Covariance matrix estimation under data-based loss
Publication date: October 2021Source: Statistics & Probability Letters, Volume 177Author(s): Dominique Fourdrinier, Anis M. Haddouche, Fatiha Mezoued (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 12, 2021 Category: Statistics Source Type: research
Supports for degenerate stochastic differential equations with jumps and applications
Publication date: Available online 7 June 2021Source: Statistics & Probability LettersAuthor(s): Huijie Qiao, Jiang-Lun Wu (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 9, 2021 Category: Statistics Source Type: research
An extension of Pratelli’s inequality
Publication date: Available online 5 June 2021Source: Statistics & Probability LettersAuthor(s): Adam Osękowski (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 5, 2021 Category: Statistics Source Type: research
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
Publication date: Available online 5 June 2021Source: Statistics & Probability LettersAuthor(s): Yang Liu, Zhenlong Chen, Ke-Ang Fu (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 5, 2021 Category: Statistics Source Type: research
Transportation cost inequality for backward stochastic differential equations with mean reflection
Publication date: Available online 2 June 2021Source: Statistics & Probability LettersAuthor(s): Yin Dai, Ruinan Li (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 3, 2021 Category: Statistics Source Type: research
Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory
Publication date: Available online 3 June 2021Source: Statistics & Probability LettersAuthor(s): Qihu Zhang, Cheolwoo Park, Jongik Chung (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 3, 2021 Category: Statistics Source Type: research
Editorial Board
Publication date: September 2021Source: Statistics & Probability Letters, Volume 176Author(s): (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 3, 2021 Category: Statistics Source Type: research
A test for strict stationarity in a random coefficient autoregressive model of order 1
Publication date: Available online 2 June 2021Source: Statistics & Probability LettersAuthor(s): Lorenzo Trapani (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 2, 2021 Category: Statistics Source Type: research
A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric
Publication date: Available online 2 June 2021Source: Statistics & Probability LettersAuthor(s): Xin Chen, Wenjie Ye (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 2, 2021 Category: Statistics Source Type: research
Statistical causality and measurable separability of σ-algebras
Publication date: Available online 31 May 2021Source: Statistics & Probability LettersAuthor(s): Dragana Valjarević, Ana Merkle (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 1, 2021 Category: Statistics Source Type: research
On a limit theorem for a non-linear scaling
Publication date: Available online 31 May 2021Source: Statistics & Probability LettersAuthor(s): Zbigniew J. Jurek (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 1, 2021 Category: Statistics Source Type: research
Recursive computation of the Hawkes cumulants
Publication date: Available online 29 May 2021Source: Statistics & Probability LettersAuthor(s): Nicolas Privault (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 31, 2021 Category: Statistics Source Type: research
Covariance matrix estimation under data–based loss
Publication date: Available online 26 May 2021Source: Statistics & Probability LettersAuthor(s): Dominique Fourdrinier, Anis M. Haddouche, Fatiha Mezoued (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 26, 2021 Category: Statistics Source Type: research
An exact method for testing equality of several groups in panel data models
Publication date: Available online 24 May 2021Source: Statistics & Probability LettersAuthor(s): Ahad Malekzadeh, Asghar Esmaeli-Ayan (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 24, 2021 Category: Statistics Source Type: research
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins
Publication date: Available online 20 May 2021Source: Statistics & Probability LettersAuthor(s): John Hughes (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 21, 2021 Category: Statistics Source Type: research
