ESAIM: Probability and Statistics

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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

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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

• Abstract
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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

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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

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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

• Abstract
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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

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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

• Abstract
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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

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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

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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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Wald Statistics in high-dimensional PCA p. 662

Matthias Löffler

Published online: 26 September 2019

DOI: https://doi.org/10.1051/ps/2019002

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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Open Access

L^p 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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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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

• Abstract
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