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=121http://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 Latest Issues 25 (2021) 24 (2020) 23 (2019) 22 (2018) 21 (2017) 20 (2016) 19 (2015) 18 (2014) 17 (2013) 16 (2012) 15 (2011) 14 (2010) 13 (2009) 12 (2008) 11 (2007) 10 (2006) 9 (2005) 8 (2004) 7 (2003) 6 (2002) 5 (2001) 4 (2000) 3 (1999) 2 (1998) 1 (1997) 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 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 2 Iglói, Endre ...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 Integral equations (45-XX) 3 Quantum theory (81-XX) 2 General and overarching topics; collections (00-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 all cited Publications top 5 cited Publications Citations contained in zbMATH Open 375 Publications have been cited 2,575 times in 2,337 Documents Cited by ▼ Year ▼ On Talagrand’s deviation inequalities for product measures. Zbl 0869.60013Ledoux, Michel 86 1996 Theory of classification: a survey of some recent advances. Zbl 1136.62355Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor 78 2005 Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089Gloter, Arnaud; Jacod, Jean 61 2001 Analysis of the rosenblatt process. Zbl 1187.60028Tudor, Ciprian A. 58 2008 KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070Rhodes, Rémi; Vargas, Vincent 53 2011 Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420Kuhn, Estelle; Lavielle, Marc 50 2004 Model selection for regression on a random design. Zbl 1059.62038Baraud, Yannick 49 2002 Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004Berkaoui, 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 1186.90042Bon, Jean-Louis; Păltănea, Eugen 47 2006 Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065Gloter, Arnaud; Jacod, Jean 46 2001 Poisson perturbations. Zbl 0949.62015Barbour, Andrew D.; Xia, Aihua 43 1999 Large deviations from the circular law. Zbl 0916.60022Ben Arous, Gérard; Zeituni, Ofer 37 1998 Testing in locally conic models, and application to mixture models. Zbl 1007.62507Dacunha-Castelle, D.; Gassiat, É. 31 1997 Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031Jacod, Jean 31 2007 Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine 28 2014 Exponential inequalities and functional central limit theorems for a random field. Zbl 1003.60033Dedecker, Jérôme 27 2001 Nearest neighbor classification in infinite dimension. Zbl 1187.62115Cérou, Frédéric; Guyader, Arnaud 27 2006 About the Lindeberg method for strongly mixing sequences. Zbl 0869.60021Rio, Emmanuel 26 1995 Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033Zaitsev, A. Yu. 25 1998 How many bins should be put in a regular histogram. Zbl 1136.62329Birgé, Lucien; Rozenholc, Yves 23 2006 Large population limit and time behaviour of a stochastic particle model describing an age-structured population. Zbl 1187.92071Tran, Viet Chi 22 2008 Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067Schbath, Sophie 21 1995 Sharp large deviations for Gaussian quadratic forms with applications. Zbl 0939.60013Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc 20 2000 Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081Gobet, Emmanuel 20 2001 The exit path of a Markov chain with rare transitions. Zbl 0869.60063Catoni, Olivier; Cerf, Raphaël 19 1996 Carthaginian enlargement of filtrations. Zbl 1296.60106Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz 18 2013 Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032Butucea, Cristina 18 2001 Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164Donnet, Sophie; Samson, Adeline 18 2008 Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009Del Moral, Pierre; Miclo, L. 18 2003 Ranked fragmentations. Zbl 1001.60078Berestycki, Julien 17 2002 Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070Gloter, Arnaud 17 2000 Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075Lezaud, Pascal 17 2001 Model selection for (auto-)regression with dependent data. Zbl 0990.62035Baraud, Yannick; Comte, F.; Viennet, G. 17 2001 Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028Douc, 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 1154.60356Garet, Olivier; Marchand, Régine 16 2004 Distortion mismatch in the quantization of probability measures. Zbl 1196.60062Graf, Siegfried; Luschgy, Harald; Pagès, Gilles 16 2008 Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113Imkeller, Peter; Pavlyukevich, Ilya 16 2008 Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352Lepeltier, Jean-Pierre; Xu, Mingyu 16 2007 Deviation bounds for additive functionals of Markov processes. Zbl 1183.60011Cattiaux, Patrick; Guillin, Arnaud 16 2008 Density in small time for Lévy processes. Zbl 0899.60065Picard, 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 1219.60018Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 15 2010 About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059Kleptsyna, M. L.; Le Breton, Alain; Viot, M. 15 2003 Binomial-Poisson entropic inequalities and the M/M/\(\infty\) queue. Zbl 1188.60047Chafaï, Djalil 15 2006 A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162Maugis, Cathy; Michel, Bertrand 14 2011 Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080Fournier, Nicolas 14 2011 A new proof of Kellerer’s theorem. Zbl 1277.60041Hirsch, Francis; Roynette, Bernard 14 2012 Moderate deviations for i. i. d. random variables. Zbl 1019.60021Eichelsbacher, Peter; Löwe, Matthias 14 2003 Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie 13 2002 Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) Zbl 0965.60033Chaabane, Faouzi; Maaouia, Faïza 13 2000 Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330Girard, Stéphane; Jacob, Pierre 13 2004 Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333Laurent, Béatrice 13 2005 Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073Pagès, Gilles 13 2001 On absorption times and Dirichlet eigenvalues. Zbl 1222.60050Miclo, Laurent 13 2010 Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel 13 2016 Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052Bakry, D.; Concordet, D.; Ledoux, M. 12 1997 Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling. Zbl 1333.60095Kawai, Reiichiro; Masuda, Hiroki 12 2013 A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047Neumann, Michael H. 12 2013 Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093Cépa, Emmanuel; Lépingle, Dominique 12 2001 Linear diffusion with stationary switching regime. Zbl 1033.60084Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng 12 2004 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 12 2008 The likelihood ratio test for general mixture models with or without structural parameter. Zbl 1180.62069Azaïs, Jean-Marc; Gassiat, Élisabeth; Mercadier, Cécile 12 2009 The likelihood ratio test for the number of components in a mixture with Markov regime. Zbl 0982.62016Gassiat, Elisabeth; Keribin, Christine 12 2000 Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079Elie, Romuald; Kharroubi, Idris 11 2014 General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032Villemonais, Denis 11 2014 Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory. Zbl 06282472Di Bernardino, Elena; Laloë, Thomas; Maume-Deschamps, Véronique; Prieur, Clémentine 11 2013 Preservation of log-concavity on summation. Zbl 1185.60016Johnson, Oliver; Goldschmidt, Christina 11 2006 Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038Cohen, S.; Lifshits, M. A. 10 2012 Penalization versus Goldenshluger-Lepski strategies in warped bases regression. Zbl 06282476Chagny, Gaëlle 10 2013 On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043Abraham, Christophe; Biau, Gérard; Cadre, Benoît 10 2004 Penalized estimators for non linear inverse problems. Zbl 1213.62066Loubes, Jean-Michel; Ludeña, Carenne 10 2010 The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032Mokkadem, Abdelkader; Pelletier, Mariane 10 2003 Adaptive tests of qualitative hypotheses. Zbl 1014.62052Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice 10 2003 Risk bounds for mixture density estimation. Zbl 1141.62024Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan 9 2005 Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258Uchida, Masayuki; Yoshida, Nakahiro 9 2011 Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit. Zbl 1302.60112Herrmann, Samuel; Tugaut, Julian 9 2012 Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model. Zbl 1311.60023Fuchs, Florian; Stelzer, Robert 9 2013 Cyclic random motions in \(\mathbb{R} ^d\)-space with \(n\) directions. Zbl 1183.33028Lachal, Aimé 9 2006 A graph-based estimator of the number of clusters. Zbl 1187.62114Biau, Gérard; Cadre, Benoît; Pelletier, Bruno 9 2007 A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123Étoré, Pierre; Lejay, Antoine 9 2007 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 8 2017 Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 8 2014 Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008Étoré, Pierre; Martinez, Miguel 8 2014 Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034Song, Shiqi 8 2014 Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184Nkurunziza, Sévérien 8 2012 Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. Zbl 1136.60346Gautier, Éric 8 2005 Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. Zbl 1181.60085Lejay, Antoine 8 2006 Cutoff for samples of Markov chains. Zbl 0932.60077Ycart, Bernard 7 1999 A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029Gaunt, Robert E. 7 2017 Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062Jourdain, B. 7 1997 Height and the total mass of the forest of genealogical trees of a large population with general competition. Zbl 1333.60188Le, Vi; Pardoux, Etienne 7 2015 Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028Adamczak, Radosław; Bednorz, Witold 7 2015 A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process. Zbl 1395.62263Bercu, Bernard; Proïa, Frédéric 7 2013 Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie 7 2013 Asymptotic normality in mixture models. Zbl 0867.62026van de Geer, Sara 7 1995 Shao’s theorem on the maximum of standardized random walk increments for multidimensional arrays. Zbl 1188.60014Kabluchko, Zakhar; Munk, Axel 7 2009 Where does randomness lead in spacetime? Zbl 1217.58021Bailleul, Ismael; Raugi, Albert 7 2010 Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces. Zbl 1217.60029Luschgy, Harald; Pagès, Gilles; Wilbertz, Benedikt 7 2010 Stochastic algorithm for Bayesian mixture effect template estimation. Zbl 1320.62045Allassonnière, Stéphanie; Kuhn, Estelle 7 2010 Lifetime asymptotics of iterated Brownian motion in \(\mathbb R^n\). Zbl 1181.60127Nane, Erkan 7 2007 On pointwise adaptive curve estimation based on inhomogeneous data. Zbl 1187.62074Gaïffas, Stéphane 7 2007 Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 07353407Popier, Alexandre 1 2021 On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables. Zbl 1445.60016Arbel, Julyan; Marchal, Olivier; Nguyen, Hien D. 3 2020 On the generalized Kesten-McKay distributions. Zbl 1447.60043Szabłowski, 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 1461.60028Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren 1 2020 On the law of homogeneous stable functionals. Zbl 1411.60070Letemplier, Julien; Simon, Thomas 4 2019 LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. Zbl 1416.60052Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong 2 2019 On the consistency of Sobol indices with respect to stochastic ordering of model parameters. Zbl 1421.62053Cousin, A.; Janon, A.; Maume-Deschamps, V.; Niang, I. 2 2019 Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data. Zbl 1415.62063León, José Rafael; Rodríguez, Luis-Ángel 1 2019 Tempered fractional multistable motion and tempered multifractional stable motion. Zbl 1411.60072Fan, Xiequan; Véhel, Jacques Lévy 1 2019 On fixed gain recursive estimators with discontinuity in the parameters. Zbl 1420.62359Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios 1 2019 Efficient sequential experimental design for surrogate modeling of nested codes. Zbl 1420.62355Marque-Pucheu, Sophie; Perrin, Guillaume; Garnier, Josselin 1 2019 Optimal survey schemes for stochastic gradient descent with applications to \(M\)-estimation. Zbl 1420.62036Clémençon, Stephan; Bertail, Patrice; Chautru, Emilie; Papa, Guillaume 1 2019 Statistical estimation of conditional Shannon entropy. Zbl 1418.60026Bulinski, Alexander; Kozhevin, Alexey 1 2019 Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049Bigot, Jérémie; Klein, Thierry 7 2018 Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004Champagnat, Nicolas; Villemonais, Denis 4 2018 Impact of subsampling and tree depth on random forests. Zbl 1409.62072Duroux, Roxane; Scornet, Erwan 2 2018 Manifolds of differentiable densities. Zbl 1410.46056Newton, Nigel J. 1 2018 Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. Zbl 1405.60059Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong 1 2018 A consistent estimator to the orthant-based tail value-at-risk. Zbl 1409.62206Beck, Nicholas; Mailhot, Mélina 1 2018 Stochastic formulations of the parametrix method. Zbl 1403.60047Kohatsu-Higa, Arturo; Yûki, Gô 1 2018 Adaptive nonparametric drift estimation of an integrated jump diffusion process. Zbl 1409.62161Funke, Benedikt; Schmisser, Émeline 1 2018 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 8 2017 A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029Gaunt, Robert E. 7 2017 Qualitative robustness in Bayesian inference. Zbl 1395.62059Owhadi, Houman; Scovel, Clint 4 2017 Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085Sarantsev, Andrey 4 2017 Unbiased Monte Carlo estimate of stochastic differential equations expectations. Zbl 1372.65015Doumbia, Mahamadou; Oudjane, Nadia; Warin, Xavier 4 2017 Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane 4 2017 Tutte’s invariant approach for Brownian motion reflected in the quadrant. Zbl 1393.60088Franceschi, S.; Raschel, Kilian 3 2017 On nonparametric classification for weakly dependent functional processes. Zbl 1395.62095Younso, Ahmad 3 2017 Moment estimates implied by modified log-Sobolev inequalities. Zbl 1393.60024Adamczak, Radosław; Bednorz, Witold; Wolff, Paweł 3 2017 \(L^p\)-solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and \(p\in (1,2)\). Zbl 1393.60058Owo, Jean-Marc 2 2017 Non-binary branching process and non-Markovian exploration process. Zbl 1371.60148Drame, Ibrahima; Pardoux, Etienne; Sow, A. B. 2 2017 Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes. Zbl 1394.60017Henry, Benoît 1 2017 A note on upper-patched generators for Archimedean copulas. Zbl 1395.62134Di Bernardino, Elena; Rullière, Didier 1 2017 Estimating the division kernel of a size-structured population. Zbl 1393.60096Hoang, Van Ha 1 2017 Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases. Zbl 1395.62093Navarro, Fabien; Saumard, Adrien 1 2017 Estimating the conditional density by histogram type estimators and model selection. Zbl 1453.62447Sart, Mathieu 1 2017 Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel 13 2016 A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao 7 2016 Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 6 2016 Limit behaviour of BSDE with jumps and with singular terminal condition. Zbl 1355.60080Popier, A. 6 2016 Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model. Zbl 1355.60104Höpfner, Reinhard; Löcherbach, Eva; Thieullen, Michèle 6 2016 A fully data-driven method for estimating the shape of a point cloud. Zbl 1357.62228Rodríguez-Casal, A.; Saavedra-Nieves, P. 5 2016 The coupon collector’s problem revisited: generalizing the double Dixie cup problem of Newman and Shepp. Zbl 1355.60029Doumas, Aristides V.; Papanicolaou, Vassilis G. 5 2016 Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143Fischer, Markus; Livieri, Giulia 5 2016 Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift. Zbl 1357.62198Söhl, Jakob; Trabs, Mathias 4 2016 Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism. Zbl 06674053Krell, Nathalie 3 2016 Moderate deviations for shortest-path lengths on random segment processes. Zbl 1384.60040Hirsch, Christian; Neuhäuser, David; Schmidt, Volker 3 2016 Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle. Zbl 1356.60038Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria 3 2016 Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model. Zbl 1353.62054Kwemou, Marius 2 2016 Poisson approximation of subgraph counts in stochastic block models and a graphon model. Zbl 1353.05112Coulson, Matthew; Gaunt, Robert E.; Reinert, Gesine 2 2016 Ergodicity of Lévy-type processes. Zbl 1355.60062Sandrić, Nikola 2 2016 Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129Danka, Tivadar; Pap, Gyula 2 2016 Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation. Zbl 1357.62200Gugushvili, Shota; Spreij, Peter 1 2016 Minimal supersolutions of convex BSDEs under constraints. Zbl 1356.60090Heyne, Gregor; Kupper, Michael; Mainberger, Christoph; Tangpi, Ludovic 1 2016 Spectral analysis of the Gram matrix of mixture models. Zbl 1384.60022Benaych-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 1333.60188Le, Vi; Pardoux, Etienne 7 2015 Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028Adamczak, Radosław; Bednorz, Witold 7 2015 Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029Fort, Gersende 6 2015 Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017Bréhier, 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 1333.60031Giuliano, Rita; Macci, Claudio 5 2015 Hidden Markov model for parameter estimation of a random walk in a Markov environment. Zbl 1392.62246Andreoletti, Pierre; Loukianova, Dasha; Matias, Catherine 5 2015 Bifractional Brownian motion: existence and border cases. Zbl 1333.60075Lifshits, Mikhail; Volkova, Ksenia 5 2015 Exact bounds on the closeness between the Student and standard normal distributions. Zbl 1332.62054Pinelis, Iosif 4 2015 Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix. Zbl 1330.62169Butucea, Cristina; Ingster, Yuri I.; Suslina, Irina A. 4 2015 Some limiting laws associated with the integrated Brownian motion. Zbl 1333.60180Profeta, Christophe 4 2015 Quantitative speeds of convergence for exposure to food contaminants. Zbl 1343.60110Bouguet, Florian 4 2015 A comparison of methods for selecting values of simulation input variables. Zbl 1351.62027Ourbih-Tari, Megdouda; Guebli, Sofia 3 2015 Model selection for Poisson processes with covariates. Zbl 1392.62253Sart, Mathieu 3 2015 Bayesian sequential testing of the drift of a Brownian motion. Zbl 1369.62201Ekström, Erik; Vaicenavicius, Juozas 3 2015 Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient. Zbl 1392.62249Delattre, Maud; Genon-Catalot, Valentine; Samson, Adeline 3 2015 Weighted least-squares inference for multivariate copulas based on dependence coefficients. Zbl 1392.62157Mazo, Gildas; Girard, Stéphane; Forbes, Florence 3 2015 Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models. Zbl 1330.62101Ailliot, Pierre; Pène, Françoise 2 2015 Weak law of large numbers for some Markov chains along non homogeneous genealogies. Zbl 1333.60026Bansaye, Vincent; Huang, Chunmao 2 2015 Poisson boundary of a relativistic diffusion in curved space-times: an example. Zbl 1333.60168Angst, Jürgen 2 2015 Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise. Zbl 1331.62058Mariucci, Ester 2 2015 Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. Zbl 1333.60181Rosenbaum, Mathieu; Yor, Marc 2 2015 Randomized pick-freeze for sparse Sobol indices estimation in high dimension. Zbl 1392.62111De Castro, Yohann; Janon, Alexandre 2 2015 Infinite dimensional functional convergences in random balls model. 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Zbl 1305.62167Antoniadis, Anestis; Pensky, Marianna; Sapatinas, Theofanis 4 2014 ...and 275 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,867 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 Girard, Stéphane 11 Laurent, Béatrice 11 Miclo, Laurent 11 Xia, Aihua 10 Clémençon, Stéphan 10 Figueroa-López, José E. 10 Gwynne, Ewain 10 Leonenko, Nikolai N. 10 Marteau, Clément 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 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 El Machkouri, Mohamed 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 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 Doukhan, Paul 6 Fort, Gersende 6 Fraiman, Ricardo 6 Friz, Peter Karl 6 Gadat, Sébastien 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 Nardi, Francesca Romana 6 Pham, Huyên 6 Rabier, Charles-Elie 6 Reiß, Markus ...and 2,767 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 83 The Annals of Statistics 81 Statistics & Probability Letters 68 The Annals of Probability 67 Electronic Journal of Statistics 58 Annales de l’Institut Henri Poincaré. 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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 1,534 Probability theory and stochastic processes (60-XX) 1,042 Statistics (62-XX) 265 Numerical analysis (65-XX) 160 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 134 Statistical mechanics, structure of matter (82-XX) 116 Computer science (68-XX) 107 Partial differential equations (35-XX) 91 Biology and other natural sciences (92-XX) 89 Dynamical systems and ergodic theory (37-XX) 66 Systems theory; control (93-XX) 59 Operations research, mathematical programming (90-XX) 48 Calculus of variations and optimal control; optimization (49-XX) 47 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) 28 Real functions (26-XX) 28 Quantum theory (81-XX) 27 Functional analysis (46-XX) 27 Global analysis, analysis on manifolds (58-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) 8 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) 2 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