ESAIM: Probability and Statistics - Current Issue

Volume 15

Sat, 01 Jan 2011 00:00:00 GMT

ESAIM: Probability and Statistics, Volume 15 The Journal publishes original research and survey papers in the area of probability and statistics. It covers theoretical and practical aspects, from any related field. Of particular interest are methodological developments with application in other scientific areas; for example biology and genetics, information theory, finance, bioinformatics, random structures and random graphs, econometrics, and physics. The Journal encourages submissions related to the applications of probability and statistics research, and encompasses all fields where random mathematical modelling is important. The Journal will announce calls for papers in different areas to ensure that the broader community is aware of important issues of both theoretical and practical relevance. It is widely recognised that many recent fascinating developments in probability and statistics arise from research in other fields; ESAIM: PS is the natural journal for their publication. The Journal will continue to publish key theoretical research as well as that of a purely practical application. Marketed and distributed on behalf of EDP Sciences >

Preface

Research Articles
Marc Hoffmann, Damien Lamberton,
ESAIM: Probability and Statistics, Volume 15, pp S1-S1

Abstract

Entrelacements de semi-groupes provenant de paires de Gelfand

Research Articles
Philippe Biane,
ESAIM: Probability and Statistics, Volume 15, pp S2-S10

Abstract

Time-homogeneous diffusions with a given marginal at a random time

Research Articles
Alexander M.G. Cox, David Hobson, Jan Obłój,
ESAIM: Probability and Statistics, Volume 15, pp S11-S24

Abstract

Local martingales and filtration shrinkage

Research Articles
Hans Föllmer, Philip Protter,
ESAIM: Probability and Statistics, Volume 15, pp S25-S38

Abstract

A new kind of augmentation of filtrations

Research Articles
Joseph Najnudel, Ashkan Nikeghbali,
ESAIM: Probability and Statistics, Volume 15, pp S39-S57

Abstract

Hoeffding spaces and Specht modules

Research Articles
Giovanni Peccati, Jean-Renaud Pycke,
ESAIM: Probability and Statistics, Volume 15, pp S58-S68

Abstract

Wiener integral for the coordinate process under the σ -finite measure unifying Brownian penalisations

Research Articles
Kouji Yano,
ESAIM: Probability and Statistics, Volume 15, pp S69-S84

Abstract

Estimating a discrete distribution via histogram selection

Research Articles
Nathalie Akakpo,
ESAIM: Probability and Statistics, Volume 15, pp 1-29

Abstract

A new stochastic restricted biased estimator under heteroscedastic or correlated error

Research Articles
Mustafa Ismaeel Alheety,
ESAIM: Probability and Statistics, Volume 15, pp 30-40

Abstract

A non asymptotic penalized criterion for Gaussian mixture model selection

Research Articles
Cathy Maugis, Bertrand Michel,
ESAIM: Probability and Statistics, Volume 15, pp 41-68

Abstract

Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model

Research Articles
Jean-Michel Loubes, Davy Paindaveine,
ESAIM: Probability and Statistics, Volume 15, pp 69-82

Abstract

On the large deviations of a class of modulated additive processes

Research Articles
Ken R. Duffy, Claudio Macci, Giovanni Luca Torrisi,
ESAIM: Probability and Statistics, Volume 15, pp 83-109

Abstract

L p -theory for the stochastic heat equation with infinite-dimensional fractional noise

Research Articles
Raluca M. Balan,
ESAIM: Probability and Statistics, Volume 15, pp 110-138

Abstract

Expansions for the distribution of M -estimates with applications to the Multi-Tone problem

Research Articles
Christopher S. Withers, Saralees Nadarajah,
ESAIM: Probability and Statistics, Volume 15, pp 139-167

Abstract

SURE shrinkage of Gaussian paths and signal identification

Research Articles
Nicolas Privault, Anthony Réveillac,
ESAIM: Probability and Statistics, Volume 15, pp 180-196

Abstract

Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process

Research Articles
Eva Löcherbach, Dasha Loukianova, Oleg Loukianov,
ESAIM: Probability and Statistics, Volume 15, pp 197-216

Abstract

Large deviations for directed percolation on a thin rectangle

Research Articles
Jean-Paul Ibrahim,
ESAIM: Probability and Statistics, Volume 15, pp 217-232

Abstract

Simulation and approximation of Lévy-driven stochastic differential equations

Research Articles
Nicolas Fournier,
ESAIM: Probability and Statistics, Volume 15, pp 233-248

Abstract

Random fractals generated by a local Gaussian process indexed by a class of functions

Research Articles
Claire Coiffard,
ESAIM: Probability and Statistics, Volume 15, pp 249-269

Abstract

Estimation for misspecified ergodic diffusion processes from discrete observations

Research Articles
Masayuki Uchida, Nakahiro Yoshida,
ESAIM: Probability and Statistics, Volume 15, pp 270-290

Abstract

Limit theorems for measure-valued processes of the level-exceedance type

Research Articles
Andriy Yurachkivsky,
ESAIM: Probability and Statistics, Volume 15, pp 291-319

Abstract

Data-driven penalty calibration: A case study for Gaussian mixture model selection

Research Articles
Cathy Maugis, Bertrand Michel,
ESAIM: Probability and Statistics, Volume 15, pp 320-339

Abstract

Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal

Research Articles
Christopher S. Withers, Saralees Nadarajah,
ESAIM: Probability and Statistics, Volume 15, pp 340-357

Abstract

KPZ formula for log-infinitely divisible multifractal random measures

Research Articles
Rémi Rhodes, Vincent Vargas,
ESAIM: Probability and Statistics, Volume 15, pp 358-371

Abstract

Dislocation measure of the fragmentation of a general Lévy tree

Research Articles
Guillaume Voisin,
ESAIM: Probability and Statistics, Volume 15, pp 372-389

Abstract

A note on spider walks

Research Articles
Christophe Gallesco, Sebastian Müller, Serguei Popov,
ESAIM: Probability and Statistics, Volume 15, pp 390-401

Abstract

Integration in a dynamical stochastic geometric framework

Research Articles
Giacomo Aletti, Enea G. Bongiorno, Vincenzo Capasso,
ESAIM: Probability and Statistics, Volume 15, pp 402-416

Abstract

Continuous-time multitype branching processes conditioned on very late extinction

Research Articles
Sophie Pénisson,
ESAIM: Probability and Statistics, Volume 15, pp 417-442

Abstract

Cramér type moderate deviations for Studentized U-statistics

Research Articles
Tze Leng Lai, Qi-Man Shao, Qiying Wang,
ESAIM: Probability and Statistics, Volume 15, pp 168-179

Abstract