Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity
Wavelet estimation of the long memory parameter for Hermite polynomial of gaussian processes
Model selection and estimation of a component in additive regression
Upper large deviations for maximal flows through a tilted cylinder
Density smoothness estimation problem using a wavelet approach
Survival probabilities of autoregressive processes
On the time constant in a dependent first passage percolation model
Means in complete manifolds: uniqueness and approximation
On identifiability of mixtures of independent distribution laws
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
Unbiased risk estimation method for covariance estimation
Uniform Confidence Bands for Local Polynomial Quantile Estimators
Estimation in autoregressive model with measurement error
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
Consistent non-parametric bayesian estimation for a time-inhomogeneous brownian motion
Asymptotic normality and efficiency of two Sobol index estimators
Random coefficients bifurcating autoregressive processes
Adaptive estimation of a density function using beta kernels
From almost sure local regularity to almost sure Hausdorff dimension for gaussian fields
General approximation method for the distribution of Markov processes conditioned not to be killed
Limit theorems for some functionals with heavy tails of a discrete time Markov chain
Recursive bias estimation for multivariate regression smoothers
A simple approach to functional inequalities for non-local Dirichlet forms
An application of multivariate total positivity to peacocks
Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
On dependence structure of copula-based Markov chains
Nonparametric estimation of the density of the alternative hypothesis in a multiple testing setup. Application to local false discovery rate estimation
Doubly reflected BSDEs with call protection and their approximation
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
Extremal and additive processes generated by Pareto distributed random vectors
Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift
A natural derivative on [0,n] and a binomial Poincaré inequality
Local degeneracy of Markov chain Monte Carlo methods
A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process
Segmentation of the Poisson and negative binomial rate models: a penalized estimator
Variable selection through CART
A generalized mean-reverting equation and applications
Optional splitting formula in a progressively enlarged filtration
Compact convex sets of the plane and probability theory
Local polynomial estimation of the mean function and its derivatives based on functional data and regular designs