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ESAIM: P&S

Vol. 6, 2002

• Approximation of the Snell Envelope and American Options Prices in dimension one     p. 1
  Vlad Bally and Bruno Saussereau
  Abstract | References |  PDF file (219 KB)  |  PS file (469 KB)  |  DVI file (97.6 KB)



• Penultimate approximation for the distribution of the excesses     p. 21
  Rym Worms
  Abstract | References |  PDF file (179 KB)  |  PS file (408 KB)  |  DVI file (52.6 KB)



• Averaging method for differential equations perturbed by dynamical systems     p. 33
  Françoise Pène
  Abstract | References |  PDF file (555 KB)  |  PS file (2.34 MB)  |  DVI file (373 KB)



• Stationary measures and phase transition for a class of Probabilistic Cellular Automata     p. 89
  Paolo Dai Pra, Pierre-Yves Louis and Sylvie Roelly
  Abstract | References |  PDF file (264 KB)  |  PS file (522 KB)  |  DVI file (78.5 KB)



• On characterizing the Pólya distribution     p. 105
  Héctor M. Ramos, David Almorza and Juan A. García-Ramos
  Abstract | References |  PDF file (136 KB)  |  PS file (324 KB)  |  DVI file (40.5 KB)



• Restricted Admissibility of Batches into an M/ G/1 Type Bulk Queue with Modified Bernoulli Schedule Server Vacations     p. 113
  Kailash C. Madan and Walid Abu-Dayyeh
  Abstract | References |  PDF file (149 KB)  |  PS file (341 KB)  |  DVI file (58.5 KB)



• Model selection for regression on a random design     p. 127
  Yannick Baraud
  Abstract | References |  PDF file (270 KB)  |  PS file (510 KB)  |  DVI file (102 KB)



• Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems     p. 147
  Alejandro F. Ramírez
  Abstract | References |  PDF file (184 KB)  |  PS file (394 KB)  |  DVI file (61.2 KB)



• Ranked Fragmentations     p. 157
  Julien Berestycki
  Abstract | References |  PDF file (379 KB)  |  PS file (511 KB)  |  DVI file (100 KB)



• On the tails of the distribution of the maximum of a smooth stationary Gaussian process     p. 177
  Jean-Marc Azaïs, Jean-Marc Bardet and Mario Wschebor
  Abstract | References |  PDF file (294 KB)  |  PS file (1.17 MB)  |  DVI file (36.8 KB)

Special Issue: New directions in Time Series Analysis (Guest Editor: Philippe Soulier)

• Preface
  Phillipe Soulier     p. 185
  PDF file (29 KB)



• Detecting abrupt changes in random fields     p. 189
  Antoine Chambaz
  Abstract | References |  PDF file (407 KB)  |  PS file (542 KB)  |  DVI file (125 KB)



• Adaptive estimation of the stationary density of discrete and continuous time mixing processes     p. 211
  Fabienne Comte and Florence Merlevède
  Abstract | References |  PDF file (496 KB)  |  PS file (638 KB)  |  DVI file (162 KB)



• Goodness-of-fit test for long range dependent processes     p. 239
  Gilles Fay and Anne Philippe
  Abstract | References |  PDF file (428 KB)  |  PS file (8.41 MB)  |  DVI file (108 KB)



• Autocovariance structure of powers of switching-regime ARMA Processes     p. 259
  Christian Francq and Jean-Michel Zakoïan
  Abstract | References |  PDF file (313 KB)  |  PS file (465 KB)  |  DVI file (66.5 KB)



• Semiparametric deconvolution with unknown noise variance     p. 271
  Catherine Matias
  Abstract | References |  PDF file (398 KB)  |  PS file (524 KB)  |  DVI file (122 KB)



• Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory     p. 293
  Mohamedou Ould Haye
  Abstract | References |  PDF file (499 KB)  |  PS file (23.2 MB)  |  DVI file (80.6 KB)



• Long memory properties and covariance structure of the EGARCH model     p. 311
  Donatas Surgailis and Marie-Claude Viano
  Abstract | References |  PDF file (363 KB)  |  PS file (503 KB)  |  DVI file (101 KB)

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© EDP Sciences, SMAI 2002