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

Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity p. 1

Anestis Antoniadis, Marianna Pensky and Theofanis Sapatinas

Published online: 06 December 2013

DOI: https://doi.org/10.1051/ps/2012024

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes p. 42

M. Clausel, F. Roueff, M.S. Taqqu and C. Tudor

Published online: 28 November 2013

DOI: https://doi.org/10.1051/ps/2012026

Model selection and estimation of a component in additive regression p. 77

Xavier Gendre

Published online: 28 November 2013

DOI: https://doi.org/10.1051/ps/2012028

Upper large deviations for maximal flows through a tilted cylinder p. 117

Marie Theret

Published online: 28 November 2013

DOI: https://doi.org/10.1051/ps/2012029

Density smoothness estimation problem using a wavelet approach p. 130

Karol Dziedziul and Bogdan Ćmiel

Published online: 28 November 2013

DOI: https://doi.org/10.1051/ps/2013030

Survival probabilities of autoregressive processes p. 145

Christoph Baumgarten

Published online: 28 November 2013

DOI: https://doi.org/10.1051/ps/2013031

On the time constant in a dependent first passage percolation model p. 171

Julie Scholler

Published online: 27 March 2014

DOI: https://doi.org/10.1051/ps/2013032

Means in complete manifolds: uniqueness and approximation p. 185

Marc Arnaudon and Laurent Miclo

Published online: 27 March 2014

DOI: https://doi.org/10.1051/ps/2013033

On identifiability of mixtures of independent distribution laws p. 207

Mikhail Kovtun, Igor Akushevich and Anatoliy Yashin

Published online: 01 July 2014

DOI: https://doi.org/10.1051/ps/2011166

Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections p. 233

Romuald Elie and Idris Kharroubi

Published online: 01 July 2014

DOI: https://doi.org/10.1051/ps/2013036

Unbiased risk estimation method for covariance estimation p. 251

Hélène Lescornel, Jean-Michel Loubes and Claudie Chabriac

Published online: 25 July 2014

DOI: https://doi.org/10.1051/ps/2013034

Uniform Confidence Bands for Local Polynomial Quantile Estimators p. 265

Camille Sabbah

Published online: 25 July 2014

DOI: https://doi.org/10.1051/ps/2013035

Estimation in autoregressive model with measurement error p. 277

Jérôme Dedecker, Adeline Samson and Marie-Luce Taupin

Published online: 03 October 2014

DOI: https://doi.org/10.1051/ps/2013037

Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process p. 308

S. Valère Bitseki Penda, Hacène Djellout and Frédéric Proïa

Published online: 03 October 2014

DOI: https://doi.org/10.1051/ps/2013038

Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion p. 332

Shota Gugushvili and Peter Spreij

Published online: 03 October 2014

DOI: https://doi.org/10.1051/ps/2013039

Asymptotic normality and efficiency of two Sobol index estimators p. 342

Alexandre Janon, Thierry Klein, Agnès Lagnoux, Maëlle Nodet and Clémentine Prieur

Published online: 03 October 2014

DOI: https://doi.org/10.1051/ps/2013040

Random coefficients bifurcating autoregressive processes p. 365

Benoîte de Saporta, Anne Gégout-Petit and Laurence Marsalle

Published online: 03 October 2014

DOI: https://doi.org/10.1051/ps/2013042

Adaptive estimation of a density function using beta kernels p. 400

Karine Bertin and Nicolas Klutchnikoff

Published online: 08 October 2014

DOI: https://doi.org/10.1051/ps/2014010

From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields p. 418

Erick Herbin, Benjamin Arras and Geoffroy Barruel

Published online: 08 October 2014

DOI: https://doi.org/10.1051/ps/2013044

General approximation method for the distribution of Markov processes conditioned not to be killed p. 441

Denis Villemonais

Published online: 08 October 2014

DOI: https://doi.org/10.1051/ps/2013045

Limit theorems for some functionals with heavy tails of a discrete time Markov chain p. 468

Patrick Cattiaux and Mawaki Manou-Abi

Published online: 08 October 2014

DOI: https://doi.org/10.1051/ps/2013043

Recursive bias estimation for multivariate regression smoothers p. 483

Pierre-André Cornillon, N. W. Hengartner and E. Matzner-Løber

Published online: 10 October 2014

DOI: https://doi.org/10.1051/ps/2013046

A simple approach to functional inequalities for non-local Dirichlet forms p. 503

Jian Wang

Published online: 10 October 2014

DOI: https://doi.org/10.1051/ps/2013048

An application of multivariate total positivity to peacocks p. 514

Antoine Marie Bogso

Published online: 10 October 2014

DOI: https://doi.org/10.1051/ps/2013049

Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation p. 541

A. Genadot and M. Thieullen

Published online: 10 October 2014

DOI: https://doi.org/10.1051/ps/2013051

On dependence structure of copula-based Markov chains p. 570

Martial Longla

Published online: 10 October 2014

DOI: https://doi.org/10.1051/ps/2013052

Nonparametric estimation of the density of the alternative hypothesis in a multiple testing setup. Application to local false discovery rate estimation p. 584

Van Hanh Nguyen and Catherine Matias

Published online: 15 October 2014

DOI: https://doi.org/10.1051/ps/2013041

Doubly reflected BSDEs with call protection and their approximation p. 613

Jean-François Chassagneux and Stéphane Crépey

Published online: 15 October 2014

DOI: https://doi.org/10.1051/ps/2013047

Uniform strong consistency of a frontier estimator using kernel regression on high order moments p. 642

Stéphane Girard, Armelle Guillou and Gilles Stupfler

Published online: 15 October 2014

DOI: https://doi.org/10.1051/ps/2013050

Extremal and additive processes generated by Pareto distributed random vectors p. 667

Kosto V. Mitov and Saralees Nadarajah

Published online: 15 October 2014

DOI: https://doi.org/10.1051/ps/2014001