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Forthcoming articles

ESAIM: Probability and Statistics (ESAIM: P&S) gives online access to unedited preprint version of accepted papers, ahead of publication. This online version does not take into account corrections made during production process.

Online access to PDF files is granted to subscribers.

Sparse Recovery from Extreme Eigenvalues Deviation Inequalities

Sandrine Dallaporta and Yohann De Castro
ESAIM: PS, Forthcoming article
Received: 30 March 2018 / Revised: 04 September 2018 / Accepted: 05 November 2018
DOI: https://doi.org/10.1051/ps/2018024

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics

Tadeusz Inglot, Teresa Ledwina and Bogdan Ćmiel
ESAIM: PS, Forthcoming article
Received: 09 February 2018 / Revised: 28 September 2018 / Accepted: 26 October 2018
DOI: https://doi.org/10.1051/ps/2018022

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

Stephan Clémençon, Patrice Bertail, Emilie Chautru and Guillaume Papa
ESAIM: PS, Forthcoming article
Received: 03 January 2018 / Revised: 23 August 2018 / Accepted: 22 October 2018
DOI: https://doi.org/10.1051/ps/2018021

On fixed gain recursive estimators with discontinuity in the parameters

Huy Ngoc Chau, Chaman Kumar, Miklós Rásonyi and Sotirios Sabanis
ESAIM: PS, Forthcoming article
Received: 22 November 2016 / Revised: 02 July 2018 / Accepted: 09 October 2018
DOI: https://doi.org/10.1051/ps/2018019

Maximum likelihood estimation in hidden Markov models with inhomogeneous noise

Manuel Diehn, Axel Munk and Daniel Rudolf
ESAIM: PS, Forthcoming article
Received: 11 April 2018 / Revised: 04 September 2018 / Accepted: 19 September 2018
DOI: https://doi.org/10.1051/ps/2018017

On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes

Agnès Lagnoux, Frédéric Proïa and Thi Mong Ngoc Nguyen
ESAIM: PS, Forthcoming article
Received: 19 December 2017 / Revised: 12 July 2018 / Accepted: 14 September 2018
DOI: https://doi.org/10.1051/ps/2018016

Stochastic Formulations of the Parametrix Method

ARTURO KOHATSU-HIGA and Go Yuki
ESAIM: PS, Forthcoming article
Received: 06 June 2017 / Revised: 07 June 2018 / Accepted: 20 July 2018
DOI: https://doi.org/10.1051/ps/2018013

Tempered Fractional Multistable Motion and Tempered Multifractional Stable Motion

xiequan fan and Jacques Levy Vehel
ESAIM: PS, Forthcoming article
Received: 29 December 2016 / Revised: 16 April 2018 / Accepted: 11 July 2018
DOI: https://doi.org/10.1051/ps/2018012

Efficient sequential experimental design for surrogate modeling of nested codes

Sophie Marque-Pucheu, Guillaume Perrin and Josselin Garnier
ESAIM: PS, Forthcoming article
Received: 27 September 2017 / Revised: 02 May 2018 / Accepted: 11 May 2018
DOI: https://doi.org/10.1051/ps/2018011

On the rate of convergence in the central limit theorem for hierarchical Laplacians

Wojciech Cygan and Alexander Bendikov
ESAIM: PS, Forthcoming article
Received: 24 February 2017 / Revised: 10 October 2017 / Accepted: 13 March 2018
DOI: https://doi.org/10.1051/ps/2018010

Impact of subsampling and tree depth on random forests

Roxane Duroux and Erwan Scornet
ESAIM: PS, Forthcoming article
Received: 26 October 2017 / Revised: 06 February 2018 / Accepted: 10 February 2018
DOI: https://doi.org/10.1051/ps/2018008

LAMN PROPERTY FOR THE DRIFT AND VOLATILITY PARAMETERS OF A SDE DRIVEN BY A STABLE LEVY PROCESS

Emmanuelle Clément, Arnaud Gloter and Huong Nguyen
ESAIM: PS, Forthcoming article
Received: 27 February 2017 / Revised: 08 November 2017 / Accepted: 24 January 2018
DOI: https://doi.org/10.1051/ps/2018007

    Adaptive nonparametric drift estimation of an integrated jump diffusion process

    Benedikt Funke and Émeline Schmisser
    ESAIM: PS, Forthcoming article
    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

    Sylvain Delattre and Nicolas Fournier
    ESAIM: PS, Forthcoming article
    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

    Areski Cousin, Alexandre Janon, Veronique Maume Deschamps and Ibrahima Niang
    ESAIM: PS, Forthcoming article
    Received: 22 January 2017 / Revised: 04 December 2017 / Accepted: 03 January 2018
    DOI: https://doi.org/10.1051/ps/2018001

    Uniform convergence of penalized time-inhomogeneous Markov processes

    Nicolas Champagnat and Denis Villemonais
    ESAIM: PS, Forthcoming article
    Received: 14 November 2017 / Accepted: 12 December 2017
    DOI: https://doi.org/10.1051/ps/2017022

    Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data

    José Rafael León, Luis Ángel Rodríguez and Roberto Giovanni Ruggiero
    ESAIM: PS, Forthcoming article
    Received: 27 October 2016 / Revised: 25 September 2017 / Accepted: 21 November 2017
    DOI: https://doi.org/10.1051/ps/2018004

    A multi-dimensional central limit bound and its application to the Euler approximation of Lévy-SDEs

    Xiling Zhang
    ESAIM: PS, Forthcoming article
    Received: 15 October 2017 / Revised: 25 September 2017 / Accepted: 30 October 2017
    DOI: https://doi.org/10.1051/ps/2017021