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Bernoulli

Official Journal of the Bernoulli Society for Mathematical Statistics and Probability

Short Title: Bernoulli
Publisher: International Statistical Institute (ISI), Voorburg; Bernoulli Society for Mathematical Statistics and Probability, Voorburg
ISSN: 1350-7265
Online: https://projecteuclid.org/all/euclid.bj
http://www.bernoulli-society.org/index.php/publications/bernoulli-journal/bernoulli-journal
Comments: Indexed cover-to-cover
Documents Indexed: 1,975 Publications (since 1995)
References Indexed: 1,418 Publications with 43,562 References.
all top 5

Latest Issues

29, No. 2 (2023)
29, No. 1 (2023)
28, No. 4 (2022)
28, No. 3 (2022)
28, No. 2 (2022)
28, No. 1 (2022)
27, No. 4 (2021)
27, No. 3 (2021)
27, No. 2 (2021)
27, No. 1 (2021)
26, No. 4 (2020)
26, No. 3 (2020)
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26, No. 1 (2020)
25, No. 4B (2019)
25, No. 4A (2019)
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24, No. 4B (2018)
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14, No. 4 (2008)
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13, No. 4 (2007)
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12, No. 6 (2006)
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11, No. 6 (2005)
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10, No. 6 (2004)
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9, No. 6 (2003)
9, No. 5 (2003)
9, No. 4 (2003)
9, No. 3 (2003)
9, No. 2 (2003)
9, No. 1 (2003)
8, No. 6 (2002)
8, No. 5 (2002)
8, No. 4 (2002)
8, No. 3 (2002)
8, No. 2 (2002)
...and 32 more Volumes
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Authors

17 Dette, Holger
15 Hall, Peter Gavin
14 Hallin, Marc
14 Mikosch, Thomas
13 Taqqu, Murad S.
12 Götze, Friedrich
11 Klüppelberg, Claudia
11 Samorodnitsky, Gennady Pinkhosovich
11 Van Keilegom, Ingrid
10 Barndorff-Nielsen, Ole Eiler
10 Leonenko, Nikolai N.
10 Paindaveine, Davy
10 Roberts, Gareth O.
10 Shao, Qi-Man
10 Xiao, Yimin
9 Bai, Zhi-Dong
9 Mammen, Enno
9 Nualart, David
9 Pagès, Gilles
9 Pipiras, Vladas
9 Ritov, Ya’acov
9 Yor, Marc
8 Ghosal, Subhashis
8 Houdré, Christian
8 Moulines, Eric
8 Pitman, Jim William
8 Porcu, Emilio
8 Sorensen, Michael
8 Tsybakov, Alexandre B.
8 Wegkamp, Marten H.
8 Wellner, Jon August
7 Aue, Alexander
7 Butucea, Cristina
7 Horváth, Lajos
7 Kokoszka, Piotr S.
7 Lepskiĭ, Oleg Vital’evich
7 Neumann, Michael H.
7 Pan, Guangming
7 Peccati, Giovanni
7 Röllin, Adrian
7 Schick, Anton
7 Takemura, Akimichi
6 Balabdaoui, Fadoua
6 Drees, Holger
6 Giné-Masdéu, Evarist
6 Goldenshluger, Alexander
6 Hoffmann, Marc
6 Kabluchko, Zakhar A.
6 Kerkyacharian, Gérard
6 Mendelson, Shahar
6 Nourdin, Ivan
6 Park, Byeong Uk
6 Picard, Dominique B.
6 Resnick, Sidney Ira
6 Sanz-Solé, Marta
6 Shi, Zhan
6 Soulier, Philippe
6 Vetter, Mathias
6 Wang, Jian
6 Xia, Aihua
6 Zhou, Wang
5 Arias-Castro, Ery
5 Belomestny, Denis
5 Bertail, Patrice
5 Beutner, Eric
5 Bobkov, Sergey Germanovich
5 Bücher, Axel
5 Carpentier, Alexandra
5 Chaudhuri, Probal
5 Chen, Louis Hsiao-Yun
5 Del Moral, Pierre
5 Delattre, Sylvain
5 Dombry, Clément
5 Einmahl, John H. J.
5 Fang, Xiao
5 Gamboa, Fabrice
5 Gassiat, Elisabeth
5 Genon-Catalot, Valentine
5 Gneiting, Tilmann
5 Kutoyants, Yury A.
5 Lecué, Guillaume
5 Lijoi, Antonio
5 Lu, Zudi
5 Maller, Ross Arthur
5 McCullagh, Peter
5 Peligrad, Magda
5 Podolskij, Mark
5 Prünster, Igor
5 Reiß, Markus
5 Rigollet, Philippe
5 Rivero, Víctor Manuel
5 Ross, Nathan
5 Russo, Francesco
5 Schlather, Martin
5 Segers, Johan
5 Thäle, Christoph
5 Wefelmeyer, Wolfgang
5 Wood, Andrew T. A.
5 Zähle, Henryk
4 Atchadé, Yves F.
...and 2,510 more Authors
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Fields

1,307 Probability theory and stochastic processes (60-XX)
1,115 Statistics (62-XX)
166 Numerical analysis (65-XX)
64 Combinatorics (05-XX)
62 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
37 Biology and other natural sciences (92-XX)
35 Linear and multilinear algebra; matrix theory (15-XX)
31 Statistical mechanics, structure of matter (82-XX)
29 Partial differential equations (35-XX)
28 Harmonic analysis on Euclidean spaces (42-XX)
24 Functional analysis (46-XX)
24 Computer science (68-XX)
18 Information and communication theory, circuits (94-XX)
16 Calculus of variations and optimal control; optimization (49-XX)
14 Operations research, mathematical programming (90-XX)
14 Systems theory; control (93-XX)
11 Differential geometry (53-XX)
10 Measure and integration (28-XX)
8 Geophysics (86-XX)
7 Dynamical systems and ergodic theory (37-XX)
7 Operator theory (47-XX)
7 Quantum theory (81-XX)
6 Real functions (26-XX)
6 Approximations and expansions (41-XX)
6 Convex and discrete geometry (52-XX)
6 Global analysis, analysis on manifolds (58-XX)
5 Integral equations (45-XX)
4 Group theory and generalizations (20-XX)
4 Special functions (33-XX)
4 Integral transforms, operational calculus (44-XX)
3 Number theory (11-XX)
3 Commutative algebra (13-XX)
3 Ordinary differential equations (34-XX)
2 History and biography (01-XX)
2 Algebraic topology (55-XX)
1 General and overarching topics; collections (00-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Algebraic geometry (14-XX)
1 Functions of a complex variable (30-XX)
1 Potential theory (31-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 Mechanics of particles and systems (70-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Relativity and gravitational theory (83-XX)
1 Astronomy and astrophysics (85-XX)

Publications by Year

Citations contained in zbMATH Open

1,665 Publications have been cited 20,532 times in 15,381 Documents Cited by Year
Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077
Fan, Jianqing; Huang, Tao
342
2005
An adaptive Metropolis algorithm. Zbl 0989.65004
Haario, Heikki; Saksman, Eero; Tamminen, Johanna
296
2001
Hyperbolic distributions in finance. Zbl 0836.62107
Eberlein, Ernst; Keller, Ulrich
207
1995
Exponential convergence of Langevin distributions and their discrete approximations. Zbl 0870.60027
Roberts, Gareth O.; Tweedie, Richard L.
194
1996
Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists. Zbl 0930.60096
Aldous, David J.
193
1999
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Zbl 1067.62094
Francq, Christian; Zakoïan, Jean-Michel
179
2004
An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions. Zbl 0955.60034
Norros, Ilkka; Valkeila, Esko; Virtamo, Jorma
163
1999
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach. Zbl 1117.62119
Zhang, Lan
160
2006
Weak convergence of empirical copula processes. Zbl 1068.62059
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, Marten
159
2004
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
158
2003
Some theory for Fisher’s linear discriminant function, ‘naive Bayes’, and some alternatives when there are many more variables than observations. Zbl 1064.62073
Bickel, Peter J.; Levina, Elizaveta
149
2004
Minimum contrast estimators on sieves: Exponential bounds and rates of convergence. Zbl 0954.62033
Birgé, Lucien; Massart, Pascal
120
1998
Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075
Bibby, Bo Martin; Sørensen, Michael
117
1995
Sieve bootstrap for time series. Zbl 0874.62102
Bühlmann, Peter
114
1997
A survey and some generalizations of Bessel processes. Zbl 1038.60079
Göing-Jaeschke, Anja; Yor, Marc
110
2003
On covariance estimation of non-synchronously observed diffusion processes. Zbl 1064.62091
Hayashi, Takaki; Yoshida, Nakahiro
104
2005
Mixed fractional Brownian motion. Zbl 1005.60053
Cheridito, Patrick
103
2001
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. Zbl 1243.62066
Segers, Johan
102
2012
Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization. Zbl 1055.62078
Greenshtein, Eitan; Ritov, Ya’acov
98
2004
Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps. Zbl 1200.62131
Podolskij, Mark; Vetter, Mathias
98
2009
Strictly and non-strictly positive definite functions on spheres. Zbl 1283.62200
Gneiting, Tilmann
98
2013
Stochastic volatility models as hidden Markov models and statistical applications. Zbl 0966.62048
Genon-Catalot, Valentine; Jeantheau, Thierry; Larédo, Catherine
92
2000
Stochastic differential delay equations with Markovian switching. Zbl 0956.60060
Mao, Xuerong; Matasov, Alexander; Piunovskiy, Aleksey B.
90
2000
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
87
2001
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. Zbl 1042.60021
Bally, Vlad; Pagès, Gilles
84
2003
Least squares after model selection in high-dimensional sparse models. Zbl 1456.62066
Belloni, Alexandre; Chernozhukov, Victor
81
2013
Explosive Poisson shot noise processes with applications to risk reserves. Zbl 0842.60030
Klüppelberg, Claudia; Mikosch, Thomas
80
1995
Absolute regularity and ergodicity of Poisson count processes. Zbl 1277.60089
Neumann, Michael H.
77
2011
Applications of the van Trees inequality: A Bayesian Cramér-Rao bound. Zbl 0830.62035
Gill, Richard D.; Levit, Boris Y.
76
1995
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
75
2009
Fractional Lévy processes with an application to long memory moving average processes. Zbl 1126.60038
Marquardt, Tina
73
2006
Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations. Zbl 1136.60351
Lemor, Jean-Philippe; Gobet, Emmanuel; Warin, Xavier
72
2006
Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency. Zbl 1200.62030
Dümbgen, Lutz; Rufibach, Kaspar
71
2009
Statistical significance in high-dimensional linear models. Zbl 1273.62173
Bühlmann, Peter
70
2013
On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process. Zbl 1048.60060
Masuda, Hiroki
69
2004
Exponential ergodicity for Markov processes with random switching. Zbl 1330.60094
Cloez, Bertrand; Hairer, Martin
69
2015
Directed polymers in a random environment: Path localization and strong disorder. Zbl 1042.60069
Comets, Francis; Shiga, Tokuza; Yoshida, Nobuo
68
2003
Non-asymptotic minimax rates of testing in signal detection. Zbl 1007.62042
Baraud, Yannick
66
2002
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
66
2013
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
66
1999
Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.
64
2006
The variance-optimal martingale measure for continuous processes. Zbl 0849.60042
Delbaen, Freddy; Schachermayer, Walter
64
1996
Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Zbl 1003.60055
Pipiras, Vladas; Taqqu, Murad S.
64
2001
On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097
Atchadé, Yves F.; Rosenthal, Jeffrey S.
63
2005
A simple nonparametric estimator of a strictly monotone regression function. Zbl 1100.62045
Dette, Holger; Neumeyer, Natalie; Pilz, Kay F.
60
2006
Bivariate tail estimation: dependence in asymptotic independence. Zbl 1058.62043
Draisma, Gerrit; Drees, Holger; Ferreira, Ana; de Haan, Laurens
60
2004
Infinite divisibility and generalized subexponentiality. Zbl 1081.60016
Shimura, Takaaki; Watanabe, Toshiro
58
2005
Noisy low-rank matrix completion with general sampling distribution. Zbl 1400.62115
Klopp, Olga
57
2014
Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090
Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew
57
2013
Cahn-Hilliard stochastic equation: Existence of the solution and of its density. Zbl 0995.60058
Cardon-Weber, Caroline
56
2001
The extremogram: a correlogram for extreme events. Zbl 1200.62104
Davis, Richard A.; Mikosch, Thomas
55
2009
On kernel smoothing for extremal quantile regression. Zbl 1281.62097
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane
55
2013
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
54
2006
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
53
2016
Random matrix approximation of spectra of integral operators. Zbl 0949.60078
Koltchinskii, Vladimir; Giné, Evarist
52
2000
Change-point estimation in ARCH models. Zbl 0997.62068
Kokoszka, Piotr; Leipus, Remigijus
52
2000
Extreme quantile estimation for dependent data, with applications to finance. Zbl 1040.62077
Drees, Holger
52
2003
Concentration inequalities and moment bounds for sample covariance operators. Zbl 1366.60057
Koltchinskii, Vladimir; Lounici, Karim
51
2017
Empirical likelihood based hypothesis testing. Zbl 1015.62048
Einmahl, John H. J.; McKeague, Ian W.
51
2003
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1084.62080
Jongbloed, G.; van der Meulen, F. H.; van der Vaart, A. W.
51
2005
Making Markov martingales meet marginals: With explicit constructions. Zbl 1009.60037
Madan, Dilip B.; Yor, Marc
49
2002
On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043
Dieker, A. B.; Yakir, B.
48
2014
Consistent group selection in high-dimensional linear regression. Zbl 1207.62146
Wei, Fengrong; Huang, Jian
47
2010
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
47
2005
Sample path properties of bifractional Brownian motion. Zbl 1132.60034
Tudor, Ciprian A.; Xiao, Yimin
47
2007
Coupling property and gradient estimates of Lévy processes via the symbol. Zbl 1263.60045
Schilling, René L.; Sztonyk, Paweł; Wang, Jian
47
2012
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Zbl 1102.60013
Barndorff-Nielsen, Ole E.; Maejima, Maejima; Sato, Ken-Iti
46
2006
Multivariate generalized Pareto distributions. Zbl 1134.62028
Rootzén, Holger; Tajvidi, Nader
46
2006
Likelihood-based inference with singular information matrix. Zbl 0976.62015
Rotnitzky, Andrea; Cox, David R.; Bottai, Matteo; Robins, James
46
2000
Geometric median and robust estimation in Banach spaces. Zbl 1348.60041
Minsker, Stanislav
46
2015
The Dantzig selector and sparsity oracle inequalities. Zbl 1452.62486
Koltchinskii, Vladimir
45
2009
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
45
1995
Properties and numerical evaluation of the Rosenblatt distribution. Zbl 1273.60020
Veillette, Mark S.; Taqqu, Murad S.
45
2013
Efficient estimation in the bivariate normal copula model: Normal margins are least favourable. Zbl 0877.62055
Klaassen, Chris A. J.; Wellner, Jon A.
45
1997
Optimal hypothesis testing for high dimensional covariance matrices. Zbl 1281.62140
Cai, T. Tony; Ma, Zongming
45
2013
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\). Zbl 1102.60054
Ferrante, Marco; Rovira, Carles
44
2006
A technique for exponential change of measure for Markov processes. Zbl 1011.60054
Palmowski, Zbigniew; Rolski, Tomasz
44
2002
Krein condition in probabilistic moment problems. Zbl 0971.60017
Stoyanov, Jordan
44
2000
Distribution and dependence-function estimation for bivariate extreme-value distributions. Zbl 1067.62540
Hall, Peter; Tajvidi, Nader
44
2000
Regression in random design and warped wavelets. Zbl 1067.62039
Kerkyacharian, Gérard; Picard, Dominique
43
2004
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
43
1999
Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074
Cont, Rama; Mancini, Cecilia
42
2011
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes. Zbl 1221.60074
Pigorsch, Christian; Stelzer, Robert
42
2009
On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay
42
2012
Efficient estimation in nonlinear autoregressive time-series models. Zbl 1066.62537
Koul, Hira L.; Schick, Anton
42
1997
Estimating conditional quantiles with the help of the pinball loss. Zbl 1284.62235
Steinwart, Ingo; Christmann, Andreas
42
2011
Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071
Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael
41
2005
Aggregating regression procedures to improve performance. Zbl 1040.62030
Yang, Yuhong
41
2004
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
40
2017
Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes. Zbl 1337.60088
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D.
40
2013
Universal pointwise selection rule in multivariate function estimation. Zbl 1168.62323
Goldenshluger, Alexander; Lepski, Oleg
40
2008
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance. Zbl 1428.62099
Weed, Jonathan; Bach, Francis
39
2019
On the prediction performance of the Lasso. Zbl 1359.62295
Dalalyan, Arnak S.; Hebiri, Mohamed; Lederer, Johannes
39
2017
Asymptotics of the maximum likelihood estimator for general hidden Markov models. Zbl 0987.62018
Douc, Randal; Matias, Catherine
39
2001
Absolute continuity for some one-dimensional processes. Zbl 1248.60062
Fournier, Nicolas; Printems, Jacques
38
2010
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
38
2007
Statistical estimation of a growth-fragmentation model observed on a genealogical tree. Zbl 1388.62318
Doumic, Marie; Hoffmann, Marc; Krell, Nathalie; Robert, Lydia
38
2015
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
37
1996
High-dimensional covariance matrix estimation with missing observations. Zbl 1320.62124
Lounici, Karim
37
2014
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042
Hallin, Marc; Werker, Bas J. M.
37
2003
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo. Zbl 07634385
Bou-Rabee, Nawaf; Eberle, Andreas
1
2023
On eigenvalues of a high-dimensional spatial-sign covariance matrix. Zbl 07467735
Li, Weiming; Wang, Qinwen; Yao, Jianfeng; Zhou, Wang
4
2022
Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process. Zbl 1494.60068
Sun, Xiaobin; Xie, Longjie; Xie, Yingchao
3
2022
Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation. Zbl 1482.35072
Cosso, Andrea; Russo, Francesco
3
2022
A Cramér-Wold device for infinite divisibility of \(\mathbb{Z}^d \)-valued distributions. Zbl 07526584
Berger, David; Lindner, Alexander
3
2022
Mean field limits for interacting Hawkes processes in a diffusive regime. Zbl 1490.60122
Erny, Xavier; Löcherbach, Eva; Loukianova, Dasha
2
2022
Limit theorems for time-dependent averages of nonlinear stochastic heat equations. Zbl 1482.60086
Kim, Kunwoo; Yi, Jaeyun
2
2022
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism. Zbl 1502.60042
Lee, Cheuk Yin
2
2022
Applications of weak transport theory. Zbl 07467725
Backhoff-Veraguas, J.; Pammer, G.
2
2022
Local elliptic law. Zbl 1489.15047
Alt, Johannes; Krüger, Torben
2
2022
Multidimensional SDE with distributional drift and Lévy noise. Zbl 07526605
Kremp, Helena; Perkowski, Nicolas
2
2022
Adaptive schemes for piecewise deterministic Monte Carlo algorithms. Zbl 1501.65001
Bertazzi, Andrea; Bierkens, Joris
2
2022
A general framework for SPDE-based stationary random fields. Zbl 07467712
Carrizo Vergara, Ricardo; Allard, Denis; Desassis, Nicolas
1
2022
Parameter estimation in branching processes with almost sure extinction. Zbl 1481.60175
Braunsteins, Peter; Hautphenne, Sophie; Minuesa, Carmen
1
2022
Multiplier \(U\)-processes: sharp bounds and applications. Zbl 07467715
Han, Qiyang
1
2022
Nonhomogeneous Euclidean first-passage percolation and distance learning. Zbl 1491.60178
Groisman, Pablo; Jonckheere, Matthieu; Sapienza, Facundo
1
2022
Empirical process theory for locally stationary processes. Zbl 1486.60064
Phandoidaen, Nathawut; Richter, Stefan
1
2022
A Ray-Knight representation of up-down Chinese restaurants. Zbl 1482.60102
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1
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De-biasing the Lasso with degrees-of-freedom adjustment. Zbl 07526563
Bellec, Pierre C.; Zhang, Cun-Hui
1
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Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme. Zbl 1489.60039
Lu, Jianya; Tan, Yuzhen; Xu, Lihu
1
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Inference in latent factor regression with clusterable features. Zbl 07526573
Bing, Xin; Bunea, Florentina; Wegkamp, Marten
1
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Nonparametric regression for locally stationary random fields under stochastic sampling design. Zbl 07526583
Kurisu, Daisuke
1
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Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. Zbl 1489.60129
Behme, Anita; Sideris, Apostolos
1
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Symmetric inclusion process with slow boundary: hydrodynamics and hydrostatics. Zbl 07526587
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1
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A note on the phase transition for independent alignment percolation. Zbl 1502.60154
Hilário, Marcelo; Ungaretti, Daniel
1
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Quadratic shrinkage for large covariance matrices. Zbl 07526596
Ledoit, Olivier; Wolf, Michael
1
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Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise. Zbl 07526601
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1
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Sequential estimation of quantiles with applications to A/B testing and best-arm identification. Zbl 07526603
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1
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The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance. Zbl 07526608
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1
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Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics. Zbl 07594062
Gamboa, Fabrice; Gremaud, Pierre; Klein, Thierry; Lagnoux, Agnès
1
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Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process. Zbl 1498.60109
Jiang, Hui; Wan, Yilong; Yang, Guangyu
1
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Measuring association with Wasserstein distances. Zbl 07594079
Wiesel, Johannes C. W.
1
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Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions. Zbl 07594084
Jun, Wen; Jiahui, Xie; Long, Yu; Wang, Zhou
1
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Well-posedness of distribution dependent SDEs with singular drifts. Zbl 1480.60171
Röckner, Michael; Zhang, Xicheng
14
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On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. Zbl 1475.60156
Barkhagen, M.; Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y.
8
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Is there an analog of Nesterov acceleration for gradient-based MCMC? Zbl 1475.62123
Ma, Yi-An; Chatterji, Niladri S.; Cheng, Xiang; Flammarion, Nicolas; Bartlett, Peter L.; Jordan, Michael I.
6
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Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices. Zbl 1475.60014
Jiang, Dandan; Bai, Zhidong
5
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On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation. Zbl 1473.62160
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang
5
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Approximation of occupation time functionals. Zbl 1479.60159
Altmeyer, Randolf
5
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Time-changed spectrally positive Lévy processes started from infinity. Zbl 1489.60075
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5
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Compound Poisson approximation for regularly varying fields with application to sequence alignment. Zbl 1480.60136
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The Osgood condition for stochastic partial differential equations. Zbl 1472.60100
Foondun, Mohammud; Nualart, Eulalia
4
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A family of Beckner inequalities under various curvature-dimension conditions. Zbl 1480.39025
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4
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Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels. Zbl 1480.60142
Jaber, Eduardo Abi
4
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Parking on a random rooted plane tree. Zbl 1477.60024
Chen, Qizhao; Goldschmidt, Christina
3
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High-dimensional CLT: improvements, non-uniform extensions and large deviations. Zbl 1475.60054
Kuchibhotla, Arun Kumar; Mukherjee, Somabha; Banerjee, Debapratim
3
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Precise deviations for Hawkes processes. Zbl 1475.60090
Gao, Fuqing; Zhu, Lingjiong
3
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Optimal covariance change point localization in high dimensions. Zbl 1479.62077
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3
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Hanson-Wright inequality in Hilbert spaces with application to \(K\)-means clustering for non-Euclidean data. Zbl 1475.60044
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3
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On posterior contraction of parameters and interpretability in Bayesian mixture modeling. Zbl 1473.62218
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3
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Equidistribution of random walks on compact groups. II: The Wasserstein metric. Zbl 1472.60077
Borda, Bence
3
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Optimal sparsity testing in linear regression model. Zbl 1478.62191
Carpentier, Alexandra; Verzelen, Nicolas
3
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Sufficient dimension reduction and instrument search for data with nonignorable nonresponse. Zbl 1469.62384
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3
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Asymptotics for sliding blocks estimators of rare events. Zbl 1469.62254
Drees, Holger; Neblung, Sebastian
3
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Rates of contraction of posterior distributions based on \(p\)-exponential priors. Zbl 1469.62217
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3
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Asymptotics and renewal approximation in the online selection of increasing subsequence. Zbl 1469.60155
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3
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Nearly optimal robust mean estimation via empirical characteristic function. Zbl 07370741
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3
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Discrete statistical models with rational maximum likelihood estimator. Zbl 1465.62184
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2
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On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth. Zbl 1475.60130
Bossy, Mireille; Jabir, Jean-François; Martínez, Kerlyns
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On sub-geometric ergodicity of diffusion processes. Zbl 1475.60149
Lazić, Petra; Sandrić, Nikola
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Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution. Zbl 1472.46070
Ueda, Yuki
2
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Partial generalized four moment theorem revisited. Zbl 1472.60010
Jiang, Dandan; Bai, Zhidong
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Recovering Brownian and jump parts from high-frequency observations of a Lévy process. Zbl 1469.60145
González Cázares, Jorge; Ivanovs, Jevgenijs
2
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Over-parametrized deep neural networks minimizing the empirical risk do not generalize well. Zbl 07394101
Kohler, Michael; Krzyżak, Adam
2
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High-dimensional index volatility models via Stein’s identity. Zbl 1469.62268
Na, Sen; Kolar, Mladen
2
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Limiting behavior of large correlated Wishart matrices with chaotic entries. Zbl 1480.60008
Bourguin, Solesne; Diez, Charles-Philippe; Tudor, Ciprian A.
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Bootstrap based inference for sparse high-dimensional time series models. Zbl 1476.62186
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios
2
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Yaglom’s limit for critical Galton-Watson processes in varying environment: a probabilistic approach. Zbl 1480.60259
Cardona-Tobón, Natalia; Palau, Sandra
2
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Scoring interval forecasts: equal-tailed, shortest, and modal interval. Zbl 1469.62191
Brehmer, Jonas R.; Gneiting, Tilmann
2
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Approximation of heavy-tailed distributions via stable-driven SDEs. Zbl 1489.60101
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian
2
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A new look at random projections of the cube and general product measures. Zbl 1473.60063
Kabluchko, Zakhar; Prochno, Joscha; Thäle, Christoph
2
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Nonparametric estimation of surface integrals on level sets. Zbl 1466.62287
Qiao, Wanli
1
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Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis. Zbl 1479.62020
de Uña-Álvarez, Jacobo; van Keilegom, Ingrid
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Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing. Zbl 1466.62390
Sundararajan, Raanju R.; Pipiras, Vladas; Pourahmadi, Mohsen
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Comparing a large number of multivariate distributions. Zbl 1467.62065
Kim, Ilmun
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On the error bound in the normal approximation for Jack measures. Zbl 1475.60019
Chen, Louis H. Y.; Raič, Martin; Lê Vǎn Thành
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A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing. Zbl 1477.62255
van Delft, Anne; Dette, Holger
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Statistical estimation of ergodic Markov chain kernel over discrete state space. Zbl 1472.62133
Wolfer, Geoffrey; Kontorovich, Aryeh
1
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Bayesian graph selection consistency under model misspecification. Zbl 1476.62121
Niu, Yabo; Pati, Debdeep; Mallick, Bani K.
1
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Flexible integrated functional depths. Zbl 07282866
Nagy, Stanislav; Helander, Sami; van Bever, Germain; Viitasaari, Lauri; Ilmonen, Pauliina
1
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Optimal tests for elliptical symmetry: specified and unspecified location. Zbl 1473.62185
Babić, Slađana; Gelbgras, Laetitia; Hallin, Marc; Ley, Christophe
1
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Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes. Zbl 1472.60115
Krell, Nathalie; Schmisser, Émeline
1
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Minimax semi-supervised set-valued approach to multi-class classification. Zbl 1473.62407
Chzhen, Evgenii; Denis, Christophe; Hebiri, Mohamed
1
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Online drift estimation for jump-diffusion processes. Zbl 1475.60160
Bhudisaksang, Theerawat; Cartea, Álvaro
1
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Pure-jump semimartingales. Zbl 1502.60085
Černý, Aleš; Ruf, Johannes
1
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Spectral-free estimation of Lévy densities in high-frequency regime. Zbl 1492.60128
Duval, Céline; Mariucci, Ester
1
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Bounding distributional errors via density ratios. Zbl 1497.62054
Dümbgen, Lutz; Samworth, Richard J.; Wellner, Jon A.
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Functional registration and local variations: identifiability, rank, and tuning. Zbl 1469.62425
Chakraborty, Anirvan; Panaretos, Victor M.
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Detecting a planted community in an inhomogeneous random graph. Zbl 1468.91113
Bogerd, Kay; Castro, Rui M.; van der Hofstad, Remco; Verzelen, Nicolas
1
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Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation. Zbl 1485.60079
Kraaij, Richard C.
1
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On the law of the iterated logarithm and strong invariance principles in stochastic geometry. Zbl 1480.60067
Krebs, Johannes
1
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From Poincaré inequalities to nonlinear matrix concentration. Zbl 1485.60021
Huang, De; Tropp, Joel A.
1
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Contact process under heavy-tailed renewals on finite graphs. Zbl 1490.60269
Fontes, Luiz Renato; Gomes, Pablo Almeida; Sanchis, Remy
1
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On sampling from a log-concave density using kinetic Langevin diffusions. Zbl 07193949
Dalalyan, Arnak S.; Riou-Durand, Lionel
14
2020
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
12
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Needles and straw in a haystack: robust confidence for possibly sparse sequences. Zbl 1441.62110
Belitser, Eduard; Nurushev, Nurzhan
11
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Tail expectile process and risk assessment. Zbl 1441.62263
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
11
2020
Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces. Zbl 1455.60009
Lei, Jing
10
2020
Concentration inequalities for random tensors. Zbl 1472.60041
Vershynin, Roman
9
2020
Lévy processes: concentration function and heat kernel bounds. Zbl 1469.60147
Grzywny, Tomasz; Szczypkowski, Karol
8
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56 Dette, Holger
55 Leonenko, Nikolai N.
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46 Nualart, David
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43 Bouzebda, Salim
42 Hallin, Marc
42 Porcu, Emilio
42 Taqqu, Murad S.
41 Peng, Liang
41 Segers, Johan
40 Mishura, Yuliya Stepanivna
38 Bühlmann, Peter
38 Fan, Jianqing
38 Guillou, Armelle
38 Xiao, Yimin
38 Yan, Litan
36 Lee, Sangyeol
36 Paindaveine, Davy
35 Moulines, Eric
35 Tudor, Ciprian A.
34 Genon-Catalot, Valentine
34 Horváth, Lajos
34 Iksanov, Aleksander M.
34 Podolskij, Mark
34 Tsybakov, Alexandre B.
33 Jasra, Ajay
33 Mikosch, Thomas
33 Pagès, Gilles
32 Kyprianou, Andreas E.
32 Mao, Xuerong
32 Peccati, Giovanni
31 Samorodnitsky, Gennady Pinkhosovich
31 Van Keilegom, Ingrid
30 Barndorff-Nielsen, Ole Eiler
30 Doukhan, Paul
29 Nourdin, Ivan
29 Pitman, Jim William
29 Schick, Anton
28 Bücher, Axel
28 Marinucci, Domenico
28 Surgailis, Donatas
28 Wellner, Jon August
28 Zhang, Riquan
27 Ghosal, Subhashis
27 Klüppelberg, Claudia
27 Resnick, Sidney Ira
27 Van de Geer, Sara Anna
27 Wang, Jian
26 Kulik, Rafał
26 Rosenthal, Jeffrey S.
26 Yoshida, Nakahiro
25 Dębicki, Krzysztof
25 Gobet, Emmanuel
25 Huang, Zhensheng
25 Kabluchko, Zakhar A.
25 Thäle, Christoph
25 Tjøstheim, Dag B.
24 Gloter, Arnaud
24 Hoffmann, Marc
24 Lian, Heng
24 Munk, Axel
24 Mykland, Per Aslak
24 Palmowski, Zbigniew
24 Prünster, Igor
24 Wasserman, Larry Alan
24 Xue, Liugen
23 Belomestny, Denis
23 Cai, Tony Tony
23 Falk, Michael
23 Francq, Christian
23 Girard, Stéphane
23 Götze, Friedrich
23 Jacod, Jean
23 Patie, Pierre
23 Shen, Guangjun
23 Walker, Stephen Grahm
23 Yang, Yang
22 Benth, Fred Espen
22 Dalalyan, Arnak S.
22 Kokoszka, Piotr S.
22 Li, Runze
22 Nickl, Richard
22 Politis, Dimitris Nicolas
22 Prakasa Rao, B. L. S.
22 Stupfler, Gilles
22 Takemura, Akimichi
22 Van der Vaart, Adrianus Willem
22 Volgushev, Stanislav
22 Yuan, Chenggui
21 Gijbels, Irène
21 Hušková, Marie
21 Mammen, Enno
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30 Probability and Mathematical Statistics
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