Volume 16

Sun, 01 Jan 2012 00:00:00 GMT

ESAIM: Probability and Statistics, Volume 16 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 >

α-time fractional Brownian motion: PDE connections and local times

Research Articles
Erkan Nane, Dongsheng Wu, Yimin Xiao,
ESAIM: Probability and Statistics, Volume 16, pp 1-24

Abstract

Asymptotic properties of autoregressive regime-switching models

Research Articles
Madalina Olteanu, Joseph Rynkiewicz,
ESAIM: Probability and Statistics, Volume 16, pp 25-47

Abstract

A new proof of Kellerer’s theorem

Research Articles
Francis Hirsch, Bernard Roynette,
ESAIM: Probability and Statistics, Volume 16, pp 48-60

Abstract

ESAIM: Probability and Statistics - Current Issue

Volume 16

α-time fractional Brownian motion: PDE connections and local times

Asymptotic properties of autoregressive regime-switching models

A new proof of Kellerer’s theorem