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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: 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.
all top 5

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
all top 5

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)

Publications by Year

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
90
1996
Theory of classification: a survey of some recent advances. Zbl 1136.62355
Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor
86
2005
Analysis of the rosenblatt process. Zbl 1187.60028
Tudor, Ciprian A.
75
2008
Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089
Gloter, Arnaud; Jacod, Jean
62
2001
KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070
Rhodes, Rémi; Vargas, Vincent
56
2011
Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420
Kuhn, Estelle; Lavielle, Marc
55
2004
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
52
2008
Model selection for regression on a random design. Zbl 1059.62038
Baraud, Yannick
51
2002
Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065
Gloter, Arnaud; Jacod, Jean
49
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
49
2006
Poisson perturbations. Zbl 0949.62015
Barbour, Andrew D.; Xia, Aihua
47
1999
Large deviations from the circular law. Zbl 0916.60022
Ben Arous, Gérard; Zeituni, Ofer
37
1998
Testing in locally conic models, and application to mixture models. Zbl 1007.62507
Dacunha-Castelle, D.; Gassiat, É.
35
1997
Nearest neighbor classification in infinite dimension. Zbl 1187.62115
Cérou, Frédéric; Guyader, Arnaud
34
2006
Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031
Jacod, Jean
34
2007
Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147
Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine
31
2014
Exponential inequalities and functional central limit theorems for a random field. Zbl 1003.60033
Dedecker, Jérôme
31
2001
Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033
Zaitsev, A. Yu.
28
1998
About the Lindeberg method for strongly mixing sequences. Zbl 0869.60021
Rio, Emmanuel
28
1995
Large population limit and time behaviour of a stochastic particle model describing an age-structured population. Zbl 1187.92071
Tran, Viet Chi
25
2008
How many bins should be put in a regular histogram. Zbl 1136.62329
Birgé, Lucien; Rozenholc, Yves
23
2006
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009
Del Moral, Pierre; Miclo, L.
23
2003
Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081
Gobet, Emmanuel
22
2001
The exit path of a Markov chain with rare transitions. Zbl 0869.60063
Catoni, Olivier; Cerf, Raphaël
22
1996
Carthaginian enlargement of filtrations. Zbl 1296.60106
Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz
22
2013
Sharp large deviations for Gaussian quadratic forms with applications. Zbl 0939.60013
Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc
21
2000
Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067
Schbath, Sophie
21
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
20
2010
Deviation bounds for additive functionals of Markov processes. Zbl 1183.60011
Cattiaux, Patrick; Guillin, Arnaud
20
2008
Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164
Donnet, Sophie; Samson, Adeline
19
2008
Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070
Gloter, Arnaud
19
2000
Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075
Lezaud, Pascal
19
2001
Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080
Fournier, Nicolas
18
2011
Distortion mismatch in the quantization of probability measures. Zbl 1196.60062
Graf, Siegfried; Luschgy, Harald; Pagès, Gilles
18
2008
Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113
Imkeller, Peter; Pavlyukevich, Ilya
18
2008
Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032
Butucea, Cristina
18
2001
Ranked fragmentations. Zbl 1001.60078
Berestycki, Julien
18
2002
Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster. Zbl 1154.60356
Garet, Olivier; Marchand, Régine
18
2004
Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P.
18
2007
Moderate deviations for i. i. d. random variables. Zbl 1019.60021
Eichelsbacher, Peter; Löwe, Matthias
18
2003
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
17
2001
Density in small time for Lévy processes. Zbl 0899.60065
Picard, Jean
17
1997
A new proof of Kellerer’s theorem. Zbl 1277.60041
Hirsch, Francis; Roynette, Bernard
17
2012
A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162
Maugis, Cathy; Michel, Bertrand
16
2011
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
16
2007
About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059
Kleptsyna, M. L.; Le Breton, Alain; Viot, M.
16
2003
On absorption times and Dirichlet eigenvalues. Zbl 1222.60050
Miclo, Laurent
15
2010
Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333
Laurent, Béatrice
15
2005
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
15
2016
Binomial-Poisson entropic inequalities and the M/M/\(\infty\) queue. Zbl 1188.60047
Chafaï, Djalil
15
2006
General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032
Villemonais, Denis
14
2014
Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas
14
2008
The likelihood ratio test for the number of components in a mixture with Markov regime. Zbl 0982.62016
Gassiat, Elisabeth; Keribin, Christine
14
2000
Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) Zbl 0965.60033
Chaabane, Faouzi; Maaouia, Faïza
14
2000
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
13
2011
Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073
Pagès, Gilles
13
2001
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
13
2001
Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090
Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie
13
2002
Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052
Bakry, D.; Concordet, D.; Ledoux, M.
13
1997
Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330
Girard, Stéphane; Jacob, Pierre
13
2004
Preservation of log-concavity on summation. Zbl 1185.60016
Johnson, Oliver; Goldschmidt, Christina
13
2006
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
Risk bounds for mixture density estimation. Zbl 1141.62024
Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan
12
2005
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling. Zbl 1333.60095
Kawai, Reiichiro; Masuda, Hiroki
12
2013
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047
Neumann, Michael H.
12
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
12
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
12
2013
The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032
Mokkadem, Abdelkader; Pelletier, Mariane
12
2003
On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043
Abraham, Christophe; Biau, Gérard; Cadre, Benoît
12
2004
Linear diffusion with stationary switching regime. Zbl 1033.60084
Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng
12
2004
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079
Elie, Romuald; Kharroubi, Idris
11
2014
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038
Cohen, S.; Lifshits, M. A.
11
2012
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103
Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao
11
2016
Penalization versus Goldenshluger-Lepski strategies in warped bases regression. Zbl 06282476
Chagny, Gaëlle
11
2013
Penalized estimators for non linear inverse problems. Zbl 1213.62066
Loubes, Jean-Michel; Ludeña, Carenne
10
2010
Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062
Jourdain, B.
10
1997
A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123
Étoré, Pierre; Lejay, Antoine
10
2007
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
10
2017
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit. Zbl 1302.60112
Herrmann, Samuel; Tugaut, Julian
10
2012
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.
9
2014
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008
Étoré, Pierre; Martinez, Miguel
9
2014
Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034
Song, Shiqi
9
2014
Cutoff for samples of Markov chains. Zbl 0932.60077
Ycart, Bernard
9
1999
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
9
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
9
2015
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
9
2016
Cyclic random motions in \(\mathbb{R} ^d\)-space with \(n\) directions. Zbl 1183.33028
Lachal, Aimé
9
2006
A graph-based estimator of the number of clusters. Zbl 1187.62114
Biau, Gérard; Cadre, Benoît; Pelletier, Bruno
9
2007
On pointwise adaptive curve estimation based on inhomogeneous data. Zbl 1187.62074
Gaïffas, Stéphane
9
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
9
2013
Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038
Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie
9
2013
Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184
Nkurunziza, Sévérien
9
2012
Survival probabilities of autoregressive processes. Zbl 1339.60030
Baumgarten, Christoph
8
2014
Means in complete manifolds: uniqueness and approximation. Zbl 1352.60012
Arnaudon, Marc; Miclo, Laurent
8
2014
Stochastic algorithm for Bayesian mixture effect template estimation. Zbl 1320.62045
Allassonnière, Stéphanie; Kuhn, Estelle
8
2010
Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. Zbl 1136.60346
Gautier, Éric
8
2005
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
Adamczak, Radosław; Bednorz, Witold
8
2015
A fully data-driven method for estimating the shape of a point cloud. Zbl 1357.62228
Rodríguez-Casal, A.; Saavedra-Nieves, P.
8
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
8
2016
Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 1469.45018
Popier, Alexandre
2
2021
New error bounds for Laplace approximation via Stein’s method. Zbl 1482.60036
Gaunt, Robert E.
2
2021
A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates. Zbl 1470.60209
Cavalli, Benedetta
1
2021
Unit boundary length quantum disk: a study of two different perspectives and their equivalence. Zbl 1482.60012
Cerclé, Baptiste
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
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
Non-central limit theorems for functionals of random fields on hypersurfaces. Zbl 1461.60036
Olenko, Andriy; Vaskovych, Volodymyr
3
2020
Empirical measures: regularity is a counter-curse to dimensionality. Zbl 1452.60007
Kloeckner, Benoît R.
3
2020
About the Stein equation for the generalized inverse Gaussian and Kummer distributions. Zbl 1455.60040
Konzou, Essomanda; Koudou, Angelo Efoevi
3
2020
On the generalized Kesten-McKay distributions. Zbl 1447.60043
Szabłowski, Paweł J.
2
2020
An adaptive multiclass nearest neighbor classifier. Zbl 1440.62250
Puchkin, Nikita; Spokoiny, Vladimir
2
2020
On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. Zbl 1434.60109
Račkauskas, Alfredas; Suquet, Charles
2
2020
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. Zbl 1454.90028
Alfonsi, Aurélien; Jourdain, Benjamin
2
2020
Empirical processes for recurrent and transient random walks in random scenery. Zbl 1447.60073
Guillotin-Plantard, Nadine; Pène, Françoise; Wendler, Martin
1
2020
Very fat geometric Galton-Watson trees. Zbl 1455.60112
Abraham, Romain; Bouaziz, Aymen; Delmas, Jean-François
1
2020
Raking-ratio empirical process with auxiliary information learning. Zbl 1453.62461
Albertus, Mickael
1
2020
A framework of BSDEs with stochastic Lipschitz coefficients. Zbl 1461.60041
O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu
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
On the law of homogeneous stable functionals. Zbl 1411.60070
Letemplier, Julien; Simon, Thomas
4
2019
On fixed gain recursive estimators with discontinuity in the parameters. Zbl 1420.62359
Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios
3
2019
Statistical estimation of conditional Shannon entropy. Zbl 1418.60026
Bulinski, Alexander; Kozhevin, Alexey
3
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
2
2019
Efficient sequential experimental design for surrogate modeling of nested codes. Zbl 1420.62355
Marque-Pucheu, Sophie; Perrin, Guillaume; Garnier, Josselin
2
2019
Optimal survey schemes for stochastic gradient descent with applications to \(M\)-estimation. Zbl 1420.62036
Clémençon, Stephan; Bertail, Patrice; Chautru, Emilie; Papa, Guillaume
2
2019
On the consistency of Sobol indices with respect to stochastic ordering of model parameters. Zbl 1421.62053
Cousin, A.; Janon, A.; Maume-Deschamps, V.; Niang, I.
2
2019
Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data. Zbl 1415.62063
León, José Rafael; Rodríguez, Luis-Ángel
1
2019
Tempered fractional multistable motion and tempered multifractional stable motion. Zbl 1411.60072
Fan, Xiequan; Véhel, Jacques Lévy
1
2019
Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging. Zbl 1420.62117
Muré, Joseph
1
2019
Sparse recovery from extreme eigenvalues deviation inequalities. Zbl 1447.60055
Dallaporta, Sandrine; de Castro, Yohann
1
2019
Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems. Zbl 1422.62129
Kroll, Martin
1
2019
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
9
2018
Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004
Champagnat, Nicolas; Villemonais, Denis
5
2018
Adaptive nonparametric drift estimation of an integrated jump diffusion process. Zbl 1409.62161
Funke, Benedikt; Schmisser, Émeline
3
2018
Impact of subsampling and tree depth on random forests. Zbl 1409.62072
Duroux, Roxane; Scornet, Erwan
2
2018
Stochastic formulations of the parametrix method. Zbl 1403.60047
Kohatsu-Higa, Arturo; Yûki, Gô
2
2018
Manifolds of differentiable densities. Zbl 1410.46056
Newton, Nigel J.
1
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
1
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
10
2017
A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029
Gaunt, Robert E.
8
2017
Tutte’s invariant approach for Brownian motion reflected in the quadrant. Zbl 1393.60088
Franceschi, S.; Raschel, Kilian
6
2017
Qualitative robustness in Bayesian inference. Zbl 1395.62059
Owhadi, Houman; Scovel, Clint
6
2017
Unbiased Monte Carlo estimate of stochastic differential equations expectations. Zbl 1372.65015
Doumbia, Mahamadou; Oudjane, Nadia; Warin, Xavier
5
2017
Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136
Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane
5
2017
Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085
Sarantsev, Andrey
4
2017
Moment estimates implied by modified log-Sobolev inequalities. Zbl 1393.60024
Adamczak, Radosław; Bednorz, Witold; Wolff, Paweł
4
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
3
2017
On nonparametric classification for weakly dependent functional processes. Zbl 1395.62095
Younso, Ahmad
3
2017
Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases. Zbl 1395.62093
Navarro, Fabien; Saumard, Adrien
2
2017
Non-binary branching process and non-Markovian exploration process. Zbl 1371.60148
Drame, Ibrahima; Pardoux, Etienne; Sow, A. B.
2
2017
Estimating the conditional density by histogram type estimators and model selection. Zbl 1453.62447
Sart, Mathieu
2
2017
Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes. Zbl 1394.60017
Henry, Benoît
1
2017
Minimax regression estimation for Poisson coprocess. Zbl 1395.62086
Cadre, Benoît; Klutchnikoff, Nicolas; Massiot, Gaspar
1
2017
A note on upper-patched generators for Archimedean copulas. Zbl 1395.62134
Di Bernardino, Elena; Rullière, Didier
1
2017
Estimating the division kernel of a size-structured population. Zbl 1393.60096
Hoang, Van Ha
1
2017
Validation of positive expectation dependence. Zbl 1393.60028
Ćmiel, Bogdan; Ledwina, Teresa
1
2017
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
15
2016
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103
Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao
11
2016
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
9
2016
A fully data-driven method for estimating the shape of a point cloud. Zbl 1357.62228
Rodríguez-Casal, A.; Saavedra-Nieves, P.
8
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
8
2016
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
7
2016
Limit behaviour of BSDE with jumps and with singular terminal condition. Zbl 1355.60080
Popier, A.
6
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.
5
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
4
2016
Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift. Zbl 1357.62198
Söhl, Jakob; Trabs, Mathias
4
2016
Poisson approximation of subgraph counts in stochastic block models and a graphon model. Zbl 1353.05112
Coulson, Matthew; Gaunt, Robert E.; Reinert, Gesine
3
2016
Ergodicity of Lévy-type processes. Zbl 1355.60062
Sandrić, Nikola
3
2016
Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism. Zbl 06674053
Krell, Nathalie
3
2016
Moderate deviations for shortest-path lengths on random segment processes. Zbl 1384.60040
Hirsch, Christian; Neuhäuser, David; Schmidt, Volker
3
2016
Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model. Zbl 1353.62054
Kwemou, Marius
3
2016
Analysis of a splitting scheme for a class of random nonlinear partial differential equations. Zbl 1358.35168
Duboscq, Romain; Marty, Renaud
3
2016
Spectral analysis of the Gram matrix of mixture models. Zbl 1384.60022
Benaych-Georges, Florent; Couillet, Romain
2
2016
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129
Danka, Tivadar; Pap, Gyula
2
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
1
2016
Minimal supersolutions of convex BSDEs under constraints. Zbl 1356.60090
Heyne, Gregor; Kupper, Michael; Mainberger, Christoph; Tangpi, Ludovic
1
2016
Seeking relevant information from a statistical model. Zbl 1353.62070
Fraiman, Ricardo; Gimenez, Yanina; Svarc, Marcela
1
2016
Step semi-Markov models and application to manpower management. Zbl 1356.60139
Barbu, Vlad Stefan; D’Amico, Guglielmo; Manca, Raimondo; Petroni, Filippo
1
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
9
2015
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
Adamczak, Radosław; Bednorz, Witold
8
2015
Exact bounds on the closeness between the Student and standard normal distributions. Zbl 1332.62054
Pinelis, Iosif
7
2015
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
7
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.
7
2015
Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017
Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias
6
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
6
2015
Bayesian sequential testing of the drift of a Brownian motion. Zbl 1369.62201
Ekström, Erik; Vaicenavicius, Juozas
6
2015
Bifractional Brownian motion: existence and border cases. Zbl 1333.60075
Lifshits, Mikhail; Volkova, Ksenia
6
2015
A comparison of methods for selecting values of simulation input variables. Zbl 1351.62027
Ourbih-Tari, Megdouda; Guebli, Sofia
5
2015
Hidden Markov model for parameter estimation of a random walk in a Markov environment. Zbl 1392.62246
Andreoletti, Pierre; Loukianova, Dasha; Matias, Catherine
5
2015
Some limiting laws associated with the integrated Brownian motion. Zbl 1333.60180
Profeta, Christophe
4
2015
Quantitative speeds of convergence for exposure to food contaminants. Zbl 1343.60110
Bouguet, Florian
4
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
4
2015
Model selection for Poisson processes with covariates. Zbl 1392.62253
Sart, Mathieu
3
2015
Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models. Zbl 1330.62101
Ailliot, Pierre; Pène, Françoise
3
2015
Weighted least-squares inference for multivariate copulas based on dependence coefficients. Zbl 1392.62157
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
3
2015
Nonparametric regression estimation onto a Poisson point process covariate. Zbl 1392.62109
Cadre, Benoît; Truquet, Lionel
2
2015
Weak law of large numbers for some Markov chains along non homogeneous genealogies. Zbl 1333.60026
Bansaye, Vincent; Huang, Chunmao
2
2015
Poisson boundary of a relativistic diffusion in curved space-times: an example. Zbl 1333.60168
Angst, Jürgen
2
2015
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise. Zbl 1331.62058
Mariucci, Ester
2
2015
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. Zbl 1333.60181
Rosenbaum, Mathieu; Yor, Marc
2
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
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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)
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296 Numerical analysis (65-XX)
174 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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131 Partial differential equations (35-XX)
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87 Systems theory; control (93-XX)
66 Operations research, mathematical programming (90-XX)
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55 Operator theory (47-XX)
47 Combinatorics (05-XX)
46 Ordinary differential equations (34-XX)
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44 Linear and multilinear algebra; matrix theory (15-XX)
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29 Global analysis, analysis on manifolds (58-XX)
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25 Information and communication theory, circuits (94-XX)
24 Harmonic analysis on Euclidean spaces (42-XX)
21 Differential geometry (53-XX)
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16 Relativity and gravitational theory (83-XX)
15 Difference and functional equations (39-XX)
14 Integral equations (45-XX)
12 Number theory (11-XX)
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