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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Wald Statistics in high-dimensional PCA p. 662

Matthias Löffler

Published online: 26 September 2019

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

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

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

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

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

Open Access