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Geodesic


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ESAIM: Probability and Statistics
Tome 23 (2019)
Précédent Suivant


Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data
León, José Rafael ; Rodríguez, Luis-Ángel ; Ruggiero, Roberto 
p. 1-36

Tempered fractional multistable motion and tempered multifractional stable motion
Fan, Xiequan ; Lévy Véhel, Jacques
p. 37-67

On the rate of convergence in the central limit theorem for hierarchical Laplacians
Bendikov, Alexander ; Cygan, Wojciech
p. 68-81

On the law of homogeneous stable functionals
Letemplier, Julien ; Simon, Thomas
p. 82-111

A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs
Zhāng, Xīlíng
p. 112-135

LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process
Clément, Emmanuelle ; Gloter, Arnaud ; Nguyen, Huong
p. 136-175

On Monte-Carlo tree search for deterministic games with alternate moves and complete information
Delattre, Sylvain ; Fournier, Nicolas
p. 176-216

On fixed gain recursive estimators with discontinuity in the parameters
Chau, Huy N. ; Kumar, Chaman ; Rásonyi, Miklós ; Sabanis, Sotirios
p. 217-244

Efficient sequential experimental design for surrogate modeling of nested codes
Marque-Pucheu, Sophie ; Perrin, Guillaume ; Garnier, Josselin
p. 245-270

Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging
Muré, Joseph 
p. 271-309

Optimal survey schemes for stochastic gradient descent with applications to M-estimation
Clémençon, Stephan ; Bertail, Patrice ; Chautru, Emilie ; Papa, Guillaume
p. 310-337

The 1D Schrödinger equation with a spacetime white noise: the average wave function
Gu, Yu
p. 338-349

Statistical estimation of conditional Shannon entropy
Bulinski, Alexander ;  Kozhevin, Alexey
p. 350-386

On the consistency of Sobol indices with respect to stochastic ordering of model parameters
Cousin, A. ; Janon, A. ; Maume-Deschamps, V. ; Niang, I.
p. 387-408

Complex intertwinings and quantification of discrete free motions
Miclo, Laurent  
p. 409-429

Sparse recovery from extreme eigenvalues deviation inequalities
Dallaporta, Sandrine ; De Castro, Yohann  
p. 430-463

On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
Lagnoux, Agnès ; Nguyen, Thi Mong Ngoc ; Proïa, Frédéric
p. 464-491

Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
Diehn, Manuel ; Munk, Axel ; Rudolf, Daniel
p. 492-523

Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems
Kroll, Martin
p. 524-551

Beckner inequalities for Moebius measures on spheres
Yao, Nian ; Zhang, Zhengliang
p. 552-566

Two consistent estimators for the skew Brownian motion
Lejay, Antoine ;   Mordecki, Ernesto ; Torres, Soledad
p. 567-583

Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence
Hervé, Loïc ; Louhichi, Sana ; Pène, Françoise  
p. 584-606

Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains
Hervé, Loïc ; Louhichi, Sana ; Pène, Françoise  
p. 607-637

A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages
Marguet, Aline 
p. 638-661

Wald Statistics in high-dimensional PCA
Löffler, Matthias
p. 662-671

A test for block circular symmetric covariance structure with divergent dimension
Xie, Junshan ;  Sun, Gaoming
p. 672-696

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
Inglot, Tadeusz ; Ledwina, Teresa ; Ćmiel, Bogdan 
p. 697-738

Antiduality and Möbius monotonicity: generalized coupon collector problem
Lorek, Paweł 
p. 739-769

Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
Duarte, Aline ; Löcherbach, Eva ; Ost, Guilherme 
p. 770-796

Galton–Watson and branching process representations of the normalized Perron–Frobenius eigenvector
Cerf, Raphaël ; Dalmau, Joseba
p. 797-802

Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
Nielsen, Mikkel Slot ;  Pedersen, Jan
p. 803-822

Large deviation estimates for branching random walks
Buraczewski, Dariusz ;  Maślanka, Mariusz
p. 823-840

Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
Godichon-Baggioni, Antoine 
p. 841-873

A Peccati-Tudor type theorem for Rademacher chaoses
Zheng, Guangqu 
p. 874-892

On the optimal importance process for piecewise deterministic Markov process
Chraibi, H. ;  Dutfoy, A. ; Galtier, T. ;  Garnier, J.
p. 893-921

Deviation inequalities for Banach space valued martingales differences sequences and random fields
Giraudo, Davide
p. 922-946

Bayesian wavelet de-noising with the caravan prior
Gugushvili, Shota ;  van der Meulen, Frank ;  Schauer, Moritz ;  Spreij, Peter
p. 947-978

Improved one-sided deviation inequalities under regularity assumptions for product measures
Tanguy, Kevin 
p. 979-990
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