A multi-dimensional central limit bound and its application to the Euler approximation of Lévy-SDEs
Received: 15 October 2017 / Revised: 25 September 2017 / Accepted: 30 October 2017
ESAIM: Probability and Statistics
Accepted manuscripts
Uniform convergence of penalized time-inhomogeneous Markov processes
Received: 14 November 2017 / Accepted: 12 December 2017
On the consistency of Sobol indices with respect to stochastic ordering of model parameters
Received: 22 January 2017 / Revised: 04 December 2017 / Accepted: 03 January 2018
Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data
Received: 27 October 2016 / Revised: 25 September 2017 / Accepted: 21 November 2017
Adaptive nonparametric drift estimation of an integrated jump diffusion process
Received: 25 May 2017 / Revised: 21 December 2017 / Accepted: 16 January 2018
On Monte-Carlo tree search for deterministic games with alternate moves and complete information
Received: 02 June 2017 / Revised: 26 September 2017 / Accepted: 15 January 2018
LAMN PROPERTY FOR THE DRIFT AND VOLATILITY PARAMETERS OF A SDE DRIVEN BY A STABLE LEVY PROCESS
Received: 27 February 2017 / Revised: 08 November 2017 / Accepted: 24 January 2018
Impact of subsampling and tree depth on random forests
Received: 26 October 2017 / Revised: 06 February 2018 / Accepted: 10 February 2018
On the rate of convergence in the central limit theorem for hierarchical Laplacians
Received: 24 February 2017 / Revised: 10 October 2017 / Accepted: 13 March 2018
Efficient sequential experimental design for surrogate modeling of nested codes
Received: 27 September 2017 / Revised: 02 May 2018 / Accepted: 11 May 2018
Tempered Fractional Multistable Motion and Tempered Multifractional Stable Motion
Received: 29 December 2016 / Revised: 16 April 2018 / Accepted: 11 July 2018
Stochastic Formulations of the Parametrix Method
Received: 06 June 2017 / Revised: 07 June 2018 / Accepted: 20 July 2018
A change-point problem and inference for segment signals
Accepted: 04 April 2018
A consistent estimator to the orthant-based Tail Value-at-Risk
Accepted: 13 March 2018
On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
Received: 19 December 2017 / Revised: 12 July 2018 / Accepted: 14 September 2018
Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
Received: 11 April 2018 / Revised: 04 September 2018 / Accepted: 19 September 2018
On fixed gain recursive estimators with discontinuity in the parameters
Received: 22 November 2016 / Revised: 02 July 2018 / Accepted: 09 October 2018
Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
Received: 09 February 2018 / Revised: 28 September 2018 / Accepted: 26 October 2018
Sparse Recovery from Extreme Eigenvalues Deviation Inequalities
Received: 30 March 2018 / Revised: 04 September 2018 / Accepted: 05 November 2018
Optimal survey schemes for stochastic gradient descent with applications to M-estimation
Received: 03 January 2018 / Revised: 23 August 2018 / Accepted: 22 October 2018
Complex intertwinings and quantification of discrete free motions
Received: 14 July 2017 / Accepted: 09 October 2018