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ESAIM: Probability and Statistics
Tome 15 (2011)
Précédent
Suivant
Preface
Hoffmann, Marc
;
Lamberton, Damien
p. S1
Entrelacements de semi-groupes provenant de paires de Gelfand
Biane, Philippe
p. S2-S10
Time-homogeneous diffusions with a given marginal at a random time
Cox, Alexander M. G.
;
Hobson, David
;
Obłój, Jan
p. S11-S24
Local martingales and filtration shrinkage
Föllmer, Hans
;
Protter, Philip
p. S25-S38
A new kind of augmentation of filtrations
Najnudel, Joseph
;
Nikeghbali, Ashkan
p. S39-S57
Hoeffding spaces and Specht modules
Peccati, Giovanni
;
Pycke, Jean-Renaud
p. S58-S68
Wiener integral for the coordinate process under the
σ
-finite measure unifying brownian penalisations
Yano, Kouji
p. S69-S84
Estimating a discrete distribution
via
histogram selection
Akakpo, Nathalie
p. 1-29
A new stochastic restricted biased estimator under heteroscedastic or correlated error
Alheety, Mustafa Ismaeel
p. 30-40
A non asymptotic penalized criterion for gaussian mixture model selection
Maugis, Cathy
;
Michel, Bertrand
p. 41-68
Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model
Loubes, Jean-Michel
;
Paindaveine, Davy
p. 69-82
On the large deviations of a class of modulated additive processes
Duffy, Ken R.
;
Macci, Claudio
;
Torrisi, Giovanni Luca
p. 83-109
L
p
-theory for the stochastic heat equation with infinite-dimensional fractional noise
Balan, Raluca M.
p. 110-138
Expansions for the distribution of
M
-estimates with applications to the Multi-Tone problem
Withers, Christopher S.
;
Nadarajah, Saralees
p. 139-167
Cramér type moderate deviations for Studentized U-statistics
Lai, Tze Leng
;
Shao, Qi-Man
;
Wang, Qiying
p. 168-179
SURE shrinkage of gaussian paths and signal identification
Privault, Nicolas
;
Réveillac, Anthony
p. 180-196
Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process
Löcherbach, Eva
;
Loukianova, Dasha
;
Loukianov, Oleg
p. 197-216
Large deviations for directed percolation on a thin rectangle
Ibrahim, Jean-Paul
p. 217-232
Simulation and approximation of Lévy-driven stochastic differential equations
Fournier, Nicolas
p. 233-248
Random fractals generated by a local gaussian process indexed by a class of functions
Coiffard, Claire
p. 249-269
Estimation for misspecified ergodic diffusion processes from discrete observations
Uchida, Masayuki
;
Yoshida, Nakahiro
p. 270-290
Limit theorems for measure-valued processes of the level-exceedance type
Yurachkivsky, Andriy
p. 291-319
Data-driven penalty calibration: A case study for gaussian mixture model selection
Maugis, Cathy
;
Michel, Bertrand
p. 320-339
Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
Withers, Christopher S.
;
Nadarajah, Saralees
p. 340-357
KPZ formula for log-infinitely divisible multifractal random measures
Rhodes, Rémi
;
Vargas, Vincent
p. 358-371
Dislocation measure of the fragmentation of a general Lévy tree
Voisin, Guillaume
p. 372-389
A note on spider walks
Gallesco, Christophe
;
Müller, Sebastian
;
Popov, Serguei
p. 390-401
Integration in a dynamical stochastic geometric framework
Aletti, Giacomo
;
Bongiorno, Enea G.
;
Capasso, Vincenzo
p. 402-416
Continuous-time multitype branching processes conditioned on very late extinction
Pénisson, Sophie
p. 417-442