Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data p. 1 José Rafael León, Luis-Ángel Rodríguez and Roberto Ruggiero Published online: 11 March 2019 DOI: https://doi.org/10.1051/ps/2018004 PDF (556.0 KB)References
Tempered fractional multistable motion and tempered multifractional stable motion p. 37 Xiequan Fan and Jacques Lévy Véhel Published online: 11 March 2019 DOI: https://doi.org/10.1051/ps/2018012 PDF (477.0 KB)References
On the rate of convergence in the central limit theorem for hierarchical Laplacians p. 68 Alexander Bendikov and Wojciech Cygan Published online: 14 March 2019 DOI: https://doi.org/10.1051/ps/2018010 PDF (615.7 KB)References
On the law of homogeneous stable functionals p. 82 Julien Letemplier and Thomas Simon Published online: 14 March 2019 DOI: https://doi.org/10.1051/ps/2018028 PDF (515.1 KB)References
A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs p. 112 Xīlíng Zhāng Published online: 26 March 2019 DOI: https://doi.org/10.1051/ps/2017021 PDF (558.5 KB)References
Free Access LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process p. 136 Emmanuelle Clément, Arnaud Gloter and Huong Nguyen Published online: 01 May 2019 DOI: https://doi.org/10.1051/ps/2018007 PDF (734.2 KB)References
Open Access On Monte-Carlo tree search for deterministic games with alternate moves and complete information p. 176 Sylvain Delattre and Nicolas Fournier Published online: 01 May 2019 DOI: https://doi.org/10.1051/ps/2018006 PDF (785.3 KB)References
On fixed gain recursive estimators with discontinuity in the parameters p. 217 Huy N. Chau, Chaman Kumar, Miklós Rásonyi and Sotirios Sabanis Published online: 01 May 2019 DOI: https://doi.org/10.1051/ps/2018019 PDF (699.4 KB)References
Open Access Efficient sequential experimental design for surrogate modeling of nested codes p. 245 Sophie Marque-Pucheu, Guillaume Perrin and Josselin Garnier Published online: 03 May 2019 DOI: https://doi.org/10.1051/ps/2018011 PDF (1.055 MB)References
Open Access Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging p. 271 Joseph Muré Published online: 17 June 2019 DOI: https://doi.org/10.1051/ps/2018023 PDF (712.1 KB)References
Free Access Optimal survey schemes for stochastic gradient descent with applications to M-estimation p. 310 Stephan Clémençon, Patrice Bertail, Emilie Chautru and Guillaume Papa Published online: 17 June 2019 DOI: https://doi.org/10.1051/ps/2018021 PDF (1.039 MB)References
The 1D Schrödinger equation with a spacetime white noise: the average wave function p. 338 Yu Gu Published online: 17 June 2019 DOI: https://doi.org/10.1051/ps/2019010 PDF (423.4 KB)References
Statistical estimation of conditional Shannon entropy p. 350 Alexander Bulinski and Alexey Kozhevin Published online: 28 June 2019 DOI: https://doi.org/10.1051/ps/2018026 PDF (590.7 KB)References
Open Access On the consistency of Sobol indices with respect to stochastic ordering of model parameters p. 387 A. Cousin, A. Janon, V. Maume-Deschamps and I. Niang Published online: 28 June 2019 DOI: https://doi.org/10.1051/ps/2018001 PDF (482.4 KB)References
Open Access Complex intertwinings and quantification of discrete free motions p. 409 Laurent Miclo Published online: 12 July 2019 DOI: https://doi.org/10.1051/ps/2018020 PDF (447.1 KB)References
Sparse recovery from extreme eigenvalues deviation inequalities p. 430 Sandrine Dallaporta and Yohann De Castro Published online: 07 August 2019 DOI: https://doi.org/10.1051/ps/2018024 PDF (634.4 KB)References
Open Access On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes p. 464 Agnès Lagnoux, Thi Mong Ngoc Nguyen and Frédéric Proïa Published online: 07 August 2019 DOI: https://doi.org/10.1051/ps/2018016 PDF (1.365 MB)References
Maximum likelihood estimation in hidden Markov models with inhomogeneous noise p. 492 Manuel Diehn, Axel Munk and Daniel Rudolf Published online: 07 August 2019 DOI: https://doi.org/10.1051/ps/2018017 PDF (4.009 MB)References
Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems p. 524 Martin Kroll Published online: 09 August 2019 DOI: https://doi.org/10.1051/ps/2018027 PDF (589.2 KB)References
Beckner inequalities for Moebius measures on spheres p. 552 Nian Yao and Zhengliang Zhang Published online: 09 August 2019 DOI: https://doi.org/10.1051/ps/2018025 PDF (402.1 KB)References
Two consistent estimators for the skew Brownian motion p. 567 Antoine Lejay, Ernesto Mordecki and Soledad Torres Published online: 13 August 2019 DOI: https://doi.org/10.1051/ps/2018018 PDF (636.4 KB)References
Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence p. 584 Loïc Hervé, Sana Louhichi and Françoise Pène Published online: 26 September 2019 DOI: https://doi.org/10.1051/ps/2019001 PDF (765.6 KB)References
Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains p. 607 Loïc Hervé, Sana Louhichi and Françoise Pène Published online: 26 September 2019 DOI: https://doi.org/10.1051/ps/2019003 PDF (655.3 KB)References
A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages p. 638 Aline Marguet Published online: 26 September 2019 DOI: https://doi.org/10.1051/ps/2018029 PDF (452.8 KB)References
Wald Statistics in high-dimensional PCA p. 662 Matthias Löffler Published online: 26 September 2019 DOI: https://doi.org/10.1051/ps/2019002 PDF (393.7 KB)References
A test for block circular symmetric covariance structure with divergent dimension p. 672 Junshan Xie and Gaoming Sun Published online: 26 September 2019 DOI: https://doi.org/10.1051/ps/2019020 PDF (1.081 MB)References
Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics p. 697 Tadeusz Inglot, Teresa Ledwina and Bogdan Ćmiel Published online: 01 November 2019 DOI: https://doi.org/10.1051/ps/2018022 PDF (3.490 MB)References
Antiduality and Möbius monotonicity: generalized coupon collector problem p. 739 Paweł Lorek Published online: 20 December 2019 DOI: https://doi.org/10.1051/ps/2019004 PDF (639.4 KB)References
Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels p. 770 Aline Duarte, Eva Löcherbach and Guilherme Ost Published online: 20 December 2019 DOI: https://doi.org/10.1051/ps/2019005 PDF (1.277 MB)References
Open Access Galton–Watson and branching process representations of the normalized Perron–Frobenius eigenvector p. 797 Raphaël Cerf and Joseba Dalmau Published online: 24 December 2019 DOI: https://doi.org/10.1051/ps/2019007 PDF (299.3 KB)References
Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages p. 803 Mikkel Slot Nielsen and Jan Pedersen Published online: 24 December 2019 DOI: https://doi.org/10.1051/ps/2019008 PDF (438.0 KB)References
Large deviation estimates for branching random walks p. 823 Dariusz Buraczewski and Mariusz Maślanka Published online: 24 December 2019 DOI: https://doi.org/10.1051/ps/2019006 PDF (469.4 KB)References
Open Access Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective p. 841 Antoine Godichon-Baggioni Published online: 24 December 2019 DOI: https://doi.org/10.1051/ps/2019011 PDF (602.3 KB)References
A Peccati-Tudor type theorem for Rademacher chaoses p. 874 Guangqu Zheng Published online: 24 December 2019 DOI: https://doi.org/10.1051/ps/2019013 PDF (477.9 KB)References
Open Access On the optimal importance process for piecewise deterministic Markov process p. 893 H. Chraibi, A. Dutfoy, T. Galtier and J. Garnier Published online: 24 December 2019 DOI: https://doi.org/10.1051/ps/2019015 PDF (1.143 MB)References
Deviation inequalities for Banach space valued martingales differences sequences and random fields p. 922 Davide Giraudo Published online: 03 January 2020 DOI: https://doi.org/10.1051/ps/2019016 PDF (534.5 KB)References
Bayesian wavelet de-noising with the caravan prior p. 947 Shota Gugushvili, Frank van der Meulen, Moritz Schauer and Peter Spreij Published online: 03 January 2020 DOI: https://doi.org/10.1051/ps/2019019 PDF (3.354 MB)References
Open Access Improved one-sided deviation inequalities under regularity assumptions for product measures p. 979 Kevin Tanguy Published online: 03 January 2020 DOI: https://doi.org/10.1051/ps/2019014 PDF (427.6 KB)References