# zbMATH — the first resource for mathematics

## 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: 1,791 Publications (since 1995) References Indexed: 1,235 Publications with 36,062 References.
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#### Latest Issues

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#### Authors

 15 Dette, Holger 15 Hall, Peter Gavin 14 Mikosch, Thomas 13 Hallin, Marc 13 Taqqu, Murad S. 12 Götze, Friedrich W. 11 Klüppelberg, Claudia 11 Samorodnitsky, Gennady Pinkhosovich 10 Barndorff-Nielsen, Ole Eiler 10 Leonenko, Nikolai N. 10 Roberts, Gareth O. 10 Van Keilegom, Ingrid 9 Nualart, David 9 Pipiras, Vladas 9 Shao, Qi-Man 9 Yor, Marc 8 Bai, Zhi-Dong 8 Houdré, Christian 8 Mammen, Enno 8 Moulines, Eric 8 Pagès, Gilles 8 Paindaveine, Davy 8 Pitman, Jim William 8 Ritov, Ya’acov 8 Sorensen, Michael 8 Wellner, Jon August 8 Xiao, Yimin 7 Aue, Alexander 7 Butucea, Cristina 7 Horváth, Lajos 7 Kokoszka, Piotr S. 7 Pan, Guangming 7 Peccati, Giovanni 7 Röllin, Adrian 7 Schick, Anton 7 Takemura, Akimichi 7 Tsybakov, Alexandre B. 6 Balabdaoui, Fadoua 6 Drees, Holger 6 Ghosal, Subhashis 6 Giné-Masdéu, Evarist 6 Hoffmann, Marc R. 6 Kabluchko, Zakhar A. 6 Kerkyacharian, Gérard 6 Mendelson, Shahar 6 Neumann, Michael H. 6 Nourdin, Ivan 6 Picard, Dominique B. 6 Sanz-Solé, Marta 6 Shi, Zhan 6 Soulier, Philippe 6 Vetter, Mathias 6 Wegkamp, Marten H. 6 Xia, Aihua 5 Bertail, Patrice 5 Bobkov, Sergey Germanovich 5 Bücher, Axel 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 Gassiat, Elisabeth 5 Genon-Catalot, Valentine 5 Gneiting, Tilmann 5 Kutoyants, Yury A. 5 Lecué, Guillaume 5 Lepskiĭ, Oleg Vital’evich 5 Lu, Zudi 5 Park, Byeong Uk 5 Peligrad, Magda 5 Podolskij, Mark 5 Porcu, Emilio 5 Prünster, Igor 5 Reiß, Markus 5 Resnick, Sidney Ira 5 Rivero, Víctor Manuel 5 Ross, Nathan 5 Schlather, Martin 5 Segers, Johan 5 Thäle, Christoph 5 Wang, Jian 5 Wefelmeyer, Wolfgang 5 Wood, Andrew T. A. 5 Zhou, Wang 4 Arias-Castro, Ery 4 Atchadé, Yves F. 4 Azaïs, Jean-Marc 4 Barbour, Andrew D. 4 Berkes, István 4 Beutner, Eric 4 Buchmann, Boris 4 Butler, Ronald W. 4 Castro, Rui M. 4 Čekanavičius, Vydas 4 Corcuera, José Manuel 4 Cox, David Roxbee 4 Crimaldi, Irene ...and 2,259 more Authors
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#### Fields

 1,195 Probability theory and stochastic processes (60-XX) 1,001 Statistics (62-XX) 142 Numerical analysis (65-XX) 61 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 60 Combinatorics (05-XX) 34 Biology and other natural sciences (92-XX) 26 Harmonic analysis on Euclidean spaces (42-XX) 24 Linear and multilinear algebra; matrix theory (15-XX) 24 Partial differential equations (35-XX) 24 Statistical mechanics, structure of matter (82-XX) 21 Functional analysis (46-XX) 14 Information and communication theory, circuits (94-XX) 13 Computer science (68-XX) 13 Systems theory; control (93-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 10 Differential geometry (53-XX) 9 Measure and integration (28-XX) 9 Operations research, mathematical programming (90-XX) 6 Geophysics (86-XX) 5 Real functions (26-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Convex and discrete geometry (52-XX) 5 Quantum theory (81-XX) 4 Group theory and generalizations (20-XX) 4 Special functions (33-XX) 4 Ordinary differential equations (34-XX) 4 Integral transforms, operational calculus (44-XX) 4 Integral equations (45-XX) 4 Operator theory (47-XX) 3 Number theory (11-XX) 3 Commutative algebra (13-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 History and biography (01-XX) 2 Potential theory (31-XX) 2 Algebraic topology (55-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Algebraic geometry (14-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX)

#### Citations contained in zbMATH Open

1,520 Publications have been cited 16,877 times in 12,808 Documents Cited by Year
Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077
Fan, Jianqing; Huang, Tao
2005
An adaptive Metropolis algorithm. Zbl 0989.65004
Haario, Heikki; Saksman, Eero; Tamminen, Johanna
2001
Hyperbolic distributions in finance. Zbl 0836.62107
Eberlein, Ernst; Keller, Ulrich
1995
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
Weak convergence of empirical copula processes. Zbl 1068.62059
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, Marten
2004
Exponential convergence of Langevin distributions and their discrete approximations. Zbl 0870.60027
Roberts, Gareth O.; Tweedie, Richard L.
1996
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
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
2004
Minimum contrast estimators on sieves: Exponential bounds and rates of convergence. Zbl 0954.62033
Birgé, Lucien; Massart, Pascal
1998
Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075
Bibby, Bo Martin; Sørensen, Michael
1995
Sieve bootstrap for time series. Zbl 0874.62102
Bühlmann, Peter
1997
Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps. Zbl 1200.62131
Podolskij, Mark; Vetter, Mathias
2009
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
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
Stochastic volatility models as hidden Markov models and statistical applications. Zbl 0966.62048
Genon-Catalot, Valentine; Jeantheau, Thierry; Larédo, Catherine
2000
Strictly and non-strictly positive definite functions on spheres. Zbl 1283.62200
Gneiting, Tilmann
2013
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
2001
Stochastic differential delay equations with Markovian switching. Zbl 0956.60060
Mao, Xuerong; Matasov, Alexander; Piunovskiy, Aleksey B.
2000
Mixed fractional Brownian motion. Zbl 1005.60053
Cheridito, Patrick
2001
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. Zbl 1042.60021
2003
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
2009
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
Applications of the van Trees inequality: A Bayesian Cramér-Rao bound. Zbl 0830.62035
Gill, Richard D.; Levit, Boris Y.
1995
Absolute regularity and ergodicity of Poisson count processes. Zbl 1277.60089
Neumann, Michael H.
2011
Fractional Lévy processes with an application to long memory moving average processes. Zbl 1126.60038
Marquardt, Tina
2006
The variance-optimal martingale measure for continuous processes. Zbl 0849.60042
Delbaen, Freddy; Schachermayer, Walter
1996
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
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
1999
Directed polymers in a random environment: Path localization and strong disorder. Zbl 1042.60069
Comets, Francis; Shiga, Tokuza; Yoshida, Nobuo
2003
Bivariate tail estimation: dependence in asymptotic independence. Zbl 1058.62043
Draisma, Gerrit; Drees, Holger; Ferreira, Ana; de Haan, Laurens
2004
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
Non-asymptotic minimax rates of testing in signal detection. Zbl 1007.62042
Baraud, Yannick
2002
Least squares after model selection in high-dimensional sparse models. Zbl 1456.62066
Belloni, Alexandre; Chernozhukov, Victor
2013
Statistical significance in high-dimensional linear models. Zbl 1273.62173
Bühlmann, Peter
2013
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
Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Zbl 1003.60055
2001
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
2013
Explosive Poisson shot noise processes with applications to risk reserves. Zbl 0842.60030
Klüppelberg, Claudia; Mikosch, Thomas
1995
Change-point estimation in ARCH models. Zbl 0997.62068
Kokoszka, Piotr; Leipus, Remigijus
2000
Exponential ergodicity for Markov processes with random switching. Zbl 1330.60094
Cloez, Bertrand; Hairer, Martin
2015
Cahn-Hilliard stochastic equation: Existence of the solution and of its density. Zbl 0995.60058
Cardon-Weber, Caroline
2001
The extremogram: a correlogram for extreme events. Zbl 1200.62104
Davis, Richard A.; Mikosch, Thomas
2009
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1084.62080
Jongbloed, G.; van der Meulen, F. H.; van der Vaart, A. W.
2005
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2006
Empirical likelihood based hypothesis testing. Zbl 1015.62048
Einmahl, John H. J.; McKeague, Ian W.
2003
Extreme quantile estimation for dependent data, with applications to finance. Zbl 1040.62077
Drees, Holger
2003
The Dantzig selector and sparsity oracle inequalities. Zbl 1452.62486
2009
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Zbl 1102.60013
Barndorff-Nielsen, Ole E.; Maejima, Maejima; Sato, Ken-Iti
2006
On kernel smoothing for extremal quantile regression. Zbl 1281.62097
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane
2013
Making Markov martingales meet marginals: With explicit constructions. Zbl 1009.60037
2002
Krein condition in probabilistic moment problems. Zbl 0971.60017
Stoyanov, Jordan
2000
Random matrix approximation of spectra of integral operators. Zbl 0949.60078
2000
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
2016
On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043
Dieker, A. B.; Yakir, B.
2014
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
1999
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
1995
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
2005
Distribution and dependence-function estimation for bivariate extreme-value distributions. Zbl 1067.62540
2000
A technique for exponential change of measure for Markov processes. Zbl 1011.60054
Palmowski, Zbigniew; Rolski, Tomasz
2002
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
On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay
2012
Multivariate generalized Pareto distributions. Zbl 1134.62028
2006
Sample path properties of bifractional Brownian motion. Zbl 1132.60034
Tudor, Ciprian A.; Xiao, Yimin
2007
Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090
Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew
2013
Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071
Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael
2005
Regression in random design and warped wavelets. Zbl 1067.62039
Kerkyacharian, Gérard; Picard, Dominique
2004
Asymptotics of the maximum likelihood estimator for general hidden Markov models. Zbl 0987.62018
Douc, Randal; Matias, Catherine
2001
Properties and numerical evaluation of the Rosenblatt distribution. Zbl 1273.60020
Veillette, Mark S.; Taqqu, Murad S.
2013
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
Likelihood-based inference with singular information matrix. Zbl 0976.62015
Rotnitzky, Andrea; Cox, David R.; Bottai, Matteo; Robins, James
2000
Estimating conditional quantiles with the help of the pinball loss. Zbl 1284.62235
Steinwart, Ingo; Christmann, Andreas
2011
Aggregating regression procedures to improve performance. Zbl 1040.62030
Yang, Yuhong
2004
Noisy low-rank matrix completion with general sampling distribution. Zbl 1400.62115
Klopp, Olga
2014
Efficient estimation in the bivariate normal copula model: Normal margins are least favourable. Zbl 0877.62055
Klaassen, Chris A. J.; Wellner, Jon A.
1997
Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074
Cont, Rama; Mancini, Cecilia
2011
A kernel type nonparametric density estimator for decompounding. Zbl 1129.62030
van Es, Bert; Gugushvili, Shota; Spreij, Peter
2007
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
1996
Universal pointwise selection rule in multivariate function estimation. Zbl 1168.62323
Goldenshluger, Alexander; Lepski, Oleg
2008
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
2007
Geometric median and robust estimation in Banach spaces. Zbl 1348.60041
Minsker, Stanislav
2015
Concentration inequalities and moment bounds for sample covariance operators. Zbl 1366.60057
2017
Lasso and probabilistic inequalities for multivariate point processes. Zbl 1375.60092
Hansen, Niels Richard; Reynaud-Bouret, Patricia; Rivoirard, Vincent
2015
Optimal hypothesis testing for high dimensional covariance matrices. Zbl 1281.62140
Cai, T. Tony; Ma, Zongming
2013
Density estimation for spatial linear processes. Zbl 1005.62034
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
2001
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
Absolute continuity for some one-dimensional processes. Zbl 1248.60062
Fournier, Nicolas; Printems, Jacques
2010
On the convergence of the spectral empirical process of Wigner matrices. Zbl 1101.60012
Bai, Z. D.; Yao, J.
2005
Statistical estimation of a growth-fragmentation model observed on a genealogical tree. Zbl 1388.62318
Doumic, Marie; Hoffmann, Marc; Krell, Nathalie; Robert, Lydia
2015
Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model. Zbl 1063.62044
Butucea, Cristina; Matias, Catherine
2005
Tail probabilities for the null distribution of scanning statistics. Zbl 0976.62048
Siegmund, David; Yakir, Benjamin
2000
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. Zbl 07282840
Barkhagen, M.; Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y.
2021
Asymptotics and renewal approximation in the online selection of increasing subsequence. Zbl 1469.60155
Gnedin, Alexander; Seksenbayev, Amirlan
2021
Parking on a random rooted plane tree. Zbl 07282843
Chen, Qizhao; Goldschmidt, Christina
2021
Nonparametric estimation of surface integrals on level sets. Zbl 1466.62287
Qiao, Wanli
2021
High-dimensional CLT: improvements, non-uniform extensions and large deviations. Zbl 07282847
Kuchibhotla, Arun Kumar; Mukherjee, Somabha; Banerjee, Debapratim
2021
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices. Zbl 07282851
Jiang, Dandan; Bai, Zhidong
2021
The Osgood condition for stochastic partial differential equations. Zbl 07282852
Foondun, Mohammud; Nualart, Eulalia
2021
On the error bound in the normal approximation for Jack measures. Zbl 07282857
Chen, Louis H. Y.; Raič, Martin; Lê Vǎn Thành
2021
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution. Zbl 07282859
Ueda, Yuki
2021
Optimal covariance change point localization in high dimensions. Zbl 07282861
Wang, Daren; Yu, Yi; Rinaldo, Alessandro
2021
Hanson-Wright inequality in Hilbert spaces with application to $$K$$-means clustering for non-Euclidean data. Zbl 07282863
Chen, Xiaohui; Yang, Yun
2021
Limiting behavior of large correlated Wishart matrices with chaotic entries. Zbl 07370701
Bourguin, Solesne; Diez, Charles-Philippe; Tudor, Ciprian A.
2021
Asymptotics for sliding blocks estimators of rare events. Zbl 1469.62254
Drees, Holger; Neblung, Sebastian
2021
Bootstrap based inference for sparse high-dimensional time series models. Zbl 07370716
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios
2021
Rates of contraction of posterior distributions based on $$p$$-exponential priors. Zbl 1469.62217
Agapiou, Sergios; Dashti, Masoumeh; Helin, Tapio
2021
On the law of the iterated logarithm and strong invariance principles in stochastic geometry. Zbl 07370725
Krebs, Johannes
2021
Is there an analog of Nesterov acceleration for gradient-based MCMC? Zbl 07370734
Ma, Yi-An; Chatterji, Niladri S.; Cheng, Xiang; Flammarion, Nicolas; Bartlett, Peter L.; Jordan, Michael I.
2021
Scoring interval forecasts: equal-tailed, shortest, and modal interval. Zbl 1469.62191
Brehmer, Jonas R.; Gneiting, Tilmann
2021
Needles and straw in a haystack: robust confidence for possibly sparse sequences. Zbl 1441.62110
Belitser, Eduard; Nurushev, Nurzhan
2020
Spike and slab empirical Bayes sparse credible sets. Zbl 1441.62077
Castillo, Ismaël; Szabó, Botond
2020
Estimation of the linear fractional stable motion. Zbl 1453.60088
Mazur, Stepan; Otryakhin, Dmitry; Podolskij, Mark
2020
Bayesian linear regression for multivariate responses under group sparsity. Zbl 1437.62262
Ning, Bo; Jeong, Seonghyun; Ghosal, Subhashis
2020
Robust modifications of U-statistics and applications to covariance estimation problems. Zbl 1457.62147
Minsker, Stanislav; Wei, Xiaohan
2020
Concentration inequalities for random tensors. Zbl 07256171
Vershynin, Roman
2020
Random walk approximation of BSDEs with Hölder continuous terminal condition. Zbl 1433.60033
Geiss, Christel; Labart, Céline; Luoto, Antti
2020
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
2020
A unified approach to coupling SDEs driven by Lévy noise and some applications. Zbl 1465.60039
Liang, Mingjie; Schilling, René L.; Wang, Jian
2020
Nodal lengths in shrinking domains for random eigenfunctions on $$S^2$$. Zbl 07256169
Todino, Anna Paola
2020
Lévy processes: concentration function and heat kernel bounds. Zbl 1469.60147
Grzywny, Tomasz; Szczypkowski, Karol
2020
A Bayesian nonparametric approach to log-concave density estimation. Zbl 1466.62285
Mariucci, Ester; Ray, Kolyan; Szabó, Botond
2020
Efficient estimation in single index models through smoothing splines. Zbl 1466.62295
Kuchibhotla, Arun K.; Patra, Rohit K.
2020
Kernel and wavelet density estimators on manifolds and more general metric spaces. Zbl 1439.62097
Cleanthous, Galatia; Georgiadis, Athanasios G.; Kerkyacharian, Gerard; Petrushev, Pencho; Picard, Dominique
2020
Logarithmic Sobolev inequalities for finite spin systems and applications. Zbl 1462.60034
Sambale, Holger; Sinulis, Arthur
2020
On sampling from a log-concave density using kinetic Langevin diffusions. Zbl 07193949
Dalalyan, Arnak S.; Riou-Durand, Lionel
2020
SPDEs with fractional noise in space: continuity in law with respect to the Hurst index. Zbl 1433.60054
Giordano, Luca M.; Jolis, Maria; Quer-Sardanyons, Lluís
2020
High dimensional deformed rectangular matrices with applications in matrix denoising. Zbl 1439.15013
Ding, Xiucai
2020
Tail expectile process and risk assessment. Zbl 1441.62263
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2020
Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces. Zbl 1455.60009
Lei, Jing
2020
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage. Zbl 1461.62079
Li, Haoran; Aue, Alexander; Paul, Debashis
2020
Convergence of the age structure of general schemes of population processes. Zbl 1466.60175
Fan, Jie Yen; Hamza, Kais; Jagers, Peter; Klebaner, Fima
2020
Consistent structure estimation of exponential-family random graph models with block structure. Zbl 1466.62348
Schweinberger, Michael
2020
Around the entropic talagrand inequality. Zbl 07166569
Conforti, Giovanni; Ripani, Luigia
2020
Limit theorems for long-memory flows on Wiener chaos. Zbl 1466.60072
2020
Local differential privacy: elbow effect in optimal density estimation and adaptation over Besov ellipsoids. Zbl 1444.62045
Butucea, Cristina; Dubois, Amandine; Kroll, Martin; Saumard, Adrien
2020
A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics. Zbl 1434.68396
Bing, Xin; Bunea, Florentina; Wegkamp, Marten
2020
Matching strings in encoded sequences. Zbl 1442.94028
Coutinho, Adriana; Lambert, Rodrigo; Rousseau, Jérôme
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Multiple testing of local maxima for detection of peaks on the (celestial) sphere. Zbl 1446.62254
Cheng, Dan; Cammarota, Valentina; Fantaye, Yabebal; Marinucci, Domenico; Schwartzman, Armin
2020
Second order concentration via logarithmic Sobolev inequalities. Zbl 1448.60049
Götze, Friedrich; Sambale, Holger
2020
The fourth characteristic of a semimartingale. Zbl 1462.60102
Schnurr, Alexander
2020
Deviation inequalities for random polytopes in arbitrary convex bodies. Zbl 1455.60027
Brunel, Victor-Emmanuel
2020
Nested covariance determinants and restricted trek separation in Gaussian graphical models. Zbl 07256151
Drton, Mathias; Robeva, Elina; Weihs, Luca
2020
Fundamental limits of exact support recovery in high dimensions. Zbl 07256154
Gao, Zheng; Stoev, Stilian
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Learning the distribution of latent variables in paired comparison models with round-robin scheduling. Zbl 1469.62317
Diel, Roland; Le Corff, Sylvain; Lerasle, Matthieu
2020
Fractional stochastic wave equation driven by a Gaussian noise rough in space. Zbl 1459.60141
Song, Jian; Song, Xiaoming; Xu, Fangjun
2020
Distance covariance for discretized stochastic processes. Zbl 1462.62356
Dehling, Herold; Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh
2020
Some properties of a Cauchy family on the sphere derived from the Möbius transformations. Zbl 1455.60032
Kato, Shogo; Mccullagh, Peter
2020
Robust estimation of mixing measures in finite mixture models. Zbl 1466.62284
Ho, Nhat; Nguyen, Xuanlong; Ritov, Ya&rsquo;acov
2020
Recurrence of multidimensional persistent random walks. Fourier and series criteria. Zbl 1466.60089
Cénac, Peggy; de Loynes, Basile; Offret, Yoann; Rousselle, Arnaud
2020
Distances and large deviations in the spatial preferential attachment model. Zbl 1466.60209
Hirsch, Christian; Mönch, Christian
2020
Stable processes conditioned to hit an interval continuously from the outside. Zbl 1466.60099
Döring, Leif; Weissmann, Philip
2020
Degeneracy in sparse ERGMs with functions of degrees as sufficient statistics. Zbl 1466.60014
Mukherjee, Sumit
2020
Robust regression via mutivariate regression depth. Zbl 1466.62368
Gao, Chao
2020
Dynamic linear discriminant analysis in high dimensional space. Zbl 1466.62352
Jiang, Binyan; Chen, Ziqi; Leng, Chenlei
2020
Rates of convergence in de Finetti’s representation theorem, and Hausdorff moment problem. Zbl 1466.60043
Dolera, Emanuele; Favaro, Stefano
2020
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the one-dimensional case. Zbl 07166565
Talay, Denis; Tomašević, Milica
2020
On stability of traveling wave solutions for integro-differential equations related to branching Markov processes. Zbl 1466.60180
Tkachov, Pasha
2020
A characterization of the finiteness of perpetual integrals of Lévy processes. Zbl 1466.60096
2020
Estimating the number of connected components in a graph via subgraph sampling. Zbl 1440.62043
Klusowski, Jason M.; Wu, Yihong
2020
On the eigenproblem for Gaussian bridges. Zbl 1462.60044
Chigansky, Pavel; Kleptsyna, Marina; Marushkevych, Dmytro
2020
On the best constant in the martingale version of Fefferman’s inequality. Zbl 1464.60039
2020
On estimation of nonsmooth functionals of sparse normal means. Zbl 1442.62078
Collier, O.; Comminges, L.; Tsybakov, A. B.
2020
Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics. Zbl 1452.46050
Fujiwara, Akio; Yamagata, Koichi
2020
Directional differentiability for supremum-type functionals: statistical applications. Zbl 1442.62110
Cárcamo, Javier; Cuevas, Antonio; Rodríguez, Luis-Alberto
2020
Scaling limits for super-replication with transient price impact. Zbl 1434.91061
Bank, Peter; Dolinsky, Yan
2020
Concentration of the spectral norm of Erdős-Rényi random graphs. Zbl 1439.60010
Lugosi, Gábor; Mendelson, Shahar; Zhivotovskiy, Nikita
2020
High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111
Durmus, Alain; Moulines, Éric
2019
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance. Zbl 1428.62099
Weed, Jonathan; Bach, Francis
2019
Regularization, sparse recovery, and median-of-means tournaments. Zbl 1467.62131
Lugosi, Gábor; Mendelson, Shahar
2019
Towards a general theory for nonlinear locally stationary processes. Zbl 1427.60057
Dahlhaus, Rainer; Richter, Stefan; Wu, Wei Biao
2019
Dual attainment for the martingale transport problem. Zbl 07066234
Beiglböck, Mathias; Lim, Tongseok; Obłój, Jan
2019
Adaptive risk bounds in unimodal regression. Zbl 1441.62097
Chatterjee, Sabyasachi; Lafferty, John
2019
Optimal rates of statistical seriation. Zbl 1442.62084
Flammarion, Nicolas; Mao, Cheng; Rigollet, Philippe
2019
A supermartingale approach to Gaussian process based sequential design of experiments. Zbl 1428.62369
Bect, Julien; Bachoc, François; Ginsbourger, David
2019
On rate of convergence in non-central limit theorems. Zbl 1428.62063
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr
2019
Gaussian fluctuations for high-dimensional random projections of $$\ell_p^n$$-balls. Zbl 1431.60011
Alonso-Gutiérrez, David; Prochno, Joscha; Thäle, Christoph
2019
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. Zbl 1466.60095
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S.
2019
Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions. Zbl 1442.60051
Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B.
2019
Estimating the interaction graph of stochastic neural dynamics. Zbl 1442.62214
Duarte, Aline; Galves, Antonio; Löcherbach, Eva; Ost, Guilherme
2019
Fréchet means and Procrustes analysis in Wasserstein space. Zbl 1431.62132
Zemel, Yoav; Panaretos, Victor M.
2019
Properties of switching jump diffusions: maximum principles and Harnack inequalities. Zbl 1440.60075
Chen, Xiaoshan; Chen, Zhen-Qing; Tran, Ky; Yin, George
2019
Stability for gains from large investors’ strategies in $$M_{1}/J_{1}$$ topologies. Zbl 1459.60121
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2019
Convergence rates for a class of estimators based on Stein’s method. Zbl 1459.60064
Oates, Chris J.; Cockayne, Jon; Briol, François-Xavier; Girolami, Mark
2019
Oracle inequalities for high-dimensional prediction. Zbl 1431.62284
Lederer, Johannes; Yu, Lu; Gaynanova, Irina
2019
Stationary distributions and convergence for Walsh diffusions. Zbl 1431.60089
Ichiba, Tomoyuki; Sarantsev, Andrey
2019
Uniform sampling in a structured branching population. Zbl 1428.62377
Marguet, Aline
2019
Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data. Zbl 1428.62139
Abraham, Kweku
2019
Self-normalized Cramér type moderate deviations for martingales. Zbl 1428.62424
Fan, Xiequan; Grama, Ion; Liu, Quansheng; Shao, Qi-Man
2019
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. Zbl 1428.62426
Liu, Zhipeng; Blanchet, Jose H.; Dieker, A. B.; Mikosch, Thomas
2019
Structured matrix estimation and completion. Zbl 1428.62281
Klopp, Olga; Lu, Yu; Tsybakov, Alexandre B.; Zhou, Harrison H.
2019
Martingale decompositions and weak differential subordination in UMD Banach spaces. Zbl 1466.60088
Yaroslavtsev, Ivan S.
2019
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#### Cited by 12,095 Authors

 57 Hashorva, Enkelejd 51 Leonenko, Nikolai N. 49 Dette, Holger 44 Roberts, Gareth O. 43 Comte, Fabienne 42 Nualart, David 40 Hallin, Marc 40 Taqqu, Murad S. 38 Segers, Johan 36 Peng, Liang 34 Fan, Jianqing 34 Guillou, Armelle 33 Bouzebda, Salim 33 Mishura, Yuliya Stepanivna 33 Moulines, Eric 33 Paindaveine, Davy 33 Tudor, Ciprian A. 33 Yan, Litan 32 Bühlmann, Peter 32 Horváth, Lajos 32 Podolskij, Mark 32 Tsybakov, Alexandre B. 31 Genon-Catalot, Valentine 31 Lee, Sangyeol 31 Pagès, Gilles 31 Porcu, Emilio 31 Xiao, Yimin 30 Barndorff-Nielsen, Ole Eiler 29 Jasra, Ajay 29 Mikosch, Thomas 29 Schick, Anton 28 Iksanov, Aleksander M. 28 Mao, Xuerong 27 Kyprianou, Andreas E. 27 Pitman, Jim William 27 Samorodnitsky, Gennady Pinkhosovich 26 Marinucci, Domenico 26 Peccati, Giovanni 26 Resnick, Sidney Ira 26 Surgailis, Donatas 25 Doukhan, Paul 25 Ghosal, Subhashis 24 Bücher, Axel 24 Hoffmann, Marc R. 24 Klüppelberg, Claudia 24 Lian, Heng 24 Van de Geer, Sara Anna 24 Van Keilegom, Ingrid 24 Wellner, Jon August 24 Zhang, Riquan 23 Falk, Michael 23 Gobet, Emmanuel 23 Jacod, Jean 23 Kabluchko, Zakhar A. 23 Kulik, Rafał 23 Walker, Stephen Grahm 23 Xue, Liugen 22 Cai, Tony Tony 22 Dalalyan, Arnak S. 22 Dębicki, Krzysztof 22 Gloter, Arnaud 22 Mykland, Per Aslak 22 Reiß, Markus 22 Tjøstheim, Dag B. 21 Francq, Christian 21 Huang, Zhensheng 21 Mammen, Enno 21 Nickl, Richard 21 Nourdin, Ivan 21 Palmowski, Zbigniew 21 Prünster, Igor 21 Rosenthal, Jeffrey S. 21 Takemura, Akimichi 21 Wu, Wei Biao 21 Yoshida, Nakahiro 20 Benth, Fred Espen 20 Li, Runze 20 Munk, Axel 20 Spokoiny, Vladimir G. 20 Van der Vaart, Adrianus Willem 20 Volgushev, Stanislav 20 Wasserman, Larry Alan 20 Wefelmeyer, Wolfgang 20 Yor, Marc 20 Yuan, Chenggui 19 Belomestny, Denis 19 Figueroa-López, José E. 19 Götze, Friedrich W. 19 Patie, Pierre 19 Politis, Dimitris Nicolas 19 Roueff, François 19 Shen, Guangjun 19 Vetter, Mathias 19 Wang, Yizao 19 Wang, Yuebao 18 Gao, Jiti 18 Girard, Stéphane 18 Kokoszka, Piotr S. 18 Kutoyants, Yury A. 18 Lin, Zhengyan ...and 11,995 more Authors
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#### Cited in 608 Journals

 650 The Annals of Statistics 625 Stochastic Processes and their Applications 614 Bernoulli 542 Statistics & Probability Letters 436 Journal of Multivariate Analysis 424 Electronic Journal of Statistics 312 Journal of Econometrics 304 Journal of Statistical Planning and Inference 291 Computational Statistics and Data Analysis 208 The Annals of Applied Probability 196 The Annals of Probability 188 Journal of Applied Probability 187 Communications in Statistics. Theory and Methods 168 Journal of Theoretical Probability 167 Advances in Applied Probability 161 Annals of the Institute of Statistical Mathematics 142 Extremes 139 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 136 Statistics and Computing 129 Probability Theory and Related Fields 126 Journal of Mathematical Analysis and Applications 121 Journal of Nonparametric Statistics 119 Scandinavian Journal of Statistics 116 Insurance Mathematics & Economics 114 Stochastic Analysis and Applications 113 Econometric Theory 111 Statistics 111 Test 110 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 107 Journal of the American Statistical Association 104 Statistical Inference for Stochastic Processes 103 Journal of Statistical Computation and Simulation 99 Journal of Statistical Physics 94 Methodology and Computing in Applied Probability 87 Journal of Time Series Analysis 86 Statistical Science 85 Electronic Journal of Probability 85 Quantitative Finance 80 Mathematical Methods of Statistics 80 Journal of the Korean Statistical Society 79 Lithuanian Mathematical Journal 76 The Annals of Applied Statistics 71 Journal of Computational and Applied Mathematics 69 Computational Statistics 64 Statistical Papers 63 Science China. Mathematics 62 The Canadian Journal of Statistics 60 Communications in Statistics. Simulation and Computation 58 Metrika 57 Stochastics 55 Finance and Stochastics 54 Stochastics and Dynamics 53 Stochastic Models 52 International Journal of Theoretical and Applied Finance 48 Journal of Machine Learning Research (JMLR) 44 Theory of Probability and Mathematical Statistics 43 Transactions of the American Mathematical Society 42 Comptes Rendus. Mathématique. Académie des Sciences, Paris 42 ALEA. Latin American Journal of Probability and Mathematical Statistics 38 Applied Mathematics and Computation 38 Potential Analysis 38 Statistical Methods and Applications 38 SIAM/ASA Journal on Uncertainty Quantification 37 Journal of Applied Statistics 36 Brazilian Journal of Probability and Statistics 34 Journal of Functional Analysis 34 Acta Mathematicae Applicatae Sinica. English Series 34 Sankhyā. Series A 33 Biometrics 33 Acta Mathematica Sinica. English Series 32 Electronic Communications in Probability 31 Communications in Mathematical Physics 31 European Journal of Operational Research 31 Journal of the Royal Statistical Society. Series B. Statistical Methodology 31 Frontiers of Mathematics in China 31 Journal of Probability and Statistics 29 Theory of Probability and its Applications 29 Journal of Differential Equations 29 Journal of Mathematical Sciences (New York) 29 Bayesian Analysis 28 Proceedings of the American Mathematical Society 27 SIAM Journal on Control and Optimization 27 SIAM Journal on Scientific Computing 27 Mathematical Finance 27 AStA. Advances in Statistical Analysis 26 Dependence Modeling 25 Modern Stochastics. Theory and Applications 24 Journal of Computational Physics 24 Journal of Mathematical Physics 24 Queueing Systems 24 Machine Learning 24 Monte Carlo Methods and Applications 24 Scandinavian Actuarial Journal 22 Mathematical Biosciences 22 Automatica 22 Random Operators and Stochastic Equations 22 Abstract and Applied Analysis 22 Statistical Methodology 21 Probability and Mathematical Statistics 21 Sequential Analysis ...and 508 more Journals
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#### Cited in 60 Fields

 7,510 Statistics (62-XX) 6,676 Probability theory and stochastic processes (60-XX) 1,600 Numerical analysis (65-XX) 1,342 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 391 Partial differential equations (35-XX) 347 Biology and other natural sciences (92-XX) 346 Systems theory; control (93-XX) 340 Computer science (68-XX) 316 Statistical mechanics, structure of matter (82-XX) 276 Operations research, mathematical programming (90-XX) 248 Combinatorics (05-XX) 221 Harmonic analysis on Euclidean spaces (42-XX) 186 Functional analysis (46-XX) 169 Linear and multilinear algebra; matrix theory (15-XX) 149 Ordinary differential equations (34-XX) 145 Calculus of variations and optimal control; optimization (49-XX) 140 Dynamical systems and ergodic theory (37-XX) 134 Operator theory (47-XX) 115 Information and communication theory, circuits (94-XX) 95 Measure and integration (28-XX) 90 Special functions (33-XX) 84 Integral equations (45-XX) 78 Real functions (26-XX) 77 Geophysics (86-XX) 62 Approximations and expansions (41-XX) 62 Integral transforms, operational calculus (44-XX) 52 Fluid mechanics (76-XX) 47 Differential geometry (53-XX) 43 Convex and discrete geometry (52-XX) 43 Global analysis, analysis on manifolds (58-XX) 40 Quantum theory (81-XX) 24 Number theory (11-XX) 24 Abstract harmonic analysis (43-XX) 20 Astronomy and astrophysics (85-XX) 19 Commutative algebra (13-XX) 18 History and biography (01-XX) 18 Potential theory (31-XX) 18 Mechanics of particles and systems (70-XX) 17 Functions of a complex variable (30-XX) 17 Difference and functional equations (39-XX) 14 Algebraic geometry (14-XX) 13 Algebraic topology (55-XX) 11 General and overarching topics; collections (00-XX) 11 Mechanics of deformable solids (74-XX) 11 Classical thermodynamics, heat transfer (80-XX) 10 Group theory and generalizations (20-XX) 7 Mathematical logic and foundations (03-XX) 7 Several complex variables and analytic spaces (32-XX) 7 Geometry (51-XX) 6 General topology (54-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 4 Sequences, series, summability (40-XX) 4 Manifolds and cell complexes (57-XX) 4 Optics, electromagnetic theory (78-XX) 4 Relativity and gravitational theory (83-XX) 2 Associative rings and algebras (16-XX) 2 Topological groups, Lie groups (22-XX) 1 Field theory and polynomials (12-XX) 1 Nonassociative rings and algebras (17-XX) 1 Mathematics education (97-XX)