The following pages link to ESAIM: Probability and Statistics (Q146441):
Displaying 50 items.
- Why minimax is not that pessimistic (Q5408480) (← links)
- Adaptive hard-thresholding for linear inverse problems (Q5408481) (← links)
- A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process (Q5408482) (← links)
- Asymptotics of counts of small components in random structures and models of coagulation-fragmentation (Q5408483) (← links)
- Carthaginian enlargement of filtrations (Q5408484) (← links)
- Moment measures of heavy-tailed renewal point processes: asymptotics and applications (Q5408485) (← links)
- Wavelet analysis of the multivariate fractional Brownian motion (Q5408486) (← links)
- Convolution property and exponential bounds for symmetric monotone densities (Q5408487) (← links)
- Discrete time markovian agents interacting through a potential (Q5408488) (← links)
- Necessary and sufficient condition for the existence of a Fréchet mean on the circle (Q5408489) (← links)
- An<i>ℓ</i><sub>1</sub>-oracle inequality for the Lasso in finite mixture Gaussian regression models (Q5408490) (← links)
- Partition-based conditional density estimation (Q5408492) (← links)
- Adaptive density estimation for clustering with Gaussian mixtures (Q5408493) (← links)
- Moderate deviations for a Curie–Weiss model with dynamical external field (Q5408494) (← links)
- Risk bounds for new M-estimation problems (Q5408495) (← links)
- Testing randomness of spatial point patterns with the Ripley statistic (Q5408496) (← links)
- Sur l’œuvre de Paul Lévy (Q5408497) (← links)
- Paul Lévy et l’arithmétique des lois de probabilités (Q5408498) (← links)
- Paul Lévy et le mouvement brownien (Q5408499) (← links)
- Goodness-of-fit tests in long-range dependent processes under fixed alternatives (Q5408500) (← links)
- Smoothness of Metropolis-Hastings algorithm and application to entropy estimation (Q5408501) (← links)
- Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures (Q5429570) (← links)
- Stability of solutions of BSDEs with random terminal time (Q5429571) (← links)
- Model selection for estimating the non zero components of a Gaussian vector (Q5429572) (← links)
- Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients (Q5429574) (← links)
- Preservation of log-concavity on summation (Q5429575) (← links)
- Bootstrapping the shorth for regression (Q5429576) (← links)
- Branching random motions, nonlinear hyperbolic systems and travellind waves (Q5429577) (← links)
- On the Brunk-Chung type strong law of large numbers for sequences of blockwise<i>m</i>-dependent random variables (Q5429578) (← links)
- Stein estimation for infinitely divisible laws (Q5429579) (← links)
- Cyclic random motions in $\mathbb{R}^d$-space with<i>n</i>directions (Q5429580) (← links)
- Binomial-Poisson entropic inequalities and the M/M/<i>∞</i>queue (Q5429581) (← links)
- Nearest neighbor classification in infinite dimension (Q5429582) (← links)
- Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (Q5429583) (← links)
- SPDEs with coloured noise: Analytic and stochastic approaches (Q5429584) (← links)
- Reflected backward stochastic differential equations with two RCLL barriers (Q5429586) (← links)
- Some short elements on hedging credit derivatives (Q5429588) (← links)
- Consistent price systems for subfiltrations (Q5429589) (← links)
- A martingale control variate method for option pricing with stochastic volatility (Q5429590) (← links)
- Infinite system of Brownian balls with interaction: the non-reversible case (Q5429591) (← links)
- Pricing rules under asymmetric information (Q5429592) (← links)
- Potentials of a Markov process are expected suprema (Q5429593) (← links)
- The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ (Q5429594) (← links)
- Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet (Q5429595) (← links)
- Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$ (Q5429596) (← links)
- Convex rearrangements of Lévy processes (Q5429597) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
- Entropic Conditions and Hedging (Q5429599) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
- Behavior of the Euler scheme with decreasing step in a degenerate situation (Q5429601) (← links)
