## 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.bjhttp://www.bernoulli-society.org/index.php/publications/bernoulli-journal/bernoulli-journal Comments: Indexed cover-to-cover
 Documents Indexed: 1,907 Publications (since 1995) References Indexed: 1,350 Publications with 40,819 References.
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### Latest Issues

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### Authors

 17 Dette, Holger 15 Hall, Peter Gavin 14 Mikosch, Thomas 13 Hallin, Marc 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 9 Bai, Zhi-Dong 9 Mammen, Enno 9 Nualart, David 9 Pagès, Gilles 9 Pipiras, Vladas 9 Yor, Marc 8 Ghosal, Subhashis 8 Houdré, Christian 8 Moulines, Eric 8 Pitman, Jim William 8 Ritov, Ya’acov 8 Sorensen, Michael 8 Tsybakov, Alexandre B. 8 Wellner, Jon August 8 Xiao, Yimin 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 Porcu, Emilio 7 Röllin, Adrian 7 Schick, Anton 7 Takemura, Akimichi 7 Wegkamp, Marten H. 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 Belomestny, Denis 5 Bertail, Patrice 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 Lu, Zudi 5 Maller, Ross Arthur 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. 4 Arias-Castro, Ery 4 Atchadé, Yves F. 4 Azaïs, Jean-Marc 4 Barbour, Andrew David 4 Bartlett, Peter L. 4 Behme, Anita Diana ...and 2,423 more Authors
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### Fields

 1,266 Probability theory and stochastic processes (60-XX) 1,079 Statistics (62-XX) 159 Numerical analysis (65-XX) 62 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 61 Combinatorics (05-XX) 36 Biology and other natural sciences (92-XX) 30 Linear and multilinear algebra; matrix theory (15-XX) 27 Harmonic analysis on Euclidean spaces (42-XX) 27 Statistical mechanics, structure of matter (82-XX) 25 Partial differential equations (35-XX) 22 Functional analysis (46-XX) 17 Computer science (68-XX) 17 Information and communication theory, circuits (94-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 13 Systems theory; control (93-XX) 12 Operations research, mathematical programming (90-XX) 11 Differential geometry (53-XX) 10 Measure and integration (28-XX) 7 Geophysics (86-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Convex and discrete geometry (52-XX) 6 Quantum theory (81-XX) 5 Operator theory (47-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Group theory and generalizations (20-XX) 4 Special functions (33-XX) 4 Approximations and expansions (41-XX) 4 Integral transforms, operational calculus (44-XX) 4 Integral equations (45-XX) 3 Number theory (11-XX) 3 Commutative algebra (13-XX) 3 Real functions (26-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 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-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)

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1,648 Publications have been cited 19,938 times in 15,098 Documents Cited by Year
Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077
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2005
An adaptive Metropolis algorithm. Zbl 0989.65004
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2001
Hyperbolic distributions in finance. Zbl 0836.62107
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1995
Exponential convergence of Langevin distributions and their discrete approximations. Zbl 0870.60027
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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.
1999
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Zbl 1067.62094
Francq, Christian; Zakoïan, Jean-Michel
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
1999
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach. Zbl 1117.62119
Zhang, Lan
2006
GARCH processes: structure and estimation. Zbl 1064.62094
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2003
Weak convergence of empirical copula processes. Zbl 1068.62059
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, Marten
2004
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
2004
Minimum contrast estimators on sieves: Exponential bounds and rates of convergence. Zbl 0954.62033
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1998
Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075
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1995
Sieve bootstrap for time series. Zbl 0874.62102
Bühlmann, Peter
1997
A survey and some generalizations of Bessel processes. Zbl 1038.60079
Göing-Jaeschke, Anja; Yor, Marc
2003
On covariance estimation of non-synchronously observed diffusion processes. Zbl 1064.62091
Hayashi, Takaki; Yoshida, Nakahiro
2005
Mixed fractional Brownian motion. Zbl 1005.60053
Cheridito, Patrick
2001
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. Zbl 1243.62066
Segers, Johan
2012
Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization. Zbl 1055.62078
Greenshtein, Eitan; Ritov, Ya’acov
2004
Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps. Zbl 1200.62131
Podolskij, Mark; Vetter, Mathias
2009
Strictly and non-strictly positive definite functions on spheres. Zbl 1283.62200
Gneiting, Tilmann
2013
Stochastic volatility models as hidden Markov models and statistical applications. Zbl 0966.62048
Genon-Catalot, Valentine; Jeantheau, Thierry; Larédo, Catherine
2000
Stochastic differential delay equations with Markovian switching. Zbl 0956.60060
Mao, Xuerong; Matasov, Alexander; Piunovskiy, Aleksey B.
2000
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
2001
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. Zbl 1042.60021
Bally, Vlad; Pagès, Gilles
2003
Least squares after model selection in high-dimensional sparse models. Zbl 1456.62066
Belloni, Alexandre; Chernozhukov, Victor
2013
Absolute regularity and ergodicity of Poisson count processes. Zbl 1277.60089
Neumann, Michael H.
2011
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
2009
Fractional Lévy processes with an application to long memory moving average processes. Zbl 1126.60038
Marquardt, Tina
2006
Applications of the van Trees inequality: A Bayesian Cramér-Rao bound. Zbl 0830.62035
Gill, Richard D.; Levit, Boris Y.
1995
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
2006
Statistical significance in high-dimensional linear models. Zbl 1273.62173
Bühlmann, Peter
2013
On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process. Zbl 1048.60060
Masuda, Hiroki
2004
Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency. Zbl 1200.62030
Dümbgen, Lutz; Rufibach, Kaspar
2009
Directed polymers in a random environment: Path localization and strong disorder. Zbl 1042.60069
Comets, Francis; Shiga, Tokuza; Yoshida, Nobuo
2003
Exponential ergodicity for Markov processes with random switching. Zbl 1330.60094
Cloez, Bertrand; Hairer, Martin
2015
Non-asymptotic minimax rates of testing in signal detection. Zbl 1007.62042
Baraud, Yannick
2002
The variance-optimal martingale measure for continuous processes. Zbl 0849.60042
Delbaen, Freddy; Schachermayer, Walter
1996
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
1999
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
2013
Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Zbl 1003.60055
2001
Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.
2006
On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097
Atchadé, Yves F.; Rosenthal, Jeffrey S.
2005
Bivariate tail estimation: dependence in asymptotic independence. Zbl 1058.62043
Draisma, Gerrit; Drees, Holger; Ferreira, Ana; de Haan, Laurens
2004
Explosive Poisson shot noise processes with applications to risk reserves. Zbl 0842.60030
Klüppelberg, Claudia; Mikosch, Thomas
1995
A simple nonparametric estimator of a strictly monotone regression function. Zbl 1100.62045
Dette, Holger; Neumeyer, Natalie; Pilz, Kay F.
2006
Infinite divisibility and generalized subexponentiality. Zbl 1081.60016
Shimura, Takaaki; Watanabe, Toshiro
2005
Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090
Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew
2013
Cahn-Hilliard stochastic equation: Existence of the solution and of its density. Zbl 0995.60058
Cardon-Weber, Caroline
2001
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2006
The extremogram: a correlogram for extreme events. Zbl 1200.62104
Davis, Richard A.; Mikosch, Thomas
2009
On kernel smoothing for extremal quantile regression. Zbl 1281.62097
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane
2013
Noisy low-rank matrix completion with general sampling distribution. Zbl 1400.62115
Klopp, Olga
2014
Change-point estimation in ARCH models. Zbl 0997.62068
Kokoszka, Piotr; Leipus, Remigijus
2000
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1084.62080
Jongbloed, G.; van der Meulen, F. H.; van der Vaart, A. W.
2005
Extreme quantile estimation for dependent data, with applications to finance. Zbl 1040.62077
Drees, Holger
2003
Random matrix approximation of spectra of integral operators. Zbl 0949.60078
Koltchinskii, Vladimir; Giné, Evarist
2000
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
2016
Empirical likelihood based hypothesis testing. Zbl 1015.62048
Einmahl, John H. J.; McKeague, Ian W.
2003
Making Markov martingales meet marginals: With explicit constructions. Zbl 1009.60037
Madan, Dilip B.; Yor, Marc
2002
Sample path properties of bifractional Brownian motion. Zbl 1132.60034
Tudor, Ciprian A.; Xiao, Yimin
2007
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Zbl 1102.60013
Barndorff-Nielsen, Ole E.; Maejima, Maejima; Sato, Ken-Iti
2006
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
2005
On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043
Dieker, A. B.; Yakir, B.
2014
Concentration inequalities and moment bounds for sample covariance operators. Zbl 1366.60057
Koltchinskii, Vladimir; Lounici, Karim
2017
Coupling property and gradient estimates of Lévy processes via the symbol. Zbl 1263.60045
Schilling, René L.; Sztonyk, Paweł; Wang, Jian
2012
Consistent group selection in high-dimensional linear regression. Zbl 1207.62146
Wei, Fengrong; Huang, Jian
2010
Likelihood-based inference with singular information matrix. Zbl 0976.62015
Rotnitzky, Andrea; Cox, David R.; Bottai, Matteo; Robins, James
2000
The Dantzig selector and sparsity oracle inequalities. Zbl 1452.62486
2009
Multivariate generalized Pareto distributions. Zbl 1134.62028
Rootzén, Holger; Tajvidi, Nader
2006
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
1995
Properties and numerical evaluation of the Rosenblatt distribution. Zbl 1273.60020
Veillette, Mark S.; Taqqu, Murad S.
2013
A technique for exponential change of measure for Markov processes. Zbl 1011.60054
Palmowski, Zbigniew; Rolski, Tomasz
2002
Krein condition in probabilistic moment problems. Zbl 0971.60017
Stoyanov, Jordan
2000
Efficient estimation in the bivariate normal copula model: Normal margins are least favourable. Zbl 0877.62055
Klaassen, Chris A. J.; Wellner, Jon A.
1997
Geometric median and robust estimation in Banach spaces. Zbl 1348.60041
Minsker, Stanislav
2015
Regression in random design and warped wavelets. Zbl 1067.62039
Kerkyacharian, Gérard; Picard, Dominique
2004
Distribution and dependence-function estimation for bivariate extreme-value distributions. Zbl 1067.62540
Hall, Peter; Tajvidi, Nader
2000
Optimal hypothesis testing for high dimensional covariance matrices. Zbl 1281.62140
Cai, T. Tony; Ma, Zongming
2013
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
1999
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter $$H> \frac12$$. Zbl 1102.60054
Ferrante, Marco; Rovira, Carles
2006
Efficient estimation in nonlinear autoregressive time-series models. Zbl 1066.62537
Koul, Hira L.; Schick, Anton
1997
On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay
2012
Estimating conditional quantiles with the help of the pinball loss. Zbl 1284.62235
Steinwart, Ingo; Christmann, Andreas
2011
Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074
Cont, Rama; Mancini, Cecilia
2011
Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071
Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael
2005
Aggregating regression procedures to improve performance. Zbl 1040.62030
Yang, Yuhong
2004
Universal pointwise selection rule in multivariate function estimation. Zbl 1168.62323
Goldenshluger, Alexander; Lepski, Oleg
2008
Asymptotics of the maximum likelihood estimator for general hidden Markov models. Zbl 0987.62018
Douc, Randal; Matias, Catherine
2001
On the prediction performance of the Lasso. Zbl 1359.62295
Dalalyan, Arnak S.; Hebiri, Mohamed; Lederer, Johannes
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.
2013
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
2007
Two-time-scale stochastic partial differential equations driven by $$\alpha$$-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Statistical estimation of a growth-fragmentation model observed on a genealogical tree. Zbl 1388.62318
Doumic, Marie; Hoffmann, Marc; Krell, Nathalie; Robert, Lydia
2015
Density estimation for spatial linear processes. Zbl 1005.62034
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
2001
Statistics of extremes under random censoring. Zbl 1155.62036
Einmahl, John H. J.; Fils-Villetard, Amélie; Guillou, Armelle
2008
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
1996
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance. Zbl 1428.62099
Weed, Jonathan; Bach, Francis
2019
Lasso and probabilistic inequalities for multivariate point processes. Zbl 1375.60092
Hansen, Niels Richard; Reynaud-Bouret, Patricia; Rivoirard, Vincent
2015
On the convergence of the spectral empirical process of Wigner matrices. Zbl 1101.60012
Bai, Z. D.; Yao, J.
2005
Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation. Zbl 1482.35072
Cosso, Andrea; Russo, Francesco
2022
Applications of weak transport theory. Zbl 07467725
Backhoff-Veraguas, J.; Pammer, G.
2022
On eigenvalues of a high-dimensional spatial-sign covariance matrix. Zbl 07467735
Li, Weiming; Wang, Qinwen; Yao, Jianfeng; Zhou, Wang
2022
A general framework for SPDE-based stationary random fields. Zbl 07467712
Carrizo Vergara, Ricardo; Allard, Denis; Desassis, Nicolas
2022
Parameter estimation in branching processes with almost sure extinction. Zbl 1481.60175
Braunsteins, Peter; Hautphenne, Sophie; Minuesa, Carmen
2022
Mean field limits for interacting Hawkes processes in a diffusive regime. Zbl 1490.60122
Erny, Xavier; Löcherbach, Eva; Loukianova, Dasha
2022
Limit theorems for time-dependent averages of nonlinear stochastic heat equations. Zbl 1482.60086
Kim, Kunwoo; Yi, Jaeyun
2022
Nonhomogeneous Euclidean first-passage percolation and distance learning. Zbl 1491.60178
Groisman, Pablo; Jonckheere, Matthieu; Sapienza, Facundo
2022
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism. Zbl 07467722
Lee, Cheuk Yin
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
2022
Empirical process theory for locally stationary processes. Zbl 1486.60064
Phandoidaen, Nathawut; Richter, Stefan
2022
A Ray-Knight representation of up-down Chinese restaurants. Zbl 1482.60102
Rogers, Dane; Winkel, Matthias
2022
De-biasing the Lasso with degrees-of-freedom adjustment. Zbl 07526563
Bellec, Pierre C.; Zhang, Cun-Hui
2022
Local elliptic law. Zbl 1489.15047
Alt, Johannes; Krüger, Torben
2022
Nonparametric regression for locally stationary random fields under stochastic sampling design. Zbl 07526583
Kurisu, Daisuke
2022
A Cramér-Wold device for infinite divisibility of $$\mathbb{Z}^d$$-valued distributions. Zbl 07526584
Berger, David; Lindner, Alexander
2022
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. Zbl 1489.60129
Behme, Anita; Sideris, Apostolos
2022
A note on the phase transition for independent alignment percolation. Zbl 07526590
Hilário, Marcelo; Ungaretti, Daniel
2022
Quadratic shrinkage for large covariance matrices. Zbl 07526596
Ledoit, Olivier; Wolf, Michael
2022
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise. Zbl 07526601
Huang, Qiao; Duan, Jinqiao; Song, Renming
2022
Sequential estimation of quantiles with applications to A/B testing and best-arm identification. Zbl 07526603
Howard, Steven R.; Ramdas, Aaditya
2022
Multidimensional SDE with distributional drift and Lévy noise. Zbl 07526605
Kremp, Helena; Perkowski, Nicolas
2022
The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance. Zbl 07526608
Zhao, Qian; Sur, Pragya; Candès, Emmanuel J.
2022
Adaptive schemes for piecewise deterministic Monte Carlo algorithms. Zbl 07594064
Bertazzi, Andrea; Bierkens, Joris
2022
Measuring association with Wasserstein distances. Zbl 07594079
Wiesel, Johannes C. W.
2022
Well-posedness of distribution dependent SDEs with singular drifts. Zbl 1480.60171
Röckner, Michael; Zhang, Xicheng
2021
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.
2021
Compound Poisson approximation for regularly varying fields with application to sequence alignment. Zbl 1480.60136
Basrak, Bojan; Planinić, Hrvoje
2021
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
2021
Approximation of occupation time functionals. Zbl 1479.60159
Altmeyer, Randolf
2021
A family of Beckner inequalities under various curvature-dimension conditions. Zbl 1480.39025
Gentil, Ivan; Zugmeyer, Simon
2021
Time-changed spectrally positive Lévy processes started from infinity. Zbl 1489.60075
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2021
Weak existence and uniqueness for affine stochastic Volterra equations with $$L^1$$-kernels. Zbl 1480.60142
Jaber, Eduardo Abi
2021
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.
2021
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices. Zbl 1475.60014
Jiang, Dandan; Bai, Zhidong
2021
The Osgood condition for stochastic partial differential equations. Zbl 1472.60100
Foondun, Mohammud; Nualart, Eulalia
2021
Optimal sparsity testing in linear regression model. Zbl 1478.62191
Carpentier, Alexandra; Verzelen, Nicolas
2021
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse. Zbl 1469.62384
Zhao, Puying; Wang, Lei; Shao, Jun
2021
Asymptotics for sliding blocks estimators of rare events. Zbl 1469.62254
Drees, Holger; Neblung, Sebastian
2021
Rates of contraction of posterior distributions based on $$p$$-exponential priors. Zbl 1469.62217
Agapiou, Sergios; Dashti, Masoumeh; Helin, Tapio
2021
Asymptotics and renewal approximation in the online selection of increasing subsequence. Zbl 1469.60155
Gnedin, Alexander; Seksenbayev, Amirlan
2021
Nearly optimal robust mean estimation via empirical characteristic function. Zbl 07370741
Bahmani, Sohail
2021
High-dimensional CLT: improvements, non-uniform extensions and large deviations. Zbl 1475.60054
Kuchibhotla, Arun Kumar; Mukherjee, Somabha; Banerjee, Debapratim
2021
Precise deviations for Hawkes processes. Zbl 1475.60090
Gao, Fuqing; Zhu, Lingjiong
2021
Optimal covariance change point localization in high dimensions. Zbl 1479.62077
Wang, Daren; Yu, Yi; Rinaldo, Alessandro
2021
Hanson-Wright inequality in Hilbert spaces with application to $$K$$-means clustering for non-Euclidean data. Zbl 1475.60044
Chen, Xiaohui; Yang, Yun
2021
On posterior contraction of parameters and interpretability in Bayesian mixture modeling. Zbl 1473.62218
Guha, Aritra; Ho, Nhat; Nguyen, Xuanlong
2021
High-dimensional index volatility models via Stein’s identity. Zbl 1469.62268
Na, Sen; Kolar, Mladen
2021
Limiting behavior of large correlated Wishart matrices with chaotic entries. Zbl 1480.60008
Bourguin, Solesne; Diez, Charles-Philippe; Tudor, Ciprian A.
2021
Bootstrap based inference for sparse high-dimensional time series models. Zbl 1476.62186
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios
2021
Scoring interval forecasts: equal-tailed, shortest, and modal interval. Zbl 1469.62191
Brehmer, Jonas R.; Gneiting, Tilmann
2021
Approximation of heavy-tailed distributions via stable-driven SDEs. Zbl 1489.60101
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian
2021
A new look at random projections of the cube and general product measures. Zbl 1473.60063
Kabluchko, Zakhar; Prochno, Joscha; Thäle, Christoph
2021
Parking on a random rooted plane tree. Zbl 1477.60024
Chen, Qizhao; Goldschmidt, Christina
2021
Discrete statistical models with rational maximum likelihood estimator. Zbl 1465.62184
Duarte, Eliana; Marigliano, Orlando; Sturmfels, Bernd
2021
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
2021
On sub-geometric ergodicity of diffusion processes. Zbl 1475.60149
Lazić, Petra; Sandrić, Nikola
2021
Partial generalized four moment theorem revisited. Zbl 1472.60010
Jiang, Dandan; Bai, Zhidong
2021
Recovering Brownian and jump parts from high-frequency observations of a Lévy process. Zbl 1469.60145
González Cázares, Jorge; Ivanovs, Jevgenijs
2021
Bounding distributional errors via density ratios. Zbl 07370691
Dümbgen, Lutz; Samworth, Richard J.; Wellner, Jon A.
2021
Functional registration and local variations: identifiability, rank, and tuning. Zbl 1469.62425
Chakraborty, Anirvan; Panaretos, Victor M.
2021
Detecting a planted community in an inhomogeneous random graph. Zbl 1468.91113
Bogerd, Kay; Castro, Rui M.; van der Hofstad, Remco; Verzelen, Nicolas
2021
Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation. Zbl 1485.60079
Kraaij, Richard C.
2021
Yaglom’s limit for critical Galton-Watson processes in varying environment: a probabilistic approach. Zbl 1480.60259
Cardona-Tobón, Natalia; Palau, Sandra
2021
On the law of the iterated logarithm and strong invariance principles in stochastic geometry. Zbl 1480.60067
Krebs, Johannes
2021
From Poincaré inequalities to nonlinear matrix concentration. Zbl 1485.60021
Huang, De; Tropp, Joel A.
2021
Contact process under heavy-tailed renewals on finite graphs. Zbl 1490.60269
Fontes, Luiz Renato; Gomes, Pablo Almeida; Sanchis, Remy
2021
Nonparametric estimation of surface integrals on level sets. Zbl 1466.62287
Qiao, Wanli
2021
Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis. Zbl 1479.62020
de Uña-Álvarez, Jacobo; van Keilegom, Ingrid
2021
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing. Zbl 1466.62390
Sundararajan, Raanju R.; Pipiras, Vladas; Pourahmadi, Mohsen
2021
Comparing a large number of multivariate distributions. Zbl 1467.62065
Kim, Ilmun
2021
On the error bound in the normal approximation for Jack measures. Zbl 1475.60019
Chen, Louis H. Y.; Raič, Martin; Lê Vǎn Thành
2021
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
2021
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution. Zbl 1472.46070
Ueda, Yuki
2021
Statistical estimation of ergodic Markov chain kernel over discrete state space. Zbl 1472.62133
Wolfer, Geoffrey; Kontorovich, Aryeh
2021
Flexible integrated functional depths. Zbl 07282866
Nagy, Stanislav; Helander, Sami; van Bever, Germain; Viitasaari, Lauri; Ilmonen, Pauliina
2021
Optimal tests for elliptical symmetry: specified and unspecified location. Zbl 1473.62185
Babić, Slađana; Gelbgras, Laetitia; Hallin, Marc; Ley, Christophe
2021
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes. Zbl 1472.60115
Krell, Nathalie; Schmisser, Émeline
2021
Minimax semi-supervised set-valued approach to multi-class classification. Zbl 1473.62407
Chzhen, Evgenii; Denis, Christophe; Hebiri, Mohamed
2021
Online drift estimation for jump-diffusion processes. Zbl 1475.60160
Bhudisaksang, Theerawat; Cartea, Álvaro
2021
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well. Zbl 07394101
Kohler, Michael; Krzyżak, Adam
2021
Equidistribution of random walks on compact groups. II: The Wasserstein metric. Zbl 1472.60077
Borda, Bence
2021
Pure-jump semimartingales. Zbl 07394103
Černý, Aleš; Ruf, Johannes
2021
Spectral-free estimation of Lévy densities in high-frequency regime. Zbl 1492.60128
Duval, Céline; Mariucci, Ester
2021
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
2020
Tail expectile process and risk assessment. Zbl 1441.62263
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
2020
On sampling from a log-concave density using kinetic Langevin diffusions. Zbl 07193949
Dalalyan, Arnak S.; Riou-Durand, Lionel
2020
Needles and straw in a haystack: robust confidence for possibly sparse sequences. Zbl 1441.62110
Belitser, Eduard; Nurushev, Nurzhan
2020
Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces. Zbl 1455.60009
Lei, Jing
2020
Concentration inequalities for random tensors. Zbl 1472.60041
Vershynin, Roman
2020
High dimensional deformed rectangular matrices with applications in matrix denoising. Zbl 1439.15013
Ding, Xiucai
2020
Lévy processes: concentration function and heat kernel bounds. Zbl 1469.60147
Grzywny, Tomasz; Szczypkowski, Karol
2020
Spike and slab empirical Bayes sparse credible sets. Zbl 1441.62077
Castillo, Ismaël; Szabó, Botond
2020
Nodal lengths in shrinking domains for random eigenfunctions on $$S^2$$. Zbl 07256169
Todino, Anna Paola
2020
Estimation of the linear fractional stable motion. Zbl 1453.60088
Mazur, Stepan; Otryakhin, Dmitry; Podolskij, Mark
2020
Logarithmic Sobolev inequalities for finite spin systems and applications. Zbl 1462.60034
Sambale, Holger; Sinulis, Arthur
2020
Bayesian linear regression for multivariate responses under group sparsity. Zbl 1437.62262
Ning, Bo; Jeong, Seonghyun; Ghosal, Subhashis
2020
Normal approximation for sums of weighted $$U$$-statistics – application to Kolmogorov bounds in random subgraph counting. Zbl 1464.60021
Privault, Nicolas; Serafin, Grzegorz
2020
Robust modifications of U-statistics and applications to covariance estimation problems. Zbl 1457.62147
Minsker, Stanislav; Wei, Xiaohan
2020
Efficient estimation in single index models through smoothing splines. Zbl 1466.62295
Kuchibhotla, Arun K.; Patra, Rohit K.
2020
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### Cited by 14,300 Authors

 61 Hashorva, Enkelejd 55 Dette, Holger 54 Leonenko, Nikolai N. 50 Roberts, Gareth O. 46 Nualart, David 45 Comte, Fabienne 42 Porcu, Emilio 42 Taqqu, Murad S. 41 Hallin, Marc 41 Segers, Johan 40 Bouzebda, Salim 40 Peng, Liang 39 Mishura, Yuliya Stepanivna 38 Bühlmann, Peter 38 Fan, Jianqing 38 Yan, Litan 36 Guillou, Armelle 36 Lee, Sangyeol 36 Paindaveine, Davy 36 Xiao, Yimin 35 Moulines, Eric 34 Genon-Catalot, Valentine 34 Horváth, Lajos 34 Podolskij, Mark 34 Tsybakov, Alexandre B. 34 Tudor, Ciprian A. 33 Jasra, Ajay 33 Pagès, Gilles 32 Kyprianou, Andreas E. 32 Mao, Xuerong 32 Mikosch, Thomas 32 Peccati, Giovanni 31 Iksanov, Aleksander M. 31 Samorodnitsky, Gennady Pinkhosovich 30 Barndorff-Nielsen, Ole Eiler 30 Van Keilegom, Ingrid 29 Doukhan, Paul 29 Pitman, Jim William 29 Schick, Anton 28 Marinucci, Domenico 28 Nourdin, Ivan 28 Surgailis, Donatas 28 Wellner, Jon August 27 Bücher, Axel 27 Ghosal, Subhashis 27 Klüppelberg, Claudia 27 Resnick, Sidney Ira 27 Van de Geer, Sara Anna 27 Wang, Jian 27 Zhang, Riquan 26 Rosenthal, Jeffrey S. 25 Dębicki, Krzysztof 25 Gobet, Emmanuel 25 Huang, Zhensheng 25 Kabluchko, Zakhar A. 25 Kulik, Rafał 25 Thäle, Christoph 25 Tjøstheim, Dag B. 25 Yoshida, Nakahiro 24 Hoffmann, Marc 24 Lian, Heng 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 Gloter, Arnaud 23 Götze, Friedrich 23 Jacod, Jean 23 Munk, Axel 23 Mykland, Per Aslak 23 Shen, Guangjun 23 Walker, Stephen Grahm 23 Wu, Wei Biao 23 Yang, Yang 22 Dalalyan, Arnak S. 22 Girard, Stéphane 22 Li, Runze 22 Nickl, Richard 22 Patie, Pierre 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 21 Benth, Fred Espen 21 Gijbels, Irène 21 Hušková, Marie 21 Kokoszka, Piotr S. 21 Mammen, Enno 21 Reiß, Markus 21 Shao, Qi-Man 21 Spokoiny, Vladimir G. 21 Wang, Yizao 21 Wang, Yuebao 21 Yuan, Chenggui ...and 14,200 more Authors
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### Cited in 673 Journals

 734 The Annals of Statistics 688 Stochastic Processes and their Applications 682 Bernoulli 592 Statistics & Probability Letters 500 Electronic Journal of Statistics 478 Journal of Multivariate Analysis 335 Journal of Econometrics 330 Journal of Statistical Planning and Inference 321 Computational Statistics and Data Analysis 288 Communications in Statistics. Theory and Methods 261 The Annals of Applied Probability 207 The Annals of Probability 205 Journal of Applied Probability 203 Journal of Theoretical Probability 180 Advances in Applied Probability 179 Annals of the Institute of Statistical Mathematics 179 Statistics and Computing 170 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 156 Extremes 142 Probability Theory and Related Fields 141 Journal of Mathematical Analysis and Applications 133 Journal of Statistical Computation and Simulation 130 Journal of Nonparametric Statistics 128 Insurance Mathematics & Economics 128 Test 126 Statistics 124 Electronic Journal of Probability 123 Econometric Theory 121 Communications in Statistics. Simulation and Computation 121 Statistical Inference for Stochastic Processes 119 Scandinavian Journal of Statistics 119 Stochastic Analysis and Applications 119 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 111 Methodology and Computing in Applied Probability 109 Statistical Science 107 Journal of the American Statistical Association 105 Journal of the Korean Statistical Society 102 Journal of Statistical Physics 99 Stochastics 97 Quantitative Finance 95 The Annals of Applied Statistics 94 Statistical Papers 87 Journal of Time Series Analysis 84 Mathematical Methods of Statistics 83 Lithuanian Mathematical Journal 81 Journal of Computational and Applied Mathematics 80 Computational Statistics 71 Stochastics and Dynamics 67 Science China. Mathematics 66 Metrika 65 Finance and Stochastics 63 Econometric Reviews 62 The Canadian Journal of Statistics 60 Journal of Applied Statistics 60 Journal of Machine Learning Research (JMLR) 55 Stochastic Models 53 ALEA. Latin American Journal of Probability and Mathematical Statistics 52 International Journal of Theoretical and Applied Finance 51 Electronic Communications in Probability 50 Statistical Methods and Applications 49 Applied Mathematics and Computation 49 Theory of Probability and Mathematical Statistics 48 Transactions of the American Mathematical Society 47 Journal of Computational and Graphical Statistics 43 Comptes Rendus. Mathématique. Académie des Sciences, Paris 42 European Journal of Operational Research 42 Brazilian Journal of Probability and Statistics 42 SIAM/ASA Journal on Uncertainty Quantification 41 Journal of Differential Equations 41 Journal of Functional Analysis 41 Statistica Sinica 40 Communications in Mathematical Physics 39 Physica A 39 Potential Analysis 39 Sankhyā. Series A 38 Theory of Probability and its Applications 36 Acta Mathematicae Applicatae Sinica. English Series 35 SIAM Journal on Control and Optimization 35 Acta Mathematica Sinica. English Series 35 Bayesian Analysis 34 Journal of Computational Physics 34 Modern Stochastics. Theory and Applications 33 Biometrics 33 Frontiers of Mathematics in China 32 Queueing Systems 32 SIAM Journal on Scientific Computing 32 Journal of Mathematical Sciences (New York) 32 AStA. Advances in Statistical Analysis 32 Dependence Modeling 31 Proceedings of the American Mathematical Society 31 Journal of the Royal Statistical Society. Series B. Statistical Methodology 31 Journal of Probability and Statistics 30 Probability and Mathematical Statistics 28 Machine Learning 28 Scandinavian Actuarial Journal 27 Journal of Mathematical Physics 27 Monte Carlo Methods and Applications 27 Mathematical Finance 27 Journal of Statistical Theory and Practice 27 SIAM Journal on Financial Mathematics ...and 573 more Journals
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### Cited in 60 Fields

 8,812 Statistics (62-XX) 7,759 Probability theory and stochastic processes (60-XX) 1,817 Numerical analysis (65-XX) 1,553 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 485 Partial differential equations (35-XX) 441 Computer science (68-XX) 401 Biology and other natural sciences (92-XX) 401 Systems theory; control (93-XX) 395 Statistical mechanics, structure of matter (82-XX) 338 Operations research, mathematical programming (90-XX) 297 Combinatorics (05-XX) 251 Harmonic analysis on Euclidean spaces (42-XX) 211 Linear and multilinear algebra; matrix theory (15-XX) 211 Functional analysis (46-XX) 179 Dynamical systems and ergodic theory (37-XX) 177 Ordinary differential equations (34-XX) 176 Calculus of variations and optimal control; optimization (49-XX) 162 Operator theory (47-XX) 135 Information and communication theory, circuits (94-XX) 110 Measure and integration (28-XX) 105 Special functions (33-XX) 103 Integral equations (45-XX) 98 Real functions (26-XX) 91 Geophysics (86-XX) 83 Approximations and expansions (41-XX) 67 Integral transforms, operational calculus (44-XX) 64 Fluid mechanics (76-XX) 59 Differential geometry (53-XX) 54 Convex and discrete geometry (52-XX) 52 Global analysis, analysis on manifolds (58-XX) 46 Quantum theory (81-XX) 30 Abstract harmonic analysis (43-XX) 27 Number theory (11-XX) 27 Functions of a complex variable (30-XX) 24 Mechanics of particles and systems (70-XX) 22 History and biography (01-XX) 21 Potential theory (31-XX) 21 Difference and functional equations (39-XX) 21 Astronomy and astrophysics (85-XX) 20 Commutative algebra (13-XX) 19 Algebraic topology (55-XX) 18 Algebraic geometry (14-XX) 17 General and overarching topics; collections (00-XX) 16 Mechanics of deformable solids (74-XX) 16 Classical thermodynamics, heat transfer (80-XX) 11 General topology (54-XX) 9 Group theory and generalizations (20-XX) 8 Mathematical logic and foundations (03-XX) 8 Several complex variables and analytic spaces (32-XX) 8 Geometry (51-XX) 5 Sequences, series, summability (40-XX) 5 Manifolds and cell complexes (57-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 4 Optics, electromagnetic theory (78-XX) 4 Relativity and gravitational theory (83-XX) 3 Associative rings and algebras (16-XX) 3 Mathematics education (97-XX) 2 Nonassociative rings and algebras (17-XX) 2 Topological groups, Lie groups (22-XX) 1 Field theory and polynomials (12-XX)