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  • ESAIM: Probability and Statistics
  • Tome 17 (2013)


Large deviations for quasi-arithmetically self-normalized random variables
Aubry, Jean-Marie  ; Zani, Marguerite
p. 1-12

Local asymptotic normality for normal inverse gaussian Lévy processes with high-frequency sampling
Kawai, Reiichiro  ; Masuda, Hiroki
p. 13-32

Nonparametric estimation of the derivatives of the stationary density for stationary processes
Schmisser, Emeline
p. 33-69

Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation
Rossignol, Raphaël  ; Théret, Marie
p. 70-104

Asymptotic normality of randomly truncated stochastic algorithms
Lelong, Jérôme
p. 105-119

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
Neumann, Michael H.
p. 120-134

Incremental moments and Hölder exponents of multifractional multistable processes
Le Guével, Ronan  ; Véhel, Jacques Lévy
p. 135-178

On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms
Cénac, Peggy
p. 179-194

Polynomial deviation bounds for recurrent Harris processes having general state space
Löcherbach, Eva  ; Loukianova, Dasha
p. 195-218

Multifractional brownian fields indexed by metric spaces with distances of negative type
Istas, Jacques
p. 219-223

Fixed-α and fixed-β efficiencies
Withers, Christopher S.  ; Nadarajah, Saralees
p. 224-235

Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
Di Bernardino, Elena  ; Laloë, Thomas  ; Maume-Deschamps, Véronique  ; Prieur, Clémentine
p. 236-256

Meeting time of independent random walks in random environment
Gallesco, Christophe
p. 257-292

Semimartingale decomposition of convex functions of continuous semimartingales by brownian perturbation
Grinberg, Nastasiya F.
p. 293-306

Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method
Bertrand, Pierre Raphaël  ; Fhima, Mehdi  ; Guillin, Arnaud
p. 307-327

Penalization versus Goldenshluger-Lepski strategies in warped bases regression
Chagny, Gaëlle
p. 328-358

Towards a universally consistent estimator of the Minkowski content
Cuevas, Antonio  ; Fraiman, Ricardo  ; Györfi, László
p. 359-369

How the result of graph clustering methods depends on the construction of the graph
Maier, Markus  ; von Luxburg, Ulrike  ; Hein, Matthias
p. 370-418

Smoothness of Metropolis-Hastings algorithm and application to entropy estimation
Chauveau, Didier  ; Vandekerkhove, Pierre
p. 419-431

Goodness-of-fit tests in long-range dependent processes under fixed alternatives
Dette, Holger  ; Sen, Kemal
p. 432-443

On ℝ d -valued peacocks
Hirsch, Francis  ; Roynette, Bernard
p. 444-454

Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
Fuchs, Florian  ; Stelzer, Robert
p. 455-471

Why minimax is not that pessimistic
Fraysse, Aurelia
p. 472-484

Adaptive hard-thresholding for linear inverse problems
Rochet, Paul
p. 485-499

A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
Bercu, Bernard  ; Proïa, Frédéric
p. 500-530

Asymptotics of counts of small components in random structures and models of coagulation-fragmentation
Granovsky, Boris L.
p. 531-549

Carthaginian enlargement of filtrations
Callegaro, Giorgia  ; Jeanblanc, Monique  ; Zargari, Behnaz
p. 550-566

Moment measures of heavy-tailed renewal point processes: asymptotics and applications
Dombry, Clément  ; Kaj, Ingemar
p. 567-591

Wavelet analysis of the multivariate fractional brownian motion
Coeurjolly, Jean-François  ; Amblard, Pierre-Olivier  ; Achard, Sophie
p. 592-604

Convolution property and exponential bounds for symmetric monotone densities
Lefèvre, Claude  ; Utev, Sergey
p. 605-613

Discrete time markovian agents interacting through a potential
Budhiraja, Amarjit  ; Moral, Pierre Del  ; Rubenthaler, Sylvain
p. 614-634

Necessary and sufficient condition for the existence of a Fréchet mean on the circle
Charlier, Benjamin
p. 635-649

An ℓ 1 -oracle inequality for the Lasso in finite mixture gaussian regression models
Meynet, Caroline
p. 650-671

Partition-based conditional density estimation
Cohen, S. X.  ; Le Pennec, E.
p. 672-697

Adaptive density estimation for clustering with gaussian mixtures
Maugis-Rabusseau, C.  ; Michel, B.
p. 698-724

Moderate deviations for a Curie-Weiss model with dynamical external field
Reichenbachs, Anselm
p. 725-739

Risk bounds for new M-estimation problems
Rachdi, Nabil  ; Fort, Jean-Claude  ; Klein, Thierry
p. 740-766

Testing randomness of spatial point patterns with the Ripley statistic
Lang, Gabriel  ; Marcon, Eric
p. 767-788

Sur l'œuvre de Paul Lévy
Yor, Marc
p. 789

Paul Lévy et l'arithmétique des lois de probabilités
Bertoin, Jean
p. 790-794

Paul Lévy et le mouvement brownien
Le Gall, Jean-François
p. 795-801
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