The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- On the Hougaard subordinated Gaussian Lévy processes (Q552990) (← links)
- Remarks on the intersection local time of fractional Brownian motions (Q552992) (← links)
- A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter (Q552993) (← links)
- Goal achieving probabilities of constrained mean-variance strategies (Q552995) (← links)
- Small Box-Behnken design (Q552997) (← links)
- A limit result for the prior predictive applied to checking for prior-data conflict (Q552999) (← links)
- The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
- Frame theory in directional statistics (Q553003) (← links)
- Importance sampling as a variational approximation (Q553007) (← links)
- Sparse variational analysis of linear mixed models for large data sets (Q553008) (← links)
- Multivariate causality tests with simulation and application (Q553011) (← links)
- Some characterization results on generalized cumulative residual entropy measure (Q553012) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Martingale transforms between Hardy-Orlicz spaces \(\mathcal 2_{\Phi_1}\) and \(\mathcal 2_{\Phi_2}\) of martingales (Q553014) (← links)
- Relaxation time is monotone in temperature in the mean-field Ising model (Q553015) (← links)
- The generalized Cantor distribution and its corresponding inverse distribution (Q553016) (← links)
- Estimation for discretely observed continuous state branching processes with immigration (Q553018) (← links)
- On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables (Q553019) (← links)
- Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
- Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies (Q553023) (← links)
- High-dimensional generation of Bernoulli random vectors (Q553024) (← links)
- A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution (Q553025) (← links)
- An equivalent representation of the Brown-Resnick process (Q553029) (← links)
- Optimal response-adaptive allocation designs in phase III clinical trials: incorporating ethics in optimality (Q553031) (← links)
- On the solution process for a stochastic fractional partial differential equation driven by space-time white noise (Q553032) (← links)
- Applying Brownian motion to the study of birth-death chains (Q553033) (← links)
- The \(p\)-folded cumulative distribution function and the mean absolute deviation from the \(p\)-quantile (Q553036) (← links)
- Mean first passage times of two-dimensional processes with jumps (Q553037) (← links)
- The mixing advantage for bounded random variables (Q553038) (← links)
- Pricing basket default swaps in a tractable shot noise model (Q553040) (← links)
- Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions (Q553044) (← links)
- General Freidlin-Wentzell large deviations and positive diffusions (Q553047) (← links)
- Large-time asymptotics for an uncorrelated stochastic volatility model (Q553048) (← links)
- A general Isserlis theorem for mixed-Gaussian random variables (Q553049) (← links)
- A law of the iterated logarithm for the product limit estimator with doubly censored data (Q553052) (← links)
- Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
- On the visibility in well-behaved random sets in Euclidean space (Q553054) (← links)
- A sharp inequality for martingales and its applications (Q553058) (← links)
- A general criterion to determine the number of change-points (Q553059) (← links)
- Deterministic and stochastic stability of a mathematical model of smoking (Q553064) (← links)
- Efficiency of the OLS estimator in the vicinity of a spatial unit root (Q553066) (← links)
- Renewal theory with a trend (Q553067) (← links)
- On a stochastic interacting model with stepping-stone noises (Q553068) (← links)
- The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
- Finite-sample density and its small sample asymptotic approximation (Q553074) (← links)
- The behavior of warm standby components with respect to a coherent system (Q553075) (← links)
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- Corrigendum to ``Prediction for some processes related to a fractional Brownian motion'' (Q553079) (← links)
- Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
- Maximal inequalities for \(N\)-demimartingale and strong law of large numbers (Q553083) (← links)
