Volume 78; Issue 12

Statistics & Probability Letters

Volume 78; Issue 12
2

A higher order multifractal formalism

Year:
2008
Language:
english
File:
PDF, 250 KB
english, 2008
3

Seasonal fractional ARIMA with stable innovations

Year:
2008
Language:
english
File:
PDF, 737 KB
english, 2008
5

On the central limit theorem and the law of the iterated logarithm

Year:
2008
Language:
english
File:
PDF, 195 KB
english, 2008
6

A class of autoregressive processes

Year:
2008
Language:
english
File:
PDF, 446 KB
english, 2008
7

Complete convergence of weighted sums for ρ∗ -mixing sequence of random variables

Year:
2008
Language:
english
File:
PDF, 209 KB
english, 2008
9

On computation of NPMLE for middle-censored data

Year:
2008
Language:
english
File:
PDF, 265 KB
english, 2008
11

The autocorrelation structure of the Markov-switching asymmetric power GARCH process

Year:
2008
Language:
english
File:
PDF, 540 KB
english, 2008
12

A problem on extreme magnitudes of characteristic functions: The general case

Year:
2008
Language:
english
File:
PDF, 183 KB
english, 2008
13

Distribution of runs in a sequence of exchangeable multi-state trials

Year:
2008
Language:
english
File:
PDF, 263 KB
english, 2008
14

Clustering gene expression profile data by selective shrinkage

Year:
2008
Language:
english
File:
PDF, 1.19 MB
english, 2008
15

Edgeworth expansions in operator form

Year:
2008
Language:
english
File:
PDF, 312 KB
english, 2008
16

kth records from geometric distribution

Year:
2008
Language:
english
File:
PDF, 273 KB
english, 2008
17

Extreme variances of order statistics in dependent samples

Year:
2008
Language:
english
File:
PDF, 232 KB
english, 2008
18

Some moment relationships for multivariate skew-symmetric distributions

Year:
2008
Language:
english
File:
PDF, 247 KB
english, 2008
19

Spiking problem in monotone regression: Penalized residual sum of squares

Year:
2008
Language:
english
File:
PDF, 262 KB
english, 2008
20

How to construct asymptotically stable iterated function systems

Year:
2008
Language:
english
File:
PDF, 256 KB
english, 2008
23

Limiting distribution of the G statistics

Year:
2008
Language:
english
File:
PDF, 212 KB
english, 2008
24

A lower bound for the reliability function of multiple failure mode systems

Year:
2008
Language:
english
File:
PDF, 295 KB
english, 2008
25

A note on auxiliary particle filters

Year:
2008
Language:
english
File:
PDF, 465 KB
english, 2008
26

Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables

Year:
2008
Language:
english
File:
PDF, 187 KB
english, 2008
27

A generalized Gittins index for a Markov chain and its recursive calculation

Year:
2008
Language:
english
File:
PDF, 293 KB
english, 2008
28

Editorial Board

Year:
2008
Language:
english
File:
PDF, 85 KB
english, 2008
29

Characterizations using the bivariate failure rate function

Year:
2008
Language:
english
File:
PDF, 222 KB
english, 2008
30

Empirical likelihood for linear models in the presence of nuisance parameters

Year:
2008
Language:
english
File:
PDF, 544 KB
english, 2008
31

Extended Glivenko–Cantelli Theorem in ARCH()-time series

Year:
2008
Language:
english
File:
PDF, 221 KB
english, 2008
35

Modified Simes’ critical values under independence

Year:
2008
Language:
english
File:
PDF, 235 KB
english, 2008
36

A generalization and extension of an autoregressive model

Year:
2008
Language:
english
File:
PDF, 244 KB
english, 2008
37

On Pólya mixtures of multivariate Gaussian distributions

Year:
2008
Language:
english
File:
PDF, 242 KB
english, 2008
38

A self-normalized central limit theorem for ρ -mixing stationary sequences

Year:
2008
Language:
english
File:
PDF, 232 KB
english, 2008
39

-squared for general regression models in the presence of sampling weights

Year:
2008
Language:
english
File:
PDF, 147 KB
english, 2008
40

Hausdorff moment problem: Reconstruction of distributions

Year:
2008
Language:
english
File:
PDF, 347 KB
english, 2008
42

Growth rates for pure birth Markov chains

Year:
2008
Language:
english
File:
PDF, 216 KB
english, 2008
43

On exit times of Levy-driven Ornstein–Uhlenbeck processes

Year:
2008
Language:
english
File:
PDF, 265 KB
english, 2008
45

Moment estimation in a semiparametric generalized linear model

Year:
2008
Language:
english
File:
PDF, 324 KB
english, 2008
47

A note on extreme values and kernel estimators of sample boundaries

Year:
2008
Language:
english
File:
PDF, 210 KB
english, 2008