ESAIM: Probability and Statistics

Accepted manuscripts


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

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

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

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

    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

    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

    Maximum likelihood estimation in hidden Markov models with inhomogeneous noise

    Received: 11 April 2018 / Revised: 04 September 2018 / Accepted: 19 September 2018
    DOI: https://doi.org/10.1051/ps/2018017

    On fixed gain recursive estimators with discontinuity in the parameters

    Received: 22 November 2016 / Revised: 02 July 2018 / Accepted: 09 October 2018
    DOI: https://doi.org/10.1051/ps/2018019

    Optimal survey schemes for stochastic gradient descent with applications to M-estimation

    Received: 03 January 2018 / Revised: 23 August 2018 / Accepted: 22 October 2018
    DOI: https://doi.org/10.1051/ps/2018021

    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
    DOI: https://doi.org/10.1051/ps/2018022

    Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging

    Received: 11 October 2017 / Revised: 06 September 2018 / Accepted: 31 October 2018
    DOI: https://doi.org/10.1051/ps/2018023

    Sparse Recovery from Extreme Eigenvalues Deviation Inequalities

    Received: 30 March 2018 / Revised: 04 September 2018 / Accepted: 05 November 2018
    DOI: https://doi.org/10.1051/ps/2018024

    Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems

    Received: 04 July 2018 / Revised: 30 November 2018 / Accepted: 04 December 2018
    DOI: https://doi.org/10.1051/ps/2018027

    A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages

    Received: 22 July 2017 / Revised: 25 July 2018 / Accepted: 20 December 2018
    DOI: https://doi.org/10.1051/ps/2018029

    Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence

    Received: 13 April 2017 / Revised: 16 February 2018 / Accepted: 08 January 2019
    DOI: https://doi.org/10.1051/ps/2019001

    Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains

    Received: 13 April 2017 / Revised: 16 February 2018 / Accepted: 08 January 2019
    DOI: https://doi.org/10.1051/ps/2019003