ESAIM: Probability and Statistics

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Large deviations for quasi-arithmetically self-normalized random variables p. 1

Jean-Marie Aubry and Marguerite Zani

Published online: 06 December 2012

DOI: https://doi.org/10.1051/ps/2011112

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Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling p. 13

Reiichiro Kawai and Hiroki Masuda

Published online: 06 December 2012

DOI: https://doi.org/10.1051/ps/2011101

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Nonparametric estimation of the derivatives of the stationary density for stationary processes p. 33

Emeline Schmisser

Published online: 06 December 2012

DOI: https://doi.org/10.1051/ps/2011102

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Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation p. 70

Raphaël Rossignol and Marie Théret

Published online: 18 December 2012

DOI: https://doi.org/10.1051/ps/2011109

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Asymptotic normality of randomly truncated stochastic algorithms p. 105

Jérôme Lelong

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011110

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A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics p. 120

Michael H. Neumann

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011144

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Incremental moments and Hölder exponents of multifractional multistable processes p. 135

Ronan Le Guével and Jacques Lévy Véhel

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011151

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On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms p. 179

Peggy Cénac

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011155

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Polynomial deviation bounds for recurrent Harris processes having general state space p. 195

Eva Löcherbach and Dasha Loukianova

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011156

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Multifractional Brownian fields indexed by metric spaces with distances of negative type p. 219

Jacques Istas

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011157

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Fixed-α and fixed-β efficiencies p. 224

Christopher S. Withers and Saralees Nadarajah

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011143

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Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory p. 236

Elena Di Bernardino, Thomas Laloë, Véronique Maume-Deschamps and Clémentine Prieur

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011161

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Meeting time of independent random walks in random environment p. 257

Christophe Gallesco

Published online: 08 February 2013

DOI: https://doi.org/10.1051/ps/2011159

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Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation p. 293

Nastasiya F. Grinberg

Published online: 17 May 2013

DOI: https://doi.org/10.1051/ps/2011146

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Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method p. 307

Pierre Raphaël Bertrand, Mehdi Fhima and Arnaud Guillin

Published online: 17 May 2013

DOI: https://doi.org/10.1051/ps/2011154

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Penalization versus Goldenshluger − Lepski strategies in warped bases regression p. 328

Gaëlle Chagny

Published online: 17 May 2013

DOI: https://doi.org/10.1051/ps/2011165

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Towards a universally consistent estimator of the Minkowski content p. 359

Antonio Cuevas, Ricardo Fraiman and László Györfi

Published online: 17 May 2013

DOI: https://doi.org/10.1051/ps/2011160

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How the result of graph clustering methods depends on the construction of the graph p. 370

Markus Maier, Ulrike von Luxburg and Matthias Hein

Published online: 21 May 2013

DOI: https://doi.org/10.1051/ps/2012001

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Smoothness of Metropolis-Hastings algorithm and application to entropy estimation p. 419

Didier Chauveau and Pierre Vandekerkhove

Published online: 21 May 2013

DOI: https://doi.org/10.1051/ps/2012004

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Goodness-of-fit tests in long-range dependent processes under fixed alternatives p. 432

Holger Dette and Kemal Sen

Published online: 21 May 2013

DOI: https://doi.org/10.1051/ps/2012006

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On ℝ^d-valued peacocks p. 444

Francis Hirsch and Bernard Roynette

Published online: 21 May 2013

DOI: https://doi.org/10.1051/ps/2012009

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Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model p. 455

Florian Fuchs and Robert Stelzer

Published online: 03 June 2013

DOI: https://doi.org/10.1051/ps/2011158

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Why minimax is not that pessimistic p. 472

Aurelia Fraysse

Published online: 03 June 2013

DOI: https://doi.org/10.1051/ps/2012002

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Adaptive hard-thresholding for linear inverse problems p. 485

Paul Rochet

Published online: 03 June 2013

DOI: https://doi.org/10.1051/ps/2012003

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A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process p. 500

Bernard Bercu and Frédéric Proïa

Published online: 03 June 2013

DOI: https://doi.org/10.1051/ps/2012005

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Asymptotics of counts of small components in random structures and models of coagulation-fragmentation p. 531

Boris L. Granovsky

Published online: 03 June 2013

DOI: https://doi.org/10.1051/ps/2012007

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Carthaginian enlargement of filtrations p. 550

Giorgia Callegaro, Monique Jeanblanc and Behnaz Zargari

Published online: 01 August 2013

DOI: https://doi.org/10.1051/ps/2011162

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Moment measures of heavy-tailed renewal point processes: asymptotics and applications p. 567

Clément Dombry and Ingemar Kaj

Published online: 01 August 2013

DOI: https://doi.org/10.1051/ps/2012010

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Wavelet analysis of the multivariate fractional Brownian motion p. 592

Jean-François Coeurjolly, Pierre-Olivier Amblard and Sophie Achard

Published online: 06 August 2013

DOI: https://doi.org/10.1051/ps/2012011

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Convolution property and exponential bounds for symmetric monotone densities p. 605

Claude Lefèvre and Sergey Utev

Published online: 06 August 2013

DOI: https://doi.org/10.1051/ps/2012012

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Discrete time markovian agents interacting through a potential p. 614

Amarjit Budhiraja, Pierre Del Moral and Sylvain Rubenthaler

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012014

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Necessary and sufficient condition for the existence of a Fréchet mean on the circle p. 635

Benjamin Charlier

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012015

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An ℓ₁-oracle inequality for the Lasso in finite mixture Gaussian regression models p. 650

Caroline Meynet

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012016

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Partition-based conditional density estimation p. 672

S. X. Cohen and E. Le Pennec

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012017

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Adaptive density estimation for clustering with Gaussian mixtures p. 698

C. Maugis-Rabusseau and B. Michel

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012018

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Moderate deviations for a Curie–Weiss model with dynamical external field p. 725

Anselm Reichenbachs

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012019

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Risk bounds for new M-estimation problems p. 740

Nabil Rachdi, Jean-Claude Fort and Thierry Klein

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012025

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Testing randomness of spatial point patterns with the Ripley statistic p. 767

Gabriel Lang and Eric Marcon

Published online: 04 November 2013

DOI: https://doi.org/10.1051/ps/2012027

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Editorial

Sur l’œuvre de Paul Lévy p. 789

Marc Yor

Published online: 15 November 2013

DOI: https://doi.org/10.1051/ps/2012020

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Paul Lévy et l’arithmétique des lois de probabilités p. 790

Jean Bertoin

Published online: 15 November 2013

DOI: https://doi.org/10.1051/ps/2012021

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Paul Lévy et le mouvement brownien p. 795

Jean-François Le Gall

Published online: 15 November 2013

DOI: https://doi.org/10.1051/ps/2012022

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