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

Partially linear estimation using sufficient dimension reduction p. 1

Takuma Yoshida

Published online: 03 June 2016

DOI: https://doi.org/10.1051/ps/2015018

A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions p. 18

Michel Bonnefont, Aldéric Joulin and Yutao Ma

Published online: 03 June 2016

DOI: https://doi.org/10.1051/ps/2015019

Continuous time mean-variance portfolio optimization through the mean field approach p. 30

Markus Fischer and Giulia Livieri

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016001

Negative dependence and stochastic orderings p. 45

Fraser Daly

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016002

Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event p. 66

Jean-Yves Dauxois, Alexis Flesch and Davit Varron

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016004

Integrated depth for functional data: statistical properties and consistency p. 95

Stanislav Nagy, Irène Gijbels, Marek Omelka and Daniel Hlubinka

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016005

Poisson approximation of subgraph counts in stochastic block models and a graphon model p. 131

Matthew Coulson, Robert E. Gaunt and Gesine Reinert

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016006

Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation p. 143

Shota Gugushvili and Peter Spreij

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016008

Ergodicity of Lévy-Type Processes p. 154

Nikola Sandrić

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016009

Minimal supersolutions of convex BSDEs under constraints p. 178

Gregor Heyne, Michael Kupper, Christoph Mainberger and Ludovic Tangpi

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016011

Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism p. 196

Nathalie Krell

Published online: 14 July 2016

DOI: https://doi.org/10.1051/ps/2016013

Spectral analysis of the Gram matrix of mixture models p. 217

Florent Benaych-Georges and Romain Couillet

Published online: 18 July 2016

DOI: https://doi.org/10.1051/ps/2016007

Asymptotic behavior of critical indecomposable multi-type branching processes with immigration p. 238

Tivadar Danka and Gyula Pap

Published online: 18 July 2016

DOI: https://doi.org/10.1051/ps/2016010

Moderate deviations for shortest-path lengths on random segment processes p. 261

Christian Hirsch, David Neuhäuser and Volker Schmidt

Published online: 18 July 2016

DOI: https://doi.org/10.1051/ps/2016012

Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle p. 293

Ivan Nourdin, Giovanni Peccati, Guillaume Poly and Rosaria Simone

Published online: 05 August 2016

DOI: https://doi.org/10.1051/ps/2016014

Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model p. 309

Marius Kwemou

Published online: 05 August 2016

DOI: https://doi.org/10.1051/ps/2015020

A fully data-driven method for estimating the shape of a point cloud p. 332

A. Rodríguez-Casal and P. Saavedra-Nieves

Published online: 23 September 2016

DOI: https://doi.org/10.1051/ps/2016015

Extremes and limit theorems for difference of chi-type processes p. 349

Patrik Albin, Enkelejd Hashorva, Lanpeng Ji and Chengxiu Ling

Published online: 07 October 2016

DOI: https://doi.org/10.1051/ps/2016018

The coupon collector’s problem revisited: generalizing the double Dixie cup problem of Newman and Shepp p. 367

Aristides V. Doumas and Vassilis G. Papanicolaou

Published online: 23 November 2016

DOI: https://doi.org/10.1051/ps/2016016

Conditioned multi-type Galton−Watson trees p. 400

Eric Cator and Henk Don

Published online: 30 November 2016

DOI: https://doi.org/10.1051/ps/2016019

Poisson sphere counting processes with random radii p. 417

Nicolas Privault

Published online: 30 November 2016

DOI: https://doi.org/10.1051/ps/2016021

Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift p. 432

Jakob Söhl and Mathias Trabs

Published online: 30 November 2016

DOI: https://doi.org/10.1051/ps/2016017

Seeking relevant information from a statistical model p. 463

Ricardo Fraiman, Yanina Gimenez and Marcela Svarc

Published online: 30 November 2016

DOI: https://doi.org/10.1051/ps/2016022

Limit behaviour of BSDE with jumps and with singular terminal condition p. 480

A. Popier

Published online: 01 December 2016

DOI: https://doi.org/10.1051/ps/2016024

A test for the equality of monotone transformations of two random variables p. 510

Mohamed Boutahar and Denys Pommeret

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016003

Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model p. 527

Reinhard Höpfner, Eva Löcherbach and Michèle Thieullen

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016020

Step semi-Markov models and application to manpower management p. 555

Vlad Stefan Barbu, Guglielmo D’Amico, Raimondo Manca and Filippo Petroni

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016025

Analysis of a splitting scheme for a class of random nonlinear partial differential equations p. 572

Romain Duboscq and Renaud Marty

Published online: 21 December 2016

DOI: https://doi.org/10.1051/ps/2016023

ESAIM: Probability and Statistics

Volume 20 (2016)

Partially linear estimation using sufficient dimension reduction p. 1

A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions p. 18

Continuous time mean-variance portfolio optimization through the mean field approach p. 30

Negative dependence and stochastic orderings p. 45

Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event p. 66

Integrated depth for functional data: statistical properties and consistency p. 95

Poisson approximation of subgraph counts in stochastic block models and a graphon model p. 131

Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation p. 143

Ergodicity of Lévy-Type Processes p. 154

Minimal supersolutions of convex BSDEs under constraints p. 178

Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism p. 196

Spectral analysis of the Gram matrix of mixture models p. 217

Asymptotic behavior of critical indecomposable multi-type branching processes with immigration p. 238

Moderate deviations for shortest-path lengths on random segment processes p. 261

Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle p. 293

Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model p. 309

A fully data-driven method for estimating the shape of a point cloud p. 332

Extremes and limit theorems for difference of chi-type processes p. 349

The coupon collector’s problem revisited: generalizing the double Dixie cup problem of Newman and Shepp p. 367

Conditioned multi-type Galton−Watson trees p. 400

Poisson sphere counting processes with random radii p. 417

Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift p. 432

Seeking relevant information from a statistical model p. 463

Limit behaviour of BSDE with jumps and with singular terminal condition p. 480

A test for the equality of monotone transformations of two random variables p. 510

Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model p. 527

Step semi-Markov models and application to manpower management p. 555

Analysis of a splitting scheme for a class of random nonlinear partial differential equations p. 572