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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Forthcoming papers
 

Manuscripts accepted to PMS are gradually posted on the journal's web page. The formatting of manuscripts may change after final copy-editing and the pagination is determined after allocation to specific volumes of PMS.

S. Abbasi, M. H. Alamatsaz, Preservation properties of stochastic orders by transformation to Harris family
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A. Adler, P. Matuła, On exact strong laws of large numbers under general dependence conditions
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A. Arefi, R. Pourtaheri, Asymmetrically tempered stable distributions with applications to finance
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M. Azimmohseni, A. R. Soltani, M. Khalafi, N. A. Ghalesary, A Consistent estimator for spectral density matrix of a discrete time periodically correlated process
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S. Bahadır, E. Ceyhan, On the Number of reflexive and shared nearest neighbor pairs in one-dimensional uniform data
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S. Chang, D. Li, A. Rosalsky, Strong laws of large numbers for the sequence of maximum of partial sums of i.i.d. random variables
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M. B. Chrouda, K. E. Mabrouk, K. Hassine, Boundary value problems for the Dunkl Laplacian
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Y. Dong, L. Song, M. Wang, M. Amin, M-estimation of the mixed-type generalized linear model
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A. Genadot, Averaging for some simple constrained Markov processes
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K. Hees, H. Scheffler, On joint sum/max stability and sum/max domains of attraction
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A. A. Imomov, On a limit structure of the Galton-Watson branching processes with regularly varying generating functions
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T. Inglot, Data driven efficient score tests for Poissonity
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B. Kızıldemir, N. Privault, Supermodular ordering of Poisson and binomial random vectors by tree-based correlations
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C. Kopp, I. Molchanov, Series representation of time-stable stochastic processes
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P. M. Kozyra, T. Rychlik, Sharp bounds on the expectations of linear combinations of $k$th records expressed in the Gini mean difference units
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V. Kovač, K. A. Škreb, Bellman functions and $\textupL^p$ estimates for paraproducts
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H. Kösters, A. Tikhomirov, Limiting spectral distributions of sums of products of non-Hermitian random matrices
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A. Lechiheb, I. Nourdin, G. Zheng, E. Haouala, Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
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J. Letemplier, T. Simon, The area of a spectrally positive stable process stopped at zero
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Z. Liu, X. Yang, On the longest runs in Markov chains
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M. Mahdizadeh, E. Zamanzade, Dynamic reliability estimation in a rank-based design
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M. A. Ouahra, R. Guerbaz, H. Ouahhabi, A. Sghir, Occupation time problem for multifractional Brownian motion
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L. Oussi, J. Wysoczański, bm-Central Limit Theorems associated with non-symmetric positive cones
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B. Pacchiarotti, Large deviations for generalized conditioned Gaussian Processes and their bridges
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W. Pestman, F. Tuerlinckx, W. Vanpaemel, A reverse to the Jeffreys-Lindley paradox
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F. Proïa, Stationarity against integration in the autoregressive process with polynomial trend
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T. Rogala, L. Stettner, Bellman equations for terminal utility maximization with general bid and ask prices
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R. Różański, G. Chłapiński, M. Hławka, K. Jamróz, M. Kawecki, A. Zagdański, Prediction intervals and regions for multivariate time series models with sieve bootstrap
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N. Soja-Kukieła, Extremes of multidimensional stationary Gaussian random fields
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H. Tsukada, Tanaka formula for strictly stable processes
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J. Tugaut, Finiteness of entropy for granular media equations
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P. Vellaisamy, A. Maheshwari, Fractional negative binomial and Polya processes
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R. Wieczorek, H. Podsędkowska, Entropic upper bound for Bayes risk in the quantum case
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C. Zhao, Extremes of order statistics of stationary Gaussian processes
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D. Zhou, W. Li, Y. Jiao, An equivalent characterization of weak BMO martingale spaces
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C. Zhuansun, X. Li, Complete consistency for recursive probability density estimator of widely orthant dependent samples
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