ESAIM: Probability and Statistics

Free Access

α-time fractional Brownian motion: PDE connections and local times p. 1

Erkan Nane, Dongsheng Wu and Yimin Xiao

Published online: 09 March 2012

DOI: https://doi.org/10.1051/ps/2011103

• Abstract
• PDF (364.8 KB)
• References

Free Access

Asymptotic properties of autoregressive regime-switching models p. 25

Madalina Olteanu and Joseph Rynkiewicz

Published online: 22 March 2012

DOI: https://doi.org/10.1051/ps/2011153

• Abstract
• PDF (328.0 KB)
• References

Free Access

A new proof of Kellerer’s theorem p. 48

Francis Hirsch and Bernard Roynette

Published online: 26 March 2012

DOI: https://doi.org/10.1051/ps/2011164

• Abstract
• PDF (196.8 KB)
• References

Free Access

Adaptive non-asymptotic confidence balls in density estimation p. 61

Matthieu Lerasle

Published online: 02 July 2012

DOI: https://doi.org/10.1051/ps/2010012

• Abstract
• PDF (525.5 KB)
• References

Free Access

Exponential deficiency of convolutions of densities p. 86

Iosif Pinelis

Published online: 02 July 2012

DOI: https://doi.org/10.1051/ps/2010010

• Abstract
• PDF (271.2 KB)
• References

Free Access

Estimation of second order parameters using probability weighted moments p. 97

Julien Worms and Rym Worms

Published online: 03 July 2012

DOI: https://doi.org/10.1051/ps/2010017

• Abstract
• PDF (642.9 KB)
• References

Free Access

Asymptotic equipartition properties for simple hierarchical and networked structures p. 114

Kwabena Doku-Amponsah

Published online: 03 July 2012

DOI: https://doi.org/10.1051/ps/2010016

• Abstract
• PDF (349.0 KB)
• References

Free Access

Shrinkage strategies in some multiple multi-factor dynamical systems p. 139

Sévérien Nkurunziza

Published online: 03 July 2012

DOI: https://doi.org/10.1051/ps/2010015

• Abstract
• PDF (254.8 KB)
• References

Free Access

On the asymptotic variance in the central limit theorem for particle filters p. 151

Benjamin Favetto

Published online: 03 July 2012

DOI: https://doi.org/10.1051/ps/2010019

• Abstract
• PDF (313.5 KB)
• References

Free Access

Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit p. 277

Samuel Herrmann and Julian Tugaut

Published online: 11 July 2012

DOI: https://doi.org/10.1051/ps/2011152

• Abstract
• PDF (473.9 KB)
• References

Free Access

A generalized dual maximizer for the Monge–Kantorovich transport problem p. 306

Mathias Beiglböck, Christian Léonard and Walter Schachermayer

Published online: 16 July 2012

DOI: https://doi.org/10.1051/ps/2011163

• Abstract
• PDF (328.5 KB)
• References

Free Access

Sojourn time in ℤ⁺ for the Bernoulli random walk on ℤ p. 324

Aimé Lachal

Published online: 01 August 2012

DOI: https://doi.org/10.1051/ps/2010013

• Abstract
• PDF (343.0 KB)
• References

Free Access

Lacunary Fractional Brownian Motion p. 352

Marianne Clausel

Published online: 01 August 2012

DOI: https://doi.org/10.1051/ps/2010014

• Abstract
• PDF (368.4 KB)
• References

Free Access

A Bayesian framework for the ratio of two Poisson rates in the context of vaccine efficacy trials p. 375

Stéphane Laurent and Catherine Legrand

Published online: 03 September 2012

DOI: https://doi.org/10.1051/ps/2010018

• Abstract
• PDF (788.8 KB)
• References

Free Access

Density of paths of iterated Lévy transforms of Brownian motion p. 399

Marc Malric

Published online: 31 August 2012

DOI: https://doi.org/10.1051/ps/2011020

• Abstract
• PDF (401.8 KB)
• References

Free Access

Tail approximations for samples from a finite population with applications to permutation tests p. 425

Zhishui Hu, John Robinson and Qiying Wang

Published online: 31 August 2012

DOI: https://doi.org/10.1051/ps/2010027

• Abstract
• PDF (215.2 KB)
• References

Free Access

How the initialization affects the stability of the қ-means algorithm p. 436

Sébastien Bubeck, Marina Meilă and Ulrike von Luxburg

Published online: 04 September 2012

DOI: https://doi.org/10.1051/ps/2012013

• Abstract
• PDF (380.8 KB)
• References