ESAIM: Probability and Statistics

Accepted manuscripts


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

Received: 03 March 2016 / Accepted: 05 November 2017
DOI: https://doi.org/10.1051/ps/2017020

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
DOI: https://doi.org/10.1051/ps/2018007

    Asymptotics in small time for the density of a stochastic differential equation driven by a stable lévy process

    Received: 12 December 2016 / Revised: 08 November 2017 / Accepted: 05 March 2018
    DOI: https://doi.org/10.1051/ps/2018009

    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
    DOI: https://doi.org/10.1051/ps/2018010

    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
    DOI: https://doi.org/10.1051/ps/2017021

    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
    DOI: https://doi.org/10.1051/ps/2018004

    Adaptive nonparametric drift estimation of an integrated jump diffusion process

    Received: 25 May 2017 / Revised: 21 December 2017 / Accepted: 16 January 2018
    DOI: https://doi.org/10.1051/ps/2018005

    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
    DOI: https://doi.org/10.1051/ps/2018006

    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
    DOI: https://doi.org/10.1051/ps/2018001

    Efficient sequential experimental design for surrogate modeling of nested codes

    Received: 27 September 2017 / Revised: 02 May 2018 / Accepted: 11 May 2018
    DOI: https://doi.org/10.1051/ps/2018011

    Tempered Fractional Multistable Motion and Tempered Multifractional Stable Motion

    Received: 29 December 2016 / Revised: 16 April 2018 / Accepted: 11 July 2018
    DOI: https://doi.org/10.1051/ps/2018012

    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
    DOI: https://doi.org/10.1051/ps/2018016