期刊： STATISTICS & PROBABILITY LETTERS, 2021; 175 ()
In this paper, adopting the Poisson approach and the perturbation approach for spectrally negative Levy processes (often abbreviated as SNLP), we cons......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 175 ()
Based on nonregular orthogonal arrays via the Addelman-Kempthorne method, we propose a novel construction of strong orthogonal arrays of strength 2+. ......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 177 ()
In the paper, we are concerned with degenerate stochastic differential equations with jumps. We first establish two theorems about supports for the so......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 174 ()
Assuming that a reflected Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate all t......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 176 ()
In this paper, we mainly study the recursive density estimators of the probability density function for strong mixing random variables. The rate of co......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 177 ()
Using the method of Girsanov's transformation, we investigate Talagrand's quadratic transportation cost inequalities for the law of the solution of ba......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 177 ()
This paper considers a nonstandard renewal risk model with constant force of interest, in which each main claim induces a delayed claim. Assume that t......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 171 ()
This paper studies the first passage times of a (reflected) Brownian motion with broken drift over a random boundary. The time-dependent Meyer-Tanaka ......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 170 ()
The power of the frequency domain causality test proposed by Breitung and Candelon (2006) is analyzed. We show that the power of the test is closely r......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 176 ()
We consider the determinacy problem for a distribution function F (x), x is an element of R, by mixed data consisting of partial information given on ......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 177 ()
Let u(t, x) be the solution to the stochastic heat equation on R+ xR(d) driven by a Gaussian noise that is white in time and has a spatially covarianc......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 178 ()
In this paper, we consider the slow-fast stochastic systems with singular coefficients. Using Zvonkin's transformation and the strong convergence in t......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 177 ()
In this paper we will give a probabilistic representation for the heat flow of harmonic map with time-dependent Riemannian metric via a forward-backwa......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 171 ()
In this paper, we study the following backward stochastic differential equations driven by G-Brownian motion (G-BSDEs in short) Y-t = xi + integral(T)......
期刊： STATISTICS & PROBABILITY LETTERS, 2021; 178 ()
Let {Z(n)} be a supercritical branching process in an independent and identically distributed random environment. As is well known, the behavior of Z(......
