The following pages link to ESAIM: Probability and Statistics (Q146441):
Displaying 50 items.
- Smoothness of Metropolis-Hastings algorithm and application to entropy estimation (Q146443) (← links)
- Non-uniqueness of stationary measures for self-stabilizing processes (Q981024) (← links)
- Théorèmes limites avec poids pour les martingales vectorielles (Q2701804) (← links)
- Les<i>P</i>-values comme votes d'experts (Q2701806) (← links)
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient (Q2701807) (← links)
- A Lemma on Proximity of Variances and Expectations (Q2701808) (← links)
- Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion (Q2701810) (← links)
- Iterative isotonic regression (Q2786465) (← links)
- Exact bounds on the closeness between the Student and standard normal distributions (Q2786466) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- Central limit theorems for stochastic approximation with controlled Markov chain dynamics (Q2786468) (← links)
- Small stochastic perturbations in a general fractional kinetic equation (Q2786469) (← links)
- Operator scaled Wiener bridges (Q2786471) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- A comparison of methods for selecting values of simulation input variables (Q2786473) (← links)
- Some limiting laws associated with the integrated Brownian motion (Q2786474) (← links)
- Height and the total mass of the forest of genealogical trees of a large population with general competition (Q2786475) (← links)
- Reflected BSDE’s with discontinuous barrier and time delayed generators (Q2786476) (← links)
- Model selection for Poisson processes with covariates (Q2786477) (← links)
- Asymptotic Properties of Collective-Rearrangement Algorithms (Q2786479) (← links)
- Nonparametric regression estimation onto a Poisson point process covariate (Q2786480) (← links)
- Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481) (← links)
- Orthogonal polynomials for seminonparametric instrumental variables model (Q2786482) (← links)
- Weak law of large numbers for some Markov chains along non homogeneous genealogies (Q2786483) (← links)
- Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484) (← links)
- Analysis of adaptive multilevel splitting algorithms in an idealized case (Q2786485) (← links)
- Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications (Q2786486) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Exponential concentration inequalities for additive functionals of Markov chains (Q2786488) (← links)
- Quantitative speeds of convergence for exposure to food contaminants (Q2786489) (← links)
- Poisson boundary of a relativistic diffusion in curved space-times: an example (Q2786490) (← links)
- Sensitivities<i>via</i>rough paths (Q2786491) (← links)
- Modified logarithmic Sobolev inequalities for canonical ensembles (Q2786492) (← links)
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise (Q2786493) (← links)
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (Q2786494) (← links)
- Penultimate gamma approximation in the CLT for skewed distributions (Q2786495) (← links)
- Hidden Markov model for parameter estimation of a random walk in a Markov environment (Q2786496) (← links)
- Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
- An<i>ℓ</i><sub>1</sub>-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models (Q2786498) (← links)
- Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient (Q2786499) (← links)
- Deviation inequalities for bifurcating Markov chains on Galton−Watson tree (Q2786500) (← links)
- Randomized pick-freeze for sparse Sobol indices estimation in high dimension (Q2786501) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Bifractional Brownian motion: existence and border cases (Q2786503) (← links)
- Infinite dimensional functional convergences in random balls model (Q2786504) (← links)
- Rare event simulation and splitting for discontinuous random variables (Q2786505) (← links)
- Partially linear estimation using sufficient dimension reduction (Q2954221) (← links)
- A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions (Q2954222) (← links)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← links)
- Negative dependence and stochastic orderings (Q2954224) (← links)
