Geodesic

Tome 19 (2015)

Sommaire

Iterative isotonic regression
p. 1-23
Exact bounds on the closeness between the Student and standard normal distributions
p. 24-27
Tail index estimation based on survey data
p. 28-59
Central limit theorems for stochastic approximation with controlled Markov chain dynamics
p. 60-80
Small stochastic perturbations in a general fractional kinetic equation
p. 81-99
Operator scaled Wiener bridges
p. 100-114
Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
p. 115-134
A comparison of methods for selecting values of simulation input variables
p. 135-147
Some limiting laws associated with the integrated Brownian motion
p. 148-171
Height and the total mass of the forest of genealogical trees of a large population with general competition
p. 172-193
Reflected BSDE’s with discontinuous barrier and time delayed generators
p. 194-203
Model selection for Poisson processes with covariates
p. 204-235
Asymptotic Properties of Collective-Rearrangement Algorithms
p. 236-250
Nonparametric regression estimation onto a Poisson point process covariate
p. 251-267
Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
p. 268-292
Orthogonal polynomials for seminonparametric instrumental variables model
p. 293-306
Weak law of large numbers for some Markov chains along non homogeneous genealogies
p. 307-326
Convergence of the spectrum of empirical covariance matrices for independent MRW processes
p. 327-360
Analysis of adaptive multilevel splitting algorithms in an idealized case
p. 361-394
Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
p. 395-413
Gaussian and non-Gaussian processes of zero power variation
p. 414-439
Exponential concentration inequalities for additive functionals of Markov chains
p. 440-481
Quantitative speeds of convergence for exposure to food contaminants
p. 482-501
Poisson boundary of a relativistic diffusion in curved space-times: an example
p. 502-514
Sensitivities via rough paths
p. 515-543
Modified logarithmic Sobolev inequalities for canonical ensembles
p. 544-559
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
p. 560-577
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
p. 578-589
Penultimate gamma approximation in the CLT for skewed distributions
p. 590-604
Hidden Markov model for parameter estimation of a random walk in a Markov environment
p. 605-625
Bayesian sequential testing of the drift of a Brownian motion
p. 626-648
An ℓ 1 -oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models
p. 649-670
Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
p. 671-688
Deviation inequalities for bifurcating Markov chains on Galton−Watson tree
p. 689-724
Randomized pick-freeze for sparse Sobol indices estimation in high dimension
p. 725-745
Weighted least-squares inference for multivariate copulas based on dependence coefficients
p. 746-765
Bifractional Brownian motion: existence and border cases
p. 766-781
Infinite dimensional functional convergences in random balls model
p. 782-793
Rare event simulation and splitting for discontinuous random variables
p. 794-811