein’s method for stochastically monotone single-birth chains	9
Stationary jump processes for planar directions obtained by wrapping	9
Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects	9
Note on locality of volume growth rate of graphs	9
A. de Moivre theorem revisited	8
Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution	8
Azuma-Hoeffding bounds for a class of urn models	8
On the density for sums of independent Mittag-Leffler variates with common order	8
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition	8
Nonparametric estimation of marginal distributions for unordered pairs	8
On Stein factors for Laplace approximation and their application to random sums	8
Improved concentration bounds for sums of independent sub-exponential random variables	8
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	8
Two-step estimation in linear regressions with adaptive learning	7
A spatial skew-Gaussian process with a specified covariance function	7

On inverse-Gamma distribution delayed by Poisson process	7
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	7
Generalized Rank Dirichlet distributions	6
Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums	6
Nonparametric kernel estimation of conditional copula density	6
Robust concentration inequalities in maximal exponential models	6
Conjugate priors and bias reduction for logistic regression models	6
Which Urbanik class Lk<	6
Nonparametric recursive regression estimation on Riemannian Manifolds	6
An inequality for the total variation distance between high-dimensional centered Gaussian laws	6
Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times	6
Editorial Board	5
Editorial Board	5
Local limit theorems for collective risk models	5
Estimating social effects in a multilayered Linear-in-Means model with network data	5
Comparison of Lp	5
On the consistency of incomplete U-statistics under infinite second-order moments	5
Intermittency in the small-time behavior of Lévy processes	5
A note on the asymptotic variance of drift accelerated diffusions	5
Epidemic change-point detection in general causal time series	5
Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators	5
Estimating heterogeneous treatment effects versus building individualized treatment rules: Connection and disconnection	5
Hurst estimation for operator scaling random fields	5
Monotonic limit theorem for BSDEs with regulated trajectories	5
The Riemann–Liouville field and its GMC as H→	5
On the Chvátal–Janson conjecture	5
A transitivity property of Ocone martingales	5
On likelihood ratio ordering of parallel systems with heterogeneous exponential components	5
Marginal log-linear models and mediation analysis	5
A characterization of normality via convex likelihood ratios	5
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	5
On the optional and orthogonal decompositions of supermartingales and applications	5
Nonparametric local linear estimation of the relative error regression function for twice censored data	5
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case	5
Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity	5
Non-linear Dynkin games over split stopping times	5
Asymptotic efficiency of some nonparametric tests for location on hyperspheres	5
Editorial Board	5
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions	5
Editorial Board	5
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	4
Some new bounds for the mean value function of the residual lifetime process	4
Cramér moderate deviations for a supercritical Galton–Watson process	4
Some new inequalities for beta distributions	4
A characterization of the Marchenko–Pastur probability measure	4
Limit theorems for a discrete-time marked Hawkes process	4
R-optimal design of the second-order Scheffé mixture model	4
On the convolution equivalence of tempered stable distributions on the real line	4
Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude	4
On the local compactness of spaces of positive measures	4

Limit Theorems for an extended inverse Hawkes process with general exciting functions	4
A note on the conditional probabilities of the telegraph process	4
Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in	4
Uniform concentration bounds for frequencies of rare events	4
Regularized covariance matrix estimation in high dimensional approximate factor models	4
Quantization coefficients for uniform distributions on the boundaries of regular polygons	4
Nonparametric estimation for periodic stochastic differential equations driven by G	4
Editorial Board	4
Convexity and sublinearity of g-expectations	4
Copas’ method is sensitive to different mechanisms of publication bias	4
On negative correlation of Arboreal Gas for specific parameters	4
Uniform bounds for ruin probability in multidimensional risk model	3
A generalization bound of deep neural networks for dependent data	3
Kendall’s tau estimator for bivariate zero-inflated count data	3
Weak approximation of Schrödinger–Föllmer diffusion	3
A Stein characterisation of the distribution of the product of correlated normal random variables	3
Normal approximation when a chaos grade is greater than two	3
An upper bound and a characterization for Gini’s mean difference based on correlated random variables	3
A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin	3
Proximal causal inference without uniqueness assumptions	3
Inference on common intraday periodicity at high frequencies	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
On the rate of convergence for the autocorrelation operator in functional autoregression	3
On exact Bayesian credible sets for discrete parameters	3
Limiting behavior of a kindness model	3
Semiparametric inference of treatment effects on restricted mean survival time in two sample problems from length-biased samples	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
Convergence of series of conditional expectations	3
Exact anytime-valid confidence intervals for contingency tables and beyond	3
RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices	3
Testing departures from the increasing hazard rate property	3
Fractional diffusion Bessel processes with Hurst index H	3
Improved probability inequalities for Mardia’s coefficient of kurtosis	3
Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski	3
New characterizations of bivariate discrete Schur-constant models	3
Large deviations for mean field model in Erdős–Rényi graph	3
On a family of Lévy processes without support in	3
Frank copula is minimum information copula under fixed Kendall’s τ	3
On harmonic oscillator hazard functions	3
Nonparametric density estimation over its unknown support for right censored data	3
On the compression phenomenon of typical discrepancies	3
On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data	3
Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime	3
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises	3
Optimal designs for comparing population curves in hierarchical models	3
Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift	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
On the GFF with one free boundary condition	2
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap	2
Sign consistent estimation in a sparse Poisson model	2
Simultaneous confidence bands for survival functions from twice censorship	2
Scalable efficient reproducible multi-task learning via data splitting	2
Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients	2
A Bayesian tour of binomial inference	2
A spectral based goodness-of-fit test for stochastic block models	2
Compound Poisson processes: Potentials, Green measures and random times	2
Some limit theorems for dependent Bernoulli random variables	2
A theorem on the asymptotics of skew-normal type integrals	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
On the intransitivity of the win ratio	2
Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution	2
Extended eigenvalue–eigenvector method	2
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics	2
Editorial Board	2
Precise quantile function estimation from the characteristic function	2
Online multivariate changepoint detection with type I error control and constant time/memory updates per series	2
Bayesian estimation of constrained mean-covariance of normal distributions	2
Quasi-random ranked set sampling	2
Comparison theorem for neutral stochastic functional differential equations driven by G	2
Is the effective sample size always less than n? A spatial regressi	2
Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances	2
Uniform convergence results for the local linear regression estimation of the conditional distribution	2
Editorial Board	2
A new monotonic algorithm for the E-optimal experiment design problem	2
On stochastic dependence in residual lifetime and inactivity time with some applications	2

When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	2
On transition density functions of skew Brownian motions with two-valued drift	2
A note on statistical distances for discrete log-concave measures	2
Robust sphericity test in the panel data model	2
Determinacy of a distribution with finitely many mass points by finitely many moments	2
A transportation inequality for reflected SPDEs on infinite spatial domain	2
Lp	2
On independence of time and cause	2
Simultaneous computation of Kendall’s tau and its jackknife variance	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
Construction of weighted efficiency optimal designs for experiments with mixtures	2
Editorial Board	2
A new approach for ultrahigh-dimensional covariance matrix estimation	2
Pricing formula of Lookback option in stochastic delay differential equation model	2
Editorial Board	2
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	2
Forced harmonic oscillators, waves on a forced string and changes of measure	2
On the stability of the martingale optimal transport problem: A set-valued map approach	2
Sequential confidence interval for comparing two Bernoulli distributions in a non-conventional set-up	2
On absolute moment-based upper bounds for L-moments	2
Editorial Board	2
Generalized Markov chain tree theorem and Kemeny’s constant for a class of non-Markovian matrices	2
Indeterminate Hamburger moment problem: Entropy convergence	2
On k-out-of-	2
FWER goes to zero for correlated normal	2
Quantile trace regression via nuclear norm regularization	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
The quantile-based empirical likelihood for the difference of quantiles	2
A note on a dynamic network model with homogeneous structure	2
On martingale transformations of multidimensional Brownian Motion	2
Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain	2
Ordering results between two multiple-outlier finite δ-mixtures	2
Berry–Esseen bound for a supercritical branching processes with immigration in a random environment	2
A maximum projective stratification criterion for selecting space-filling designs	2
Local polynomial estimation of nonparametric general estimating equations	2
Editorial Board	2
The first exit time of fractional Brownian motion from an unbounded domain	2
Optimal detection of sparse gamma scale admixture with twice the null mean	2
A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law	2
On the link between monetary and star-shaped risk measures	2
Transportation cost inequality for backward stochastic differential equations with mean reflection	2
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	2
A normal test for independence via generalized mutual information	2
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	2
Tail dependence functions of the bivariate Hüsler–Reiss model	2
Ensemble Kalman inversion for general likelihoods	2
On the robustification of the kernel estimator of the functional modal regression	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
Editorial Board	2
Formulas for the divergence operator in isonormal Gaussian space	2
A Bayesian spatial scan statistic for multinomial data	2
Bayesian size-and-shape regression modelling	2
Replication in random translation designs	2
On Itô’s formula for semimartingales with jumps and non-C	2
Reproducible feature selection in high-dimensional accelerated failure time models	1
Product disintegrations: A law of large numbers via conditional independence	1
On the centrosymmetry of treatment effect estimators for stepped wedge and related cluster randomized trial designs	1
Exact uniform modulus of continuity for q-isotropic Gaussian random fi	1
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure	1
Right-most position of a last progeny modified time inhomogeneous branching random walk	1
A Berry–Esseen bound for vector-valued martingales	1
Penalized composite likelihood estimation for hidden Markov models with unknown number of states	1
Random Dirichlet series with α-stable coefficients	1
Monotonicity properties for solutions of renewal equations	1
Generalized wordlength enumerator for asymmetrical designs	1
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	1
Editorial Board	1
Construction of space-filling orthogonal Latin hypercube designs	1
A note on the intersections of two random walks in two dimensions	1
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	1
Limit theorems for the uppermost mth spacing based on weak geometric r	1
A criterion of quasi-infinite divisibility for discrete laws	1
On the laws of large numbers for pseudo-independent random variables under sublinear expectation	1
Monotonicity preservation properties of kernel regression estimators	1
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	1
Convergence rates in the limit theorems for random sums of m-orthogona	1
The elephant random walk with gradually increasing memory	1
Ruin probability approximation for bidimensional Brownian risk model with tax	1
Long-time behavior of SSEP with slow boundary	1
A jackknife empirical likelihood ratio test for log-symmetric distributions	1
Non-central moderate deviations for compound fractional Poisson processes	1
Dependence and mixing for perturbations of copula-based Markov chains	1
Deterministic implicit two-step Milstein methods for stochastic differential equations	1
On some properties of the mean inactivity time function	1
Revisiting the predictive power of kernel principal components	1
Nonparametric bootstrap for propensity score matching estimators	1
A test for the increasing log-odds rate family	1
On the probability of forming polygons from a broken stick	1
Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse	1
Waiting time representation of discrete distributions	1
Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions	1
Optimal curing rate allocation in the SIS epidemic model	1
A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach	1
Fluctuation analysis of synchronized system	1
Least squares estimation for the linear self-repelling diffusion driven by α	1