Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations
Publication date: Available online 19 November 2020Source: Statistics & Probability LettersAuthor(s): Moming Wang, Ningning Xia (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 19, 2020 Category: Statistics Source Type: research
On some properties of the mean inactivity time function
Publication date: Available online 18 November 2020Source: Statistics & Probability LettersAuthor(s): Ruhul Ali Khan, Dhrubasish Bhattacharyya, Murari Mitra (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 19, 2020 Category: Statistics Source Type: research
On Edgeworth models for count time series
Publication date: Available online 16 November 2020Source: Statistics & Probability LettersAuthor(s): Christian H. Weiß (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 17, 2020 Category: Statistics Source Type: research
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
Publication date: Available online 14 November 2020Source: Statistics & Probability LettersAuthor(s): Jérôme Dedecker, Florence Merlevède (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 15, 2020 Category: Statistics Source Type: research
Heyde’s theorem under the sub-linear expectations
Publication date: Available online 11 November 2020Source: Statistics & Probability LettersAuthor(s): Li-Xin Zhang (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 13, 2020 Category: Statistics Source Type: research
Cross-validation-based model averaging in linear models with response missing at random
Publication date: Available online 11 November 2020Source: Statistics & Probability LettersAuthor(s): Yuting Wei, Qihua Wang (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 13, 2020 Category: Statistics Source Type: research
The independence assumption in the mixed randomized response model
Publication date: Available online 11 November 2020Source: Statistics & Probability LettersAuthor(s): Hiroshi Saigo (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 11, 2020 Category: Statistics Source Type: research
Parseval’s identity and optimal transport maps
Publication date: Available online 6 November 2020Source: Statistics & Probability LettersAuthor(s): N. Ghaffari, S.G. Walker (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 7, 2020 Category: Statistics Source Type: research
A uniform result for the dimension of fractional Brownian motion level sets
Publication date: Available online 6 November 2020Source: Statistics & Probability LettersAuthor(s): Lara Daw (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 7, 2020 Category: Statistics Source Type: research
Bayesian optimal design for non-linear model under non-regularity condition
Publication date: Available online 1 November 2020Source: Statistics & Probability LettersAuthor(s): M. Hooshangifar, H. Talebi (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 2, 2020 Category: Statistics Source Type: research
Comments on the presence of serial correlation in the random coefficients of an autoregressive process
Publication date: Available online 1 November 2020Source: Statistics & Probability LettersAuthor(s): Frédéric Proïa, Marius Soltane (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - November 2, 2020 Category: Statistics Source Type: research
Extended diagonal uniform association symmetry model for square contingency tables with ordinal categories
Publication date: Available online 23 October 2020Source: Statistics & Probability LettersAuthor(s): Shuji Ando, Kouji Tahata, Sadao Tomizawa (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - October 24, 2020 Category: Statistics Source Type: research
Large deviations principle for white noise distributions with growth condition
Publication date: Available online 24 October 2020Source: Statistics & Probability LettersAuthor(s): Sonia Chaari (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - October 24, 2020 Category: Statistics Source Type: research
On the spectral gap of Boltzmann measures on the unit sphere
Publication date: Available online 22 October 2020Source: Statistics & Probability LettersAuthor(s): Biao Li, Yutao Ma, Zhengliang Zhang (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - October 22, 2020 Category: Statistics Source Type: research
A note on stationary bootstrap variance estimator under long-range dependence
Publication date: Available online 20 October 2020Source: Statistics & Probability LettersAuthor(s): Taegyu Kang, Young Min Kim, Jongho Im (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - October 21, 2020 Category: Statistics Source Type: research
