Deschatre, Thomas; Féron, Olivier; Hoffmann, Marc Estimating fast mean-reverting jumps in electricity market models. (English) Zbl 1455.62198 ESAIM, Probab. Stat. 24, 963-1002 (2020). MSC: 62P05 62M10 60J74 60G35 60G48 60F05 PDFBibTeX XMLCite \textit{T. Deschatre} et al., ESAIM, Probab. Stat. 24, 963--1002 (2020; Zbl 1455.62198) Full Text: DOI arXiv
Yao, Song \(\mathbb{L}^{p}\) solutions of reflected backward stochastic differential equations with jumps. (English) Zbl 1454.60084 ESAIM, Probab. Stat. 24, 935-962 (2020). MSC: 60H10 60F25 60J76 PDFBibTeX XMLCite \textit{S. Yao}, ESAIM, Probab. Stat. 24, 935--962 (2020; Zbl 1454.60084) Full Text: DOI
Collins, Benoît; Kumari, Sushma; Pestov, Vladimir G. Universal consistency of the \(k\)-NN rule in metric spaces and Nagata dimension. (English) Zbl 1455.62123 ESAIM, Probab. Stat. 24, 914-934 (2020). MSC: 62H30 62R40 62G20 62G05 54F45 PDFBibTeX XMLCite \textit{B. Collins} et al., ESAIM, Probab. Stat. 24, 914--934 (2020; Zbl 1455.62123) Full Text: DOI arXiv
Gloter, A.; Honoré, Igor; Loukianova, D. Approximation of the invariant distribution for a class of ergodic jump diffusions. (English) Zbl 1455.60091 ESAIM, Probab. Stat. 24, 883-913 (2020). MSC: 60H35 60G51 60E15 65C30 PDFBibTeX XMLCite \textit{A. Gloter} et al., ESAIM, Probab. Stat. 24, 883--913 (2020; Zbl 1455.60091) Full Text: DOI
Azaïs, Jean-Marc; Bachoc, François; Lagnoux, Agnès; Nguyen, Thi Mong Ngoc Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments. (English) Zbl 1461.60019 ESAIM, Probab. Stat. 24, 842-882 (2020). MSC: 60G15 62F12 PDFBibTeX XMLCite \textit{J.-M. Azaïs} et al., ESAIM, Probab. Stat. 24, 842--882 (2020; Zbl 1461.60019) Full Text: DOI arXiv
Brouste, Alexandre; Soltane, Marius; Votsi, Irene One-step estimation for the fractional Gaussian noise at high-frequency. (English) Zbl 1454.62092 ESAIM, Probab. Stat. 24, 827-841 (2020). MSC: 62F12 62M09 PDFBibTeX XMLCite \textit{A. Brouste} et al., ESAIM, Probab. Stat. 24, 827--841 (2020; Zbl 1454.62092) Full Text: DOI
Goehry, Benjamin Random forests for time-dependent processes. (English) Zbl 1455.62172 ESAIM, Probab. Stat. 24, 801-826 (2020). MSC: 62M10 62H30 68T05 62G05 62G20 60G12 PDFBibTeX XMLCite \textit{B. Goehry}, ESAIM, Probab. Stat. 24, 801--826 (2020; Zbl 1455.62172) Full Text: DOI
Berger, Maxime; Cerf, Raphaël A basic model of mutations. (English) Zbl 1455.60094 ESAIM, Probab. Stat. 24, 789-800 (2020). MSC: 60J10 60J45 92D10 PDFBibTeX XMLCite \textit{M. Berger} and \textit{R. Cerf}, ESAIM, Probab. Stat. 24, 789--800 (2020; Zbl 1455.60094) Full Text: DOI arXiv
Cholaquidis, Alejandro; Cuevas, Antonio Set estimation under biconvexity restrictions. (English) Zbl 1455.62069 ESAIM, Probab. Stat. 24, 770-788 (2020). MSC: 62G05 62R20 54B20 PDFBibTeX XMLCite \textit{A. Cholaquidis} and \textit{A. Cuevas}, ESAIM, Probab. Stat. 24, 770--788 (2020; Zbl 1455.62069) Full Text: DOI arXiv
O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu A framework of BSDEs with stochastic Lipschitz coefficients. (English) Zbl 1461.60041 ESAIM, Probab. Stat. 24, 739-769 (2020). MSC: 60H10 60H20 60H30 PDFBibTeX XMLCite \textit{H. O} et al., ESAIM, Probab. Stat. 24, 739--769 (2020; Zbl 1461.60041) Full Text: DOI
Vo, Thi Phuong Thuy Chain-referral sampling on stochastic block models. (English) Zbl 1455.60093 ESAIM, Probab. Stat. 24, 718-738 (2020). MSC: 60J05 05C80 60F17 90B15 91D30 PDFBibTeX XMLCite \textit{T. P. T. Vo}, ESAIM, Probab. Stat. 24, 718--738 (2020; Zbl 1455.60093) Full Text: DOI arXiv
Alfonsi, Aurélien; Jourdain, Benjamin Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. (English) Zbl 1454.90028 ESAIM, Probab. Stat. 24, 703-717 (2020). MSC: 90C08 60G42 60E15 58B10 49J50 PDFBibTeX XMLCite \textit{A. Alfonsi} and \textit{B. Jourdain}, ESAIM, Probab. Stat. 24, 703--717 (2020; Zbl 1454.90028) Full Text: DOI arXiv
Beyhum, Jad Inference robust to outliers with \(\ell_1\)-norm penalization. (English) Zbl 1455.62065 ESAIM, Probab. Stat. 24, 688-702 (2020). MSC: 62F35 62J05 62J07 60F10 PDFBibTeX XMLCite \textit{J. Beyhum}, ESAIM, Probab. Stat. 24, 688--702 (2020; Zbl 1455.62065) Full Text: DOI arXiv
Ocafrain, William Quasi-stationarity for one-dimensional renormalized Brownian motion. (English) Zbl 1454.60127 ESAIM, Probab. Stat. 24, 661-687 (2020). MSC: 60J65 60B05 60E05 60F99 60J50 PDFBibTeX XMLCite \textit{W. Ocafrain}, ESAIM, Probab. Stat. 24, 661--687 (2020; Zbl 1454.60127) Full Text: DOI arXiv
De Bortoli, Valentin; Desolneux, Agnès; Galerne, Bruno; Leclaire, Arthur Redundancy in Gaussian random fields. (English) Zbl 1455.60037 ESAIM, Probab. Stat. 24, 627-660 (2020). MSC: 60F05 60F15 60G15 60G60 62H15 62H35 PDFBibTeX XMLCite \textit{V. De Bortoli} et al., ESAIM, Probab. Stat. 24, 627--660 (2020; Zbl 1455.60037) Full Text: DOI
Konzou, Essomanda; Koudou, Angelo Efoevi About the Stein equation for the generalized inverse Gaussian and Kummer distributions. (English) Zbl 1455.60040 ESAIM, Probab. Stat. 24, 607-626 (2020). MSC: 60F05 60E05 PDFBibTeX XMLCite \textit{E. Konzou} and \textit{A. E. Koudou}, ESAIM, Probab. Stat. 24, 607--626 (2020; Zbl 1455.60040) Full Text: DOI arXiv
Mirakhmedov, Sherzod M. The probabilities of large deviations for a certain class of statistics associated with multinomial distribution. (English) Zbl 1455.60046 ESAIM, Probab. Stat. 24, 581-606 (2020); correction ibid. 25, 53-54 (2021). MSC: 60F10 62E20 62G20 PDFBibTeX XMLCite \textit{S. M. Mirakhmedov}, ESAIM, Probab. Stat. 24, 581--606 (2020; Zbl 1455.60046) Full Text: DOI
Fredes, Luis; Marckert, Jean-François Invariant measures of interacting particle systems: algebraic aspects. (English) Zbl 1455.60102 ESAIM, Probab. Stat. 24, 526-580 (2020). MSC: 60J27 60K35 PDFBibTeX XMLCite \textit{L. Fredes} and \textit{J.-F. Marckert}, ESAIM, Probab. Stat. 24, 526--580 (2020; Zbl 1455.60102) Full Text: DOI arXiv
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. (English) Zbl 1461.60028 ESAIM, Probab. Stat. 24, 454-525 (2020). MSC: 60G51 60G40 60J45 PDFBibTeX XMLCite \textit{F. Avram} et al., ESAIM, Probab. Stat. 24, 454--525 (2020; Zbl 1461.60028) Full Text: DOI arXiv
Albertus, Mickael Raking-ratio empirical process with auxiliary information learning. (English) Zbl 1453.62461 ESAIM, Probab. Stat. 24, 435-453 (2020). MSC: 62G09 62G10 62G20 60F17 60F05 PDFBibTeX XMLCite \textit{M. Albertus}, ESAIM, Probab. Stat. 24, 435--453 (2020; Zbl 1453.62461) Full Text: DOI arXiv
Kloeckner, Benoît R. Empirical measures: regularity is a counter-curse to dimensionality. (English) Zbl 1452.60007 ESAIM, Probab. Stat. 24, 408-434 (2020). MSC: 60B10 60J05 62E17 49Q20 PDFBibTeX XMLCite \textit{B. R. Kloeckner}, ESAIM, Probab. Stat. 24, 408--434 (2020; Zbl 1452.60007) Full Text: DOI arXiv
Tugaut, Julian Exit-time of mean-field particles system. (English) Zbl 1455.60047 ESAIM, Probab. Stat. 24, 399-407 (2020). MSC: 60F10 60J60 60H10 PDFBibTeX XMLCite \textit{J. Tugaut}, ESAIM, Probab. Stat. 24, 399--407 (2020; Zbl 1455.60047) Full Text: DOI
Boivin, Daniel; Lê, Thi Thu Hien Large deviations for Brownian motion in a random potential. (English) Zbl 1455.82007 ESAIM, Probab. Stat. 24, 374-398 (2020). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 82B41 60K37 60F10 PDFBibTeX XMLCite \textit{D. Boivin} and \textit{T. T. H. Lê}, ESAIM, Probab. Stat. 24, 374--398 (2020; Zbl 1455.82007) Full Text: DOI
Kwon, Younghak; Menz, Georg Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction. (English) Zbl 1453.82012 ESAIM, Probab. Stat. 24, 341-373 (2020). Reviewer: Hasan Akin (Gaziantep) MSC: 82B20 26D10 82B05 60K35 82C22 PDFBibTeX XMLCite \textit{Y. Kwon} and \textit{G. Menz}, ESAIM, Probab. Stat. 24, 341--373 (2020; Zbl 1453.82012) Full Text: DOI arXiv
Olenko, Andriy; Vaskovych, Volodymyr Non-central limit theorems for functionals of random fields on hypersurfaces. (English) Zbl 1461.60036 ESAIM, Probab. Stat. 24, 315-340 (2020). MSC: 60G60 60F05 60G12 PDFBibTeX XMLCite \textit{A. Olenko} and \textit{V. Vaskovych}, ESAIM, Probab. Stat. 24, 315--340 (2020; Zbl 1461.60036) Full Text: DOI arXiv
Abraham, Romain; Bouaziz, Aymen; Delmas, Jean-François Very fat geometric Galton-Watson trees. (English) Zbl 1455.60112 ESAIM, Probab. Stat. 24, 294-314 (2020). MSC: 60J80 60F15 05C05 PDFBibTeX XMLCite \textit{R. Abraham} et al., ESAIM, Probab. Stat. 24, 294--314 (2020; Zbl 1455.60112) Full Text: DOI arXiv
Doumas, Aristides V.; Papanicolaou, Vassilis G. The logarithmic Zipf law in a general urn problem. (English) Zbl 1434.60069 ESAIM, Probab. Stat. 24, 275-293 (2020). MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{A. V. Doumas} and \textit{V. G. Papanicolaou}, ESAIM, Probab. Stat. 24, 275--293 (2020; Zbl 1434.60069) Full Text: DOI
Di Bernardino, Elena; Estrade, Anne; Rossi, Maurizia On the excursion area of perturbed Gaussian fields. (English) Zbl 1447.60078 ESAIM, Probab. Stat. 24, 252-274 (2020). MSC: 60G60 60F05 60G15 62M40 62F12 PDFBibTeX XMLCite \textit{E. Di Bernardino} et al., ESAIM, Probab. Stat. 24, 252--274 (2020; Zbl 1447.60078) Full Text: DOI arXiv
Piccioni, Mauro; Kołodziejek, Bartosz; Letac, Gérard Location and scale behaviour of the quantiles of a natural exponential family. (English) Zbl 1440.62053 ESAIM, Probab. Stat. 24, 244-251 (2020). MSC: 62E10 60E05 62G08 45E10 PDFBibTeX XMLCite \textit{M. Piccioni} et al., ESAIM, Probab. Stat. 24, 244--251 (2020; Zbl 1440.62053) Full Text: DOI arXiv
Clarenne, Adrien Rescaled weighted determinantal random balls. (English) Zbl 1447.60076 ESAIM, Probab. Stat. 24, 227-243 (2020). MSC: 60G55 60F05 60G60 60G10 60G52 PDFBibTeX XMLCite \textit{A. Clarenne}, ESAIM, Probab. Stat. 24, 227--243 (2020; Zbl 1447.60076) Full Text: DOI arXiv
Xiao, Lishun; Fan, Shengjun; Tian, Dejian A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems. (English) Zbl 1447.60124 ESAIM, Probab. Stat. 24, 207-226 (2020). MSC: 60H15 60H30 60H10 35K59 35D40 PDFBibTeX XMLCite \textit{L. Xiao} et al., ESAIM, Probab. Stat. 24, 207--226 (2020; Zbl 1447.60124) Full Text: DOI
Račkauskas, Alfredas; Suquet, Charles On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. (English) Zbl 1434.60109 ESAIM, Probab. Stat. 24, 186-206 (2020). MSC: 60F17 62G30 PDFBibTeX XMLCite \textit{A. Račkauskas} and \textit{C. Suquet}, ESAIM, Probab. Stat. 24, 186--206 (2020; Zbl 1434.60109) Full Text: DOI
Pardoux, Etienne; Samegni-Kepgnou, Brice Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE. (English) Zbl 1434.60094 ESAIM, Probab. Stat. 24, 148-185 (2020). MSC: 60F10 60H10 92C60 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{B. Samegni-Kepgnou}, ESAIM, Probab. Stat. 24, 148--185 (2020; Zbl 1434.60094) Full Text: DOI arXiv
Cerqueira, Andressa; Garivier, Aurélien; Leonardi, Florencia A note on perfect simulation for exponential random graph models. (English) Zbl 1434.60277 ESAIM, Probab. Stat. 24, 138-147 (2020). MSC: 60K35 60J22 PDFBibTeX XMLCite \textit{A. Cerqueira} et al., ESAIM, Probab. Stat. 24, 138--147 (2020; Zbl 1434.60277) Full Text: DOI arXiv
Guillotin-Plantard, Nadine; Pène, Françoise; Wendler, Martin Empirical processes for recurrent and transient random walks in random scenery. (English) Zbl 1447.60073 ESAIM, Probab. Stat. 24, 127-137 (2020). MSC: 60G50 60F17 62G30 PDFBibTeX XMLCite \textit{N. Guillotin-Plantard} et al., ESAIM, Probab. Stat. 24, 127--137 (2020; Zbl 1447.60073) Full Text: DOI arXiv
Baldi, Paolo Tightness and exponential tightness of Gaussian probabilities. (English) Zbl 1434.60082 ESAIM, Probab. Stat. 24, 113-126 (2020). MSC: 60F10 60B12 PDFBibTeX XMLCite \textit{P. Baldi}, ESAIM, Probab. Stat. 24, 113--126 (2020; Zbl 1434.60082) Full Text: DOI arXiv
Mena, Ramsés H.; Palma, Freddy Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities. (English) Zbl 1434.60196 ESAIM, Probab. Stat. 24, 100-112 (2020). MSC: 60J25 60J35 33C45 PDFBibTeX XMLCite \textit{R. H. Mena} and \textit{F. Palma}, ESAIM, Probab. Stat. 24, 100--112 (2020; Zbl 1434.60196) Full Text: DOI
Puchkin, Nikita; Spokoiny, Vladimir An adaptive multiclass nearest neighbor classifier. (English) Zbl 1440.62250 ESAIM, Probab. Stat. 24, 69-99 (2020). MSC: 62H30 62G08 PDFBibTeX XMLCite \textit{N. Puchkin} and \textit{V. Spokoiny}, ESAIM, Probab. Stat. 24, 69--99 (2020; Zbl 1440.62250) Full Text: DOI arXiv
Szabłowski, Paweł J. On the generalized Kesten-McKay distributions. (English) Zbl 1447.60043 ESAIM, Probab. Stat. 24, 56-68 (2020). MSC: 60E05 05E05 62H05 60J10 PDFBibTeX XMLCite \textit{P. J. Szabłowski}, ESAIM, Probab. Stat. 24, 56--68 (2020; Zbl 1447.60043) Full Text: DOI arXiv
Arbel, Julyan; Marchal, Olivier; Nguyen, Hien D. On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables. (English) Zbl 1445.60016 ESAIM, Probab. Stat. 24, 39-55 (2020). MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{J. Arbel} et al., ESAIM, Probab. Stat. 24, 39--55 (2020; Zbl 1445.60016) Full Text: DOI arXiv
Tang, Xufei; Wang, Xuejun; Wu, Yi; Zhang, Fei The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors. (English) Zbl 1440.62072 ESAIM, Probab. Stat. 24, 21-38 (2020). MSC: 62E20 62G08 42C40 PDFBibTeX XMLCite \textit{X. Tang} et al., ESAIM, Probab. Stat. 24, 21--38 (2020; Zbl 1440.62072) Full Text: DOI
Dang, Thi-To-Nhu Estimation of the multifractional function and the stability index of linear multifractional stable processes. (English) Zbl 1447.60067 ESAIM, Probab. Stat. 24, 1-20 (2020). MSC: 60G18 60G15 60G52 PDFBibTeX XMLCite \textit{T.-T.-N. Dang}, ESAIM, Probab. Stat. 24, 1--20 (2020; Zbl 1447.60067) Full Text: DOI arXiv