## Bernoulli

### Official Journal of the Bernoulli Society for Mathematical Statistics and Probability

 Short Title: Bernoulli Publisher: International Statistical Institute (ISI), Voorburg; Bernoulli Society for Mathematical Statistics and Probability, Voorburg ISSN: 1350-7265 Online: https://projecteuclid.org/all/euclid.bjhttp://www.bernoulli-society.org/index.php/publications/bernoulli-journal/bernoulli-journal Comments: Indexed cover-to-cover
 Documents Indexed: 1,872 Publications (since 1995) References Indexed: 1,315 Publications with 39,342 References.
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### Latest Issues

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### Authors

 15 Dette, Holger 15 Hall, Peter Gavin 14 Mikosch, Thomas 13 Hallin, Marc 13 Taqqu, Murad S. 12 Götze, Friedrich 11 Klüppelberg, Claudia 11 Samorodnitsky, Gennady Pinkhosovich 10 Barndorff-Nielsen, Ole Eiler 10 Leonenko, Nikolai N. 10 Paindaveine, Davy 10 Roberts, Gareth O. 10 Shao, Qi-Man 10 Van Keilegom, Ingrid 9 Mammen, Enno 9 Nualart, David 9 Pagès, Gilles 9 Pipiras, Vladas 9 Yor, Marc 8 Bai, Zhi-Dong 8 Ghosal, Subhashis 8 Houdré, Christian 8 Moulines, Eric 8 Pitman, Jim William 8 Ritov, Ya’acov 8 Sorensen, Michael 8 Wellner, Jon August 8 Xiao, Yimin 7 Aue, Alexander 7 Butucea, Cristina 7 Horváth, Lajos 7 Kokoszka, Piotr S. 7 Lepskiĭ, Oleg Vital’evich 7 Neumann, Michael H. 7 Pan, Guangming 7 Peccati, Giovanni 7 Röllin, Adrian 7 Schick, Anton 7 Takemura, Akimichi 7 Tsybakov, Alexandre B. 7 Wegkamp, Marten H. 6 Balabdaoui, Fadoua 6 Drees, Holger 6 Giné-Masdéu, Evarist 6 Goldenshluger, Alexander 6 Hoffmann, Marc 6 Kabluchko, Zakhar A. 6 Kerkyacharian, Gérard 6 Mendelson, Shahar 6 Nourdin, Ivan 6 Park, Byeong Uk 6 Picard, Dominique B. 6 Sanz-Solé, Marta 6 Shi, Zhan 6 Soulier, Philippe 6 Vetter, Mathias 6 Wang, Jian 6 Xia, Aihua 6 Zhou, Wang 5 Bertail, Patrice 5 Bobkov, Sergey Germanovich 5 Bücher, Axel 5 Chaudhuri, Probal 5 Chen, Louis Hsiao-Yun 5 Del Moral, Pierre 5 Delattre, Sylvain 5 Dombry, Clément 5 Einmahl, John H. J. 5 Fang, Xiao 5 Gassiat, Elisabeth 5 Genon-Catalot, Valentine 5 Gneiting, Tilmann 5 Kutoyants, Yury A. 5 Lecué, Guillaume 5 Lu, Zudi 5 Peligrad, Magda 5 Podolskij, Mark 5 Porcu, Emilio 5 Prünster, Igor 5 Reiß, Markus 5 Resnick, Sidney Ira 5 Rivero, Víctor Manuel 5 Ross, Nathan 5 Russo, Francesco 5 Schlather, Martin 5 Segers, Johan 5 Thäle, Christoph 5 Wefelmeyer, Wolfgang 5 Wood, Andrew T. A. 4 Arias-Castro, Ery 4 Atchadé, Yves F. 4 Azaïs, Jean-Marc 4 Barbour, Andrew David 4 Bartlett, Peter L. 4 Behme, Anita Diana 4 Bellec, Pierre C. 4 Belomestny, Denis 4 Berkes, István 4 Beutner, Eric 4 Buchmann, Boris ...and 2,371 more Authors
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### Fields

 1,247 Probability theory and stochastic processes (60-XX) 1,050 Statistics (62-XX) 153 Numerical analysis (65-XX) 62 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 58 Combinatorics (05-XX) 37 Biology and other natural sciences (92-XX) 27 Linear and multilinear algebra; matrix theory (15-XX) 27 Harmonic analysis on Euclidean spaces (42-XX) 25 Partial differential equations (35-XX) 25 Statistical mechanics, structure of matter (82-XX) 23 Functional analysis (46-XX) 17 Information and communication theory, circuits (94-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 15 Computer science (68-XX) 13 Systems theory; control (93-XX) 12 Operations research, mathematical programming (90-XX) 11 Differential geometry (53-XX) 9 Measure and integration (28-XX) 7 Geophysics (86-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Convex and discrete geometry (52-XX) 6 Quantum theory (81-XX) 4 Group theory and generalizations (20-XX) 4 Special functions (33-XX) 4 Integral transforms, operational calculus (44-XX) 4 Integral equations (45-XX) 4 Operator theory (47-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Number theory (11-XX) 3 Commutative algebra (13-XX) 3 Real functions (26-XX) 3 Ordinary differential equations (34-XX) 2 History and biography (01-XX) 2 Approximations and expansions (41-XX) 2 Algebraic topology (55-XX) 1 General and overarching topics; collections (00-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Algebraic geometry (14-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX)

### Citations contained in zbMATH Open

1,601 Publications have been cited 18,700 times in 14,163 Documents Cited by Year
Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077
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2005
An adaptive Metropolis algorithm. Zbl 0989.65004
Haario, Heikki; Saksman, Eero; Tamminen, Johanna
2001
Hyperbolic distributions in finance. Zbl 0836.62107
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1995
Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists. Zbl 0930.60096
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1999
Exponential convergence of Langevin distributions and their discrete approximations. Zbl 0870.60027
Roberts, Gareth O.; Tweedie, Richard L.
1996
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Zbl 1067.62094
Francq, Christian; Zakoïan, Jean-Michel
2004
An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions. Zbl 0955.60034
Norros, Ilkka; Valkeila, Esko; Virtamo, Jorma
1999
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach. Zbl 1117.62119
Zhang, Lan
2006
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
2003
Weak convergence of empirical copula processes. Zbl 1068.62059
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, Marten
2004
Some theory for Fisher’s linear discriminant function, ‘naive Bayes’, and some alternatives when there are many more variables than observations. Zbl 1064.62073
Bickel, Peter J.; Levina, Elizaveta
2004
Minimum contrast estimators on sieves: Exponential bounds and rates of convergence. Zbl 0954.62033
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1998
Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075
Bibby, Bo Martin; Sørensen, Michael
1995
Sieve bootstrap for time series. Zbl 0874.62102
Bühlmann, Peter
1997
A survey and some generalizations of Bessel processes. Zbl 1038.60079
Göing-Jaeschke, Anja; Yor, Marc
2003
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. Zbl 1243.62066
Segers, Johan
2012
On covariance estimation of non-synchronously observed diffusion processes. Zbl 1064.62091
Hayashi, Takaki; Yoshida, Nakahiro
2005
Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps. Zbl 1200.62131
Podolskij, Mark; Vetter, Mathias
2009
Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization. Zbl 1055.62078
Greenshtein, Eitan; Ritov, Ya’acov
2004
Mixed fractional Brownian motion. Zbl 1005.60053
Cheridito, Patrick
2001
Strictly and non-strictly positive definite functions on spheres. Zbl 1283.62200
Gneiting, Tilmann
2013
Stochastic differential delay equations with Markovian switching. Zbl 0956.60060
Mao, Xuerong; Matasov, Alexander; Piunovskiy, Aleksey B.
2000
Stochastic volatility models as hidden Markov models and statistical applications. Zbl 0966.62048
Genon-Catalot, Valentine; Jeantheau, Thierry; Larédo, Catherine
2000
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
2001
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. Zbl 1042.60021
2003
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
2009
Absolute regularity and ergodicity of Poisson count processes. Zbl 1277.60089
Neumann, Michael H.
2011
Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations. Zbl 1136.60351
Lemor, Jean-Philippe; Gobet, Emmanuel; Warin, Xavier
2006
Applications of the van Trees inequality: A Bayesian Cramér-Rao bound. Zbl 0830.62035
Gill, Richard D.; Levit, Boris Y.
1995
Fractional Lévy processes with an application to long memory moving average processes. Zbl 1126.60038
Marquardt, Tina
2006
Statistical significance in high-dimensional linear models. Zbl 1273.62173
Bühlmann, Peter
2013
Directed polymers in a random environment: Path localization and strong disorder. Zbl 1042.60069
Comets, Francis; Shiga, Tokuza; Yoshida, Nobuo
2003
Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency. Zbl 1200.62030
Dümbgen, Lutz; Rufibach, Kaspar
2009
Least squares after model selection in high-dimensional sparse models. Zbl 1456.62066
Belloni, Alexandre; Chernozhukov, Victor
2013
Non-asymptotic minimax rates of testing in signal detection. Zbl 1007.62042
Baraud, Yannick
2002
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
1999
The variance-optimal martingale measure for continuous processes. Zbl 0849.60042
Delbaen, Freddy; Schachermayer, Walter
1996
On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process. Zbl 1048.60060
Masuda, Hiroki
2004
On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097
Atchadé, Yves F.; Rosenthal, Jeffrey S.
2005
Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.
2006
Bivariate tail estimation: dependence in asymptotic independence. Zbl 1058.62043
Draisma, Gerrit; Drees, Holger; Ferreira, Ana; de Haan, Laurens
2004
Exponential ergodicity for Markov processes with random switching. Zbl 1330.60094
Cloez, Bertrand; Hairer, Martin
2015
Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Zbl 1003.60055
2001
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
2013
Explosive Poisson shot noise processes with applications to risk reserves. Zbl 0842.60030
Klüppelberg, Claudia; Mikosch, Thomas
1995
Infinite divisibility and generalized subexponentiality. Zbl 1081.60016
Shimura, Takaaki; Watanabe, Toshiro
2005
A simple nonparametric estimator of a strictly monotone regression function. Zbl 1100.62045
Dette, Holger; Neumeyer, Natalie; Pilz, Kay F.
2006
Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090
Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew
2013
Cahn-Hilliard stochastic equation: Existence of the solution and of its density. Zbl 0995.60058
Cardon-Weber, Caroline
2001
The extremogram: a correlogram for extreme events. Zbl 1200.62104
Davis, Richard A.; Mikosch, Thomas
2009
Change-point estimation in ARCH models. Zbl 0997.62068
Kokoszka, Piotr; Leipus, Remigijus
2000
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
2016
Extreme quantile estimation for dependent data, with applications to finance. Zbl 1040.62077
Drees, Holger
2003
On kernel smoothing for extremal quantile regression. Zbl 1281.62097
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane
2013
Making Markov martingales meet marginals: With explicit constructions. Zbl 1009.60037
2002
Empirical likelihood based hypothesis testing. Zbl 1015.62048
Einmahl, John H. J.; McKeague, Ian W.
2003
Noisy low-rank matrix completion with general sampling distribution. Zbl 1400.62115
Klopp, Olga
2014
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2006
Random matrix approximation of spectra of integral operators. Zbl 0949.60078
2000
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1084.62080
Jongbloed, G.; van der Meulen, F. H.; van der Vaart, A. W.
2005
Coupling property and gradient estimates of Lévy processes via the symbol. Zbl 1263.60045
Schilling, René L.; Sztonyk, Paweł; Wang, Jian
2012
The Dantzig selector and sparsity oracle inequalities. Zbl 1452.62486
2009
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
1999
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
2005
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Zbl 1102.60013
Barndorff-Nielsen, Ole E.; Maejima, Maejima; Sato, Ken-Iti
2006
Consistent group selection in high-dimensional linear regression. Zbl 1207.62146
Wei, Fengrong; Huang, Jian
2010
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
1995
Likelihood-based inference with singular information matrix. Zbl 0976.62015
Rotnitzky, Andrea; Cox, David R.; Bottai, Matteo; Robins, James
2000
Krein condition in probabilistic moment problems. Zbl 0971.60017
Stoyanov, Jordan
2000
On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043
Dieker, A. B.; Yakir, B.
2014
A technique for exponential change of measure for Markov processes. Zbl 1011.60054
Palmowski, Zbigniew; Rolski, Tomasz
2002
Distribution and dependence-function estimation for bivariate extreme-value distributions. Zbl 1067.62540
2000
Sample path properties of bifractional Brownian motion. Zbl 1132.60034
Tudor, Ciprian A.; Xiao, Yimin
2007
Multivariate generalized Pareto distributions. Zbl 1134.62028
2006
Efficient estimation in the bivariate normal copula model: Normal margins are least favourable. Zbl 0877.62055
Klaassen, Chris A. J.; Wellner, Jon A.
1997
On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay
2012
Regression in random design and warped wavelets. Zbl 1067.62039
Kerkyacharian, Gérard; Picard, Dominique
2004
Estimating conditional quantiles with the help of the pinball loss. Zbl 1284.62235
Steinwart, Ingo; Christmann, Andreas
2011
Geometric median and robust estimation in Banach spaces. Zbl 1348.60041
Minsker, Stanislav
2015
Concentration inequalities and moment bounds for sample covariance operators. Zbl 1366.60057
2017
Properties and numerical evaluation of the Rosenblatt distribution. Zbl 1273.60020
Veillette, Mark S.; Taqqu, Murad S.
2013
Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074
Cont, Rama; Mancini, Cecilia
2011
Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071
Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael
2005
Aggregating regression procedures to improve performance. Zbl 1040.62030
Yang, Yuhong
2004
Optimal hypothesis testing for high dimensional covariance matrices. Zbl 1281.62140
Cai, T. Tony; Ma, Zongming
2013
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter $$H> \frac12$$. Zbl 1102.60054
Ferrante, Marco; Rovira, Carles
2006
Asymptotics of the maximum likelihood estimator for general hidden Markov models. Zbl 0987.62018
Douc, Randal; Matias, Catherine
2001
Efficient estimation in nonlinear autoregressive time-series models. Zbl 1066.62537
Koul, Hira L.; Schick, Anton
1997
Universal pointwise selection rule in multivariate function estimation. Zbl 1168.62323
Goldenshluger, Alexander; Lepski, Oleg
2008
On the prediction performance of the Lasso. Zbl 1359.62295
Dalalyan, Arnak S.; Hebiri, Mohamed; Lederer, Johannes
2017
Lasso and probabilistic inequalities for multivariate point processes. Zbl 1375.60092
Hansen, Niels Richard; Reynaud-Bouret, Patricia; Rivoirard, Vincent
2015
Statistical estimation of a growth-fragmentation model observed on a genealogical tree. Zbl 1388.62318
Doumic, Marie; Hoffmann, Marc; Krell, Nathalie; Robert, Lydia
2015
Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes. Zbl 1337.60088
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D.
2013
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
2007
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
1996
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042
Hallin, Marc; Werker, Bas J. M.
2003
Statistics of extremes under random censoring. Zbl 1155.62036
Einmahl, John H. J.; Fils-Villetard, Amélie; Guillou, Armelle
2008
Density estimation for spatial linear processes. Zbl 1005.62034
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
2001
A kernel type nonparametric density estimator for decompounding. Zbl 1129.62030
van Es, Bert; Gugushvili, Shota; Spreij, Peter
2007
Absolute continuity for some one-dimensional processes. Zbl 1248.60062
Fournier, Nicolas; Printems, Jacques
2010
Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation. Zbl 1482.35072
Cosso, Andrea; Russo, Francesco
2022
A general framework for SPDE-based stationary random fields. Zbl 07467712
Carrizo Vergara, Ricardo; Allard, Denis; Desassis, Nicolas
2022
Mean field limits for interacting Hawkes processes in a diffusive regime. Zbl 07467716
Erny, Xavier; Löcherbach, Eva; Loukianova, Dasha
2022
Nonhomogeneous Euclidean first-passage percolation and distance learning. Zbl 07467721
Groisman, Pablo; Jonckheere, Matthieu; Sapienza, Facundo
2022
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism. Zbl 07467722
Lee, Cheuk Yin
2022
Well-posedness of distribution dependent SDEs with singular drifts. Zbl 1480.60171
Röckner, Michael; Zhang, Xicheng
2021
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. Zbl 1475.60156
Barkhagen, M.; Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y.
2021
Approximation of occupation time functionals. Zbl 1479.60159
Altmeyer, Randolf
2021
Precise deviations for Hawkes processes. Zbl 1475.60090
Gao, Fuqing; Zhu, Lingjiong
2021
Optimal covariance change point localization in high dimensions. Zbl 1479.62077
Wang, Daren; Yu, Yi; Rinaldo, Alessandro
2021
A family of Beckner inequalities under various curvature-dimension conditions. Zbl 1480.39025
Gentil, Ivan; Zugmeyer, Simon
2021
Time-changed spectrally positive Lévy processes started from infinity. Zbl 07370709
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2021
Compound Poisson approximation for regularly varying fields with application to sequence alignment. Zbl 1480.60136
Basrak, Bojan; Planinić, Hrvoje
2021
Asymptotics and renewal approximation in the online selection of increasing subsequence. Zbl 1469.60155
Gnedin, Alexander; Seksenbayev, Amirlan
2021
Is there an analog of Nesterov acceleration for gradient-based MCMC? Zbl 1475.62123
Ma, Yi-An; Chatterji, Niladri S.; Cheng, Xiang; Flammarion, Nicolas; Bartlett, Peter L.; Jordan, Michael I.
2021
On posterior contraction of parameters and interpretability in Bayesian mixture modeling. Zbl 1473.62218
Guha, Aritra; Ho, Nhat; Nguyen, Xuanlong
2021
On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation. Zbl 1473.62160
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang
2021
Discrete statistical models with rational maximum likelihood estimator. Zbl 1465.62184
Duarte, Eliana; Marigliano, Orlando; Sturmfels, Bernd
2021
High-dimensional CLT: improvements, non-uniform extensions and large deviations. Zbl 1475.60054
Kuchibhotla, Arun Kumar; Mukherjee, Somabha; Banerjee, Debapratim
2021
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices. Zbl 1475.60014
Jiang, Dandan; Bai, Zhidong
2021
The Osgood condition for stochastic partial differential equations. Zbl 1472.60100
Foondun, Mohammud; Nualart, Eulalia
2021
Hanson-Wright inequality in Hilbert spaces with application to $$K$$-means clustering for non-Euclidean data. Zbl 1475.60044
Chen, Xiaohui; Yang, Yun
2021
Optimal sparsity testing in linear regression model. Zbl 1478.62191
Carpentier, Alexandra; Verzelen, Nicolas
2021
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse. Zbl 1469.62384
Zhao, Puying; Wang, Lei; Shao, Jun
2021
Limiting behavior of large correlated Wishart matrices with chaotic entries. Zbl 1480.60008
Bourguin, Solesne; Diez, Charles-Philippe; Tudor, Ciprian A.
2021
Asymptotics for sliding blocks estimators of rare events. Zbl 1469.62254
Drees, Holger; Neblung, Sebastian
2021
Bootstrap based inference for sparse high-dimensional time series models. Zbl 1476.62186
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios
2021
Weak existence and uniqueness for affine stochastic Volterra equations with $$L^1$$-kernels. Zbl 1480.60142
Jaber, Eduardo Abi
2021
A new look at random projections of the cube and general product measures. Zbl 1473.60063
Kabluchko, Zakhar; Prochno, Joscha; Thäle, Christoph
2021
Minimax semi-supervised set-valued approach to multi-class classification. Zbl 1473.62407
Chzhen, Evgenii; Denis, Christophe; Hebiri, Mohamed
2021
Recovering Brownian and jump parts from high-frequency observations of a Lévy process. Zbl 1469.60145
González Cázares, Jorge; Ivanovs, Jevgenijs
2021
Online drift estimation for jump-diffusion processes. Zbl 1475.60160
Bhudisaksang, Theerawat; Cartea, Álvaro
2021
Pure-jump semimartingales. Zbl 07394103
Černý, Aleš; Ruf, Johannes
2021
Parking on a random rooted plane tree. Zbl 1477.60024
Chen, Qizhao; Goldschmidt, Christina
2021
Nonparametric estimation of surface integrals on level sets. Zbl 1466.62287
Qiao, Wanli
2021
Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis. Zbl 1479.62020
de Uña-Álvarez, Jacobo; van Keilegom, Ingrid
2021
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth. Zbl 1475.60130
Bossy, Mireille; Jabir, Jean-François; Martínez, Kerlyns
2021
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing. Zbl 1466.62390
2021
Comparing a large number of multivariate distributions. Zbl 1467.62065
Kim, Ilmun
2021
On the error bound in the normal approximation for Jack measures. Zbl 1475.60019
Chen, Louis H. Y.; Raič, Martin; Lê Vǎn Thành
2021
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution. Zbl 1472.46070
Ueda, Yuki
2021
Flexible integrated functional depths. Zbl 07282866
Nagy, Stanislav; Helander, Sami; van Bever, Germain; Viitasaari, Lauri; Ilmonen, Pauliina
2021
High-dimensional index volatility models via Stein’s identity. Zbl 1469.62268
2021
Functional registration and local variations: identifiability, rank, and tuning. Zbl 1469.62425
Chakraborty, Anirvan; Panaretos, Victor M.
2021
Detecting a planted community in an inhomogeneous random graph. Zbl 1468.91113
Bogerd, Kay; Castro, Rui M.; van der Hofstad, Remco; Verzelen, Nicolas
2021
Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation. Zbl 07370718
Kraaij, Richard C.
2021
Rates of contraction of posterior distributions based on $$p$$-exponential priors. Zbl 1469.62217
Agapiou, Sergios; Dashti, Masoumeh; Helin, Tapio
2021
Yaglom’s limit for critical Galton-Watson processes in varying environment: a probabilistic approach. Zbl 1480.60259
Cardona-Tobón, Natalia; Palau, Sandra
2021
On the law of the iterated logarithm and strong invariance principles in stochastic geometry. Zbl 1480.60067
Krebs, Johannes
2021
Scoring interval forecasts: equal-tailed, shortest, and modal interval. Zbl 1469.62191
Brehmer, Jonas R.; Gneiting, Tilmann
2021
Approximation of heavy-tailed distributions via stable-driven SDEs. Zbl 07370737
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian
2021
Nearly optimal robust mean estimation via empirical characteristic function. Zbl 07370741
Bahmani, Sohail
2021
Needles and straw in a haystack: robust confidence for possibly sparse sequences. Zbl 1441.62110
Belitser, Eduard; Nurushev, Nurzhan
2020
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
2020
Tail expectile process and risk assessment. Zbl 1441.62263
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
2020
Lévy processes: concentration function and heat kernel bounds. Zbl 1469.60147
Grzywny, Tomasz; Szczypkowski, Karol
2020
Spike and slab empirical Bayes sparse credible sets. Zbl 1441.62077
Castillo, Ismaël; Szabó, Botond
2020
High dimensional deformed rectangular matrices with applications in matrix denoising. Zbl 1439.15013
Ding, Xiucai
2020
Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces. Zbl 1455.60009
Lei, Jing
2020
Concentration inequalities for random tensors. Zbl 1472.60041
Vershynin, Roman
2020
Estimation of the linear fractional stable motion. Zbl 1453.60088
Mazur, Stepan; Otryakhin, Dmitry; Podolskij, Mark
2020
Logarithmic Sobolev inequalities for finite spin systems and applications. Zbl 1462.60034
Sambale, Holger; Sinulis, Arthur
2020
On sampling from a log-concave density using kinetic Langevin diffusions. Zbl 07193949
Dalalyan, Arnak S.; Riou-Durand, Lionel
2020
Bayesian linear regression for multivariate responses under group sparsity. Zbl 1437.62262
Ning, Bo; Jeong, Seonghyun; Ghosal, Subhashis
2020
A unified approach to coupling SDEs driven by Lévy noise and some applications. Zbl 1465.60039
Liang, Mingjie; Schilling, René L.; Wang, Jian
2020
Robust modifications of U-statistics and applications to covariance estimation problems. Zbl 1457.62147
Minsker, Stanislav; Wei, Xiaohan
2020
A Bayesian nonparametric approach to log-concave density estimation. Zbl 1466.62285
Mariucci, Ester; Ray, Kolyan; Szabó, Botond
2020
Limit theorems for long-memory flows on Wiener chaos. Zbl 1466.60072
2020
Efficient estimation in single index models through smoothing splines. Zbl 1466.62295
Kuchibhotla, Arun K.; Patra, Rohit K.
2020
Local differential privacy: elbow effect in optimal density estimation and adaptation over Besov ellipsoids. Zbl 1444.62045
Butucea, Cristina; Dubois, Amandine; Kroll, Martin; Saumard, Adrien
2020
Kernel and wavelet density estimators on manifolds and more general metric spaces. Zbl 1439.62097
Cleanthous, Galatia; Georgiadis, Athanasios G.; Kerkyacharian, Gerard; Petrushev, Pencho; Picard, Dominique
2020
Fractional stochastic wave equation driven by a Gaussian noise rough in space. Zbl 1459.60141
Song, Jian; Song, Xiaoming; Xu, Fangjun
2020
Distance covariance for discretized stochastic processes. Zbl 1462.62356
Dehling, Herold; Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh
2020
Nodal lengths in shrinking domains for random eigenfunctions on $$S^2$$. Zbl 07256169
Todino, Anna Paola
2020
Some properties of a Cauchy family on the sphere derived from the Möbius transformations. Zbl 1455.60032
Kato, Shogo; Mccullagh, Peter
2020
Multiple testing of local maxima for detection of peaks on the (celestial) sphere. Zbl 1446.62254
Cheng, Dan; Cammarota, Valentina; Fantaye, Yabebal; Marinucci, Domenico; Schwartzman, Armin
2020
Random walk approximation of BSDEs with Hölder continuous terminal condition. Zbl 1433.60033
Geiss, Christel; Labart, Céline; Luoto, Antti
2020
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the one-dimensional case. Zbl 1470.92043
Talay, Denis; Tomašević, Milica
2020
A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics. Zbl 1434.68396
Bing, Xin; Bunea, Florentina; Wegkamp, Marten
2020
On the best constant in the martingale version of Fefferman’s inequality. Zbl 1464.60039
2020
Matching strings in encoded sequences. Zbl 1442.94028
Coutinho, Adriana; Lambert, Rodrigo; Rousseau, Jérôme
2020
Directional differentiability for supremum-type functionals: statistical applications. Zbl 1442.62110
Cárcamo, Javier; Cuevas, Antonio; Rodríguez, Luis-Alberto
2020
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage. Zbl 1461.62079
Li, Haoran; Aue, Alexander; Paul, Debashis
2020
Penalisation techniques for one-dimensional reflected rough differential equations. Zbl 1482.60130
Richard, Alexandre; Tanré, Etienne; Torres, Soledad
2020
SPDEs with fractional noise in space: continuity in law with respect to the Hurst index. Zbl 1433.60054
Giordano, Luca M.; Jolis, Maria; Quer-Sardanyons, Lluís
2020
Robust estimation of mixing measures in finite mixture models. Zbl 1466.62284
Ho, Nhat; Nguyen, Xuanlong; Ritov, Ya&rsquo;acov
2020
Convergence of the age structure of general schemes of population processes. Zbl 1466.60175
Fan, Jie Yen; Hamza, Kais; Jagers, Peter; Klebaner, Fima
2020
Interacting reinforced stochastic processes: statistical inference based on the weighted empirical means. Zbl 1466.60192
Aletti, Giacomo; Crimaldi, Irene; Ghiglietti, Andrea
2020
Robust regression via mutivariate regression depth. Zbl 1466.62368
Gao, Chao
2020
Consistent structure estimation of exponential-family random graph models with block structure. Zbl 1466.62348
Schweinberger, Michael
2020
Around the entropic talagrand inequality. Zbl 1470.49073
Conforti, Giovanni; Ripani, Luigia
2020
A characterization of the finiteness of perpetual integrals of Lévy processes. Zbl 1466.60096
2020
Random orthogonal matrices and the Cayley transform. Zbl 1466.60010
Jauch, Michael; Hoff, Peter D.; Dunson, David B.
2020
Estimating the number of connected components in a graph via subgraph sampling. Zbl 1440.62043
Klusowski, Jason M.; Wu, Yihong
2020
Busemann functions and semi-infinite O’Connell-Yor polymers. Zbl 1437.82028
Alberts, Tom; Rassoul-Agha, Firas; Simper, Mackenzie
2020
On estimation of nonsmooth functionals of sparse normal means. Zbl 1442.62078
Collier, O.; Comminges, L.; Tsybakov, A. B.
2020
First-order covariance inequalities via Stein’s method. Zbl 1457.60035
Ernst, Marie; Reinert, Gesine; Swan, Yvik
2020
On Sobolev tests of uniformity on the circle with an extension to the sphere. Zbl 1437.62190
Jammalamadaka, Sreenivasa Rao; Meintanis, Simos; Verdebout, Thomas
2020
Deviation inequalities for random polytopes in arbitrary convex bodies. Zbl 1455.60027
Brunel, Victor-Emmanuel
2020
Nested covariance determinants and restricted trek separation in Gaussian graphical models. Zbl 1476.62119
Drton, Mathias; Robeva, Elina; Weihs, Luca
2020
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### Cited by 13,413 Authors

 60 Hashorva, Enkelejd 53 Leonenko, Nikolai N. 51 Dette, Holger 47 Roberts, Gareth O. 45 Comte, Fabienne 43 Nualart, David 42 Taqqu, Murad S. 41 Segers, Johan 40 Hallin, Marc 39 Peng, Liang 38 Bouzebda, Salim 38 Bühlmann, Peter 37 Fan, Jianqing 36 Guillou, Armelle 36 Mishura, Yuliya Stepanivna 36 Paindaveine, Davy 36 Yan, Litan 35 Moulines, Eric 35 Porcu, Emilio 34 Genon-Catalot, Valentine 34 Horváth, Lajos 33 Lee, Sangyeol 33 Podolskij, Mark 33 Tsybakov, Alexandre B. 33 Tudor, Ciprian A. 32 Mao, Xuerong 32 Pagès, Gilles 32 Xiao, Yimin 31 Jasra, Ajay 31 Mikosch, Thomas 30 Barndorff-Nielsen, Ole Eiler 30 Samorodnitsky, Gennady Pinkhosovich 30 Van Keilegom, Ingrid 29 Iksanov, Aleksander M. 29 Peccati, Giovanni 29 Schick, Anton 28 Kyprianou, Andreas E. 28 Pitman, Jim William 28 Wellner, Jon August 27 Bücher, Axel 27 Ghosal, Subhashis 27 Marinucci, Domenico 27 Resnick, Sidney Ira 27 Surgailis, Donatas 26 Doukhan, Paul 26 Van de Geer, Sara Anna 26 Zhang, Riquan 25 Klüppelberg, Claudia 25 Nourdin, Ivan 24 Dębicki, Krzysztof 24 Hoffmann, Marc 24 Huang, Zhensheng 24 Kabluchko, Zakhar A. 24 Kulik, Rafał 24 Lian, Heng 24 Rosenthal, Jeffrey S. 24 Tjøstheim, Dag B. 24 Xue, Liugen 23 Cai, Tony Tony 23 Dalalyan, Arnak S. 23 Falk, Michael 23 Francq, Christian 23 Gobet, Emmanuel 23 Götze, Friedrich 23 Jacod, Jean 23 Munk, Axel 23 Palmowski, Zbigniew 23 Prünster, Igor 23 Walker, Stephen Grahm 23 Wasserman, Larry Alan 23 Wu, Wei Biao 23 Yang, Yang 22 Belomestny, Denis 22 Gloter, Arnaud 22 Li, Runze 22 Mykland, Per Aslak 22 Nickl, Richard 22 Reiß, Markus 22 Shen, Guangjun 22 Takemura, Akimichi 22 Thäle, Christoph 22 Van der Vaart, Adrianus Willem 22 Volgushev, Stanislav 22 Wang, Jian 22 Yoshida, Nakahiro 21 Benth, Fred Espen 21 Kokoszka, Piotr S. 21 Mammen, Enno 21 Spokoiny, Vladimir G. 21 Wang, Yizao 21 Yuan, Chenggui 20 Gijbels, Irène 20 Girard, Stéphane 20 Hušková, Marie 20 Patie, Pierre 20 Politis, Dimitris Nicolas 20 Shao, Qi-Man 20 Stupfler, Gilles 20 Vetter, Mathias 20 Wefelmeyer, Wolfgang ...and 13,313 more Authors
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### Cited in 648 Journals

 710 The Annals of Statistics 662 Bernoulli 659 Stochastic Processes and their Applications 576 Statistics & Probability Letters 478 Electronic Journal of Statistics 463 Journal of Multivariate Analysis 325 Journal of Econometrics 323 Journal of Statistical Planning and Inference 309 Computational Statistics and Data Analysis 248 The Annals of Applied Probability 227 Communications in Statistics. Theory and Methods 207 The Annals of Probability 196 Journal of Applied Probability 186 Journal of Theoretical Probability 177 Advances in Applied Probability 172 Annals of the Institute of Statistical Mathematics 164 Statistics and Computing 154 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 151 Extremes 139 Probability Theory and Related Fields 134 Journal of Mathematical Analysis and Applications 126 Journal of Statistical Computation and Simulation 125 Test 124 Insurance Mathematics & Economics 124 Journal of Nonparametric Statistics 122 Statistics 119 Scandinavian Journal of Statistics 119 Econometric Theory 117 Stochastic Analysis and Applications 117 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 114 Statistical Inference for Stochastic Processes 107 Journal of the American Statistical Association 106 Electronic Journal of Probability 102 Methodology and Computing in Applied Probability 102 Journal of the Korean Statistical Society 100 Statistical Science 99 Journal of Statistical Physics 87 Journal of Time Series Analysis 86 Quantitative Finance 85 Statistical Papers 85 The Annals of Applied Statistics 84 Mathematical Methods of Statistics 82 Lithuanian Mathematical Journal 75 Computational Statistics 73 Journal of Computational and Applied Mathematics 67 Science China. Mathematics 64 Stochastics and Dynamics 62 The Canadian Journal of Statistics 62 Metrika 61 Communications in Statistics. Simulation and Computation 60 Finance and Stochastics 60 Journal of Machine Learning Research (JMLR) 57 Stochastics 56 Journal of Applied Statistics 55 Stochastic Models 53 ALEA. Latin American Journal of Probability and Mathematical Statistics 52 International Journal of Theoretical and Applied Finance 47 Electronic Communications in Probability 46 Theory of Probability and Mathematical Statistics 46 Statistical Methods and Applications 45 Applied Mathematics and Computation 43 Transactions of the American Mathematical Society 42 Econometric Reviews 42 Comptes Rendus. Mathématique. Académie des Sciences, Paris 42 Journal of Computational and Graphical Statistics 41 Journal of Functional Analysis 41 SIAM/ASA Journal on Uncertainty Quantification 39 Potential Analysis 38 Theory of Probability and its Applications 38 European Journal of Operational Research 38 Brazilian Journal of Probability and Statistics 38 Sankhyā. Series A 37 Journal of Differential Equations 36 Communications in Mathematical Physics 35 Acta Mathematicae Applicatae Sinica. English Series 35 Acta Mathematica Sinica. English Series 35 Bayesian Analysis 33 Biometrics 33 Statistica Sinica 33 Frontiers of Mathematics in China 32 Modern Stochastics. Theory and Applications 31 SIAM Journal on Control and Optimization 31 Journal of Mathematical Sciences (New York) 31 Journal of the Royal Statistical Society. Series B. Statistical Methodology 31 AStA. Advances in Statistical Analysis 31 Journal of Probability and Statistics 30 Dependence Modeling 29 Proceedings of the American Mathematical Society 29 SIAM Journal on Scientific Computing 28 Journal of Computational Physics 28 Machine Learning 27 Journal of Mathematical Physics 27 Probability and Mathematical Statistics 27 Queueing Systems 27 Mathematical Finance 27 Scandinavian Actuarial Journal 26 Monte Carlo Methods and Applications 25 SIAM Journal on Financial Mathematics 24 Automatica 24 Random Operators and Stochastic Equations ...and 548 more Journals
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### Cited in 60 Fields

 8,301 Statistics (62-XX) 7,297 Probability theory and stochastic processes (60-XX) 1,716 Numerical analysis (65-XX) 1,452 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 452 Partial differential equations (35-XX) 416 Computer science (68-XX) 387 Biology and other natural sciences (92-XX) 377 Systems theory; control (93-XX) 363 Statistical mechanics, structure of matter (82-XX) 312 Operations research, mathematical programming (90-XX) 278 Combinatorics (05-XX) 235 Harmonic analysis on Euclidean spaces (42-XX) 203 Functional analysis (46-XX) 195 Linear and multilinear algebra; matrix theory (15-XX) 168 Ordinary differential equations (34-XX) 164 Dynamical systems and ergodic theory (37-XX) 162 Calculus of variations and optimal control; optimization (49-XX) 152 Operator theory (47-XX) 132 Information and communication theory, circuits (94-XX) 103 Measure and integration (28-XX) 99 Special functions (33-XX) 98 Integral equations (45-XX) 91 Real functions (26-XX) 84 Geophysics (86-XX) 74 Approximations and expansions (41-XX) 64 Integral transforms, operational calculus (44-XX) 62 Fluid mechanics (76-XX) 56 Differential geometry (53-XX) 53 Convex and discrete geometry (52-XX) 49 Global analysis, analysis on manifolds (58-XX) 45 Quantum theory (81-XX) 27 Abstract harmonic analysis (43-XX) 24 Number theory (11-XX) 24 Functions of a complex variable (30-XX) 23 Mechanics of particles and systems (70-XX) 21 History and biography (01-XX) 21 Potential theory (31-XX) 21 Astronomy and astrophysics (85-XX) 20 Commutative algebra (13-XX) 19 Difference and functional equations (39-XX) 16 Algebraic geometry (14-XX) 16 Mechanics of deformable solids (74-XX) 15 Algebraic topology (55-XX) 14 General and overarching topics; collections (00-XX) 13 Classical thermodynamics, heat transfer (80-XX) 10 General topology (54-XX) 9 Group theory and generalizations (20-XX) 8 Mathematical logic and foundations (03-XX) 8 Several complex variables and analytic spaces (32-XX) 8 Geometry (51-XX) 5 Sequences, series, summability (40-XX) 5 Manifolds and cell complexes (57-XX) 5 Optics, electromagnetic theory (78-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 4 Relativity and gravitational theory (83-XX) 4 Mathematics education (97-XX) 2 Associative rings and algebras (16-XX) 2 Topological groups, Lie groups (22-XX) 1 Field theory and polynomials (12-XX) 1 Nonassociative rings and algebras (17-XX)