ESAIM: Probability and Statistics

On extreme value theory for group stationary Gaussian processes p. 1

Patrik Albin

Published online: 04 October 2018

DOI: https://doi.org/10.1051/ps/2018002

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Manifolds of differentiable densities p. 19

Nigel J. Newton

Published online: 04 October 2018

DOI: https://doi.org/10.1051/ps/2018003

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Characterization of barycenters in the Wasserstein space by averaging optimal transport maps p. 35

Jérémie Bigot and Thierry Klein

Published online: 11 October 2018

DOI: https://doi.org/10.1051/ps/2017020

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Free Access

Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process p. 58

Emmanuelle Clément, Arnaud Gloter and Huong Nguyen

Published online: 11 October 2018

DOI: https://doi.org/10.1051/ps/2018009

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Free Access

Impact of subsampling and tree depth on random forests p. 96

Roxane Duroux and Erwan Scornet

Published online: 14 December 2018

DOI: https://doi.org/10.1051/ps/2018008

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Uniform convergence of penalized time-inhomogeneous Markov processes p. 129

Nicolas Champagnat and Denis Villemonais

Published online: 16 November 2018

DOI: https://doi.org/10.1051/ps/2017022

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Open Access

A consistent estimator to the orthant-based tail value-at-risk p. 163

Nicholas Beck and Mélina Mailhot

Published online: 16 November 2018

DOI: https://doi.org/10.1051/ps/2018015

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Stochastic formulations of the parametrix method p. 178

Arturo Kohatsu-Higa and Gô Yûki

Published online: 14 December 2018

DOI: https://doi.org/10.1051/ps/2018013

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A change-point problem and inference for segment signals p. 210

Victor-Emmanuel Brunel

Published online: 14 December 2018

DOI: https://doi.org/10.1051/ps/2018014

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Adaptive nonparametric drift estimation of an integrated jump diffusion process p. 236

Benedikt Funke and Émeline Schmisser

Published online: 25 January 2019

DOI: https://doi.org/10.1051/ps/2018005

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