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ESAIM: Probability and Statistics
Volume 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