×

zbMATH — the first resource for mathematics

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: 521 Publications (since 1995)
References Indexed: 391 Publications with 9,560 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 Baraud, Yannick
3 Coutin, Laure
3 Del Moral, Pierre
3 Di Bernardino, Elena
3 Durot, Cécile
3 Gassiat, Elisabeth
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 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 Barbour, Andrew D.
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 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 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 Gaunt, Robert Edward
2 Ge, Lin
2 Genon-Catalot, Valentine
2 Gugushvili, Shota
2 Guillou, Armelle
2 Guyader, Arnaud
2 Hashorva, Enkelejd
2 Hengartner, Nicolas W.
2 Hirsch, Christian
2 Hirsch, Francis
2 Huet, Sylvie
...and 650 more Authors
all top 5

Fields

392 Probability theory and stochastic processes (60-XX)
236 Statistics (62-XX)
45 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)
18 Partial differential equations (35-XX)
18 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)
10 Measure and integration (28-XX)
10 Functional analysis (46-XX)
10 Calculus of variations and optimal control; optimization (49-XX)
10 Information and communication theory, circuits (94-XX)
9 Real functions (26-XX)
9 Operator theory (47-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
5 Global analysis, analysis on manifolds (58-XX)
4 Ordinary differential equations (34-XX)
4 Approximations and expansions (41-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)
3 Quantum theory (81-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)
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 Geophysics (86-XX)

Publications by Year

Citations contained in zbMATH Open

376 Publications have been cited 2,599 times in 2,356 Documents Cited by Year
On Talagrand’s deviation inequalities for product measures. Zbl 0869.60013
Ledoux, Michel
87
1996
Theory of classification: a survey of some recent advances. Zbl 1136.62355
Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor
81
2005
Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089
Gloter, Arnaud; Jacod, Jean
61
2001
Analysis of the rosenblatt process. Zbl 1187.60028
Tudor, Ciprian A.
58
2008
KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070
Rhodes, Rémi; Vargas, Vincent
53
2011
Model selection for regression on a random design. Zbl 1059.62038
Baraud, Yannick
51
2002
Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420
Kuhn, Estelle; Lavielle, Marc
50
2004
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
48
2008
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
47
2006
Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065
Gloter, Arnaud; Jacod, Jean
46
2001
Poisson perturbations. Zbl 0949.62015
Barbour, Andrew D.; Xia, Aihua
43
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.
31
1997
Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031
Jacod, Jean
31
2007
Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147
Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine
29
2014
Exponential inequalities and functional central limit theorems for a random field. Zbl 1003.60033
Dedecker, Jérôme
28
2001
Nearest neighbor classification in infinite dimension. Zbl 1187.62115
Cérou, Frédéric; Guyader, Arnaud
28
2006
About the Lindeberg method for strongly mixing sequences. Zbl 0869.60021
Rio, Emmanuel
26
1995
Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033
Zaitsev, A. Yu.
25
1998
How many bins should be put in a regular histogram. Zbl 1136.62329
Birgé, Lucien; Rozenholc, Yves
23
2006
Large population limit and time behaviour of a stochastic particle model describing an age-structured population. Zbl 1187.92071
Tran, Viet Chi
22
2008
Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067
Schbath, Sophie
21
1995
Sharp large deviations for Gaussian quadratic forms with applications. Zbl 0939.60013
Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc
20
2000
Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081
Gobet, Emmanuel
20
2001
The exit path of a Markov chain with rare transitions. Zbl 0869.60063
Catoni, Olivier; Cerf, Raphaël
20
1996
Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032
Butucea, Cristina
18
2001
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009
Del Moral, Pierre; Miclo, L.
18
2003
Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164
Donnet, Sophie; Samson, Adeline
18
2008
Carthaginian enlargement of filtrations. Zbl 1296.60106
Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz
18
2013
Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075
Lezaud, Pascal
17
2001
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
17
2001
Ranked fragmentations. Zbl 1001.60078
Berestycki, Julien
17
2002
Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070
Gloter, Arnaud
17
2000
Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113
Imkeller, Peter; Pavlyukevich, Ilya
17
2008
Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P.
17
2007
Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster. Zbl 1154.60356
Garet, Olivier; Marchand, Régine
16
2004
Distortion mismatch in the quantization of probability measures. Zbl 1196.60062
Graf, Siegfried; Luschgy, Harald; Pagès, Gilles
16
2008
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
16
2007
Deviation bounds for additive functionals of Markov processes. Zbl 1183.60011
Cattiaux, Patrick; Guillin, Arnaud
16
2008
About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059
Kleptsyna, M. L.; Le Breton, Alain; Viot, M.
15
2003
Density in small time for Lévy processes. Zbl 0899.60065
Picard, Jean
15
1997
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
15
2010
Binomial-Poisson entropic inequalities and the M/M/\(\infty\) queue. Zbl 1188.60047
Chafaï, Djalil
15
2006
A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162
Maugis, Cathy; Michel, Bertrand
15
2011
Moderate deviations for i. i. d. random variables. Zbl 1019.60021
Eichelsbacher, Peter; Löwe, Matthias
14
2003
Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333
Laurent, Béatrice
14
2005
Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080
Fournier, Nicolas
14
2011
A new proof of Kellerer’s theorem. Zbl 1277.60041
Hirsch, Francis; Roynette, Bernard
14
2012
Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073
Pagès, Gilles
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
Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330
Girard, Stéphane; Jacob, Pierre
13
2004
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
13
2016
Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) Zbl 0965.60033
Chaabane, Faouzi; Maaouia, Faïza
13
2000
On absorption times and Dirichlet eigenvalues. Zbl 1222.60050
Miclo, Laurent
13
2010
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
12
2001
Linear diffusion with stationary switching regime. Zbl 1033.60084
Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng
12
2004
The likelihood ratio test for the number of components in a mixture with Markov regime. Zbl 0982.62016
Gassiat, Elisabeth; Keribin, Christine
12
2000
Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052
Bakry, D.; Concordet, D.; Ledoux, M.
12
1997
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
Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas
12
2008
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
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079
Elie, Romuald; Kharroubi, Idris
11
2014
General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032
Villemonais, Denis
11
2014
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
11
2013
Preservation of log-concavity on summation. Zbl 1185.60016
Johnson, Oliver; Goldschmidt, Christina
11
2006
The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032
Mokkadem, Abdelkader; Pelletier, Mariane
10
2003
Adaptive tests of qualitative hypotheses. Zbl 1014.62052
Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice
10
2003
On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043
Abraham, Christophe; Biau, Gérard; Cadre, Benoît
10
2004
Penalized estimators for non linear inverse problems. Zbl 1213.62066
Loubes, Jean-Michel; Ludeña, Carenne
10
2010
Penalization versus Goldenshluger-Lepski strategies in warped bases regression. Zbl 06282476
Chagny, Gaëlle
10
2013
Risk bounds for mixture density estimation. Zbl 1141.62024
Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan
10
2005
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038
Cohen, S.; Lifshits, M. A.
10
2012
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
9
2013
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
A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123
Étoré, Pierre; Lejay, Antoine
9
2007
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
9
2011
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit. Zbl 1302.60112
Herrmann, Samuel; Tugaut, Julian
9
2012
Cutoff for samples of Markov chains. Zbl 0932.60077
Ycart, Bernard
8
1999
Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. Zbl 1136.60346
Gautier, Éric
8
2005
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.
8
2014
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008
Étoré, Pierre; Martinez, Miguel
8
2014
Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034
Song, Shiqi
8
2014
Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. Zbl 1181.60085
Lejay, Antoine
8
2006
On pointwise adaptive curve estimation based on inhomogeneous data. Zbl 1187.62074
Gaïffas, Stéphane
8
2007
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
8
2017
Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184
Nkurunziza, Sévérien
8
2012
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
7
2018
Asymptotic normality in mixture models. Zbl 0867.62026
van de Geer, Sara
7
1995
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103
Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao
7
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
7
2015
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
Adamczak, Radosław; Bednorz, Witold
7
2015
Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062
Jourdain, B.
7
1997
Shao’s theorem on the maximum of standardized random walk increments for multidimensional arrays. Zbl 1188.60014
Kabluchko, Zakhar; Munk, Axel
7
2009
Where does randomness lead in spacetime? Zbl 1217.58021
Bailleul, Ismael; Raugi, Albert
7
2010
Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces. Zbl 1217.60029
Luschgy, Harald; Pagès, Gilles; Wilbertz, Benedikt
7
2010
Stochastic algorithm for Bayesian mixture effect template estimation. Zbl 1320.62045
Allassonnière, Stéphanie; Kuhn, Estelle
7
2010
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
7
2013
Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038
Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie
7
2013
Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 1469.45018
Popier, Alexandre
1
2021
A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates. Zbl 1470.60209
Cavalli, Benedetta
1
2021
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
On the generalized Kesten-McKay distributions. Zbl 1447.60043
Szabłowski, Paweł J.
1
2020
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
1
2020
On the law of homogeneous stable functionals. Zbl 1411.60070
Letemplier, Julien; Simon, Thomas
4
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
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
On fixed gain recursive estimators with discontinuity in the parameters. Zbl 1420.62359
Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios
1
2019
Efficient sequential experimental design for surrogate modeling of nested codes. Zbl 1420.62355
Marque-Pucheu, Sophie; Perrin, Guillaume; Garnier, Josselin
1
2019
Optimal survey schemes for stochastic gradient descent with applications to \(M\)-estimation. Zbl 1420.62036
Clémençon, Stephan; Bertail, Patrice; Chautru, Emilie; Papa, Guillaume
1
2019
Statistical estimation of conditional Shannon entropy. Zbl 1418.60026
Bulinski, Alexander; Kozhevin, Alexey
1
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
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049
Bigot, Jérémie; Klein, Thierry
7
2018
Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004
Champagnat, Nicolas; Villemonais, Denis
4
2018
Impact of subsampling and tree depth on random forests. Zbl 1409.62072
Duroux, Roxane; Scornet, Erwan
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
Stochastic formulations of the parametrix method. Zbl 1403.60047
Kohatsu-Higa, Arturo; Yûki, Gô
1
2018
Adaptive nonparametric drift estimation of an integrated jump diffusion process. Zbl 1409.62161
Funke, Benedikt; Schmisser, Émeline
1
2018
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
8
2017
A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029
Gaunt, Robert E.
7
2017
Qualitative robustness in Bayesian inference. Zbl 1395.62059
Owhadi, Houman; Scovel, Clint
5
2017
Unbiased Monte Carlo estimate of stochastic differential equations expectations. Zbl 1372.65015
Doumbia, Mahamadou; Oudjane, Nadia; Warin, Xavier
4
2017
Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136
Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane
4
2017
Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085
Sarantsev, Andrey
4
2017
Tutte’s invariant approach for Brownian motion reflected in the quadrant. Zbl 1393.60088
Franceschi, S.; Raschel, Kilian
3
2017
On nonparametric classification for weakly dependent functional processes. Zbl 1395.62095
Younso, Ahmad
3
2017
Moment estimates implied by modified log-Sobolev inequalities. Zbl 1393.60024
Adamczak, Radosław; Bednorz, Witold; Wolff, Paweł
3
2017
Non-binary branching process and non-Markovian exploration process. Zbl 1371.60148
Drame, Ibrahima; Pardoux, Etienne; Sow, A. B.
2
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
2
2017
Estimating the conditional density by histogram type estimators and model selection. Zbl 1453.62447
Sart, Mathieu
1
2017
Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes. Zbl 1394.60017
Henry, Benoît
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
Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases. Zbl 1395.62093
Navarro, Fabien; Saumard, Adrien
1
2017
Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel
13
2016
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103
Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao
7
2016
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
6
2016
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
6
2016
Limit behaviour of BSDE with jumps and with singular terminal condition. Zbl 1355.60080
Popier, A.
6
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
6
2016
A fully data-driven method for estimating the shape of a point cloud. Zbl 1357.62228
Rodríguez-Casal, A.; Saavedra-Nieves, P.
5
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
Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift. Zbl 1357.62198
Söhl, Jakob; Trabs, Mathias
4
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
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle. Zbl 1356.60038
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria
3
2016
Poisson approximation of subgraph counts in stochastic block models and a graphon model. Zbl 1353.05112
Coulson, Matthew; Gaunt, Robert E.; Reinert, Gesine
2
2016
Ergodicity of Lévy-type processes. Zbl 1355.60062
Sandrić, Nikola
2
2016
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129
Danka, Tivadar; Pap, Gyula
2
2016
Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model. Zbl 1353.62054
Kwemou, Marius
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
Spectral analysis of the Gram matrix of mixture models. Zbl 1384.60022
Benaych-Georges, Florent; Couillet, Romain
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
7
2015
Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028
Adamczak, Radosław; Bednorz, Witold
7
2015
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
6
2015
Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017
Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias
5
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
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
Bifractional Brownian motion: existence and border cases. Zbl 1333.60075
Lifshits, Mikhail; Volkova, Ksenia
5
2015
Exact bounds on the closeness between the Student and standard normal distributions. Zbl 1332.62054
Pinelis, Iosif
4
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.
4
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
A comparison of methods for selecting values of simulation input variables. Zbl 1351.62027
Ourbih-Tari, Megdouda; Guebli, Sofia
3
2015
Model selection for Poisson processes with covariates. Zbl 1392.62253
Sart, Mathieu
3
2015
Bayesian sequential testing of the drift of a Brownian motion. Zbl 1369.62201
Ekström, Erik; Vaicenavicius, Juozas
3
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
3
2015
Weighted least-squares inference for multivariate copulas based on dependence coefficients. Zbl 1392.62157
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
3
2015
Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models. Zbl 1330.62101
Ailliot, Pierre; Pène, Françoise
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
Randomized pick-freeze for sparse Sobol indices estimation in high dimension. Zbl 1392.62111
De Castro, Yohann; Janon, Alexandre
2
2015
Infinite dimensional functional convergences in random balls model. Zbl 1333.60061
Breton, Jean-Christophe; Gobard, Renan
2
2015
Tail index estimation based on survey data. Zbl 1351.62019
Bertail, Patrice; Chautru, Emilie; Clémençon, Stéphan
1
2015
Reflected BSDE’s with discontinuous barrier and time delayed generators. Zbl 1333.60121
Karouf, Monia
1
2015
Nonparametric regression estimation onto a Poisson point process covariate. Zbl 1392.62109
Cadre, Benoît; Truquet, Lionel
1
2015
Sensitivities via rough paths. Zbl 1333.60126
Marie, Nicolas
1
2015
Modified logarithmic Sobolev inequalities for canonical ensembles. Zbl 1336.60187
Fathi, Max
1
2015
Penultimate gamma approximation in the CLT for skewed distributions. Zbl 1333.60027
Boutsikas, Michael V.
1
2015
Deviation inequalities for bifurcating Markov chains on Galton-Watson tree. Zbl 1335.60136
Bitseki Penda, S. Valère
1
2015
Rare event simulation and splitting for discontinuous random variables. Zbl 1416.65022
Walter, Clément
1
2015
Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147
Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine
29
2014
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079
Elie, Romuald; Kharroubi, Idris
11
2014
General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032
Villemonais, Denis
11
2014
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.
8
2014
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008
Étoré, Pierre; Martinez, Miguel
8
2014
Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034
Song, Shiqi
8
2014
Survival probabilities of autoregressive processes. Zbl 1339.60030
Baumgarten, Christoph
6
2014
Means in complete manifolds: uniqueness and approximation. Zbl 1352.60012
Arnaudon, Marc; Miclo, Laurent
6
2014
A generalized mean-reverting equation and applications. Zbl 1308.60074
Marie, Nicolas
6
2014
Random coefficients bifurcating autoregressive processes. Zbl 1321.60176
De Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence
5
2014
From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields. Zbl 1312.60065
Herbin, Erick; Arras, Benjamin; Barruel, Geoffroy
5
2014
A simple approach to functional inequalities for non-local Dirichlet forms. Zbl 1347.60056
Wang, Jian
5
2014
...and 276 more Documents
all top 5

Cited by 2,887 Authors

23 Comte, Fabienne
22 Zhao, Peng
20 Prieur, Clémentine
19 Balakrishnan, Narayanaswamy
15 Genon-Catalot, Valentine
15 Rhodes, Rémi
15 Samson, Adeline
15 Vargas, Vincent
14 Pagès, Gilles
14 Tudor, Ciprian A.
13 Cattiaux, Patrick
13 Guillin, Arnaud
13 Lejay, Antoine
12 Gloter, Arnaud
11 Baraud, Yannick
11 Bercu, Bernard
11 Čekanavičius, Vydas
11 Chafaï, Djalil
11 Clémençon, Stéphan
11 Girard, Stéphane
11 Laurent, Béatrice
11 Marteau, Clément
11 Miclo, Laurent
11 Xia, Aihua
10 Figueroa-López, José E.
10 Gwynne, Ewain
10 Leonenko, Nikolai N.
10 Pavlyukevich, Ilya
10 Podolskij, Mark
10 Wang, Yizao
9 Allassonnière, Stéphanie
9 Del Moral, Pierre
9 Durot, Cécile
9 Jeanblanc, Monique
9 Klein, Thierry E.
9 Kuhn, Estelle
9 Lugosi, Gábor
9 Munk, Axel
9 Rozenholc, Yves
8 Azaïs, Jean-Marc
8 El Machkouri, Mohamed
8 Gassiat, Elisabeth
8 Lagnoux, Agnès
8 León, José Rafael R.
8 Löcherbach, Eva
8 Loubes, Jean-Michel
8 Mishura, Yuliya Stepanivna
8 Panloup, Fabien
8 Rio, Emmanuel
8 Vetter, Mathias
7 Adamczak, Radosław
7 Barbour, Andrew D.
7 Bertin, Karine
7 Bibinger, Markus
7 Birgé, Lucien
7 Bobkov, Sergey Germanovich
7 Cloez, Bertrand
7 Dębicki, Krzysztof
7 Gadat, Sébastien
7 Gamboa, Fabrice
7 Jacod, Jean
7 Lerasle, Matthieu
7 Li, Xiaohu
7 Ma, Chunsheng
7 Massart, Pascal
7 Mykland, Per Aslak
7 Nagy, Stanislav
7 Nardi, Francesca Romana
7 Nkurunziza, Sévérien
7 Proïa, Frédéric
7 Serfaty, Sylvia
7 Taqqu, Murad S.
6 Anh, Vo V.
6 Brunel, Élodie
6 Butucea, Cristina
6 Champagnat, Nicolas
6 Chesneau, Christophe
6 Coutin, Laure
6 Cuevas, Antonio
6 Dedecker, Jérôme
6 Doukhan, Paul
6 Fort, Gersende
6 Fraiman, Ricardo
6 Friz, Peter Karl
6 Götze, Friedrich W.
6 Gozlan, Nathael
6 Haas, Bénédicte
6 Janon, Alexandre
6 Joulin, Aldéric
6 Jourdain, Benjamin
6 Joutard, Cyrille
6 Klutchnikoff, Nicolas
6 Krell, Nathalie
6 Lavielle, Marc
6 Lelièvre, Tony
6 Masuda, Hiroki
6 Merlevède, Florence
6 Moulines, Eric
6 Pham, Huyên
6 Rabier, Charles-Elie
...and 2,787 more Authors
all top 5

Cited in 332 Journals

161 Stochastic Processes and their Applications
101 Bernoulli
90 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
85 The Annals of Statistics
81 Statistics & Probability Letters
70 Electronic Journal of Statistics
68 The Annals of Probability
58 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
55 Probability Theory and Related Fields
48 Journal of Theoretical Probability
47 The Annals of Applied Probability
45 Journal of Statistical Physics
45 Journal of Statistical Planning and Inference
44 Journal of Multivariate Analysis
33 Journal of Econometrics
33 Statistical Inference for Stochastic Processes
32 Journal of Applied Probability
32 Statistics
32 Computational Statistics and Data Analysis
29 Stochastic Analysis and Applications
27 Advances in Applied Probability
24 Communications in Mathematical Physics
23 Electronic Journal of Probability
22 Communications in Statistics. Theory and Methods
21 Scandinavian Journal of Statistics
21 Mathematical Methods of Statistics
19 Statistics and Computing
18 Journal of Mathematical Analysis and Applications
18 Journal of Nonparametric Statistics
17 Comptes Rendus. Mathématique. Académie des Sciences, Paris
17 Stochastics and Dynamics
16 Metrika
14 Journal of Mathematical Sciences (New York)
14 SIAM/ASA Journal on Uncertainty Quantification
13 Journal of Mathematical Biology
13 Lithuanian Mathematical Journal
13 Journal of Functional Analysis
13 Finance and Stochastics
13 ALEA. Latin American Journal of Probability and Mathematical Statistics
12 Electronic Communications in Probability
12 Probability in the Engineering and Informational Sciences
11 International Journal of Theoretical and Applied Finance
11 Brazilian Journal of Probability and Statistics
11 Journal of Machine Learning Research (JMLR)
10 Annals of the Institute of Statistical Mathematics
10 Transactions of the American Mathematical Society
10 Machine Learning
10 Journal of Statistical Computation and Simulation
10 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
10 Theory of Probability and Mathematical Statistics
10 Statistical Papers
10 Extremes
10 Methodology and Computing in Applied Probability
10 Science China. Mathematics
9 Journal of Computational Physics
9 Neural Computation
9 Monte Carlo Methods and Applications
8 Journal of Differential Equations
8 SIAM Journal on Control and Optimization
8 Test
7 Journal of Computational and Applied Mathematics
7 Constructive Approximation
7 Statistical Science
7 Computational Statistics
7 Potential Analysis
7 Infinite Dimensional Analysis, Quantum Probability and Related Topics
7 Econometric Theory
7 Quantitative Finance
7 Stochastic Models
7 Journal of the Korean Statistical Society
7 Stochastic and Partial Differential Equations. Analysis and Computations
7 Modern Stochastics. Theory and Applications
6 The Canadian Journal of Statistics
6 Israel Journal of Mathematics
6 Journal of Mathematical Physics
6 Chaos, Solitons and Fractals
6 Applied Mathematics and Optimization
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 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
5 Theory of Probability and its Applications
5 BIT
5 Journal of Complexity
5 Communications in Statistics. Simulation and Computation
5 Mathematical Finance
5 Annales Henri Poincaré
5 Stochastics
5 Statistics Surveys
4 Discrete Applied Mathematics
4 Applied Mathematics and Computation
4 Journal of the American Statistical Association
4 Numerische Mathematik
4 Theoretical Computer Science
4 Automation and Remote Control
4 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Applied Mathematical Finance
4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
4 Scandinavian Actuarial Journal
...and 232 more Journals
all top 5

Cited in 52 Fields

1,544 Probability theory and stochastic processes (60-XX)
1,051 Statistics (62-XX)
266 Numerical analysis (65-XX)
161 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
136 Statistical mechanics, structure of matter (82-XX)
119 Computer science (68-XX)
108 Partial differential equations (35-XX)
93 Biology and other natural sciences (92-XX)
89 Dynamical systems and ergodic theory (37-XX)
68 Systems theory; control (93-XX)
60 Operations research, mathematical programming (90-XX)
49 Calculus of variations and optimal control; optimization (49-XX)
48 Operator theory (47-XX)
41 Linear and multilinear algebra; matrix theory (15-XX)
40 Measure and integration (28-XX)
39 Ordinary differential equations (34-XX)
37 Combinatorics (05-XX)
27 Real functions (26-XX)
27 Functional analysis (46-XX)
27 Global analysis, analysis on manifolds (58-XX)
27 Quantum theory (81-XX)
24 Harmonic analysis on Euclidean spaces (42-XX)
23 Information and communication theory, circuits (94-XX)
17 Differential geometry (53-XX)
15 Approximations and expansions (41-XX)
14 Relativity and gravitational theory (83-XX)
13 Difference and functional equations (39-XX)
10 Number theory (11-XX)
10 Convex and discrete geometry (52-XX)
10 Fluid mechanics (76-XX)
9 Special functions (33-XX)
9 Integral equations (45-XX)
8 General topology (54-XX)
7 Potential theory (31-XX)
6 Mechanics of particles and systems (70-XX)
5 Functions of a complex variable (30-XX)
5 Several complex variables and analytic spaces (32-XX)
5 Integral transforms, operational calculus (44-XX)
3 General and overarching topics; collections (00-XX)
2 History and biography (01-XX)
2 Algebraic geometry (14-XX)
2 Group theory and generalizations (20-XX)
2 Topological groups, Lie groups (22-XX)
2 Abstract harmonic analysis (43-XX)
2 Mechanics of deformable solids (74-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Manifolds and cell complexes (57-XX)
1 Optics, electromagnetic theory (78-XX)
1 Astronomy and astrophysics (85-XX)
1 Geophysics (86-XX)
1 Mathematics education (97-XX)

Citations by Year