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Geodesic


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ESAIM: Probability and Statistics
Tome 19 (2015)
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Iterative isotonic regression
Guyader, Arnaud ;  Hengartner, Nick ; Jégou, Nicolas ;  Matzner-Løber, Eric 
p. 1-23

Exact bounds on the closeness between the Student and standard normal distributions
Pinelis, Iosif 
p. 24-27

Tail index estimation based on survey data
Bertail, Patrice ;  Chautru, Emilie ;  Clémençon, Stéphan 
p. 28-59

Central limit theorems for stochastic approximation with controlled Markov chain dynamics
Fort, Gersende 
p. 60-80

Small stochastic perturbations in a general fractional kinetic equation
Márquez-Carreras, David
p. 81-99

Operator scaled Wiener bridges
Barczy, Mátyás ; Kern, Peter ; Krause, Vincent
p. 100-114

Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
Butucea, Cristina ;  Ingster, Yuri I. ; Suslina, Irina A. 
p. 115-134

A comparison of methods for selecting values of simulation input variables
Ourbih-Tari, Megdouda ; Guebli, Sofia
p. 135-147

Some limiting laws associated with the integrated Brownian motion
Profeta, Christophe 
p. 148-171

Height and the total mass of the forest of genealogical trees of a large population with general competition
Vi, Le ; Pardoux, Etienne
p. 172-193

Reflected BSDE’s with discontinuous barrier and time delayed generators
Karouf, Monia
p. 194-203

Model selection for Poisson processes with covariates
Sart, Mathieu
p. 204-235

Asymptotic Properties of Collective-Rearrangement Algorithms
Hirsch, Christian ; Gaiselmann, Gerd ; Schmidt, Volker
p. 236-250

Nonparametric regression estimation onto a Poisson point process covariate
Cadre, Benoît ; Truquet, Lionel 
p. 251-267

Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
Ailliot, Pierre ;  Pène, Françoise
p. 268-292

Orthogonal polynomials for seminonparametric instrumental variables model
Kovchegov, Yevgeniy ;  Yıldız, Neşe
p. 293-306

Weak law of large numbers for some Markov chains along non homogeneous genealogies
Bansaye, Vincent ;  Huang, Chunmao
p. 307-326

Convergence of the spectrum of empirical covariance matrices for independent MRW processes
Allez, Romain ;  Rhodes, Rémi ;  Vargas, Vincent 
p. 327-360

Analysis of adaptive multilevel splitting algorithms in an idealized case
Bréhier, Charles-Edouard ;  Lelièvre, Tony ;  Rousset, Mathias 
p. 361-394

Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
Giuliano, Rita ; Macci, Claudio
p. 395-413

Gaussian and non-Gaussian processes of zero power variation
Russo, Francesco ; Viens, Frederi 
p. 414-439

Exponential concentration inequalities for additive functionals of Markov chains
Adamczak, Radosław ; Bednorz, Witold
p. 440-481

Quantitative speeds of convergence for exposure to food contaminants
Bouguet, Florian 
p. 482-501

Poisson boundary of a relativistic diffusion in curved space-times: an example
Angst, Jürgen
p. 502-514

Sensitivities via rough paths
Marie, Nicolas
p. 515-543

Modified logarithmic Sobolev inequalities for canonical ensembles
Fathi, Max 
p. 544-559

Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
Mariucci, Ester 
p. 560-577

Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
Rosenbaum, Mathieu ; Yor, Marc 
p. 578-589

Penultimate gamma approximation in the CLT for skewed distributions
Boutsikas, Michael V.
p. 590-604

Hidden Markov model for parameter estimation of a random walk in a Markov environment
Andreoletti, Pierre ; Loukianova, Dasha ;  Matias, Catherine 
p. 605-625

Bayesian sequential testing of the drift of a Brownian motion
Ekström, Erik ; Vaicenavicius, Juozas
p. 626-648

An ℓ 1 -oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models
Devijver, Emilie 
p. 649-670

Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
Delattre, Maud ;  Genon-Catalot, Valentine ;  Samson, Adeline 
p. 671-688

Deviation inequalities for bifurcating Markov chains on Galton−Watson tree
Bitseki Penda, S. Valère
p. 689-724

Randomized pick-freeze for sparse Sobol indices estimation in high dimension
Castro, Yohann de ;  Janon, Alexandre 
p. 725-745

Weighted least-squares inference for multivariate copulas based on dependence coefficients
Mazo, Gildas ;  Girard, Stéphane ;  Forbes, Florence 
p. 746-765

Bifractional Brownian motion: existence and border cases
Lifshits, Mikhail ;  Volkova, Ksenia
p. 766-781

Infinite dimensional functional convergences in random balls model
Breton, Jean-Christophe ;  Gobard, Renan 
p. 782-793

Rare event simulation and splitting for discontinuous random variables
Walter, Clément 
p. 794-811
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