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Exponential mixing properties for time inhomogeneous diffusion processes with killing 
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Koji Tsukuda 
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Tamara Broderick, Ashia C. Wilson, Michael I. Jordan 
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Evgeni Ovcharov 
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Fadoua Balabdaoui, Charles R Doss 
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Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen 
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Guangming Pan, Xuejun Wang, Xiao Han 
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Cristina Butucea, JeanFrançois Delmas, Anne Dutfoy, Richard Fischer 
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Cameron Bruggeman, Andrey Sarantsev 
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MarieNoémie THAI 
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Li Wang, Guanqun Cao 
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Liviu Nicolaescu 
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Clément Levrard 
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Pascal Maillard 
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Elizabeth Gross, Seth Sullivant 
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Joonas Heino 
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Fei Tan, Hanxiang Peng 
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Bhaswar B. Bhattacharya, Sumit Mukherjee 
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Claudia Kirch, Birte Muhsal 
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Lukas Steinberger, Hannes Leeb 
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Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes 
william garner, dimitris n. politis 
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Chi Tim Ng, Woojoo Lee, Youngjo Lee 
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Chenlu Shi, Boxin Tang 
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Curvature and transport inequalities for Markov chains in discrete spaces 
Max Fathi, Yan Shu 
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Optimal Adaptive Inference in Random Design Binary Regression 
Rajarshi Mukherjee, Subhabrata Sen 
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Testing for Instability in Covariance Structures 
Lorenzo Trapani, Giovanni Urga, Chihwa Kao 
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Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time 
ZhiQiang GAO, Quansheng Liu 
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Determinantal point process models on the sphere 
Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak 
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Baxter's inequality for finite predictor coefficients of multivariate longmemory stationary processes 
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi 
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Kyunghee Han, HansGeorg Mueller, Byeong U Park 
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Bump detection in heterogeneous Gaussian regression 
Farida Enikeeva, Axel Munk, Frank Werner 
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Quenched Invariance Principles for the Discrete Fourier Transforms of a Stationary Process 
David Barrera 
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The eigenvalues of the sample covariance matrix of a multivariate heavytailed stochastic volatility model 
Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie 
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American Options with Asymmetric Information and Reflected BSDE 
Neda Esmaeili, Peter Imkeller 
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Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series 
Axel Bücher, Johan Segers 
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Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions 
Ciprian A TUDOR, Seiichiro Kusuoka 
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Exact and Fast Simulation of MaxStable Processes on a Compact Set Using the Normalized Spectral Representation 
Marco Oesting, Martin Schlather, Chen Zhou 
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Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case 
François Bachoc 
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On branching process with rare neutral mutation 
Airam Aseret Blancas Benítez, Víctor Rivero 
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Optimal scaling of the independence sampler: Theory and Practice 
Tsun Man Clement Lee, Peter Neal 
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Noufel Frikha 
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Lorenz J Schwachhöfer, Nihat Ay, Jürgen Jost, Hong Van Le 
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Unbiased Monte Carlo: posterior estimation for intractable/infinitedimensional models 
Sergios Agapiou, Gareth Owen Roberts, Sebastian J. Vollmer 
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Fang Han, Sheng Xu, WenXin Zhou 
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Extrema of rescaled locally stationary Gaussian fields on manifolds 
Wanli Qiao, Wolfgang Polonik 
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Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo 
Dootika Vats, James Flegal, Galin Jones 
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Finite sample properties of the mean occupancy counts and probabilities 
Geoffrey DECROUEZ, Michael GRABCHAK, Quentin PARIS 
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H. Paul Keeler, Nathan F Ross, Aihua Xia 
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Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain 
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Walter Schachermayer, Florian Stebegg 
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The $M/G/\infty$ estimation problem revisited 
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Claudia Kluppelberg, Nadine Gissibl 
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