Volume 21 (2017)

Table of contents

Non-binary branching process and non-Markovian exploration process
p. 1-33
Estimating the conditional density by histogram type estimators and model selection
p. 34-55
Unbiased Monte Carlo estimate of stochastic differential equations expectations
p. 56-87
Stability of Densities for Perturbed Diffusions and Markov Chains
p. 88-112
Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes
p. 113-137
Minimax regression estimation for Poisson coprocess
p. 138-158
Quasi-ergodicity for absorbing Markov processes via deviation inequality
p. 159-167
L p -Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p∈(1,2)
p. 168-182
A note on upper-patched generators for Archimedean copulas
p. 183-200
Further refinement of self-normalized Cramér-type moderate deviations
p. 201-219
Tutte’s invariant approach for Brownian motion reflected in the quadrant
p. 220-234
Power-law decay of the degree-sequence probabilities of multiple random graphs with application to graph isomorphism
p. 235-250
Qualitative Robustness in Bayesian Inference
p. 251-274
Estimating the division kernel of a size-structured population
p. 275-302
A Stein characterisation of the generalized hyperbolic distribution
p. 303-316
Two-Sided Infinite Systems of Competing Brownian Particles
p. 317-349
On the reflected random walk on R +
p. 350-368
Small and large scale behavior of moments of Poisson cluster processes
p. 369-393
Bootstrapping periodically autoregressive models
p. 394-411
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
p. 412-451
On nonparametric classification for weakly dependent functional processes
p. 452-466
Moment estimates implied by modified log-Sobolev inequalities
p. 467-494
Extremes of γ-reflected Gaussian processes with stationary increments
p. 495-535
Validation of positive expectation dependence
p. 536-561