Open Access
Estimating fast mean-reverting jumps in electricity market models
ESAIM: PS, 24 (2020) 963-1002
Published online: 15 December 2020
ESAIM: P&S publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Read more
15 |
Free Access
Theory of Classification: a Survey of Some Recent AdvancesESAIM: PS, 9 (2005) 323-375
Published online: 15 November 2005
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13 |
Free Access
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statisticsESAIM: PS, 17 (2013) 120-134
Published online: 08 February 2013
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10 |
Open Access
The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problemsESAIM: PS, 24 (2020) 454-525
Published online: 06 October 2020
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9 |
Free Access
Dependent Lindeberg central limit theorem and some applicationsESAIM: PS, 12 (2008) 154-172
Published online: 23 January 2008
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9 |
Open Access
Random forests for time-dependent processesESAIM: PS, 24 (2020) 801-826
Published online: 24 November 2020
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