ESAIM: Probability and Statistics (ESAIM: P&S)

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

Adaptive nonparametric drift estimation of an integrated jump diffusion process

Benedikt Funke and Émeline Schmisser

ESAIM: PS, 22 (2018) 236-260

Published online: 25 January 2019
Impact of subsampling and tree depth on random forests

Roxane Duroux and Erwan Scornet

ESAIM: PS, 22 (2018) 96-128

Published online: 14 December 2018
Stochastic formulations of the parametrix method

Arturo Kohatsu-Higa and Gô Yûki

ESAIM: PS, 22 (2018) 178-209

Published online: 14 December 2018
A change-point problem and inference for segment signals

Victor-Emmanuel Brunel

ESAIM: PS, 22 (2018) 210-235

Published online: 14 December 2018
Uniform convergence of penalized time-inhomogeneous Markov processes

Nicolas Champagnat and Denis Villemonais

ESAIM: PS, 22 (2018) 129-162

Published online: 16 November 2018
Open Access

A consistent estimator to the orthant-based tail value-at-risk

Nicholas Beck and Mélina Mailhot

ESAIM: PS, 22 (2018) 163-177

Published online: 16 November 2018
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps

Jérémie Bigot and Thierry Klein

ESAIM: PS, 22 (2018) 35-57

Published online: 11 October 2018
Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process

Emmanuelle Clément, Arnaud Gloter and Huong Nguyen

ESAIM: PS, 22 (2018) 58-95

Published online: 11 October 2018
On extreme value theory for group stationary Gaussian processes

Patrik Albin

ESAIM: PS, 22 (2018) 1-18

Published online: 04 October 2018

Most read articles

70	Free Access Sharp large deviations for Gaussian quadratic forms with applications Bernard Bercu, Fabrice Gamboa and Marc Lavielle ESAIM: PS, 4 (2000) 1-24 Published online: 15 August 2002
25	Free Access Theory of Classification: a Survey of Some Recent Advances Stéphane Boucheron, Olivier Bousquet and Gábor Lugosi ESAIM: PS, 9 (2005) 323-375 Published online: 15 November 2005
14	Free Access Moderate Deviations for I.I.D. Random Variables Peter Eichelsbacher and Matthias Löwe ESAIM: PS, 7 (2003) 209-218 Published online: 15 May 2003
12	Free Access Minimum variance importance sampling via Population Monte Carlo R. Douc, A. Guillin, J.-M. Marin and C. P. Robert ESAIM: PS, 11 (2007) 427-447 Published online: 17 August 2007
8	Free Access A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics Michael H. Neumann ESAIM: PS, 17 (2013) 120-134 Published online: 08 February 2013

2017 Impact Factor*: 0.493

2017 5-Year Impact Factor*: 0.658

Editors-in-Chief: Nicolas CHAMPAGNAT and Béatrice LAURENT-BONNEAU

ISSN: 1292-8100 - eISSN: 1262-3318

Published under the scientific responsibility of the Société de Mathématiques Appliquées et Industrielles (SMAI)
and with the support of the Centre National de la Recherche Scientifique (CNRS)

This journal is part of the European Series in Applied and Industrial Mathematics (ESAIM) and as such is an electronic-only journal with only one print volume published at the year's end.

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734	Free Access Sharp large deviations for Gaussian quadratic forms with applications Bernard Bercu, Fabrice Gamboa and Marc Lavielle ESAIM: PS, 4 (2000) 1-24 Published online: 15 August 2002
302	Free Access Theory of Classification: a Survey of Some Recent Advances Stéphane Boucheron, Olivier Bousquet and Gábor Lugosi ESAIM: PS, 9 (2005) 323-375 Published online: 15 November 2005
287	Free Access Moderate Deviations for I.I.D. Random Variables Peter Eichelsbacher and Matthias Löwe ESAIM: PS, 7 (2003) 209-218 Published online: 15 May 2003
115	Free Access Minimum variance importance sampling via Population Monte Carlo R. Douc, A. Guillin, J.-M. Marin and C. P. Robert ESAIM: PS, 11 (2007) 427-447 Published online: 17 August 2007
110	Free Access How many bins should be put in a regular histogram Lucien Birgé and Yves Rozenholc ESAIM: PS, 10 (2006) 24-45 Published online: 31 January 2006