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Extremal and additive processes generated by Pareto distributed random vectors

JOURNAL ARTICLE published 2014 in ESAIM: Probability and Statistics

Authors: Kosto V. Mitov | Saralees Nadarajah

Poisson sphere counting processes with random radii

JOURNAL ARTICLE published 2016 in ESAIM: Probability and Statistics

Research funded by Singapore MOE Tier 2 grant (MOE2012-T2-2-033 ARC 3/13)

Authors: Nicolas Privault

Some short elements on hedging credit derivatives

JOURNAL ARTICLE published February 2007 in ESAIM: Probability and Statistics

Authors: Philippe Durand | Jean-Frédéric Jouanin

On the generalized Kesten–McKay distributions

JOURNAL ARTICLE published 2020 in ESAIM: Probability and Statistics

Authors: Paweł J. Szabłowski

Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes

JOURNAL ARTICLE published 2008 in ESAIM: Probability and Statistics

Authors: Bernard Roynette | Pierre Vallois | Agnès Volpi

Adaptive estimation of a quadratic functional of a density by model selection

JOURNAL ARTICLE published February 2005 in ESAIM: Probability and Statistics

Authors: Béatrice Laurent

Digital search trees and chaos game representation

JOURNAL ARTICLE published January 2009 in ESAIM: Probability and Statistics

Authors: Peggy Cénac | Brigitte Chauvin | Stéphane Ginouillac | Nicolas Pouyanne

Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model

JOURNAL ARTICLE published 2011 in ESAIM: Probability and Statistics

Authors: Jean-Michel Loubes | Davy Paindaveine

A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems

JOURNAL ARTICLE published 2020 in ESAIM: Probability and Statistics

Research funded by Research Initiation Fundation of Xuzhou Medical University (D2018002) | National Natural Science Foundation of China (11601509,31801957) | National Fund for Study Abroad (201806425013)

Authors: Lishun Xiao | Shengjun Fan | Dejian Tian

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

JOURNAL ARTICLE published 2022 in ESAIM: Probability and Statistics

Research funded by ERC Consolidator Grant (815703 STAMFORD: Statistical Methods for High Dimensional Diffusions) | Spanish MINECO grant (PGC2018-101643-B-I00)

Authors: Chiara Amorino | Eulalia Nualart

One-step estimation for the fractional Gaussian noise at high-frequency

JOURNAL ARTICLE published 2020 in ESAIM: Probability and Statistics

Authors: Alexandre Brouste | Marius Soltane | Irene Votsi

Model selection for (auto-)regression with dependent data

JOURNAL ARTICLE published 2001 in ESAIM: Probability and Statistics

Authors: Yannick Baraud | F. Comte | G. Viennet

Law of large numbers for a two-dimensional class cover problem

JOURNAL ARTICLE published 2021 in ESAIM: Probability and Statistics

Authors: Elvan Ceyhan | John C. Wierman | Pengfei Xiang

Galton–Watson and branching process representations of the normalized Perron–Frobenius eigenvector

JOURNAL ARTICLE published 2019 in ESAIM: Probability and Statistics

Authors: Raphaël Cerf | Joseba Dalmau

Tutte’s invariant approach for Brownian motion reflected in the quadrant

JOURNAL ARTICLE published 2017 in ESAIM: Probability and Statistics

Authors: S. Franceschi | Kilian Raschel

Estimation for misspecified ergodic diffusion processes from discrete observations

JOURNAL ARTICLE published 2011 in ESAIM: Probability and Statistics

Authors: Masayuki Uchida | Nakahiro Yoshida

deviation bounds for additive functionals of markov processes

JOURNAL ARTICLE published 2008 in ESAIM: Probability and Statistics

Authors: Patrick Cattiaux | Arnaud Guillin

Asymptotic behavior of critical indecomposable multi-type branching processes with immigration

JOURNAL ARTICLE published 2016 in ESAIM: Probability and Statistics

Authors: Tivadar Danka | Gyula Pap

Minimal supersolutions of convex BSDEs under constraints

JOURNAL ARTICLE published 2016 in ESAIM: Probability and Statistics

Authors: Gregor Heyne | Michael Kupper | Christoph Mainberger | Ludovic Tangpi

Limit theorems for U-statistics indexed by a one dimensional random walk

JOURNAL ARTICLE published April 2005 in ESAIM: Probability and Statistics

Authors: Nadine Guillotin-Plantard | Véronique Ladret