The following pages link to ESAIM: Probability and Statistics (Q146441):
Displaying 50 items.
- Optional splitting formula in a progressively enlarged filtration (Q5174382) (← links)
- Compact convex sets of the plane and probability theory (Q5174383) (← links)
- Local polynomial estimation of the mean function and its derivatives based on functional data and regular designs (Q5174384) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
- Distortion mismatch in the quantization of probability measures (Q5190279) (← links)
- Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
- Random thresholds for linear model selection (Q5190281) (← links)
- Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)
- Exponential inequalities for VLMC empirical trees (Q5190283) (← links)
- Analysis of the Rosenblatt process (Q5190284) (← links)
- Functional inequalities and uniqueness of the Gibbs measure — from log-Sobolev to Poincaré (Q5190285) (← links)
- Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries (Q5190286) (← links)
- On EM algorithms and their proximal generalizations (Q5190287) (← links)
- Minimax and bayes estimation in deconvolution problem (Q5190288) (← links)
- Large population limit and time behaviour of a stochastic particle model describing an age-structured population (Q5190289) (← links)
- Stochastic differential equations driven by processes generated by divergence form operators II: convergence results (Q5190290) (← links)
- Metastable behaviour of small noise Lévy-Driven diffusions (Q5190291) (← links)
- Density estimation with quadratic loss: a confidence intervals method (Q5190292) (← links)
- Théorèmes limites avec poids pour les martingales vectorielles à temps continu (Q5190293) (← links)
- Logarithmic Sobolev inequalities for inhomogeneous Markov Semigroups (Q5190294) (← links)
- Complex intertwinings and quantification of discrete free motions (Q5228344) (← links)
- Sparse recovery from extreme eigenvalues deviation inequalities (Q5228345) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
- Maximum likelihood estimation in hidden Markov models with inhomogeneous noise (Q5228348) (← links)
- Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems (Q5228349) (← links)
- Beckner inequalities for Moebius measures on spheres (Q5228350) (← links)
- Non-binary branching process and non-Markovian exploration process (Q5350273) (← links)
- Estimating the conditional density by histogram type estimators and model selection (Q5350274) (← links)
- Unbiased Monte Carlo estimate of stochastic differential equations expectations (Q5350276) (← links)
- Stability of Densities for Perturbed Diffusions and Markov Chains (Q5350278) (← links)
- Large deviations for quasi-arithmetically self-normalized random variables (Q5408459) (← links)
- Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (Q5408460) (← links)
- Nonparametric estimation of the derivatives of the stationary density for stationary processes (Q5408461) (← links)
- Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation (Q5408462) (← links)
- Asymptotic normality of randomly truncated stochastic algorithms (Q5408463) (← links)
- A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics (Q5408464) (← links)
- Incremental moments and Hölder exponents of multifractional multistable processes (Q5408465) (← links)
- On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms (Q5408466) (← links)
- Polynomial deviation bounds for recurrent Harris processes having general state space (Q5408467) (← links)
- Multifractional Brownian fields indexed by metric spaces with distances of negative type (Q5408468) (← links)
- Fixed-<i>α</i>and fixed-<i>β</i>efficiencies (Q5408469) (← links)
- Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory (Q5408470) (← links)
- Meeting time of independent random walks in random environment (Q5408471) (← links)
- Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation (Q5408473) (← links)
- Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
- Penalization<i>versus</i>Goldenshluger − Lepski strategies in warped bases regression (Q5408475) (← links)
- Towards a universally consistent estimator of the Minkowski content (Q5408476) (← links)
- How the result of graph clustering methods depends on the construction of the graph (Q5408477) (← links)
- On ℝ<sup><i>d</i></sup>-valued peacocks (Q5408478) (← links)
- Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model (Q5408479) (← links)
