On extreme value theory for group stationary Gaussian processes
p. 1-18
Manifolds of differentiable densities
p. 19-34
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps
p. 35-57
Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process
p. 58-95
Impact of subsampling and tree depth on random forests
p. 96-128
Uniform convergence of penalized time-inhomogeneous Markov processes
p. 129-162
A consistent estimator to the orthant-based tail value-at-risk
p. 163-177
Stochastic formulations of the parametrix method
p. 178-209
A change-point problem and inference for segment signals
p. 210-235
Adaptive nonparametric drift estimation of an integrated jump diffusion process
p. 236-260