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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

463 Publications have been cited 3,692 times in 3,288 Documents Cited by Year
Analysis of the rosenblatt process. Zbl 1187.60028
Tudor, Ciprian A.
100
2008
Theory of classification: a survey of some recent advances. Zbl 1136.62355
Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor
99
2005
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
74
2011
Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089
Gloter, Arnaud; Jacod, Jean
66
2001
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
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
59
2008
Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420
Kuhn, Estelle; Lavielle, Marc
59
2004
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
52
1999
Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065
Gloter, Arnaud; Jacod, Jean
49
2001
Large deviations from the circular law. Zbl 0916.60022
Ben Arous, Gérard; Zeituni, Ofer
42
1998
Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031
Jacod, Jean
40
2007
Nearest neighbor classification in infinite dimension. Zbl 1187.62115
Cérou, Frédéric; Guyader, Arnaud
39
2006
Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147
Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine
37
2014
Testing in locally conic models, and application to mixture models. Zbl 1007.62507
Dacunha-Castelle, D.; Gassiat, É.
35
1997
Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081
Gobet, Emmanuel
33
2001
Large population limit and time behaviour of a stochastic particle model describing an age-structured population. Zbl 1187.92071
Tran, Viet Chi
33
2008
Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033
Zaitsev, A. Yu.
33
1998
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
30
1995
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009
Del Moral, Pierre; Miclo, L.
28
2003
Carthaginian enlargement of filtrations. Zbl 1296.60106
Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz
25
2013
The exit path of a Markov chain with rare transitions. Zbl 0869.60063
Catoni, Olivier; Cerf, Raphaël
25
1996
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
How many bins should be put in a regular histogram. Zbl 1136.62329
Birgé, Lucien; Rozenholc, Yves
24
2006
A new proof of Kellerer’s theorem. Zbl 1277.60041
Hirsch, Francis; Roynette, Bernard
24
2012
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
Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032
Butucea, Cristina
22
2001
Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067
Schbath, Sophie
22
1995
Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster. Zbl 1154.60356
Garet, Olivier; Marchand, Régine
22
2004
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
21
2001
Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070
Gloter, Arnaud
21
2000
Ranked fragmentations. Zbl 1001.60078
Berestycki, Julien
21
2002
General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032
Villemonais, Denis
21
2014
Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P.
21
2007
Distortion mismatch in the quantization of probability measures. Zbl 1196.60062
Graf, Siegfried; Luschgy, Harald; Pagès, Gilles
21
2008
Density in small time for Lévy processes. Zbl 0899.60065
Picard, Jean
21
1997
Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080
Fournier, Nicolas
21
2011
Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075
Lezaud, Pascal
20
2001
Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164
Donnet, Sophie; Samson, Adeline
20
2008
On absorption times and Dirichlet eigenvalues. Zbl 1222.60050
Miclo, Laurent
20
2010
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
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
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
19
2007
Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113
Imkeller, Peter; Pavlyukevich, Ilya
19
2008
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
19
2016
A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162
Maugis, Cathy; Michel, Bertrand
19
2011
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047
Neumann, Michael H.
18
2013
Preservation of log-concavity on summation. Zbl 1185.60016
Johnson, Oliver; Goldschmidt, Christina
18
2006
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
18
2011
Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073
Pagès, Gilles
17
2001
Binomial-Poisson entropic inequalities and the M/M/\(\infty\) queue. Zbl 1188.60047
Chafaï, Djalil
17
2006
Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas
17
2008
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
16
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
About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059
Kleptsyna, M. L.; Le Breton, Alain; Viot, M.
16
2003
Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333
Laurent, Béatrice
16
2005
On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043
Abraham, Christophe; Biau, Gérard; Cadre, Benoît
16
2004
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
16
2018
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
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 measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090
Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie
14
2002
Risk bounds for mixture density estimation. Zbl 1141.62024
Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan
14
2005
Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052
Bakry, D.; Concordet, D.; Ledoux, M.
14
1997
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
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
A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages. Zbl 1506.60097
Marguet, Aline
14
2019
The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032
Mokkadem, Abdelkader; Pelletier, Mariane
13
2003
A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123
Étoré, Pierre; Lejay, Antoine
13
2007
Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062
Jourdain, B.
13
1997
Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330
Girard, Stéphane; Jacob, Pierre
13
2004
Regularity of the time constant for a supercritical Bernoulli percolation. Zbl 1468.60116
Dembin, Barbara
13
2021
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
13
2016
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
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079
Elie, Romuald; Kharroubi, Idris
12
2014
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
Adamczak, Radosław; Bednorz, Witold
12
2015
Cyclic random motions in \(\mathbb{R} ^d\)-space with \(n\) directions. Zbl 1183.33028
Lachal, Aimé
12
2006
Linear diffusion with stationary switching regime. Zbl 1033.60084
Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng
12
2004
The likelihood ratio test for general mixture models with or without structural parameter. Zbl 1180.62069
Azaïs, Jean-Marc; Gassiat, Élisabeth; Mercadier, Cécile
12
2009
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
Cutoff for samples of Markov chains. Zbl 0932.60077
Ycart, Bernard
11
1999
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008
Étoré, Pierre; Martinez, Miguel
11
2014
A graph-based estimator of the number of clusters. Zbl 1187.62114
Biau, Gérard; Cadre, Benoît; Pelletier, Bruno
11
2007
Penalized estimators for non linear inverse problems. Zbl 1213.62066
Loubes, Jean-Michel; Ludeña, Carenne
11
2010
Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184
Nkurunziza, Sévérien
11
2012
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
Incremental moments and Hölder exponents of multifractional multistable processes. Zbl 1292.60050
Le Guével, Ronan; Lévy-Véhel, Jacques
10
2013
Adaptive tests of qualitative hypotheses. Zbl 1014.62052
Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice
10
2003
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.
10
2014
Means in complete manifolds: uniqueness and approximation. Zbl 1352.60012
Arnaudon, Marc; Miclo, Laurent
10
2014
Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034
Song, Shiqi
10
2014
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
10
2015
Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017
Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias
10
2015
Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. Zbl 1181.60085
Lejay, Antoine
10
2006
Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion. Zbl 1520.60047
Gradinaru, Mihai; Luirard, Emeline
2
2023
A Sobolev rough path extension theorem via regularity structures. Zbl 07730441
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
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
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
Optimal convergence rates for the invariant density estimation of jump-diffusion processes. Zbl 1493.62185
Amorino, Chiara; Nualart, Eulalia
2
2022
Martingale solutions of the stochastic 2D primitive equations with anisotropic viscosity. Zbl 1490.35507
Sun, Chengfeng; Gao, Hongjun; Liu, Hui; Zhang, Jie
1
2022
Regularity of the time constant for a supercritical Bernoulli percolation. Zbl 1468.60116
Dembin, Barbara
13
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
Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 1469.45018
Popier, Alexandre
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 probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates. Zbl 1470.60209
Cavalli, Benedetta
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
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
On the curved exponential family in the stochastic approximation expectation maximization algorithm. Zbl 1493.62114
Debavelaere, Vianney; Allassonnière, Stéphanie
1
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
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
6
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.
3
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
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
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
A test for block circular symmetric covariance structure with divergent dimension. Zbl 1507.62255
Xie, Junshan; Sun, Gaoming
3
2019
Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector. Zbl 1506.60091
Cerf, Raphaël; Dalmau, Joseba
3
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
Two consistent estimators for the skew Brownian motion. Zbl 1506.60057
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad
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
Maximum likelihood estimation in hidden Markov models with inhomogeneous noise. Zbl 1422.62099
Diehn, Manuel; Munk, Axel; Rudolf, Daniel
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
Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136
Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane
7
2017
Tutte’s invariant approach for Brownian motion reflected in the quadrant. Zbl 1393.60088
Franceschi, S.; Raschel, Kilian
7
2017
Unbiased Monte Carlo estimate of stochastic differential equations expectations. Zbl 1372.65015
Doumbia, Mahamadou; Oudjane, Nadia; Warin, Xavier
6
2017
Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085
Sarantsev, Andrey
6
2017
Moment estimates implied by modified log-Sobolev inequalities. Zbl 1393.60024
Adamczak, Radosław; Bednorz, Witold; Wolff, Paweł
6
2017
\(L^p\)-solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and \(p\in (1,2)\). Zbl 1393.60058
Owo, Jean-Marc
5
2017
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Cited by 3,986 Authors

28 Comte, Fabienne
24 Zhao, Peng
22 Balakrishnan, Narayanaswamy
22 Prieur, Clémentine
21 Pagès, Gilles
20 Gwynne, Ewain
17 Genon-Catalot, Valentine
17 Samson, Adeline
16 Cattiaux, Patrick
16 Guillin, Arnaud
16 Lejay, Antoine
16 Tudor, Ciprian A.
15 Gloter, Arnaud
15 Rhodes, Rémi
15 Vargas, Vincent
14 Čekanavičius, Vydas
14 Girard, Stéphane
13 Bercu, Bernard
13 Del Moral, Pierre
13 Leonenko, Nikolai N.
13 Miclo, Laurent
13 Xia, Aihua
12 Chafaï, Djalil
12 Clémençon, Stéphan
12 Klein, Thierry E.
11 Allassonnière, Stéphanie
11 Baraud, Yannick
11 Cloez, Bertrand
11 Doukhan, Paul
11 Jeanblanc, Monique
11 Laurent, Béatrice
11 Ma, Chunsheng
11 Marteau, Clément
11 Merlevède, Florence
11 Nardi, Francesca Romana
10 Figueroa-López, José E.
10 Klutchnikoff, Nicolas
10 Lagnoux, Agnès
10 Löcherbach, Eva
10 Munk, Axel
10 Panloup, Fabien
10 Pavlyukevich, Ilya
10 Podolskij, Mark
10 Rio, Emmanuel
10 Wang, Yizao
9 Adamczak, Radosław
9 Azaïs, Jean-Marc
9 Bertin, Karine
9 Chesneau, Christophe
9 Dębicki, Krzysztof
9 Dedecker, Jérôme
9 Ding, Jian
9 Durot, Cécile
9 Gassiat, Elisabeth
9 Jourdain, Benjamin
9 Kuhn, Estelle
9 Loubes, Jean-Michel
9 Lugosi, Gábor
9 Nkurunziza, Sévérien
9 Rozenholc, Yves
9 Sheffield, Scott
9 Torres, Soledad
9 Tran, Viet Chi
9 Uchida, Masayuki
8 Barmalzan, Ghobad
8 Bobkov, Sergey Germanovich
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 Högele, Michael Anton
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 Bouzebda, Salim
7 Bréhier, Charles-Edouard
7 Butucea, Cristina
7 Chagny, Gaëlle
7 Coutin, Laure
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Cited in 427 Journals

205 Stochastic Processes and their Applications
123 Bernoulli
109 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
100 The Annals of Statistics
97 Statistics & Probability Letters
91 Electronic Journal of Statistics
78 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
76 The Annals of Probability
74 The Annals of Applied Probability
71 Probability Theory and Related Fields
69 Journal of Theoretical Probability
57 Communications in Statistics. Theory and Methods
57 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 Computational Statistics and Data Analysis
35 Journal of Econometrics
34 Stochastic Analysis and Applications
33 Communications in Mathematical Physics
29 ALEA. Latin American Journal of Probability and Mathematical Statistics
28 Journal of Mathematical Analysis and Applications
24 Scandinavian Journal of Statistics
24 Mathematical Methods of Statistics
24 Journal of Nonparametric Statistics
23 Stochastics and Dynamics
23 Statistics and Computing
21 Journal of Machine Learning Research (JMLR)
19 Metrika
19 Electronic Communications in Probability
19 Finance and Stochastics
19 Stochastics
19 SIAM/ASA Journal on Uncertainty Quantification
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
14 Annals of the Institute of Statistical Mathematics
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 Monte Carlo Methods and Applications
13 Extremes
13 Methodology and Computing in Applied Probability
13 Stochastic and Partial Differential Equations. Analysis and Computations
12 Journal of Computational and Applied Mathematics
12 Potential Analysis
11 Transactions of the American Mathematical Society
11 Machine Learning
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11 International Journal of Theoretical and Applied Finance
10 Computational Statistics
10 Communications in Statistics. Simulation and Computation
10 SIAM Journal on Mathematical Analysis
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
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8 Physica A
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8 Journal of the American Statistical Association
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8 Constructive Approximation
8 Bulletin des Sciences Mathématiques
8 Mathematical Finance
8 Econometric Theory
8 SIAM Journal on Financial Mathematics
8 Probability Surveys
7 Applied Mathematics and Computation
7 Mathematics and Computers in Simulation
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 Journal of Applied Statistics
7 Annales Henri Poincaré
7 Quantitative Finance
7 Statistics Surveys
6 The Canadian Journal of Statistics
6 Israel Journal of Mathematics
6 Insurance Mathematics & Economics
6 Journal of Time Series Analysis
6 Acta Mathematica Sinica. English Series
6 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
6 Journal of Physics A: Mathematical and Theoretical
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2,156 Probability theory and stochastic processes (60-XX)
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