## 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=121http://www.numdam.org/journals/PS Comments: Indexed cover-to-cover; Published electronic only as of Vol. 20 (2016). Print ISSN until then: 1292-8100.
 Documents Indexed: 537 Publications (since 1995) References Indexed: 407 Publications with 10,141 References.
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### Latest Issues

 26 (2022) 25 (2021) 24 (2020) 23 (2019) 22 (2018) 21 (2017) 20 (2016) 19 (2015) 18 (2014) 17 (2013) 16 (2012) 15 (2011) 14 (2010) 13 (2009) 12 (2008) 11 (2007) 10 (2006) 9 (2005) 8 (2004) 7 (2003) 6 (2002) 5 (2001) 4 (2000) 3 (1999) 2 (1998) 1 (1997)
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### Authors

 6 Gloter, Arnaud 6 Miclo, Laurent 5 Nadarajah, Saralees 5 Roynette, Bernard 4 Azaïs, Jean-Marc 4 Cadre, Benoît 4 Dedecker, Jérôme 4 Istas, Jacques 4 Loukianova, Dasha 4 Pagès, Gilles 4 Pardoux, Etienne 4 Pène, Françoise 4 Prieur, Clémentine 4 Privault, Nicolas 4 Proïa, Frédéric 4 Withers, Christopher Stroude 4 Yor, Marc 3 Allassonnière, Stéphanie 3 Baraud, Yannick 3 Coutin, Laure 3 Del Moral, Pierre 3 Di Bernardino, Elena 3 Durot, Cécile 3 Gassiat, Elisabeth 3 Gaunt, Robert Edward 3 Girard, Stéphane 3 Guillin, Arnaud 3 Guillotin-Plantard, Nadine 3 Jacod, Jean 3 Janon, Alexandre 3 Klein, Thierry E. 3 Kleptsyna, Marina L. 3 Lagnoux, Agnès 3 Lavielle, Marc 3 Le Breton, Alain 3 Lejay, Antoine 3 Löcherbach, Eva 3 Loubes, Jean-Michel 3 Ludeña, Carenne C. 3 Marckert, Jean-François 3 Matias, Catherine 3 Matzner-Løber, Eric 3 Maume-Deschamps, Véronique 3 Michel, Bertrand 3 Pinelis, Iosif Froimovich 3 Popov, Serguei Yu. 3 Samson, Adeline 3 Sanz-Solé, Marta 3 Tudor, Ciprian A. 3 Viot, Michel 3 Worms, Rym 2 Abraham, Romain 2 Adamczak, Radosław 2 Albin, Patrik 2 Avram, Florin 2 Bachoc, François 2 Bansaye, Vincent 2 Barbour, Andrew David 2 Bardet, Jean-Marc 2 Bednorz, Witold Marek 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 Bretagnolle, Jean L. 2 Budhiraja, Amarjit S. 2 Butucea, Cristina 2 Cattiaux, Patrick 2 Cénac, Peggy 2 Cerf, Raphaël 2 Chaabane, Faouzi 2 Chaleyat-Maurel, Mireille 2 Chautru, Emilie 2 Clausel, Marianne 2 Clémençon, Stéphan 2 Clement, Emmanuelle 2 Ćmiel, Bogdan 2 Cohen, Serge 2 Cuevas, Antonio 2 De Castro, Yohann 2 Doukhan, Paul 2 Doumas, Aristides V. 2 Eichelsbacher, Peter 2 Ekström, Erik 2 Ermakov, Mikhaĭl Sergeevich 2 Étoré, Pierre 2 Fouque, Jean-Pierre 2 Fournier, Nicolas G. 2 Fraiman, Ricardo 2 Gallesco, Christophe 2 Garet, Olivier 2 Garnier, Josselin 2 Ge, Lin 2 Genon-Catalot, Valentine 2 Gugushvili, Shota 2 Guillou, Armelle ...and 677 more Authors
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### Fields

 404 Probability theory and stochastic processes (60-XX) 245 Statistics (62-XX) 47 Numerical analysis (65-XX) 25 Statistical mechanics, structure of matter (82-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Partial differential equations (35-XX) 19 Biology and other natural sciences (92-XX) 15 Computer science (68-XX) 13 Systems theory; control (93-XX) 12 Combinatorics (05-XX) 12 Dynamical systems and ergodic theory (37-XX) 12 Operations research, mathematical programming (90-XX) 11 Information and communication theory, circuits (94-XX) 10 Measure and integration (28-XX) 10 Functional analysis (46-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 9 Real functions (26-XX) 9 Operator theory (47-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 5 Ordinary differential equations (34-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) 2 General and overarching topics; collections (00-XX) 2 Integral equations (45-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 Order, lattices, ordered algebraic structures (06-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)

### Citations contained in zbMATH Open

401 Publications have been cited 2,949 times in 2,675 Documents Cited by Year
On Talagrand’s deviation inequalities for product measures. Zbl 0869.60013
Ledoux, Michel
1996
Theory of classification: a survey of some recent advances. Zbl 1136.62355
Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor
2005
Analysis of the rosenblatt process. Zbl 1187.60028
Tudor, Ciprian A.
2008
Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089
Gloter, Arnaud; Jacod, Jean
2001
KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070
Rhodes, Rémi; Vargas, Vincent
2011
Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420
Kuhn, Estelle; Lavielle, Marc
2004
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
2008
Model selection for regression on a random design. Zbl 1059.62038
Baraud, Yannick
2002
Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065
Gloter, Arnaud; Jacod, Jean
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
2006
Poisson perturbations. Zbl 0949.62015
Barbour, Andrew D.; Xia, Aihua
1999
Large deviations from the circular law. Zbl 0916.60022
Ben Arous, Gérard; Zeituni, Ofer
1998
Testing in locally conic models, and application to mixture models. Zbl 1007.62507
Dacunha-Castelle, D.; Gassiat, É.
1997
Nearest neighbor classification in infinite dimension. Zbl 1187.62115
2006
Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031
Jacod, Jean
2007
Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147
Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine
2014
Exponential inequalities and functional central limit theorems for a random field. Zbl 1003.60033
Dedecker, Jérôme
2001
Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033
Zaitsev, A. Yu.
1998
About the Lindeberg method for strongly mixing sequences. Zbl 0869.60021
Rio, Emmanuel
1995
Large population limit and time behaviour of a stochastic particle model describing an age-structured population. Zbl 1187.92071
Tran, Viet Chi
2008
How many bins should be put in a regular histogram. Zbl 1136.62329
Birgé, Lucien; Rozenholc, Yves
2006
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009
Del Moral, Pierre; Miclo, L.
2003
Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081
Gobet, Emmanuel
2001
The exit path of a Markov chain with rare transitions. Zbl 0869.60063
Catoni, Olivier; Cerf, Raphaël
1996
Carthaginian enlargement of filtrations. Zbl 1296.60106
Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz
2013
Sharp large deviations for Gaussian quadratic forms with applications. Zbl 0939.60013
Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc
2000
Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067
Schbath, Sophie
1995
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
2010
Deviation bounds for additive functionals of Markov processes. Zbl 1183.60011
Cattiaux, Patrick; Guillin, Arnaud
2008
Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164
2008
Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070
Gloter, Arnaud
2000
Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075
Lezaud, Pascal
2001
Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080
Fournier, Nicolas
2011
Distortion mismatch in the quantization of probability measures. Zbl 1196.60062
Graf, Siegfried; Luschgy, Harald; Pagès, Gilles
2008
Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113
Imkeller, Peter; Pavlyukevich, Ilya
2008
Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032
Butucea, Cristina
2001
Ranked fragmentations. Zbl 1001.60078
Berestycki, Julien
2002
Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster. Zbl 1154.60356
Garet, Olivier; Marchand, Régine
2004
Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P.
2007
Moderate deviations for i. i. d. random variables. Zbl 1019.60021
Eichelsbacher, Peter; Löwe, Matthias
2003
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
2001
Density in small time for Lévy processes. Zbl 0899.60065
Picard, Jean
1997
A new proof of Kellerer’s theorem. Zbl 1277.60041
Hirsch, Francis; Roynette, Bernard
2012
A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162
Maugis, Cathy; Michel, Bertrand
2011
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
2007
About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059
Kleptsyna, M. L.; Le Breton, Alain; Viot, M.
2003
On absorption times and Dirichlet eigenvalues. Zbl 1222.60050
Miclo, Laurent
2010
Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333
Laurent, Béatrice
2005
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
2016
Binomial-Poisson entropic inequalities and the M/M/$$\infty$$ queue. Zbl 1188.60047
Chafaï, Djalil
2006
General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032
Villemonais, Denis
2014
Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas
2008
The likelihood ratio test for the number of components in a mixture with Markov regime. Zbl 0982.62016
Gassiat, Elisabeth; Keribin, Christine
2000
Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) Zbl 0965.60033
Chaabane, Faouzi; Maaouia, Faïza
2000
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
2011
Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073
Pagès, Gilles
2001
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
2001
Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090
Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie
2002
Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052
Bakry, D.; Concordet, D.; Ledoux, M.
1997
Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330
Girard, Stéphane; Jacob, Pierre
2004
Preservation of log-concavity on summation. Zbl 1185.60016
Johnson, Oliver; Goldschmidt, Christina
2006
The likelihood ratio test for general mixture models with or without structural parameter. Zbl 1180.62069
Azaïs, Jean-Marc; Gassiat, Élisabeth; Mercadier, Cécile
2009
Risk bounds for mixture density estimation. Zbl 1141.62024
Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan
2005
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling. Zbl 1333.60095
Kawai, Reiichiro; Masuda, Hiroki
2013
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047
Neumann, Michael H.
2013
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
2013
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
2013
The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032
2003
On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043
Abraham, Christophe; Biau, Gérard; Cadre, Benoît
2004
Linear diffusion with stationary switching regime. Zbl 1033.60084
Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng
2004
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079
Elie, Romuald; Kharroubi, Idris
2014
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038
Cohen, S.; Lifshits, M. A.
2012
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103
Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao
2016
Penalization versus Goldenshluger-Lepski strategies in warped bases regression. Zbl 06282476
Chagny, Gaëlle
2013
Penalized estimators for non linear inverse problems. Zbl 1213.62066
Loubes, Jean-Michel; Ludeña, Carenne
2010
Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062
Jourdain, B.
1997
A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123
Étoré, Pierre; Lejay, Antoine
2007
Extremes of $$\gamma$$-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
2017
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit. Zbl 1302.60112
Herrmann, Samuel; Tugaut, Julian
2012
Adaptive tests of qualitative hypotheses. Zbl 1014.62052
Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice
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.
2014
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008
Étoré, Pierre; Martinez, Miguel
2014
Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034
Song, Shiqi
2014
Cutoff for samples of Markov chains. Zbl 0932.60077
Ycart, Bernard
1999
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
2018
Height and the total mass of the forest of genealogical trees of a large population with general competition. Zbl 1333.60188
Le, Vi; Pardoux, Etienne
2015
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
2016
Cyclic random motions in $$\mathbb{R} ^d$$-space with $$n$$ directions. Zbl 1183.33028
Lachal, Aimé
2006
A graph-based estimator of the number of clusters. Zbl 1187.62114
Biau, Gérard; Cadre, Benoît; Pelletier, Bruno
2007
On pointwise adaptive curve estimation based on inhomogeneous data. Zbl 1187.62074
Gaïffas, Stéphane
2007
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
2013
Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038
Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie
2013
Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184
Nkurunziza, Sévérien
2012
Survival probabilities of autoregressive processes. Zbl 1339.60030
Baumgarten, Christoph
2014
Means in complete manifolds: uniqueness and approximation. Zbl 1352.60012
Arnaudon, Marc; Miclo, Laurent
2014
Stochastic algorithm for Bayesian mixture effect template estimation. Zbl 1320.62045
Allassonnière, Stéphanie; Kuhn, Estelle
2010
Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. Zbl 1136.60346
Gautier, Éric
2005
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
2015
A fully data-driven method for estimating the shape of a point cloud. Zbl 1357.62228
Rodríguez-Casal, A.; Saavedra-Nieves, P.
2016
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
2016
Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 1469.45018
Popier, Alexandre
2021
New error bounds for Laplace approximation via Stein’s method. Zbl 1482.60036
Gaunt, Robert E.
2021
A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates. Zbl 1470.60209
Cavalli, Benedetta
2021
Unit boundary length quantum disk: a study of two different perspectives and their equivalence. Zbl 1482.60012
Cerclé, Baptiste
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
2020
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables. Zbl 1445.60016
Arbel, Julyan; Marchal, Olivier; Nguyen, Hien D.
2020
Non-central limit theorems for functionals of random fields on hypersurfaces. Zbl 1461.60036
2020
Empirical measures: regularity is a counter-curse to dimensionality. Zbl 1452.60007
Kloeckner, Benoît R.
2020
About the Stein equation for the generalized inverse Gaussian and Kummer distributions. Zbl 1455.60040
Konzou, Essomanda; Koudou, Angelo Efoevi
2020
On the generalized Kesten-McKay distributions. Zbl 1447.60043
Szabłowski, Paweł J.
2020
An adaptive multiclass nearest neighbor classifier. Zbl 1440.62250
2020
On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. Zbl 1434.60109
Račkauskas, Alfredas; Suquet, Charles
2020
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. Zbl 1454.90028
Alfonsi, Aurélien; Jourdain, Benjamin
2020
Empirical processes for recurrent and transient random walks in random scenery. Zbl 1447.60073
Guillotin-Plantard, Nadine; Pène, Françoise; Wendler, Martin
2020
Very fat geometric Galton-Watson trees. Zbl 1455.60112
Abraham, Romain; Bouaziz, Aymen; Delmas, Jean-François
2020
Raking-ratio empirical process with auxiliary information learning. Zbl 1453.62461
Albertus, Mickael
2020
A framework of BSDEs with stochastic Lipschitz coefficients. Zbl 1461.60041
O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu
2020
Universal consistency of the $$k$$-NN rule in metric spaces and Nagata dimension. Zbl 1455.62123
Collins, Benoît; Kumari, Sushma; Pestov, Vladimir G.
2020
On the law of homogeneous stable functionals. Zbl 1411.60070
Letemplier, Julien; Simon, Thomas
2019
On fixed gain recursive estimators with discontinuity in the parameters. Zbl 1420.62359
Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios
2019
Statistical estimation of conditional Shannon entropy. Zbl 1418.60026
Bulinski, Alexander; Kozhevin, Alexey
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
2019
Efficient sequential experimental design for surrogate modeling of nested codes. Zbl 1420.62355
Marque-Pucheu, Sophie; Perrin, Guillaume; Garnier, Josselin
2019
Optimal survey schemes for stochastic gradient descent with applications to $$M$$-estimation. Zbl 1420.62036
Clémençon, Stephan; Bertail, Patrice; Chautru, Emilie; Papa, Guillaume
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.
2019
Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data. Zbl 1415.62063
León, José Rafael; Rodríguez, Luis-Ángel
2019
Tempered fractional multistable motion and tempered multifractional stable motion. Zbl 1411.60072
Fan, Xiequan; Véhel, Jacques Lévy
2019
Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging. Zbl 1420.62117
Muré, Joseph
2019
Sparse recovery from extreme eigenvalues deviation inequalities. Zbl 1447.60055
Dallaporta, Sandrine; de Castro, Yohann
2019
Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems. Zbl 1422.62129
Kroll, Martin
2019
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
2018
Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004
Champagnat, Nicolas; Villemonais, Denis
2018
Adaptive nonparametric drift estimation of an integrated jump diffusion process. Zbl 1409.62161
Funke, Benedikt; Schmisser, Émeline
2018
Impact of subsampling and tree depth on random forests. Zbl 1409.62072
Duroux, Roxane; Scornet, Erwan
2018
Stochastic formulations of the parametrix method. Zbl 1403.60047
Kohatsu-Higa, Arturo; Yûki, Gô
2018
Manifolds of differentiable densities. Zbl 1410.46056
Newton, Nigel J.
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
2018
A consistent estimator to the orthant-based tail value-at-risk. Zbl 1409.62206
Beck, Nicholas; Mailhot, Mélina
2018
Extremes of $$\gamma$$-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
2017
A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029
Gaunt, Robert E.
2017
Tutte’s invariant approach for Brownian motion reflected in the quadrant. Zbl 1393.60088
Franceschi, S.; Raschel, Kilian
2017
Qualitative robustness in Bayesian inference. Zbl 1395.62059
2017
Unbiased Monte Carlo estimate of stochastic differential equations expectations. Zbl 1372.65015
2017
Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136
Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane
2017
Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085
Sarantsev, Andrey
2017
Moment estimates implied by modified log-Sobolev inequalities. Zbl 1393.60024
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
2017
On nonparametric classification for weakly dependent functional processes. Zbl 1395.62095
2017
Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases. Zbl 1395.62093
2017
Non-binary branching process and non-Markovian exploration process. Zbl 1371.60148
Drame, Ibrahima; Pardoux, Etienne; Sow, A. B.
2017
Estimating the conditional density by histogram type estimators and model selection. Zbl 1453.62447
Sart, Mathieu
2017
Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes. Zbl 1394.60017
Henry, Benoît
2017
Minimax regression estimation for Poisson coprocess. Zbl 1395.62086
Cadre, Benoît; Klutchnikoff, Nicolas; Massiot, Gaspar
2017
A note on upper-patched generators for Archimedean copulas. Zbl 1395.62134
Di Bernardino, Elena; Rullière, Didier
2017
Estimating the division kernel of a size-structured population. Zbl 1393.60096
Hoang, Van Ha
2017
Validation of positive expectation dependence. Zbl 1393.60028
Ćmiel, Bogdan; Ledwina, Teresa
2017
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
2016
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103
Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao
2016
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
2016
A fully data-driven method for estimating the shape of a point cloud. Zbl 1357.62228
Rodríguez-Casal, A.; Saavedra-Nieves, P.
2016
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
2016
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
2016
Limit behaviour of BSDE with jumps and with singular terminal condition. Zbl 1355.60080
Popier, A.
2016
The coupon collector’s problem revisited: generalizing the double Dixie cup problem of Newman and Shepp. Zbl 1355.60029
Doumas, Aristides V.; Papanicolaou, Vassilis G.
2016
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle. Zbl 1356.60038
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria
2016
Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift. Zbl 1357.62198
Söhl, Jakob; Trabs, Mathias
2016
Poisson approximation of subgraph counts in stochastic block models and a graphon model. Zbl 1353.05112
Coulson, Matthew; Gaunt, Robert E.; Reinert, Gesine
2016
Ergodicity of Lévy-type processes. Zbl 1355.60062
Sandrić, Nikola
2016
Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism. Zbl 06674053
Krell, Nathalie
2016
Moderate deviations for shortest-path lengths on random segment processes. Zbl 1384.60040
Hirsch, Christian; Neuhäuser, David; Schmidt, Volker
2016
Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model. Zbl 1353.62054
Kwemou, Marius
2016
Analysis of a splitting scheme for a class of random nonlinear partial differential equations. Zbl 1358.35168
Duboscq, Romain; Marty, Renaud
2016
Spectral analysis of the Gram matrix of mixture models. Zbl 1384.60022
Benaych-Georges, Florent; Couillet, Romain
2016
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129
2016
Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation. Zbl 1357.62200
Gugushvili, Shota; Spreij, Peter
2016
Minimal supersolutions of convex BSDEs under constraints. Zbl 1356.60090
Heyne, Gregor; Kupper, Michael; Mainberger, Christoph; Tangpi, Ludovic
2016
Seeking relevant information from a statistical model. Zbl 1353.62070
Fraiman, Ricardo; Gimenez, Yanina; Svarc, Marcela
2016
Step semi-Markov models and application to manpower management. Zbl 1356.60139
Barbu, Vlad Stefan; D&rsquo;Amico, Guglielmo; Manca, Raimondo; Petroni, Filippo
2016
Height and the total mass of the forest of genealogical trees of a large population with general competition. Zbl 1333.60188
Le, Vi; Pardoux, Etienne
2015
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
2015
Exact bounds on the closeness between the Student and standard normal distributions. Zbl 1332.62054
Pinelis, Iosif
2015
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
2015
Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix. Zbl 1330.62169
Butucea, Cristina; Ingster, Yuri I.; Suslina, Irina A.
2015
Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017
Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias
2015
Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications. Zbl 1333.60031
Giuliano, Rita; Macci, Claudio
2015
Bayesian sequential testing of the drift of a Brownian motion. Zbl 1369.62201
Ekström, Erik; Vaicenavicius, Juozas
2015
Bifractional Brownian motion: existence and border cases. Zbl 1333.60075
Lifshits, Mikhail; Volkova, Ksenia
2015
A comparison of methods for selecting values of simulation input variables. Zbl 1351.62027
Ourbih-Tari, Megdouda; Guebli, Sofia
2015
Hidden Markov model for parameter estimation of a random walk in a Markov environment. Zbl 1392.62246
Andreoletti, Pierre; Loukianova, Dasha; Matias, Catherine
2015
Some limiting laws associated with the integrated Brownian motion. Zbl 1333.60180
Profeta, Christophe
2015
Quantitative speeds of convergence for exposure to food contaminants. Zbl 1343.60110
Bouguet, Florian
2015
Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient. Zbl 1392.62249
Delattre, Maud; Genon-Catalot, Valentine; Samson, Adeline
2015
Model selection for Poisson processes with covariates. Zbl 1392.62253
Sart, Mathieu
2015
Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models. Zbl 1330.62101
Ailliot, Pierre; Pène, Françoise
2015
Weighted least-squares inference for multivariate copulas based on dependence coefficients. Zbl 1392.62157
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
2015
Nonparametric regression estimation onto a Poisson point process covariate. Zbl 1392.62109
2015
Weak law of large numbers for some Markov chains along non homogeneous genealogies. Zbl 1333.60026
Bansaye, Vincent; Huang, Chunmao
2015
Poisson boundary of a relativistic diffusion in curved space-times: an example. Zbl 1333.60168
Angst, Jürgen
2015
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise. Zbl 1331.62058
Mariucci, Ester
2015
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. Zbl 1333.60181
Rosenbaum, Mathieu; Yor, Marc
2015
...and 301 more Documents
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### Cited by 3,292 Authors

 24 Comte, Fabienne 22 Zhao, Peng 20 Balakrishnan, Narayanaswamy 19 Prieur, Clémentine 15 Genon-Catalot, Valentine 15 Guillin, Arnaud 15 Pagès, Gilles 15 Rhodes, Rémi 15 Samson, Adeline 15 Vargas, Vincent 14 Cattiaux, Patrick 14 Tudor, Ciprian A. 13 Lejay, Antoine 13 Xia, Aihua 12 Čekanavičius, Vydas 12 Gloter, Arnaud 12 Leonenko, Nikolai N. 11 Allassonnière, Stéphanie 11 Baraud, Yannick 11 Bercu, Bernard 11 Chafaï, Djalil 11 Clémençon, Stéphan 11 Girard, Stéphane 11 Gwynne, Ewain 11 Laurent, Béatrice 11 Marteau, Clément 11 Miclo, Laurent 10 Del Moral, Pierre 10 Figueroa-López, José E. 10 Jeanblanc, Monique 10 Munk, Axel 10 Pavlyukevich, Ilya 10 Podolskij, Mark 10 Wang, Yizao 9 Azaïs, Jean-Marc 9 Durot, Cécile 9 Klein, Thierry E. 9 Kuhn, Estelle 9 Löcherbach, Eva 9 Lugosi, Gábor 9 Nardi, Francesca Romana 9 Rio, Emmanuel 9 Rozenholc, Yves 8 Adamczak, Radosław 8 Bertin, Karine 8 Dębicki, Krzysztof 8 Doukhan, Paul 8 El Machkouri, Mohamed 8 Gassiat, Elisabeth 8 Ginovyan, Mamikon S. 8 Jourdain, Benjamin 8 Klutchnikoff, Nicolas 8 Lagnoux, Agnès 8 León, José Rafael R. 8 Loubes, Jean-Michel 8 Ma, Chunsheng 8 Merlevède, Florence 8 Mishura, Yuliya Stepanivna 8 Panloup, Fabien 8 Taqqu, Murad S. 8 Vetter, Mathias 7 Barbour, Andrew David 7 Bibinger, Markus 7 Birgé, Lucien 7 Bobkov, Sergey Germanovich 7 Champagnat, Nicolas 7 Chesneau, Christophe 7 Cloez, Bertrand 7 Fraiman, Ricardo 7 Gadat, Sébastien 7 Gamboa, Fabrice 7 Högele, Michael Anton 7 Jacod, Jean 7 Joulin, Aldéric 7 Lerasle, Matthieu 7 Li, Xiaohu 7 Massart, Pascal 7 Moulines, Eric 7 Mykland, Per Aslak 7 Nagy, Stanislav 7 Nkurunziza, Sévérien 7 Pham, Huyên 7 Proïa, Frédéric 7 Serfaty, Sylvia 7 Shen, Guangjun 7 Stoltz, Gabriel 7 Tugaut, Julian 7 Uchida, Masayuki 6 Anh, Vo V. 6 Barmalzan, Ghobad 6 Brunel, Élodie 6 Butucea, Cristina 6 Chagny, Gaëlle 6 Coutin, Laure 6 Cuevas, Antonio 6 Dedecker, Jérôme 6 Fort, Gersende 6 Friz, Peter Karl 6 Gaunt, Robert Edward 6 Götze, Friedrich ...and 3,192 more Authors
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### Cited in 376 Journals

 177 Stochastic Processes and their Applications 109 Bernoulli 97 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 94 The Annals of Statistics 94 Statistics & Probability Letters 82 Electronic Journal of Statistics 72 The Annals of Probability 65 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 59 Probability Theory and Related Fields 54 Journal of Theoretical Probability 54 The Annals of Applied Probability 48 Journal of Statistical Physics 47 Journal of Multivariate Analysis 46 Journal of Statistical Planning and Inference 45 Communications in Statistics. Theory and Methods 38 Statistical Inference for Stochastic Processes 36 Journal of Applied Probability 36 Computational Statistics and Data Analysis 34 Journal of Econometrics 33 Statistics 31 Stochastic Analysis and Applications 30 Electronic Journal of Probability 28 Advances in Applied Probability 25 Communications in Mathematical Physics 23 Mathematical Methods of Statistics 21 Scandinavian Journal of Statistics 20 Journal of Mathematical Analysis and Applications 20 Journal of Nonparametric Statistics 19 Stochastics and Dynamics 19 Statistics and Computing 17 Metrika 17 Comptes Rendus. Mathématique. Académie des Sciences, Paris 16 Journal of Functional Analysis 16 Journal of Mathematical Sciences (New York) 16 Stochastics 16 ALEA. Latin American Journal of Probability and Mathematical Statistics 15 SIAM/ASA Journal on Uncertainty Quantification 14 Lithuanian Mathematical Journal 14 Electronic Communications in Probability 14 Finance and Stochastics 14 Journal of Machine Learning Research (JMLR) 13 Journal of Mathematical Biology 13 Journal of Statistical Computation and Simulation 13 Brazilian Journal of Probability and Statistics 12 Statistical Papers 12 Extremes 12 Probability in the Engineering and Informational Sciences 11 Journal of Computational Physics 11 International Journal of Theoretical and Applied Finance 11 Methodology and Computing in Applied Probability 10 Annals of the Institute of Statistical Mathematics 10 Journal of Differential Equations 10 Transactions of the American Mathematical Society 10 Machine Learning 10 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 10 Theory of Probability and Mathematical Statistics 10 Monte Carlo Methods and Applications 10 Science China. Mathematics 9 Journal of Computational and Applied Mathematics 9 Neural Computation 9 Test 9 Journal of the Korean Statistical Society 8 SIAM Journal on Control and Optimization 8 Constructive Approximation 8 Statistical Science 8 Stochastic and Partial Differential Equations. Analysis and Computations 8 Modern Stochastics. Theory and Applications 7 Physica A 7 Chaos, Solitons and Fractals 7 Applied Mathematics and Optimization 7 Computational Statistics 7 Communications in Statistics. Simulation and Computation 7 Journal de Mathématiques Pures et Appliquées. Neuvième Série 7 Potential Analysis 7 Infinite Dimensional Analysis, Quantum Probability and Related Topics 7 Econometric Theory 7 Quantitative Finance 7 Stochastic Models 6 The Canadian Journal of Statistics 6 Israel Journal of Mathematics 6 Journal of Mathematical Physics 6 Theory of Probability and its Applications 6 SIAM Journal on Mathematical Analysis 6 Bulletin des Sciences Mathématiques 6 Acta Mathematica Sinica. English Series 6 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 6 SIAM Journal on Financial Mathematics 6 Probability Surveys 6 Statistics Surveys 6 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 5 Applied Mathematics and Computation 5 BIT 5 Journal of Complexity 5 Random Operators and Stochastic Equations 5 Mathematical Finance 5 Journal of Applied Statistics 5 Annales Henri Poincaré 4 Archive for Rational Mechanics and Analysis 4 Discrete Applied Mathematics 4 Studia Mathematica ...and 276 more Journals
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### Cited in 53 Fields

 1,737 Probability theory and stochastic processes (60-XX) 1,198 Statistics (62-XX) 296 Numerical analysis (65-XX) 174 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 158 Statistical mechanics, structure of matter (82-XX) 131 Partial differential equations (35-XX) 128 Computer science (68-XX) 103 Biology and other natural sciences (92-XX) 93 Dynamical systems and ergodic theory (37-XX) 87 Systems theory; control (93-XX) 66 Operations research, mathematical programming (90-XX) 59 Calculus of variations and optimal control; optimization (49-XX) 55 Operator theory (47-XX) 47 Combinatorics (05-XX) 46 Ordinary differential equations (34-XX) 45 Measure and integration (28-XX) 44 Linear and multilinear algebra; matrix theory (15-XX) 35 Real functions (26-XX) 32 Functional analysis (46-XX) 29 Global analysis, analysis on manifolds (58-XX) 27 Quantum theory (81-XX) 25 Information and communication theory, circuits (94-XX) 24 Harmonic analysis on Euclidean spaces (42-XX) 21 Differential geometry (53-XX) 19 Approximations and expansions (41-XX) 16 Relativity and gravitational theory (83-XX) 15 Difference and functional equations (39-XX) 14 Integral equations (45-XX) 12 Number theory (11-XX) 12 Fluid mechanics (76-XX) 11 Special functions (33-XX) 10 Convex and discrete geometry (52-XX) 9 Potential theory (31-XX) 9 General topology (54-XX) 7 Functions of a complex variable (30-XX) 6 Integral transforms, operational calculus (44-XX) 6 Mechanics of particles and systems (70-XX) 5 Several complex variables and analytic spaces (32-XX) 4 General and overarching topics; collections (00-XX) 3 Topological groups, Lie groups (22-XX) 3 Manifolds and cell complexes (57-XX) 3 Mechanics of deformable solids (74-XX) 2 History and biography (01-XX) 2 Algebraic geometry (14-XX) 2 Group theory and generalizations (20-XX) 2 Abstract harmonic analysis (43-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Mathematics education (97-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX)