Sommaire

Some exact rates in the functional law of the iterated logarithm
Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones
Enveloppes convexes des processus gaussiens
A different construction of gaussian fields from Markov chains : Dirichlet covariances
Asymptotics of weighted empirical processes of linear fields with long-range dependence
Likelihood ratio inequalities with applications to various mixtures
Rates of strong uniform consistency for multivariate kernel density estimators
A functional hungarian construction for sums of independent random variables
Rolling-ball method for estimating the boundary of the support of a point-process intensity
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree U-statistics
Tusnady's lemma, 24 years later
Inference on the variance and smoothing of the paths of diffusions
Evolutionary Pareto distributions
Maximal inequalities via bracketing with adaptive truncation
Une inégalité de Bennett pour les maxima de processus empiriques
Spectral densities describing off-white noises
Estimates of the rate of approximation in a de-poissonization lemma
An asymptotic test for quantitative gene detection
Estimation de Yule-Walker d’un CAR(p) observé à temps discret