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ESAIM: Probability and Statistics

Volume 6 (2002)

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

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Foreword

Preface p. 185

Phillipe Soulier

DOI: https://doi.org/10.1051/ps/2002000

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Detecting abrupt changes in random fields p. 189

Antoine Chambaz

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002011

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Adaptive estimation of the stationary density of discrete and continuous time mixing processes p. 211

Fabienne Comte and Florence Merlevède

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002012

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Goodness-of-fit test for long range dependent processes p. 239

Gilles Fay and Anne Philippe

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002013

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Autocovariance structure of powers of switching-regime ARMA Processes p. 259

Christian Francq and Jean-Michel Zakoïan

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002014

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Semiparametric deconvolution with unknown noise variance p. 271

Catherine Matias

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002015

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Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory p. 293

Mohamedou Ould Haye

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002016

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Long memory properties and covariance structure of the EGARCH model p. 311

Donatas Surgailis and Marie-Claude Viano

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002017

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Approximation of the Snell Envelope and American Options Prices in dimension one p. 1

Vlad Bally and Bruno Saussereau

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002001

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Penultimate approximation for the distribution of the excesses p. 21

Rym Worms

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002002

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Averaging method for differential equations perturbed by dynamical systems p. 33

Françoise Pène

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002003

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Stationary measures and phase transition for a class of Probabilistic Cellular Automata p. 89

Paolo Dai Pra, Pierre-Yves Louis and Sylvie Rœlly

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002004

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On characterizing the Pólya distribution p. 105

Héctor M. Ramos, David Almorza and Juan A. García–Ramos

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002005

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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

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002006

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Model selection for regression on a random design p. 127

Yannick Baraud

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002007

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Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems p. 147

Alejandro F. Ramírez

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002008

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Ranked Fragmentations p. 157

Julien Berestycki

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002009

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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

Published online: 15 November 2002

DOI: https://doi.org/10.1051/ps:2002010

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Preface p. 185

Published online: 15 November 2002