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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
L
p
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