Papers to Appear in Subsequent Issues

When papers are accepted for publication, they will appear below. Any changes that are made during the production process will only appear in the final version. Papers listed here are not updated during the production process and are removed once an issue is published.

 

Least Squares Estimation for Path-Distribution Dependent Stochastic Differential Equations Driven by Fractional Brownian Motions Associated with the Interacting Particle Systems Huan Zhou and Guangjun Shen
A Geometric Framework for Multivariate Jumps Locations Estimation Hugo Henneuse
Quantile Importance Sampling Jyotishka Datta and Nicholas G. Polson
Dynamic sparsity on dynamic regression models Hedibert Freitas Lopes and Paloma Vaissman Uribe
Variance estimation in the presence of scrambled response using ranked set sampling Arvind Kumar Alok, Garib Nath Singh and Arnab Bandyopadhyay
Improved estimation of location parameters of two exponential distributions with ordered scale Lakshmi Kanta Patra, Constantinos Petropoulos, Shrajal Bajpai and Naresh Garg
Novel Exponential-Type Imputation Models (NEtIMs) for Handling Missing Data Anjali Gupta and R R Sinha
Optimal designs for comparing multivariate linear models with known covariance matrix Changyu Liu
Uniform large deviation principles for SDEs under locally weak monotonicity conditions Wang Jian and Hao Yang