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  • ESAIM: Probability and Statistics
  • Volume 24 (2020)
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Estimation of the multifractional function and the stability index of linear multifractional stable processes
Dang, Thi-To-Nhu  
p. 1-20

The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
Tang, Xufei; Wang, Xuejun; Wu, Yi; Zhang, Fei
p. 21-38

On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
Arbel, Julyan;   Marchal, Olivier; Nguyen, Hien D.
p. 39-55

On the generalized Kesten–McKay distributions
Szabłowski, Paweł J.  
p. 56-68

An adaptive multiclass nearest neighbor classifier
Puchkin, Nikita;   Spokoiny, Vladimir
p. 69-99

Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
Mena, Ramsés H.; Palma, Freddy  
p. 100-112

Tightness and exponential tightness of Gaussian probabilities
Baldi, Paolo  
p. 113-126

Empirical processes for recurrent and transient random walks in random scenery
Guillotin-Plantard, Nadine; Pène, Françoise; Wendler, Martin
p. 127-137

A note on perfect simulation for Exponential Random Graph Models
Cerqueira, Andressa; Garivier, Aurélien; Leonardi, Florencia
p. 138-147

Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE
Pardoux, Etienne; Samegni-Kepgnou, Brice
p. 148-185

On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics
Račkauskas, Alfredas; Suquet, Charles
p. 186-206

A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
Xiao, Lishun; Fan, Shengjun; Tian, Dejian
p. 207-226

Rescaled weighted determinantal random balls
Clarenne, Adrien
p. 227-243

Location and scale behaviour of the quantiles of a natural exponential family
Piccioni, Mauro; Kołodziejek, Bartosz; Letac, Gérard  
p. 244-251

On the excursion area of perturbed Gaussian fields
Di Bernardino, Elena; Estrade, Anne; Rossi, Maurizia
p. 252-274

The logarithmic Zipf law in a general urn problem
Doumas, Aristides V.; Papanicolaou, Vassilis G.
p. 275-293

Very fat geometric Galton-Watson trees
Abraham, Romain; Bouaziz, Aymen;   Delmas, Jean-François
p. 294-314

Non-central limit theorems for functionals of random fields on hypersurfaces
Olenko, Andriy;   Vaskovych, Volodymyr
p. 315-340

Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction
Kwon, Younghak; Menz, Georg  
p. 341-373

Large deviations for Brownian motion in a random potential
Boivin, Daniel;   Lê, Thi Thu Hien
p. 374-398

Exit-time of mean-field particles system
Tugaut, Julian
p. 399-407

Empirical measures: regularity is a counter-curse to dimensionality
Kloeckner, Benoît R.  
p. 408-434

Raking-ratio empirical process with auxiliary information learning
Albertus, Mickael  
p. 435-453

The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
Avram, Florin;   Grahovac, Danijel;   Vardar-Acar, Ceren  
p. 454-525

Invariant measures of interacting particle systems: Algebraic aspects
Fredes, Luis;   Marckert, Jean-François  
p. 526-580

The probabilities of large deviations for a certain class of statistics associated with multinomial distribution
Mirakhmedov, Sherzod M.
p. 581-606

About the Stein equation for the generalized inverse Gaussian and Kummer distributions
Konzou, Essomanda; Koudou, Angelo Efoevi
p. 607-626

Redundancy in Gaussian random fields
De Bortoli, Valentin; Desolneux, Agnès; Galerne, Bruno; Leclaire, Arthur
p. 627-660

Quasi-stationarity for one-dimensional renormalized Brownian motion
Ocafrain, William
p. 661-687

Inference robust to outliers with ℓ1-norm penalization
Beyhum, Jad
p. 688-702

Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
Alfonsi, Aurélien; Jourdain, Benjamin
p. 703-717

Chain-referral sampling on stochastic block models
Vo, Thi Phuong Thuy
p. 718-738

A framework of BSDEs with stochastic Lipschitz coefficients
O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu
p. 739-769

Set estimation under biconvexity restrictions
Cholaquidis, Alejandro;   Cuevas, Antonio  
p. 770-788

A basic model of mutations
Berger, Maxime;   Cerf, Raphaël
p. 789-800

Random forests for time-dependent processes
Goehry, Benjamin
p. 801-826

One-step estimation for the fractional Gaussian noise at high-frequency
Brouste, Alexandre;   Soltane, Marius; Votsi, Irene
p. 827-841

Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
Azaïs, Jean-Marc; Bachoc, François; Lagnoux, Agnès; Nguyen, Thi Mong Ngoc
p. 842-882

Approximation of the invariant distribution for a class of ergodic jump diffusions
Gloter, A.; Honoré, I.;   Loukianova, D.
p. 883-913

Universal consistency of the k-NN rule in metric spaces and Nagata dimension
Collins, Benoît;   Kumari, Sushma; Pestov, Vladimir G.  
p. 914-934

𝕃 p solutions of reflected backward stochastic differential equations with jumps
Yao, Song
p. 935-962

Estimating fast mean-reverting jumps in electricity market models
Deschatre, Thomas;   Féron, Olivier;   Hoffmann, Marc
p. 963-1002
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