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: 532 Publications (since 1995) References Indexed: 402 Publications with 9,961 References. all top 5 Latest Issues 26 (2022) 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 Gaunt, Robert Edward 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 Michel, Bertrand 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 Allassonnière, Stéphanie 2 Avram, Florin 2 Bachoc, François 2 Bansaye, Vincent 2 Barbour, Andrew David 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 Budhiraja, Amarjit S. 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 Ge, Lin 2 Genon-Catalot, Valentine 2 Gugushvili, Shota 2 Guillou, Armelle 2 Guyader, Arnaud ...and 668 more Authors all top 5 Fields 401 Probability theory and stochastic processes (60-XX) 242 Statistics (62-XX) 46 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) 19 Biology and other natural sciences (92-XX) 18 Partial differential equations (35-XX) 15 Computer science (68-XX) 13 Combinatorics (05-XX) 13 Systems theory; control (93-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) 8 Harmonic analysis on Euclidean spaces (42-XX) 5 Ordinary differential equations (34-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Approximations and expansions (41-XX) 4 Quantum theory (81-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) 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 all cited Publications top 5 cited Publications Citations contained in zbMATH Open 398 Publications have been cited 2,822 times in 2,554 Documents Cited by ▼ Year ▼ On Talagrand’s deviation inequalities for product measures. Zbl 0869.60013Ledoux, Michel 90 1996 Theory of classification: a survey of some recent advances. Zbl 1136.62355Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor 85 2005 Analysis of the rosenblatt process. Zbl 1187.60028Tudor, Ciprian A. 66 2008 Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089Gloter, Arnaud; Jacod, Jean 62 2001 KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070Rhodes, Rémi; Vargas, Vincent 56 2011 Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420Kuhn, Estelle; Lavielle, Marc 55 2004 Model selection for regression on a random design. Zbl 1059.62038Baraud, Yannick 51 2002 Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004Berkaoui, Abdel; Bossy, Mireille; Diop, Awa 50 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 49 2006 Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065Gloter, Arnaud; Jacod, Jean 47 2001 Poisson perturbations. Zbl 0949.62015Barbour, Andrew D.; Xia, Aihua 45 1999 Large deviations from the circular law. Zbl 0916.60022Ben Arous, Gérard; Zeituni, Ofer 37 1998 Nearest neighbor classification in infinite dimension. Zbl 1187.62115Cérou, Frédéric; Guyader, Arnaud 34 2006 Testing in locally conic models, and application to mixture models. Zbl 1007.62507Dacunha-Castelle, D.; Gassiat, É. 32 1997 Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031Jacod, Jean 32 2007 Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine 30 2014 Exponential inequalities and functional central limit theorems for a random field. Zbl 1003.60033Dedecker, Jérôme 29 2001 Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033Zaitsev, A. Yu. 27 1998 About the Lindeberg method for strongly mixing sequences. Zbl 0869.60021Rio, Emmanuel 27 1995 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 23 2008 Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009Del Moral, Pierre; Miclo, L. 23 2003 The exit path of a Markov chain with rare transitions. Zbl 0869.60063Catoni, Olivier; Cerf, Raphaël 22 1996 Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081Gobet, Emmanuel 21 2001 Sharp large deviations for Gaussian quadratic forms with applications. Zbl 0939.60013Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc 21 2000 Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067Schbath, Sophie 21 1995 Ranked fragmentations. Zbl 1001.60078Berestycki, Julien 19 2002 Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164Donnet, Sophie; Samson, Adeline 19 2008 Carthaginian enlargement of filtrations. Zbl 1296.60106Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz 19 2013 Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080Fournier, Nicolas 18 2011 Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113Imkeller, Peter; Pavlyukevich, Ilya 18 2008 Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032Butucea, Cristina 18 2001 Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075Lezaud, Pascal 18 2001 Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070Gloter, Arnaud 18 2000 Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster. Zbl 1154.60356Garet, Olivier; Marchand, Régine 18 2004 Deviation bounds for additive functionals of Markov processes. Zbl 1183.60011Cattiaux, Patrick; Guillin, Arnaud 18 2008 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 17 2010 Distortion mismatch in the quantization of probability measures. Zbl 1196.60062Graf, Siegfried; Luschgy, Harald; Pagès, Gilles 17 2008 Model selection for (auto-)regression with dependent data. Zbl 0990.62035Baraud, Yannick; Comte, F.; Viennet, G. 17 2001 Density in small time for Lévy processes. Zbl 0899.60065Picard, Jean 17 1997 Moderate deviations for i. i. d. random variables. Zbl 1019.60021Eichelsbacher, Peter; Löwe, Matthias 17 2003 Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P. 17 2007 A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162Maugis, Cathy; Michel, Bertrand 16 2011 A new proof of Kellerer’s theorem. Zbl 1277.60041Hirsch, Francis; Roynette, Bernard 16 2012 About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059Kleptsyna, M. L.; Le Breton, Alain; Viot, M. 16 2003 Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352Lepeltier, Jean-Pierre; Xu, Mingyu 16 2007 On absorption times and Dirichlet eigenvalues. Zbl 1222.60050Miclo, Laurent 15 2010 Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333Laurent, Béatrice 15 2005 Binomial-Poisson entropic inequalities and the M/M/\(\infty\) queue. Zbl 1188.60047Chafaï, Djalil 15 2006 Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel 14 2016 Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) Zbl 0965.60033Chaabane, Faouzi; Maaouia, Faïza 14 2000 General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032Villemonais, Denis 14 2014 Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie 13 2002 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 13 2008 Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073Pagès, Gilles 13 2001 The likelihood ratio test for the number of components in a mixture with Markov regime. Zbl 0982.62016Gassiat, Elisabeth; Keribin, Christine 13 2000 Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052Bakry, D.; Concordet, D.; Ledoux, M. 13 1997 Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330Girard, Stéphane; Jacob, Pierre 13 2004 Preservation of log-concavity on summation. Zbl 1185.60016Johnson, Oliver; Goldschmidt, Christina 13 2006 Risk bounds for mixture density estimation. Zbl 1141.62024Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan 12 2005 Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258Uchida, Masayuki; Yoshida, Nakahiro 12 2011 The likelihood ratio test for general mixture models with or without structural parameter. Zbl 1180.62069Azaïs, Jean-Marc; Gassiat, Élisabeth; Mercadier, Cécile 12 2009 Linear diffusion with stationary switching regime. Zbl 1033.60084Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng 12 2004 Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093Cépa, Emmanuel; Lépingle, Dominique 12 2001 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 On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043Abraham, Christophe; Biau, Gérard; Cadre, Benoît 11 2004 The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032Mokkadem, Abdelkader; Pelletier, Mariane 11 2003 Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079Elie, Romuald; Kharroubi, Idris 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 Penalization versus Goldenshluger-Lepski strategies in warped bases regression. Zbl 06282476Chagny, Gaëlle 11 2013 Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038Cohen, S.; Lifshits, M. A. 10 2012 Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit. Zbl 1302.60112Herrmann, Samuel; Tugaut, Julian 10 2012 Penalized estimators for non linear inverse problems. Zbl 1213.62066Loubes, Jean-Michel; Ludeña, Carenne 10 2010 A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao 10 2016 Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062Jourdain, B. 10 1997 Adaptive tests of qualitative hypotheses. Zbl 1014.62052Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice 10 2003 A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123Étoré, Pierre; Lejay, Antoine 10 2007 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 9 2017 Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049Bigot, Jérémie; Klein, Thierry 9 2018 Cutoff for samples of Markov chains. Zbl 0932.60077Ycart, Bernard 9 1999 Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 9 2014 Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034Song, Shiqi 9 2014 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 Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie 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 On pointwise adaptive curve estimation based on inhomogeneous data. Zbl 1187.62074Gaïffas, Stéphane 9 2007 A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029Gaunt, Robert E. 8 2017 Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184Nkurunziza, Sévérien 8 2012 Stochastic algorithm for Bayesian mixture effect template estimation. Zbl 1320.62045Allassonnière, Stéphanie; Kuhn, Estelle 8 2010 Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143Fischer, Markus; Livieri, Giulia 8 2016 Means in complete manifolds: uniqueness and approximation. Zbl 1352.60012Arnaudon, Marc; Miclo, Laurent 8 2014 Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008Étoré, Pierre; Martinez, Miguel 8 2014 Height and the total mass of the forest of genealogical trees of a large population with general competition. Zbl 1333.60188Le, Vi; Pardoux, Etienne 8 2015 Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028Adamczak, Radosław; Bednorz, Witold 8 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 8 2013 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 Where does randomness lead in spacetime? Zbl 1217.58021Bailleul, Ismael; Raugi, Albert 7 2010 New error bounds for Laplace approximation via Stein’s method. Zbl 1482.60036Gaunt, Robert E. 1 2021 Unit boundary length quantum disk: a study of two different perspectives and their equivalence. Zbl 1482.60012Cerclé, Baptiste 1 2021 A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates. Zbl 1470.60209Cavalli, Benedetta 1 2021 Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 1469.45018Popier, Alexandre 1 2021 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 4 2020 On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables. Zbl 1445.60016Arbel, Julyan; Marchal, Olivier; Nguyen, Hien D. 3 2020 About the Stein equation for the generalized inverse Gaussian and Kummer distributions. Zbl 1455.60040Konzou, Essomanda; Koudou, Angelo Efoevi 3 2020 An adaptive multiclass nearest neighbor classifier. Zbl 1440.62250Puchkin, Nikita; Spokoiny, Vladimir 2 2020 On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. Zbl 1434.60109Račkauskas, Alfredas; Suquet, Charles 2 2020 Non-central limit theorems for functionals of random fields on hypersurfaces. Zbl 1461.60036Olenko, Andriy; Vaskovych, Volodymyr 2 2020 On the generalized Kesten-McKay distributions. Zbl 1447.60043Szabłowski, Paweł J. 1 2020 Empirical processes for recurrent and transient random walks in random scenery. Zbl 1447.60073Guillotin-Plantard, Nadine; Pène, Françoise; Wendler, Martin 1 2020 Very fat geometric Galton-Watson trees. Zbl 1455.60112Abraham, Romain; Bouaziz, Aymen; Delmas, Jean-François 1 2020 Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. Zbl 1454.90028Alfonsi, Aurélien; Jourdain, Benjamin 1 2020 A framework of BSDEs with stochastic Lipschitz coefficients. Zbl 1461.60041O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu 1 2020 Universal consistency of the \(k\)-NN rule in metric spaces and Nagata dimension. Zbl 1455.62123Collins, Benoît; Kumari, Sushma; Pestov, Vladimir G. 1 2020 On the law of homogeneous stable functionals. Zbl 1411.60070Letemplier, Julien; Simon, Thomas 4 2019 On fixed gain recursive estimators with discontinuity in the parameters. Zbl 1420.62359Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios 3 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 Statistical estimation of conditional Shannon entropy. Zbl 1418.60026Bulinski, Alexander; Kozhevin, Alexey 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 Efficient sequential experimental design for surrogate modeling of nested codes. Zbl 1420.62355Marque-Pucheu, Sophie; Perrin, Guillaume; Garnier, Josselin 1 2019 Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging. Zbl 1420.62117Muré, Joseph 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 Sparse recovery from extreme eigenvalues deviation inequalities. Zbl 1447.60055Dallaporta, Sandrine; de Castro, Yohann 1 2019 Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems. Zbl 1422.62129Kroll, Martin 1 2019 Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049Bigot, Jérémie; Klein, Thierry 9 2018 Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004Champagnat, Nicolas; Villemonais, Denis 5 2018 Adaptive nonparametric drift estimation of an integrated jump diffusion process. Zbl 1409.62161Funke, Benedikt; Schmisser, Émeline 3 2018 Impact of subsampling and tree depth on random forests. Zbl 1409.62072Duroux, Roxane; Scornet, Erwan 2 2018 Stochastic formulations of the parametrix method. Zbl 1403.60047Kohatsu-Higa, Arturo; Yûki, Gô 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 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 9 2017 A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029Gaunt, Robert E. 8 2017 Qualitative robustness in Bayesian inference. Zbl 1395.62059Owhadi, Houman; Scovel, Clint 6 2017 Tutte’s invariant approach for Brownian motion reflected in the quadrant. Zbl 1393.60088Franceschi, S.; Raschel, Kilian 5 2017 Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane 5 2017 Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085Sarantsev, Andrey 4 2017 Moment estimates implied by modified log-Sobolev inequalities. Zbl 1393.60024Adamczak, Radosław; Bednorz, Witold; Wolff, Paweł 4 2017 Unbiased Monte Carlo estimate of stochastic differential equations expectations. Zbl 1372.65015Doumbia, Mahamadou; Oudjane, Nadia; Warin, Xavier 4 2017 On nonparametric classification for weakly dependent functional processes. Zbl 1395.62095Younso, Ahmad 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 Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases. Zbl 1395.62093Navarro, Fabien; Saumard, Adrien 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 Minimax regression estimation for Poisson coprocess. Zbl 1395.62086Cadre, Benoît; Klutchnikoff, Nicolas; Massiot, Gaspar 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 Validation of positive expectation dependence. Zbl 1393.60028Ćmiel, Bogdan; Ledwina, Teresa 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 14 2016 A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao 10 2016 Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143Fischer, Markus; Livieri, Giulia 8 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 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 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 Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle. Zbl 1356.60038Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria 4 2016 Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift. Zbl 1357.62198Söhl, Jakob; Trabs, Mathias 4 2016 Poisson approximation of subgraph counts in stochastic block models and a graphon model. Zbl 1353.05112Coulson, Matthew; Gaunt, Robert E.; Reinert, Gesine 3 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 Analysis of a splitting scheme for a class of random nonlinear partial differential equations. Zbl 1358.35168Duboscq, Romain; Marty, Renaud 3 2016 Ergodicity of Lévy-type processes. Zbl 1355.60062Sandrić, Nikola 2 2016 Spectral analysis of the Gram matrix of mixture models. Zbl 1384.60022Benaych-Georges, Florent; Couillet, Romain 2 2016 Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129Danka, Tivadar; Pap, Gyula 2 2016 Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model. Zbl 1353.62054Kwemou, Marius 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 Seeking relevant information from a statistical model. Zbl 1353.62070Fraiman, Ricardo; Gimenez, Yanina; Svarc, Marcela 1 2016 Step semi-Markov models and application to manpower management. Zbl 1356.60139Barbu, Vlad Stefan; D’Amico, Guglielmo; Manca, Raimondo; Petroni, Filippo 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 8 2015 Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028Adamczak, Radosław; Bednorz, Witold 8 2015 Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029Fort, Gersende 7 2015 Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix. Zbl 1330.62169Butucea, Cristina; Ingster, Yuri I.; Suslina, Irina A. 6 2015 Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias 6 2015 Exact bounds on the closeness between the Student and standard normal distributions. Zbl 1332.62054Pinelis, Iosif 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 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 Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient. Zbl 1392.62249Delattre, Maud; Genon-Catalot, Valentine; Samson, Adeline 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 Weighted least-squares inference for multivariate copulas based on dependence coefficients. Zbl 1392.62157Mazo, Gildas; Girard, Stéphane; Forbes, Florence 3 2015 Nonparametric regression estimation onto a Poisson point process covariate. Zbl 1392.62109Cadre, Benoît; Truquet, Lionel 2 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. Zbl 1333.60061Breton, Jean-Christophe; Gobard, Renan 2 2015 ...and 298 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,146 Authors 24 Comte, Fabienne 22 Zhao, Peng 20 Balakrishnan, Narayanaswamy 20 Prieur, Clémentine 15 Genon-Catalot, Valentine 15 Pagès, Gilles 15 Rhodes, Rémi 15 Samson, Adeline 15 Vargas, Vincent 14 Tudor, Ciprian A. 13 Cattiaux, Patrick 13 Guillin, Arnaud 13 Lejay, Antoine 13 Xia, Aihua 12 Čekanavičius, Vydas 12 Gloter, Arnaud 11 Allassonnière, Stéphanie 11 Baraud, Yannick 11 Bercu, Bernard 11 Chafaï, Djalil 11 Clémençon, Stéphan 11 Girard, Stéphane 11 Gwynne, Ewain 11 Laurent, Béatrice 11 Marteau, Clément 11 Miclo, Laurent 10 Del Moral, Pierre 10 Figueroa-López, José E. 10 Jeanblanc, Monique 10 Leonenko, Nikolai N. 10 Munk, Axel 10 Pavlyukevich, Ilya 10 Podolskij, Mark 10 Wang, Yizao 9 Durot, Cécile 9 Klein, Thierry E. 9 Kuhn, Estelle 9 Lugosi, Gábor 9 Nardi, Francesca Romana 9 Rozenholc, Yves 8 Adamczak, Radosław 8 Azaïs, Jean-Marc 8 Bertin, Karine 8 Dębicki, Krzysztof 8 El Machkouri, Mohamed 8 Gassiat, Elisabeth 8 Klutchnikoff, Nicolas 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 Taqqu, Murad S. 8 Vetter, Mathias 7 Barbour, Andrew David 7 Bibinger, Markus 7 Birgé, Lucien 7 Bobkov, Sergey Germanovich 7 Champagnat, Nicolas 7 Cloez, Bertrand 7 Doukhan, Paul 7 Gadat, Sébastien 7 Gamboa, Fabrice 7 Ginovyan, Mamikon S. 7 Högele, Michael Anton 7 Jacod, Jean 7 Joulin, Aldéric 7 Lerasle, Matthieu 7 Li, Xiaohu 7 Ma, Chunsheng 7 Massart, Pascal 7 Moulines, Eric 7 Mykland, Per Aslak 7 Nagy, Stanislav 7 Nkurunziza, Sévérien 7 Pham, Huyên 7 Proïa, Frédéric 7 Serfaty, Sylvia 7 Stoltz, Gabriel 7 Tugaut, Julian 6 Anh, Vo V. 6 Barmalzan, Ghobad 6 Brunel, Élodie 6 Butucea, Cristina 6 Chagny, Gaëlle 6 Chesneau, Christophe 6 Coutin, Laure 6 Cuevas, Antonio 6 Dedecker, Jérôme 6 Fort, Gersende 6 Fraiman, Ricardo 6 Friz, Peter Karl 6 Gaunt, Robert Edward 6 Götze, Friedrich 6 Gozlan, Nathael 6 Haas, Bénédicte 6 Hoffmann, Marc 6 Ivanovs, Jevgeņijs ...and 3,046 more Authors all top 5 Cited in 361 Journals 168 Stochastic Processes and their Applications 109 Bernoulli 95 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 91 The Annals of Statistics 89 Statistics & Probability Letters 79 Electronic Journal of Statistics 72 The Annals of Probability 62 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 58 Probability Theory and Related Fields 54 Journal of Theoretical Probability 53 The Annals of Applied Probability 48 Journal of Statistical Physics 47 Journal of Multivariate Analysis 46 Journal of Statistical Planning and Inference 35 Statistical Inference for Stochastic Processes 34 Journal of Applied Probability 34 Computational Statistics and Data Analysis 33 Journal of Econometrics 32 Statistics 31 Stochastic Analysis and Applications 30 Electronic Journal of Probability 28 Advances in Applied Probability 26 Communications in Statistics. Theory and Methods 25 Communications in Mathematical Physics 23 Mathematical Methods of Statistics 21 Scandinavian Journal of Statistics 20 Journal of Mathematical Analysis and Applications 19 Statistics and Computing 18 Journal of Nonparametric Statistics 18 Stochastics and Dynamics 17 Comptes Rendus. Mathématique. Académie des Sciences, Paris 16 Metrika 16 Journal of Functional Analysis 15 Journal of Mathematical Sciences (New York) 15 ALEA. Latin American Journal of Probability and Mathematical Statistics 15 SIAM/ASA Journal on Uncertainty Quantification 14 Lithuanian Mathematical Journal 14 Electronic Communications in Probability 14 Finance and Stochastics 14 Journal of Machine Learning Research (JMLR) 13 Journal of Mathematical Biology 13 Journal of Statistical Computation and Simulation 12 Extremes 12 Probability in the Engineering and Informational Sciences 11 Statistical Papers 11 International Journal of Theoretical and Applied Finance 11 Methodology and Computing in Applied Probability 11 Brazilian Journal of Probability and Statistics 10 Annals of the Institute of Statistical Mathematics 10 Transactions of the American Mathematical Society 10 Machine Learning 10 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 10 Theory of Probability and Mathematical Statistics 10 Science China. Mathematics 9 Journal of Computational Physics 9 Journal of Computational and Applied Mathematics 9 Journal of Differential Equations 9 Neural Computation 9 Monte Carlo Methods and Applications 9 Journal of the Korean Statistical Society 8 SIAM Journal on Control and Optimization 8 Constructive Approximation 8 Test 8 Stochastic and Partial Differential Equations. Analysis and Computations 7 Applied Mathematics and Optimization 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 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 Theory of Probability and its Applications 6 Journal de Mathématiques Pures et Appliquées. Neuvième Série 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 Probability Surveys 6 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 5 Applied Mathematics and Computation 5 BIT 5 Journal of Complexity 5 Communications in Statistics. Simulation and Computation 5 Random Operators and Stochastic Equations 5 Mathematical Finance 5 Journal of Applied Statistics 5 Annales Henri Poincaré 5 Stochastics 5 Statistics Surveys 4 Archive for Rational Mechanics and Analysis 4 Discrete Applied Mathematics 4 Physica A 4 Studia Mathematica 4 Journal of the American Statistical Association ...and 261 more Journals all top 5 Cited in 53 Fields 1,677 Probability theory and stochastic processes (60-XX) 1,137 Statistics (62-XX) 283 Numerical analysis (65-XX) 169 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 151 Statistical mechanics, structure of matter (82-XX) 128 Computer science (68-XX) 123 Partial differential equations (35-XX) 98 Biology and other natural sciences (92-XX) 91 Dynamical systems and ergodic theory (37-XX) 79 Systems theory; control (93-XX) 64 Operations research, mathematical programming (90-XX) 57 Calculus of variations and optimal control; optimization (49-XX) 53 Operator theory (47-XX) 45 Combinatorics (05-XX) 44 Linear and multilinear algebra; matrix theory (15-XX) 43 Measure and integration (28-XX) 43 Ordinary differential equations (34-XX) 34 Real functions (26-XX) 31 Functional analysis (46-XX) 28 Global analysis, analysis on manifolds (58-XX) 27 Quantum theory (81-XX) 25 Harmonic analysis on Euclidean spaces (42-XX) 25 Information and communication theory, circuits (94-XX) 19 Differential geometry (53-XX) 17 Approximations and expansions (41-XX) 16 Relativity and gravitational theory (83-XX) 14 Difference and functional equations (39-XX) 10 Number theory (11-XX) 10 Special functions (33-XX) 10 Integral equations (45-XX) 10 Convex and discrete geometry (52-XX) 10 Fluid mechanics (76-XX) 9 General topology (54-XX) 8 Potential theory (31-XX) 7 Functions of a complex variable (30-XX) 6 Mechanics of particles and systems (70-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) 3 Mechanics of deformable solids (74-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 Classical thermodynamics, heat transfer (80-XX) 2 Mathematics education (97-XX) 1 Mathematical logic and foundations (03-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) Citations by Year