Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity
p. 1-41
Wavelet estimation of the long memory parameter for Hermite polynomial of gaussian processes
p. 42-76
Model selection and estimation of a component in additive regression
p. 77-116
Upper large deviations for maximal flows through a tilted cylinder
p. 117-129
Density smoothness estimation problem using a wavelet approach
p. 130-144
Survival probabilities of autoregressive processes
p. 145-170
On the time constant in a dependent first passage percolation model
p. 171-184
Means in complete manifolds: uniqueness and approximation
p. 185-206
On identifiability of mixtures of independent distribution laws
p. 207-232
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
p. 233-250
Unbiased risk estimation method for covariance estimation
p. 251-264
Uniform Confidence Bands for Local Polynomial Quantile Estimators
p. 265-276
Estimation in autoregressive model with measurement error
p. 277-307
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
p. 308-331
Consistent non-parametric bayesian estimation for a time-inhomogeneous brownian motion
p. 332-341
Asymptotic normality and efficiency of two Sobol index estimators
p. 342-364
Random coefficients bifurcating autoregressive processes
p. 365-399
Adaptive estimation of a density function using beta kernels
p. 400-417
From almost sure local regularity to almost sure Hausdorff dimension for gaussian fields
p. 418-440
General approximation method for the distribution of Markov processes conditioned not to be killed
p. 441-467
Limit theorems for some functionals with heavy tails of a discrete time Markov chain
p. 468-482
Recursive bias estimation for multivariate regression smoothers
p. 483-502
A simple approach to functional inequalities for non-local Dirichlet forms
p. 503-513
An application of multivariate total positivity to peacocks
p. 514-540
Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
p. 541-569
On dependence structure of copula-based Markov chains
p. 570-583
Nonparametric estimation of the density of the alternative hypothesis in a multiple testing setup. Application to local false discovery rate estimation
p. 584-612
Doubly reflected BSDEs with call protection and their approximation
p. 613-641
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
p. 642-666
Extremal and additive processes generated by Pareto distributed random vectors
p. 667-685
Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift
p. 686-702
A natural derivative on [0,n] and a binomial Poincaré inequality
p. 703-712
Local degeneracy of Markov chain Monte Carlo methods
p. 713-725
A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process
p. 726-749
Segmentation of the Poisson and negative binomial rate models: a penalized estimator
p. 750-769
Variable selection through CART
p. 770-798
A generalized mean-reverting equation and applications
p. 799-828
Optional splitting formula in a progressively enlarged filtration
p. 829-853
Compact convex sets of the plane and probability theory
p. 854-880
Local polynomial estimation of the mean function and its derivatives based on functional data and regular designs
p. 881-899