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ESAIM: Probability and Statistics

Volume 16 (2012)

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Special Issue: Spring School Mons Random differential equations and Gaussian fields

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Editorial

Editorial - Spring School Mons Random differential equations and Gaussian fields p. Sp-1

Jacques Istas and Serge Cohen

Published online: 08 November 2012

DOI: https://doi.org/10.1051/ps/2012023

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Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres p. 165

S. Cohen and M. A. Lifshits

Published online: 03 July 2012

DOI: https://doi.org/10.1051/ps/2011105

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Manifold indexed fractional fields p. 222

Jacques Istas

Published online: 11 July 2012

DOI: https://doi.org/10.1051/ps/2011106

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Stochastic Taylor expansions and heat kernel asymptotics p. 453

Fabrice Baudoin

Published online: 31 October 2012

DOI: https://doi.org/10.1051/ps/2011107

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Rough paths via sewing Lemma p. 479

Laure Coutin

Published online: 08 November 2012

DOI: https://doi.org/10.1051/ps/2011108

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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

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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

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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

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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

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Exponential deficiency of convolutions of densities p. 86

Iosif Pinelis

Published online: 02 July 2012

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

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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

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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

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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

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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

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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

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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

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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

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Lacunary Fractional Brownian Motion p. 352

Marianne Clausel

Published online: 01 August 2012

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

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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

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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

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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

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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

ESAIM: Probability and Statistics

Volume 16 (2012)

Special Issue: Spring School Mons Random differential equations and Gaussian fields

Editorial - Spring School Mons Random differential equations and Gaussian fields p. Sp-1

Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres p. 165

Manifold indexed fractional fields p. 222

Stochastic Taylor expansions and heat kernel asymptotics p. 453

Rough paths via sewing Lemma p. 479

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

Asymptotic properties of autoregressive regime-switching models p. 25

A new proof of Kellerer’s theorem p. 48

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

Exponential deficiency of convolutions of densities p. 86

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

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

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

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

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

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

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

Lacunary Fractional Brownian Motion p. 352

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

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

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

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

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