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ESAIM: Probability and Statistics
Tome 21 (2017)
Précédent Suivant


Non-binary branching process and non-Markovian exploration process
Drame, Ibrahima ;  Pardoux, Etienne ;  Sow, A.B. 
p. 1-33

Estimating the conditional density by histogram type estimators and model selection
Sart, Mathieu
p. 34-55

Unbiased Monte Carlo estimate of stochastic differential equations expectations
Doumbia, Mahamadou ; Oudjane, Nadia ;  Warin, Xavier 
p. 56-87

Stability of Densities for Perturbed Diffusions and Markov Chains
Konakov, Valentin ;  Kozhina, Anna ; Menozzi, Stéphane
p. 88-112

Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes
Henry, Benoît
p. 113-137

Minimax regression estimation for Poisson coprocess
Cadre, Benoît ;  Klutchnikoff, Nicolas ;  Massiot, Gaspar 
p. 138-158

Quasi-ergodicity for absorbing Markov processes via deviation inequality
Chen, Jinwen ; Jian, Siqi
p. 159-167

L p -Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p∈(1,2)
Owo, Jean-Marc
p. 168-182

A note on upper-patched generators for Archimedean copulas
Di Bernardino, Elena ;  Rullière, Didier 
p. 183-200

Further refinement of self-normalized Cramér-type moderate deviations
Sang, Hailin ; Ge, Lin
p. 201-219

Tutte’s invariant approach for Brownian motion reflected in the quadrant
Franceschi, S. ;  Raschel, Kilian 
p. 220-234

Power-law decay of the degree-sequence probabilities of multiple random graphs with application to graph isomorphism
Simões, Jefferson Elbert ; Figueiredo, Daniel R. ; Barbosa, Valmir C.
p. 235-250

Qualitative Robustness in Bayesian Inference
Owhadi, Houman ;  Scovel, Clint 
p. 251-274

Estimating the division kernel of a size-structured population
Hoang, Van Ha  
p. 275-302

A Stein characterisation of the generalized hyperbolic distribution
Gaunt, Robert E.
p. 303-316

Two-Sided Infinite Systems of Competing Brownian Particles
Sarantsev, Andrey
p. 317-349

On the reflected random walk on R +
Boyer, Jean−Baptiste  
p. 350-368

Small and large scale behavior of moments of Poisson cluster processes
Antunes, Nelson ; Pipiras, Vladas ;  Abry, Patrice ; Veitch, Darryl
p. 369-393

Bootstrapping periodically autoregressive models
Ciołek, Gabriela ; Potorski, Paweł
p. 394-411

Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
Navarro, Fabien ;  Saumard, Adrien 
p. 412-451

On nonparametric classification for weakly dependent functional processes
Younso, Ahmad 
p. 452-466

Moment estimates implied by modified log-Sobolev inequalities
Adamczak, Radosław ; Bednorz, Witold ; Wolff, Paweł
p. 467-494

Extremes of γ-reflected Gaussian processes with stationary increments
Dȩbicki, Krzysztof ; Hashorva, Enkelejd ;  Liu, Peng
p. 495-535

Validation of positive expectation dependence
Ćmiel, Bogdan ; Ledwina, Teresa
p. 536-561
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