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European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics

Short Title: ESAIM, Probab. Stat.
Parallel Title: ESAIM. Probabilités et Statistique
Publisher: EDP Sciences, Les Ulis; Société de Mathématiques Appliquées et Industrielles (SMAI), Institut Henri Poincaré, Paris
ISSN: 1292-8100; 1262-3318/e
Online: http://www.esaim-ps.org/component/issues/?task=all&Itemid=121
http://www.numdam.org/journals/PS
Comments: Journal; Indexed cover-to-cover; Published electronic only as of Vol. 20 (2016). Print ISSN until then: 1292-8100.
Documents Indexed: 589 Publications (since 1995)
References Indexed: 438 Publications with 11,099 References.
all top 5

Authors

7 Miclo, Laurent
6 Gloter, Arnaud
6 Pène, Françoise
5 Nadarajah, Saralees
5 Pardoux, Etienne
5 Prieur, Clémentine
5 Roynette, Bernard
4 Azaïs, Jean-Marc
4 Cadre, Benoît
4 Dedecker, Jérôme
4 Istas, Jacques
4 Lejay, Antoine
4 Löcherbach, Eva
4 Loukianova, Dasha
4 Pagès, Gilles
4 Privault, Nicolas
4 Proïa, Frédéric
4 Withers, Christopher Stroude
4 Yor, Marc
3 Allassonnière, Stéphanie
3 Bansaye, Vincent
3 Baraud, Yannick
3 Bednorz, Witold Marek
3 Cerf, Raphaël
3 Ćmiel, Bogdan
3 Coutin, Laure
3 Del Moral, Pierre
3 Di Bernardino, Elena
3 Durot, Cécile
3 Étoré, Pierre
3 Garnier, Josselin
3 Gassiat, Elisabeth
3 Gaunt, Robert Edward
3 Girard, Stéphane
3 Gugushvili, Shota
3 Guillin, Arnaud
3 Guillotin-Plantard, Nadine
3 Jacod, Jean
3 Janon, Alexandre
3 Jourdain, Benjamin
3 Klein, Thierry E.
3 Kleptsyna, Marina L.
3 Lagnoux, Agnès
3 Lavielle, Marc
3 Le Breton, Alain
3 León, José Rafael R.
3 Loubes, Jean-Michel
3 Louhichi, Sana
3 Ludeña, Carenne C.
3 Marckert, Jean-François
3 Matias, Catherine
3 Matzner-Løber, Eric
3 Maume-Deschamps, Véronique
3 Michel, Bertrand
3 Mirakhmedov, Sherzod Mira’zam
3 Monmarché, Pierre
3 Pinelis, Iosif Froimovich
3 Popov, Serguei Yu.
3 Samson, Adeline
3 Sanz-Solé, Marta
3 Spreij, Peter
3 Tudor, Ciprian A.
3 Tugaut, Julian
3 Viot, Michel
3 Worms, Rym
2 Abraham, Romain
2 Adamczak, Radosław
2 Albin, Patrik
2 Avram, Florin
2 Bachoc, François
2 Barbour, Andrew David
2 Bardet, Jean-Marc
2 Benhenni, Karim
2 Bercu, Bernard
2 Bertail, Patrice
2 Biau, Gérard
2 Bigot, Jéremie
2 Bitseki Penda, S. Valère
2 Boivin, Daniel
2 Bon, Jean-Louis
2 Bréhier, Charles-Edouard
2 Bretagnolle, Jean L.
2 Brouste, Alexandre
2 Budhiraja, Amarjit S.
2 Butucea, Cristina
2 Cattiaux, Patrick
2 Cénac, Peggy
2 Chaabane, Faouzi
2 Chaleyat-Maurel, Mireille
2 Chautru, Emilie
2 Clausel, Marianne
2 Clémençon, Stéphan
2 Clement, Emmanuelle
2 Cohen, Serge
2 Cuevas, Antonio
2 De Castro, Yohann
2 Doukhan, Paul
2 Doumas, Aristides V.
2 Eichelsbacher, Peter
2 Ekström, Erik
...and 753 more Authors
all top 5

Fields

444 Probability theory and stochastic processes (60-XX)
262 Statistics (62-XX)
52 Numerical analysis (65-XX)
26 Statistical mechanics, structure of matter (82-XX)
25 Biology and other natural sciences (92-XX)
22 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
20 Partial differential equations (35-XX)
16 Computer science (68-XX)
15 Operations research, mathematical programming (90-XX)
14 Dynamical systems and ergodic theory (37-XX)
14 Systems theory; control (93-XX)
13 Combinatorics (05-XX)
13 Calculus of variations and optimal control; optimization (49-XX)
11 Functional analysis (46-XX)
11 Operator theory (47-XX)
11 Information and communication theory, circuits (94-XX)
10 Real functions (26-XX)
10 Measure and integration (28-XX)
8 Ordinary differential equations (34-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
5 Global analysis, analysis on manifolds (58-XX)
4 Approximations and expansions (41-XX)
4 Quantum theory (81-XX)
3 History and biography (01-XX)
3 Number theory (11-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Special functions (33-XX)
3 Difference and functional equations (39-XX)
3 Integral equations (45-XX)
2 General and overarching topics; collections (00-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Convex and discrete geometry (52-XX)
2 Differential geometry (53-XX)
2 General topology (54-XX)
2 Mechanics of particles and systems (70-XX)
2 Relativity and gravitational theory (83-XX)
2 Geophysics (86-XX)
1 Field theory and polynomials (12-XX)
1 Group theory and generalizations (20-XX)
1 Potential theory (31-XX)
1 Integral transforms, operational calculus (44-XX)
1 Geometry (51-XX)
1 Fluid mechanics (76-XX)

Publications by Year

Citations contained in zbMATH Open

470 Publications have been cited 3,793 times in 3,377 Documents Cited by Year
Theory of classification: a survey of some recent advances. Zbl 1136.62355
Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor
100
2005
Analysis of the rosenblatt process. Zbl 1187.60028
Tudor, Ciprian A.
100
2008
On Talagrand’s deviation inequalities for product measures. Zbl 0869.60013
Ledoux, Michel
96
1996
KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070
Rhodes, Rémi; Vargas, Vincent
75
2011
Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089
Gloter, Arnaud; Jacod, Jean
68
2001
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
62
2008
Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420
Kuhn, Estelle; Lavielle, Marc
61
2004
Comparison of order statistics in a random sequence to the same statistics with i.i.d. variables. Zbl 1186.90042
Bon, Jean-Louis; Păltănea, Eugen
60
2006
Model selection for regression on a random design. Zbl 1059.62038
Baraud, Yannick
58
2002
Poisson perturbations. Zbl 0949.62015
Barbour, Andrew D.; Xia, Aihua
53
1999
Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065
Gloter, Arnaud; Jacod, Jean
51
2001
Large deviations from the circular law. Zbl 0916.60022
Ben Arous, Gérard; Zeituni, Ofer
43
1998
Nearest neighbor classification in infinite dimension. Zbl 1187.62115
Cérou, Frédéric; Guyader, Arnaud
42
2006
Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147
Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine
41
2014
Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031
Jacod, Jean
40
2007
Testing in locally conic models, and application to mixture models. Zbl 1007.62507
Dacunha-Castelle, D.; Gassiat, É.
35
1997
Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033
Zaitsev, A. Yu.
35
1998
Large population limit and time behaviour of a stochastic particle model describing an age-structured population. Zbl 1187.92071
Tran, Viet Chi
35
2008
Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081
Gobet, Emmanuel
33
2001
Exponential inequalities and functional central limit theorems for a random field. Zbl 1003.60033
Dedecker, Jérôme
32
2001
About the Lindeberg method for strongly mixing sequences. Zbl 0869.60021
Rio, Emmanuel
31
1995
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009
Del Moral, Pierre; Miclo, L.
29
2003
Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070
Gloter, Arnaud
26
2000
The exit path of a Markov chain with rare transitions. Zbl 0869.60063
Catoni, Olivier; Cerf, Raphaël
26
1996
Carthaginian enlargement of filtrations. Zbl 1296.60106
Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz
26
2013
Deviation bounds for additive functionals of Markov processes. Zbl 1183.60011
Cattiaux, Patrick; Guillin, Arnaud
25
2008
Moderate deviations for i. i. d. random variables. Zbl 1019.60021
Eichelsbacher, Peter; Löwe, Matthias
24
2003
A new proof of Kellerer’s theorem. Zbl 1277.60041
Hirsch, Francis; Roynette, Bernard
24
2012
How many bins should be put in a regular histogram. Zbl 1136.62329
Birgé, Lucien; Rozenholc, Yves
24
2006
Sharp large deviations for Gaussian quadratic forms with applications. Zbl 0939.60013
Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc
23
2000
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
23
2010
Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067
Schbath, Sophie
22
1995
Density in small time for Lévy processes. Zbl 0899.60065
Picard, Jean
22
1997
Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032
Butucea, Cristina
22
2001
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
22
2001
Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster. Zbl 1154.60356
Garet, Olivier; Marchand, Régine
22
2004
General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032
Villemonais, Denis
22
2014
Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075
Lezaud, Pascal
21
2001
Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P.
21
2007
Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080
Fournier, Nicolas
21
2011
Distortion mismatch in the quantization of probability measures. Zbl 1196.60062
Graf, Siegfried; Luschgy, Harald; Pagès, Gilles
21
2008
Ranked fragmentations. Zbl 1001.60078
Berestycki, Julien
21
2002
On absorption times and Dirichlet eigenvalues. Zbl 1222.60050
Miclo, Laurent
20
2010
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
20
2011
A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162
Maugis, Cathy; Michel, Bertrand
20
2011
Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164
Donnet, Sophie; Samson, Adeline
20
2008
Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113
Imkeller, Peter; Pavlyukevich, Ilya
20
2008
Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) Zbl 0965.60033
Chaabane, Faouzi; Maaouia, Faïza
19
2000
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
19
2001
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
19
2007
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047
Neumann, Michael H.
19
2013
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
19
2016
Preservation of log-concavity on summation. Zbl 1185.60016
Johnson, Oliver; Goldschmidt, Christina
18
2006
Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas
18
2008
Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073
Pagès, Gilles
17
2001
About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059
Kleptsyna, M. L.; Le Breton, Alain; Viot, M.
17
2003
Binomial-Poisson entropic inequalities and the M/M/\(\infty\) queue. Zbl 1188.60047
Chafaï, Djalil
17
2006
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model. Zbl 1311.60023
Fuchs, Florian; Stelzer, Robert
17
2013
The likelihood ratio test for the number of components in a mixture with Markov regime. Zbl 0982.62016
Gassiat, Elisabeth; Keribin, Christine
16
2000
Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333
Laurent, Béatrice
16
2005
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
16
2018
On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043
Abraham, Christophe; Biau, Gérard; Cadre, Benoît
16
2004
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling. Zbl 1333.60095
Kawai, Reiichiro; Masuda, Hiroki
15
2013
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103
Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao
15
2016
Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052
Bakry, D.; Concordet, D.; Ledoux, M.
14
1997
Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062
Jourdain, B.
14
1997
Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330
Girard, Stéphane; Jacob, Pierre
14
2004
Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory. Zbl 06282472
Di Bernardino, Elena; Laloë, Thomas; Maume-Deschamps, Véronique; Prieur, Clémentine
14
2013
Penalization versus Goldenshluger-Lepski strategies in warped bases regression. Zbl 06282476
Chagny, Gaëlle
14
2013
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038
Cohen, S.; Lifshits, M. A.
14
2012
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
14
2017
Risk bounds for mixture density estimation. Zbl 1141.62024
Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan
14
2005
A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages. Zbl 1506.60097
Marguet, Aline
14
2019
Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090
Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie
14
2002
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model. Zbl 1355.60104
Höpfner, Reinhard; Löcherbach, Eva; Thieullen, Michèle
14
2016
The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032
Mokkadem, Abdelkader; Pelletier, Mariane
13
2003
Cyclic random motions in \(\mathbb{R} ^d\)-space with \(n\) directions. Zbl 1183.33028
Lachal, Aimé
13
2006
A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123
Étoré, Pierre; Lejay, Antoine
13
2007
Regularity of the time constant for a supercritical Bernoulli percolation. Zbl 1468.60116
Dembin, Barbara
13
2021
Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels. Zbl 1506.60051
Duarte, Aline; Löcherbach, Eva; Ost, Guilherme
13
2019
The likelihood ratio test for general mixture models with or without structural parameter. Zbl 1180.62069
Azaïs, Jean-Marc; Gassiat, Élisabeth; Mercadier, Cécile
13
2009
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
Adamczak, Radosław; Bednorz, Witold
13
2015
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
13
2016
Cutoff for samples of Markov chains. Zbl 0932.60077
Ycart, Bernard
12
1999
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079
Elie, Romuald; Kharroubi, Idris
12
2014
Linear diffusion with stationary switching regime. Zbl 1033.60084
Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng
12
2004
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
12
2015
Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. Zbl 1136.60346
Gautier, Éric
11
2005
Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. Zbl 1181.60085
Lejay, Antoine
11
2006
A graph-based estimator of the number of clusters. Zbl 1187.62114
Biau, Gérard; Cadre, Benoît; Pelletier, Bruno
11
2007
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
11
2014
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008
Étoré, Pierre; Martinez, Miguel
11
2014
Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034
Song, Shiqi
11
2014
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process. Zbl 1395.62263
Bercu, Bernard; Proïa, Frédéric
11
2013
Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038
Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie
11
2013
Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184
Nkurunziza, Sévérien
11
2012
Penalized estimators for non linear inverse problems. Zbl 1213.62066
Loubes, Jean-Michel; Ludeña, Carenne
11
2010
The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren
11
2020
Adaptive tests of qualitative hypotheses. Zbl 1014.62052
Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice
10
2003
Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004
Champagnat, Nicolas; Villemonais, Denis
10
2018
Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme. Zbl 1533.65014
Brehier, Charles-Edouard
2
2023
A Sobolev rough path extension theorem via regularity structures. Zbl 1532.60231
Liu, Chong; Prömel, David J.; Teichmann, Josef
2
2023
Multi-patch epidemic models with general exposed and infectious periods. Zbl 1518.92157
Pang, Guodong; Pardoux, Étienne
2
2023
Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion. Zbl 1520.60047
Gradinaru, Mihai; Luirard, Emeline
2
2023
Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations. Zbl 1517.60078
Hamaguchi, Yushi; Taguchi, Dai
1
2023
Reliable prediction in the Markov stochastic block model. Zbl 07730440
Duchemin, Quentin
1
2023
Microbial virus epidemics in the presence of contact-mediated host dormancy. Zbl 1518.92140
Blath, Jochen; Tóbiás, András
1
2023
Stochastic measure-valued models for populations expanding in a continuum. Zbl 1517.60052
Louvet, Apolline
1
2023
Elementary coupling approach for non-linear perturbation of Markov processes with mean-field jump mechanisms and related problems. Zbl 1522.60069
Monmarché, Pierre
1
2023
On stochastic orders and total positivity. Zbl 1521.60009
Dümbgen, Lutz; Mösching, Alexandre
1
2023
\(U\)-statistics on bipartite exchangeable networks. Zbl 07730453
Le Minh, Tâm
1
2023
Numerical performance of penalized comparison to overfitting for multivariate kernel density estimation. Zbl 07730454
Varet, Suzanne; Lacour, Claire; Massart, Pascal; Rivoirard, Vincent
1
2023
Reducing exit-times of diffusions with repulsive interactions. Zbl 1520.60045
Chaudru De Raynal, Paul-Eric; Duong, Manh Hong; Monmarché, Pierre; Tomašević, Milica; Tugaut, Julian
1
2023
Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case. Zbl 1492.65031
Journel, Lucas; Monmarché, Pierre
3
2022
Ergodic behaviour of a multi-type growth-fragmentation process modelling the mycelial network of a filamentous fungus. Zbl 1520.60056
Tomašević, Milica; Bansaye, Vincent; Véber, Amandine
2
2022
Bayesian learning with Wasserstein barycenters. Zbl 07730417
Backhoff-Veraguas, Julio; Fontbona, Joaquin; Rios, Gonzalo; Tobar, Felipe
2
2022
Martingale solutions of the stochastic 2D primitive equations with anisotropic viscosity. Zbl 1490.35507
Sun, Chengfeng; Gao, Hongjun; Liu, Hui; Zhang, Jie
2
2022
Optimal convergence rates for the invariant density estimation of jump-diffusion processes. Zbl 1493.62185
Amorino, Chiara; Nualart, Eulalia
2
2022
One dimensional martingale rearrangement couplings. Zbl 1528.60034
Jourdain, B.; Margheriti, W.
1
2022
Regularity of the time constant for a supercritical Bernoulli percolation. Zbl 1468.60116
Dembin, Barbara
13
2021
Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 1469.45018
Popier, Alexandre
5
2021
New error bounds for Laplace approximation via Stein’s method. Zbl 1482.60036
Gaunt, Robert E.
4
2021
Unit boundary length quantum disk: a study of two different perspectives and their equivalence. Zbl 1482.60012
Cerclé, Baptiste
4
2021
A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates. Zbl 1470.60209
Cavalli, Benedetta
3
2021
Extinction rate of continuous state branching processes in critical Lévy environments. Zbl 1482.60112
Bansaye, Vincent; Pardo, Juan Carlos; Smadi, Charline
3
2021
A partial graphical model with a structural prior on the direct links between predictors and responses. Zbl 1469.62282
Obiang, Eunice Okome; Jézéquel, Pascal; Proïa, Frédéric
2
2021
On the curved exponential family in the stochastic approximation expectation maximization algorithm. Zbl 1493.62114
Debavelaere, Vianney; Allassonnière, Stéphanie
2
2021
Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space. Zbl 1478.60120
Assaad, Obayda; Tudor, Ciprian A.
1
2021
Local asymptotic self-similarity for heavy tailed harmonizable fractional Lévy motions. Zbl 1478.60122
Basse-O’connor, Andreas; Grønbæk, Thorbjørn; Podolskij, Mark
1
2021
New exponential dispersion models for count data: the ABM and LM classes. Zbl 1481.60018
Bar-Lev, Shaul K.; Ridder, Ad
1
2021
Correction to: “The probabilities of large deviations for a certain class of statistics associated with multinomial distribution”. (Correction to: “The probabilities of large deviations for a certain class of statistics associated with multinomial distributions”.) Zbl 1464.60025
Mirakhmedov, Sherzod M.
1
2021
Variable bandwidth kernel regression estimation. Zbl 1466.62286
Nakarmi, Janet; Sang, Hailin; Ge, Lin
1
2021
Cardinality estimation for random stopping sets based on Poisson point processes. Zbl 1487.60096
Privault, Nicolas
1
2021
The asymptotic shape theorem for the frog model on finitely generated abelian groups. Zbl 1468.60115
Coletti, Cristian F.; De Lima, Lucas R.
1
2021
The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren
11
2020
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. Zbl 1454.90028
Alfonsi, Aurélien; Jourdain, Benjamin
8
2020
Non-central limit theorems for functionals of random fields on hypersurfaces. Zbl 1461.60036
Olenko, Andriy; Vaskovych, Volodymyr
5
2020
Empirical measures: regularity is a counter-curse to dimensionality. Zbl 1452.60007
Kloeckner, Benoît R.
5
2020
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables. Zbl 1445.60016
Arbel, Julyan; Marchal, Olivier; Nguyen, Hien D.
4
2020
An adaptive multiclass nearest neighbor classifier. Zbl 1440.62250
Puchkin, Nikita; Spokoiny, Vladimir
3
2020
Very fat geometric Galton-Watson trees. Zbl 1455.60112
Abraham, Romain; Bouaziz, Aymen; Delmas, Jean-François
3
2020
About the Stein equation for the generalized inverse Gaussian and Kummer distributions. Zbl 1455.60040
Konzou, Essomanda; Koudou, Angelo Efoevi
3
2020
Estimation of the multifractional function and the stability index of linear multifractional stable processes. Zbl 1447.60067
Dang, Thi-To-Nhu
2
2020
On the generalized Kesten-McKay distributions. Zbl 1447.60043
Szabłowski, Paweł J.
2
2020
Empirical processes for recurrent and transient random walks in random scenery. Zbl 1447.60073
Guillotin-Plantard, Nadine; Pène, Françoise; Wendler, Martin
2
2020
On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. Zbl 1434.60109
Račkauskas, Alfredas; Suquet, Charles
2
2020
Inference robust to outliers with \(\ell_1\)-norm penalization. Zbl 1455.62065
Beyhum, Jad
2
2020
Random forests for time-dependent processes. Zbl 1455.62172
Goehry, Benjamin
2
2020
One-step estimation for the fractional Gaussian noise at high-frequency. Zbl 1454.62092
Brouste, Alexandre; Soltane, Marius; Votsi, Irene
2
2020
Tightness and exponential tightness of Gaussian probabilities. Zbl 1434.60082
Baldi, Paolo
1
2020
A note on perfect simulation for exponential random graph models. Zbl 1434.60277
Cerqueira, Andressa; Garivier, Aurélien; Leonardi, Florencia
1
2020
On the excursion area of perturbed Gaussian fields. Zbl 1447.60078
Di Bernardino, Elena; Estrade, Anne; Rossi, Maurizia
1
2020
Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction. Zbl 1453.82012
Kwon, Younghak; Menz, Georg
1
2020
Raking-ratio empirical process with auxiliary information learning. Zbl 1453.62461
Albertus, Mickael
1
2020
The probabilities of large deviations for a certain class of statistics associated with multinomial distribution. Zbl 1455.60046
Mirakhmedov, Sherzod M.
1
2020
Chain-referral sampling on stochastic block models. Zbl 1455.60093
Vo, Thi Phuong Thuy
1
2020
A framework of BSDEs with stochastic Lipschitz coefficients. Zbl 1461.60041
O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu
1
2020
A basic model of mutations. Zbl 1455.60094
Berger, Maxime; Cerf, Raphaël
1
2020
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments. Zbl 1461.60019
Azaïs, Jean-Marc; Bachoc, François; Lagnoux, Agnès; Nguyen, Thi Mong Ngoc
1
2020
Universal consistency of the \(k\)-NN rule in metric spaces and Nagata dimension. Zbl 1455.62123
Collins, Benoît; Kumari, Sushma; Pestov, Vladimir G.
1
2020
Estimating fast mean-reverting jumps in electricity market models. Zbl 1455.62198
Deschatre, Thomas; Féron, Olivier; Hoffmann, Marc
1
2020
A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages. Zbl 1506.60097
Marguet, Aline
14
2019
Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels. Zbl 1506.60051
Duarte, Aline; Löcherbach, Eva; Ost, Guilherme
13
2019
Large deviation estimates for branching random walks. Zbl 1506.60038
Buraczewski, Dariusz; Maślanka, Mariusz
8
2019
LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. Zbl 1416.60052
Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong
7
2019
On fixed gain recursive estimators with discontinuity in the parameters. Zbl 1420.62359
Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios
7
2019
\(L^p\) and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective. Zbl 1507.62276
Godichon-Baggioni, Antoine
6
2019
Statistical estimation of conditional Shannon entropy. Zbl 1418.60026
Bulinski, Alexander; Kozhevin, Alexey
5
2019
Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics. Zbl 1507.62250
Inglot, Tadeusz; Ledwina, Teresa; Ćmiel, Bogdan
5
2019
On the law of homogeneous stable functionals. Zbl 1411.60070
Letemplier, Julien; Simon, Thomas
4
2019
Two consistent estimators for the skew Brownian motion. Zbl 1506.60057
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad
4
2019
A test for block circular symmetric covariance structure with divergent dimension. Zbl 1507.62255
Xie, Junshan; Sun, Gaoming
4
2019
A Peccati-Tudor type theorem for Rademacher chaoses. Zbl 1506.60036
Zheng, Guangqu
4
2019
Deviation inequalities for Banach space valued martingales differences sequences and random fields. Zbl 1506.60008
Giraudo, Davide
4
2019
Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems. Zbl 1422.62129
Kroll, Martin
3
2019
Efficient sequential experimental design for surrogate modeling of nested codes. Zbl 1420.62355
Marque-Pucheu, Sophie; Perrin, Guillaume; Garnier, Josselin
3
2019
Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data. Zbl 1415.62063
León, José Rafael; Rodríguez, Luis-Ángel
3
2019
Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector. Zbl 1506.60091
Cerf, Raphaël; Dalmau, Joseba
3
2019
Maximum likelihood estimation in hidden Markov models with inhomogeneous noise. Zbl 1422.62099
Diehn, Manuel; Munk, Axel; Rudolf, Daniel
2
2019
Optimal survey schemes for stochastic gradient descent with applications to \(M\)-estimation. Zbl 1420.62036
Clémençon, Stephan; Bertail, Patrice; Chautru, Emilie; Papa, Guillaume
2
2019
On the consistency of Sobol indices with respect to stochastic ordering of model parameters. Zbl 1421.62053
Cousin, A.; Janon, A.; Maume-Deschamps, V.; Niang, I.
2
2019
On the optimal importance process for piecewise deterministic Markov process. Zbl 1506.60102
Chraibi, H.; Dutfoy, A.; Galtier, T.; Garnier, J.
2
2019
Sparse recovery from extreme eigenvalues deviation inequalities. Zbl 1447.60055
Dallaporta, Sandrine; de Castro, Yohann
1
2019
Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging. Zbl 1420.62117
Muré, Joseph
1
2019
Tempered fractional multistable motion and tempered multifractional stable motion. Zbl 1411.60072
Fan, Xiequan; Véhel, Jacques Lévy
1
2019
Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence. Zbl 1506.60067
Hervé, Loïc; Louhichi, Sana; Pène, Françoise
1
2019
Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains. Zbl 1506.60068
Hervé, Loïc; Louhichi, Sana; Pène, Françoise
1
2019
Bayesian wavelet de-noising with the caravan prior. Zbl 1507.62231
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter
1
2019
Improved one-sided deviation inequalities under regularity assumptions for product measures. Zbl 1506.60031
Tanguy, Kevin
1
2019
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
16
2018
Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004
Champagnat, Nicolas; Villemonais, Denis
10
2018
Adaptive nonparametric drift estimation of an integrated jump diffusion process. Zbl 1409.62161
Funke, Benedikt; Schmisser, Émeline
6
2018
Impact of subsampling and tree depth on random forests. Zbl 1409.62072
Duroux, Roxane; Scornet, Erwan
4
2018
Stochastic formulations of the parametrix method. Zbl 1403.60047
Kohatsu-Higa, Arturo; Yûki, Gô
3
2018
Manifolds of differentiable densities. Zbl 1410.46056
Newton, Nigel J.
2
2018
Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. Zbl 1405.60059
Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong
2
2018
A consistent estimator to the orthant-based tail value-at-risk. Zbl 1409.62206
Beck, Nicholas; Mailhot, Mélina
1
2018
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
14
2017
Qualitative robustness in Bayesian inference. Zbl 1395.62059
Owhadi, Houman; Scovel, Clint
9
2017
A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029
Gaunt, Robert E.
9
2017
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Cited by 4,108 Authors

28 Comte, Fabienne
24 Zhao, Peng
23 Prieur, Clémentine
22 Balakrishnan, Narayanaswamy
20 Gwynne, Ewain
20 Pagès, Gilles
18 Lejay, Antoine
17 Genon-Catalot, Valentine
17 Samson, Adeline
16 Cattiaux, Patrick
16 Guillin, Arnaud
16 Tudor, Ciprian A.
15 Gloter, Arnaud
15 Rhodes, Rémi
15 Vargas, Vincent
14 Čekanavičius, Vydas
14 Del Moral, Pierre
14 Girard, Stéphane
13 Bercu, Bernard
13 Klein, Thierry E.
13 Leonenko, Nikolai N.
13 Miclo, Laurent
13 Xia, Aihua
12 Chafaï, Djalil
12 Clémençon, Stéphan
12 Nardi, Francesca Romana
11 Allassonnière, Stéphanie
11 Baraud, Yannick
11 Cloez, Bertrand
11 Doukhan, Paul
11 Jeanblanc, Monique
11 Jourdain, Benjamin
11 Laurent, Béatrice
11 Ma, Chunsheng
11 Marteau, Clément
11 Merlevède, Florence
11 Munk, Axel
11 Podolskij, Mark
11 Uchida, Masayuki
10 Ding, Jian
10 Figueroa-López, José E.
10 Klutchnikoff, Nicolas
10 Lagnoux, Agnès
10 Löcherbach, Eva
10 Panloup, Fabien
10 Pavlyukevich, Ilya
10 Rio, Emmanuel
10 Tran, Viet Chi
10 Wang, Yizao
9 Adamczak, Radosław
9 Azaïs, Jean-Marc
9 Bertin, Karine
9 Bobkov, Sergey Germanovich
9 Bouzebda, Salim
9 Chesneau, Christophe
9 Dębicki, Krzysztof
9 Dedecker, Jérôme
9 Durot, Cécile
9 Gassiat, Elisabeth
9 Högele, Michael Anton
9 Kuhn, Estelle
9 Loubes, Jean-Michel
9 Lugosi, Gábor
9 Nkurunziza, Sévérien
9 Rozenholc, Yves
9 Sheffield, Scott
9 Torres, Soledad
8 Barmalzan, Ghobad
8 Champagnat, Nicolas
8 Diop, Mamadou Abdoul
8 Duplantier, Bertrand
8 El Machkouri, Mohamed
8 Fraiman, Ricardo
8 Gadat, Sébastien
8 Gamboa, Fabrice
8 Gantert, Nina
8 Gaunt, Robert Edward
8 Ginovyan, Mamikon S.
8 Jacod, Jean
8 León, José Rafael R.
8 Massart, Pascal
8 Méléard, Sylvie
8 Mishura, Yuliya Stepanivna
8 Pène, Françoise
8 Pham, Huyên
8 Proïa, Frédéric
8 Shen, Guangjun
8 Swan, Yvik C.
8 Taqqu, Murad S.
8 Vetter, Mathias
7 Anh, Vo V.
7 Bansaye, Vincent
7 Barbour, Andrew David
7 Berestycki, Nathanaël
7 Bibinger, Markus
7 Birgé, Lucien
7 Bréhier, Charles-Edouard
7 Butucea, Cristina
7 Chagny, Gaëlle
7 Coutin, Laure
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Cited in 435 Journals

207 Stochastic Processes and their Applications
123 Bernoulli
109 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
100 The Annals of Statistics
99 Statistics & Probability Letters
92 Electronic Journal of Statistics
78 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
77 The Annals of Probability
74 The Annals of Applied Probability
71 Probability Theory and Related Fields
69 Journal of Theoretical Probability
61 Communications in Statistics. Theory and Methods
61 Electronic Journal of Probability
54 Journal of Multivariate Analysis
53 Journal of Statistical Planning and Inference
51 Journal of Statistical Physics
44 Journal of Applied Probability
41 Statistical Inference for Stochastic Processes
39 Advances in Applied Probability
39 Statistics
38 Scandinavian Journal of Statistics
38 Computational Statistics and Data Analysis
35 Journal of Econometrics
35 Stochastic Analysis and Applications
33 Communications in Mathematical Physics
29 Journal of Mathematical Analysis and Applications
29 ALEA. Latin American Journal of Probability and Mathematical Statistics
26 Statistics and Computing
24 Mathematical Methods of Statistics
24 Journal of Nonparametric Statistics
23 Stochastics and Dynamics
21 Journal of Machine Learning Research (JMLR)
21 SIAM/ASA Journal on Uncertainty Quantification
20 Stochastics
19 Metrika
19 Electronic Communications in Probability
19 Finance and Stochastics
18 Journal of Functional Analysis
18 Comptes Rendus. Mathématique. Académie des Sciences, Paris
17 Journal of Mathematical Biology
17 Journal of Mathematical Sciences (New York)
17 Probability in the Engineering and Informational Sciences
15 Lithuanian Mathematical Journal
15 Statistical Papers
15 Stochastic and Partial Differential Equations. Analysis and Computations
14 Annals of the Institute of Statistical Mathematics
14 Theory of Probability and Mathematical Statistics
14 Monte Carlo Methods and Applications
14 Methodology and Computing in Applied Probability
14 Brazilian Journal of Probability and Statistics
13 Journal of Computational Physics
13 Journal of Differential Equations
13 Journal of Statistical Computation and Simulation
13 Extremes
12 Journal of Computational and Applied Mathematics
12 SIAM Journal on Mathematical Analysis
12 Potential Analysis
12 Test
11 Transactions of the American Mathematical Society
11 Machine Learning
11 International Journal of Theoretical and Applied Finance
10 Computational Statistics
10 Communications in Statistics. Simulation and Computation
10 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
10 Journal of the Korean Statistical Society
10 Science China. Mathematics
10 Modern Stochastics. Theory and Applications
10 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
9 The Canadian Journal of Statistics
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9 Theory of Probability and its Applications
9 Applied Mathematics and Optimization
9 Journal of Time Series Analysis
9 Statistical Science
9 Neural Computation
9 Mathematical Finance
9 Econometric Theory
9 Stochastic Models
8 Physica A
8 Chaos, Solitons and Fractals
8 Applied Mathematics and Computation
8 Journal of the American Statistical Association
8 Mathematics and Computers in Simulation
8 SIAM Journal on Control and Optimization
8 Constructive Approximation
8 Bulletin des Sciences Mathématiques
8 Journal of Applied Statistics
8 SIAM Journal on Financial Mathematics
8 Probability Surveys
7 Journal de Mathématiques Pures et Appliquées. Neuvième Série
7 Random Operators and Stochastic Equations
7 Infinite Dimensional Analysis, Quantum Probability and Related Topics
7 Annales Henri Poincaré
7 Quantitative Finance
7 Statistics Surveys
6 Israel Journal of Mathematics
6 Insurance Mathematics & Economics
6 Probability and Mathematical Statistics
6 Journal of Complexity
6 Acta Mathematica Sinica. English Series
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Cited in 54 Fields

2,208 Probability theory and stochastic processes (60-XX)
1,482 Statistics (62-XX)
360 Numerical analysis (65-XX)
221 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
200 Statistical mechanics, structure of matter (82-XX)
186 Partial differential equations (35-XX)
154 Computer science (68-XX)
143 Biology and other natural sciences (92-XX)
120 Dynamical systems and ergodic theory (37-XX)
106 Systems theory; control (93-XX)
92 Operations research, mathematical programming (90-XX)
82 Calculus of variations and optimal control; optimization (49-XX)
78 Operator theory (47-XX)
70 Combinatorics (05-XX)
59 Ordinary differential equations (34-XX)
51 Linear and multilinear algebra; matrix theory (15-XX)
50 Measure and integration (28-XX)
48 Real functions (26-XX)
39 Functional analysis (46-XX)
39 Information and communication theory, circuits (94-XX)
34 Global analysis, analysis on manifolds (58-XX)
32 Quantum theory (81-XX)
31 Harmonic analysis on Euclidean spaces (42-XX)
24 Differential geometry (53-XX)
23 Integral equations (45-XX)
20 Approximations and expansions (41-XX)
18 Difference and functional equations (39-XX)
18 Fluid mechanics (76-XX)
17 Relativity and gravitational theory (83-XX)
12 Special functions (33-XX)
12 Convex and discrete geometry (52-XX)
11 Number theory (11-XX)
9 Functions of a complex variable (30-XX)
9 General topology (54-XX)
8 Potential theory (31-XX)
8 Integral transforms, operational calculus (44-XX)
8 Mechanics of particles and systems (70-XX)
5 Several complex variables and analytic spaces (32-XX)
4 General and overarching topics; collections (00-XX)
4 Group theory and generalizations (20-XX)
4 Mechanics of deformable solids (74-XX)
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2 History and biography (01-XX)
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2 Optics, electromagnetic theory (78-XX)
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