## Bernoulli Journal Information

Bernoulli Journal gratefully thanks its referees for their service in the recent year (up to October 2015)

Supplement Instructions for Accepted Papers

If your paper has been accepted to appear in Bernoulli and the supplement has also been approved by the Editor, please follow the three steps described below in order to prevent delays in the production process.

For each supplemental file please provide a title and a brief description or a descriptive title. Each supplemental file will be assigned an individual DOI. A section will be added prior to the reference list that informs the reader of the supplementary material.

Depending on the nature of the material, if there are multiple files you may provide either a Zip file containing all files or individual files. The supplemental files should be cited in text and an entry must be added to the reference list.

1. Cite the Supplementary Material in Text

Add author(s) and year of publication

EXAMPLE
The estimation of ß is much more complicated and we describe it in detail in the supplemental article [Davis (2010)].

2. Add an Entry to Reference List

(author(s), year, Supplement to “Title of paper”. The DOI will be added by the typesetter.)

EXAMPLE
Davis, R. (2010). Supplement to “Title of Original Article.” DOI: 10.1214/08-BEJ999SUPP.

(A zip file counts as one file and should contain an overall description.) This section, which contains a description for each supplemental file connected to the paper, should be added prior to the reference list.  Please see the example below and http://www.e-publications.org/ims/support/bj-instructions.html for further information.

EXAMPLE
\begin{supplement} [id-suppA]
%\sname{Supplement A}
\stitle{INSERT A TITLE FOR THE SUPPLEMENT}
\sdatatype{.pdf}
\sdescription{We provide additional supporting plots that show both good and poor performance of the Hill estimator for the index of regular variation in a variety of examples.}
\end{supplement}

### Notes for authors

1. Submission.

Bernoulli uses an electronic submission system, EJMS, which also handles the IMS journals. Authors should access the EJMS at www.e-publications.org/ims/submission/. If you are a first time user, you must complete the registration. You are only required to register once, but must do so for each journal in EJMS. If you are already registered in EJMS for another journal, click Registration and follow the instructions.

After the registration is completed, you will have the ability to submit your manuscript. Complete the form and then upload your PDF file. Unpublished or not easily available papers cited in the manuscript should be uploaded as supplementary files during the submission process.

2. The Paper.

Manuscripts should be written in LaTex using the imsart package (along with any other desired package) in conjunction with the Bernoulli template|. Please do not alter the margins or the font size in these files. Instructions about using both these files, as well as additional tools, can be found at the IMS LaTex support page.

The length of a typical paper printed in Bernoulli should not exceed 30 pages in this format. If more space is needed, additional material (such as further technical derivations or more detailed simulation or data results) should be placed as supplementary material, see the supplement instructions given below. When first submitting a manuscript, you can provide supplementary material in an appendix as part of the main article pdf, but this should be indicated in the "comments to the editor" text field. Also if you have strong reasons to pass over 30 pages for the main article, excluding supplementary material, this must be clearly expounded to the editor. Failing to do so will result in an immediate rejection of the paper for formal reasons.

On acceptance, you will be asked to provide Mattson Publishing Services with a LaTeX file of the final version of the paper.

3. Title page.

The title must include: the full title; full names and the affiliation and full addresses of all authors; a running title (maximum 50 characters); an asterisk indicating the author responsible for correspondence and correction of proofs. Footnotes are not allowed. Any acknowledgement should be placed at the end of the paper before the references.

4. Summary, keywords and MSC classification.

The summary should consist of one paragraph not exceeding 200 words, with mathematical expressions reduced to a minimum. Citations to other work should also be avoided. Keywords or phrases should be submitted for indexing purposes as well as the MSC classification 2010.

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Tables should be numbered consecutively and provided with a brief title or caption. Journal style should be followed.

8. References.

References in the body of the paper should use the \citep{} command rather than author/year. Using the natbib package then produces a numbered bibliography:

[1] Chen, X. (1999). How often does a Harris recurrent Markov chain recur? Ann. Probab. 27, 1324--1346. Abbreviations for journals should follow the standard of Mathematical Reviews and can be found at www.ams.org/msnhtml/serials.pdf or in the current index issue of Mathematical Reviews. Complete references can be obtained using the MR Lookup feature.

Only references mentioned in the text should be included in the list of references. References to books, monographs and reports should include the year of publication, title, edition, editor(s), place of publication and publisher in that order. Please refer to a recent issue of Bernoulli for details.

9. Supplement Instructions for Accepted Papers

10. Proofs.

Before publication, the corresponding author will receive an e-mail regarding galley proofs. This email will also include instructions for returning corrections as well as links to forms required for publication.

11. Offprints.

Every corresponding author will receive a pdf file via email of the final article. Paper offprints may be purchased by using Offprint Purchase Order Forms.

Submission of a paper to Bernoulli will be taken to imply that it presents original unpublished work, not under consideration for publication elsewhere. By submitting a manuscript, the authors agree that the copyright for their article is transferred to the Publisher if and when the article is accepted for publication. The copyright covers the exclusive rights to reproduce and distribute the article, including electronic distribution, reprints, photographic reproductions, microfilm or any other reproductions of similar nature and translations.

Permission to publish illustrations must be obtained by the author before submission and any acknowledgements should be included in the captions.

13. Various forms for authors.

14. Enquiries.

Questions regarding the manuscript submission process should be directed to This email address is being protected from spambots. You need JavaScript enabled to view it.

### Bernoulli journal subscriptions for the years 2018-2020

#### Bernoulli Society (BS) members' subscriptions

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Bernoulli consists of 4 issues published in February, May, August and November.

The ISSN number of the Bernoulli journal is 1350-7265

Published Papers

### Forthcoming papers

 Paper title Author(s) Link to the Paper (when accepted) Dirichlet curve, convex order and Cauchy distribution Gérard Letac, Mauro Piccioni PDF The minimum of a branching random walk outside the boundary case Thomas Madaule, Julien Barral, Yueyun Hu PDF Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers Christophe Andrieu, Anthony Lee, Matti Vihola PDF Domains of Attraction on Countable Alphabets Zhiyi Zhang PDF Wavelet estimation for operator fractional Brownian motion Patrice Abry, Gustavo Didier PDF Regularity of BSDEs with a convex constraint on the gains-process Bruno Bouchard, Romuald Elie, Ludovic Moreau PDF Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population Daniel Bonnéry, Frank Jay Breidt, François Coquet PDF H\"ormander-Type Theorem for It\^o Processes and Related Backward SPDEs Jinniao Qiu PDF Random tessellations associated with max-stable random fields Clément Dombry, Zakhar Kablucko PDF An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment Raphael Hauser, Heinrich Matzinger, Ionel Popescu PDF Mixing Time and Cutoff for a Random Walk on the Ring of Integers mod n Stephen Connor, Michael Bate PDF Exponential mixing properties for time inhomogeneous diffusion processes with killing Pierre Del Moral, Denis Villemonais PDF Functional central limit theorems in $L^2(0,1)$ for logarithmic combinatorial assemblies Koji Tsukuda PDF Posteriors, conjugacy, and exponential families for completely random measures Tamara Broderick, Ashia C. Wilson, Michael I. Jordan PDF Proper Scoring Rules and Bregman Divergences Evgeni Ovcharov PDF Inference for a Two-Component Mixture of Symmetric Distributions under Log-Concavity Fadoua Balabdaoui, Charles R Doss PDF On matrix estimation under monotonicity constraints Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen PDF The logarithmic law of sample covariance matrices Guangming Pan, Xuejun Wang, Xiao Han PDF Maximum entropy distribution of order statistics with given marginals Cristina Butucea, Jean-François Delmas, Anne Dutfoy, Richard Fischer PDF Multiple Collisions in Systems of Competing Brownian Particles Cameron Bruggeman, Andrey Sarantsev PDF Rate of convergence for Hilbert space valued linear processes moritz jirak PDF Birth and Death process in mean field type interaction Marie-Noémie THAI PDF Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures Sophie Donnet, Vincent Rivoirard, Judith Rousseau, Catia Luisa Scricciolo PDF Efficient Estimation for Generalized Partially Linear Single-Index Models Li Wang, Guanqun Cao PDF Critical points of multidimensional random Fourier series: central limits Liviu Nicolaescu PDF A note on the convex infimum convolution inequality Naomi Feldheim, Arnaud Marsiglietti, Piotr Nayar, Jing Wang PDF Sparse Oracle Inequalities for Variable Selection via Regularized Quantization Clément Levrard PDF The $\lambda$-invariant measures of subcritical Bienaym\'e--Galton--Watson processes Pascal Maillard PDF Hitting probabilities for the Greenwood model and relations to near constancy oscillation Martin Möhle PDF Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence Jean-Baptiste Bardet, Nathaël Gozlan, Florent Malrieu, Pierre-André Zitt PDF Large deviations for stochastic heat equation with rough dependence in space Tusheng Zhang, Yaozhong Hu, David Nualart PDF The Maximum Likelihood Threshold of a Graph Elizabeth Gross, Seth Sullivant PDF Uniform measure density condition and game regularity for tug-of-war games Joonas Heino PDF The van den Berg--Kesten--Reimer operator and inequality for infinite spaces Richard Arratia, Skip Garibaldi, Alfred Hales PDF Jackknife Empirical Likelihood Goodness-Of-Fit Tests For U-Statistics Based General  Estimating Equations Fei Tan, Hanxiang Peng PDF Power of the Spacing test for Least-Angle Regression Jean-Marc Azaïs, Yohann De Castro, Stéphane Mourareau PDF Inference in Ising Models Bhaswar B. Bhattacharya, Sumit Mukherjee PDF A MOSUM procedure for the estimation of multiple random change points Claudia Kirch, Birte Muhsal PDF On conditional moments of high-dimensional random vectors given lower-dimensional projections Lukas Steinberger, Hannes Leeb PDF Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes william garner, dimitris n. politis PDF Change-point estimators with true identification property Chi Tim Ng, Woojoo Lee, Youngjo Lee PDF Designs from Good Hadamard Matrices Chenlu Shi, Boxin Tang PDF Curvature and transport inequalities for Markov chains in discrete spaces Max Fathi, Yan Shu PDF Optimal Adaptive Inference in Random Design Binary Regression Rajarshi Mukherjee, Subhabrata Sen PDF Testing for Instability in Covariance Structures Lorenzo Trapani, Giovanni Urga, Chihwa Kao PDF Second  and third orders asymptotic  expansions  for  the distribution of particles in  a  branching random walk with a random environment in time Zhi-Qiang GAO, Quansheng Liu PDF Determinantal point process models on the sphere Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak PDF Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi PDF Smooth Backfitting for Additive Modeling with Small Errors-in-Variables, with an Application to Additive Functional Regression for Multiple Predictor Functions Kyunghee Han, Hans-Georg Mueller, Byeong U Park PDF Bump detection in heterogeneous Gaussian regression Farida Enikeeva, Axel Munk, Frank Werner PDF Quenched Invariance Principles for the Discrete Fourier Transforms of a Stationary Process David Barrera PDF The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed  stochastic volatility model Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie PDF American Options with Asymmetric Information and Reflected BSDE Neda Esmaeili, Peter Imkeller PDF Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series Axel Bücher, Johan Segers PDF Characterization of the convergence in total variation  and extension of the Fourth Moment Theorem to invariant measures of diffusions Ciprian A TUDOR, Seiichiro Kusuoka PDF Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation Marco Oesting, Martin Schlather, Chen Zhou PDF Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case François Bachoc PDF On branching process with rare neutral mutation Airam Aseret Blancas Benítez, Víctor Rivero PDF Optimal scaling of the independence sampler: Theory and Practice Tsun Man Clement Lee, Peter Neal PDF ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION Noufel Frikha PDF Parametrized measure models Lorenz J Schwachhöfer, Nihat Ay, Jürgen Jost, Hong Van Le PDF Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models Sergios Agapiou, Gareth Owen Roberts, Sebastian J. Vollmer PDF On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices Fang Han, Sheng Xu, Wen-Xin Zhou PDF Extrema of rescaled locally stationary Gaussian fields on manifolds Wanli Qiao, Wolfgang Polonik PDF Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo Dootika Vats, James Flegal, Galin Jones PDF Finite sample properties of the mean occupancy counts and probabilities Geoffrey DECROUEZ, Michael GRABCHAK, Quentin PARIS PDF Tree formulas, mean first passage times and Kemeny's constant of a Markov chain Jim Pitman, Wenpin Tang PDF When do wireless network signals appear Poisson? H. Paul Keeler, Nathan F Ross, Aihua Xia PDF Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs Mireille BOSSY, Hector Olivero Quinteros PDF Deviation of polynomials from their expectations and isoperimetry Lavrentin Arutyunyan, Egor Kosov PDF On  Parameter Estimation of Hidden Telegraph Process Rafail Khasminskii, Yury Kutoyants PDF A general approach to posterior contraction in nonparametric inverse problems Bartek Knapik, Jean-Bernard Salomond PDF Bayesian non-parametric inference for Lambda-coalescents: posterior consistency and a parametric method Jere Koskela, Paul Jenkins, Dario Spano PDF The Function-Indexed Sequential Empirical Process under Long-Range Dependence Jannis Buchsteiner PDF On optimality of empirical risk minimization in linear aggregation adrien saumard PDF Equilibrium of the interface of the grass-bushes-trees process Enrique Andjel, Thomas Mountford, Daniel Valesin PDF Dynamics of an Adaptive Randomly Reinforced Urn Giacomo Aletti, Andrea Ghiglietti, Anand N. Vidyashankar PDF Schwarz type model comparison for LAQ models Shoichi Eguchi, Hiroki Masuda PDF M-estimators of location for functional data Beatriz Sinova, Gil González-Rodríguez, Stefan Van Aelst PDF On the Local Semicircular Law for Wigner Ensembles Friedrich Goetze, Alexey A. Naumov, Alexander N. Tikhomirov, Dmitry A. Timushev PDF ON THE POISSON EQUATION FOR METROPOLIS-HASTINGS CHAINS Jure Vogrinc, Aleksandar Mijatović PDF Adaptive confidence sets for matrix completion Alexandra Carpentier, Olga Klopp, Matthias Loeffler, Richard Nickl PDF Evolution of the Wasserstein distance between the marginals of two Markov processes Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain PDF The Sharp Constant for the Burkholder-Davis-Gundy Inequality and Non-Smooth Pasting Walter Schachermayer, Florian Stebegg PDF The $M/G/\infty$ estimation problem revisited Alexander Goldenshluger PDF Special weak Dirichlet processes and  BSDEs driven by a random measure. Elena Bandini, Francesco Russo PDF Perturbation theory for Markov chains via Wasserstein distance Daniel Rudolf, Nikolaus Schweizer PDF GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL VECTOR UNDER PHYSICAL DEPENDENCE Xianyang Zhang, Guang Cheng PDF Equivalence Classes of Staged Trees Christiane Goergen, Jim Smith PDF Max-linear models on directed acyclic graphs Claudia Kluppelberg, Nadine Gissibl PDF Coalescence of Euclidean geodesics on the Poisson-Delaunay triangulation David Coupier, Christian Hirsch PDF Sticky processes, local and true martingales Miklos Rasonyi, Hasanjan Sayit PDF A new approach to the estimator's selection oleg lepski PDF Concentration and moderate deviations for Poisson polytopes and polyhedra Julian Grote, Christoph Thäle PDF Large deviations for locally monotone stochastic partial differential equations driven by Levy noise Jie Xiong, Jianliang Zhai PDF Large deviations and applications for Markovian Hawkes processes with a large initial intensity Xuefeng Gao, Lingjiong Zhu PDF Concentration inequalities for separately convex functions Antoine Marchina PDF Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies. Jakub Stanisław Chorowski PDF Simultaneous Quantile Inference For Non-Stationary Long Memory Time Series Weichi Wu, Zhou Zhou PDF Simultaneous nonparametric regression analysis of sparse longitudinal data Hongyuan Cao, Weidong Liu, Zhou Zhou PDF Nested particle filters for online parameter estimation in discrete--time state--space Markov models Dan Crisan, Joaquin Miguez PDF Applications of Distance Correlation to Time Series Muneya Matsui PDF On limit theory for L\'evy semi-stationary processes Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij PDF Wide  Consensus  aggregation in the Wasserstein Space. Application to location-scatter families. Pedro César Álvarez-Esteban, Eustasio del Barrio, Juan Antonio Cuesta-Albertos, Carlos Matrán PDF Applications of pathwise Burkholder-Davis-Gundy inequalities Pietro Siorpaes PDF Entropy production in nonlinear recombination models pietro caputo, alistair sinclair PDF Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models Jay Bartroff, Larry Goldstein, Umit Islak PDF Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise Teppei Ogihara PDF The Gamma Stein equation and non-central de Jong theorems Christian Döbler, Giovanni Peccati PDF Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields Dan Cheng, Armin Schwartzman PDF A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications Xiao Han, Guangming Pan, Qing Yang PDF Statistical inference for the doubly stochastic self-exciting process in high-frequency financial data Simon Clinet, Yoann Potiron PDF Small deviations of a Galton--Watson process with immigration Nadia Sidorova PDF Testing for simultaneous jumps in case of asynchronous observations Mathias Vetter, Ole Martin PDF Statistical estimation of the Oscillating Brownian Motion Antoine Lejay, Paolo Pigato PDF Correlated continuous time random walks and fractional Pearson diffusions Nikolai N. Leonenko, Ivan Papic, Alla Sikorskii, Nenad Suvak PDF Detecting Markov Random Fields Hidden in White Noise Ery Arias-Castro, Sébastien Bubeck, Gabor Lugosi, Nicolas Verzelen PDF Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data Donggyu Kim, Yi Liu, Yazhen Wang PDF Adaptive estimation of High-Dimensional Signal-to-Noise Ratios Nicolas Verzelen, Elisabeth Gassiat PDF Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution Kengo Kamatani PDF The class of multivariate max-id copulas with $\ell_1$-norm symmetric exponent measure Christian Genest, Johanna G. Neslehova, Louis-Paul Rivest PDF Covariance estimation via sparse Kronecker structures Chenlei Leng, guangming pan PDF Optimal Estimation of a Large-Dimensional Covariance Matrix under Stein’s Loss Olivier Ledoit, Michael Wolf PDF Robust dimension-free Gram operator estimates Ilaria Giulini PDF Uniform dimension results for a family of Markov processes Lihu Xu, Xiaobin Sun, Yimin Xiao, Lihu Xu, Jianliang Zhai PDF Microscopic Path Structure of Optimally Aligned Random Sequences Henry Matzinger, Raphael Hauser PDF Multiple testing of local maxima for detection of peaks on the (celestial) sphere Dan Cheng, Valentina Cammarota, Yabebal Fantaye, Domenico Marinucci, Armin Schwartzman PDF Heavy-tailed random walks, buffered queues and hidden large deviations Harald Bernhard, Bikramjit Das PDF Robust estimation of mixing measures in finite mixture models Nhat Ho, XuanLong Nguyen, Ya'acov Ritov PDF Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde PDF Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures Wenhua Jiang, Cun-Hui Zhang PDF Concentration of weakly dependent Banach-valued sums and applications to kernel learning methods Gilles Blanchard, Oleksandr Zadorozhnyi PDF Nonparametric empirical Bayes improvement of common shrinkage estimators Eitan Greenshtein, Ariel Mansura, Ya'acov Ritov PDF Least squares estimation in the monotone single index model Cecile Durot, Fadoua Balabdaoui, Hanna Jankowski PDF Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory Maylis Varvenne PDF Adaptively weighted group Lasso for semiparametric quantile regression models Toshio Honda, Ching-Kang Ing, Wei-Ying Wu PDF Functional CLT for martingale-like nonstationary dependent structures Florence Merlevède, Magda Peligrad, Sergey Utev PDF Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions Ronald Butler, Andrew Wood PDF Networks of reinforced stochastic processes: asymptotics for the empirical means Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti PDF Two-sided infinite-bin models and analyticity for Barak-Erd\H{o}s graphs Bastien Mallein, Sanjay Ramassamy PDF Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria Peggy Cénac, Basile de Loynes, Yoann Offret, Arnaud Rousselle PDF Moving Block and Tapered Block Bootstrap for Functional Time Series With an Application to the -K-Sample Mean Problem Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas PDF Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes Stephan Clémençon, Patrice Bertail PDF Sojourn Time Dimensions of Fractional Brownian Motion Ivan Nourdin, Giovanni Peccati, Stéphane Seuret PDF Harmonic measure for biased random walk in a supercritical Galton-Watson tree Shen Lin PDF Gaps and interleaving of point processes in sampling from a residual allocation model Jim Pitman, Yuri Yakubovich PDF The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails Johannes Heiny, Thomas Mikosch PDF Asymptotic Equivalence of Fixed-size and Varying-size Determinantal Point Processes Simon Barthelme, Pierre-Olivier Amblard, Nicolas Tremblay PDF Convergence of the age structure of general schemes of population processes Kais Hamza PDF Equivalence of some subcritical properties in continuum percolation Jean-Baptiste GOUÉRÉ, Marie THÉRET PDF Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process Liron Ravner, Onno Boxma, Michel Mandjes PDF Estimation of fully nonparametric transformation models Benjamin Colling, Ingrid Van Keilegom PDF Integral expression for the stationary distribution of reﬂected Brownian motion in a wedge Sandro Franceschi, Kilian Raschel PDF Consistent estimation of the spectrum of trace class data augmentation algorithms Saptarshi Chakraborty, Kshitij Khare PDF Upper Rate Functions of Brownian Motion Type for Symmetric Jump Processes Yuichi Shiozawa, Jian Wang PDF Principal components analysis of regularly varying functions Piotr Stefan Kokoszka, Stilian Stoev, Qian Xiong PDF Rademacher complexity for Markov chains : Applications to kernel smoothing and Metropolis-Hasting François Portier, Patrice Bertail PDF Spike and slab empirical Bayes sparse credible sets Ismael Castillo, Botond Szabo PDF Inverse exponential decay: stochastic fixed point equation and ARMA models Krzysztof Burdzy, Tvrtko Tadic PDF Second Order Concentration via Logarithmic Sobolev Inequalities Friedrich Götze, Holger Sambale PDF Structured Matrix Estimation and Completion Olga Klopp, Yu Lu, Alexandre B. Tsybakov, Harrison H. Zhou PDF Weighted Poincaré inequalities, concentration inequalities and tail bounds related to the Stein kernel in dimension one Adrien Saumard PDF The maximal degree in a Poisson-Delaunay graph Gilles Bonnet, Nicolas Chenavier PDF Cliques in rank-1 random graphs: the role of inhomogeneity Kay Bogerd, Rui M. Castro, Remco van der Hofstad PDF Estimation of the linear fractional stable motion Stepan Mazur, Dmitry Otryakhin, Mark Podolskij PDF Needles and straw in a haystack: robust  confidence for possibly sparse sequences Nurzhan Nurushev, Eduard Belitser PDF Distances and large deviations in the spatial preferential attachment model Christian Hirsch, Christian Mönch PDF Random walk approximation of BSDEs with Hölder continuous terminal condition Christel Geiss, Céline Labart, Antti Luoto PDF Prediction and estimation consistency of sparse multi-class penalized optimal scoring Irina Gaynanova PDF Weak convergence of quantile and expectile processes under general assumptions Tobias Zwingmann, Hajo Holzmann PDF SPDEs with fractional noise in space: continuity in law with respect to the Hurst index Luca Maria Giordano, Maria Jolis, Lluís Quer-Sardanyons PDF High dimensional deformed rectangular matrices with applications in matrix denoising Xiucai Ding PDF Construction Results for Strong Orthogonal Arrays of Strength Three Chenlu Shi, Boxin Tang PDF Stable processes conditioned to hit an interval continuously from the outside Leif Döring, Philip Weißmann PDF Operator-scaling Gaussian random fields via aggregation Yi Shen, Yizao Wang PDF Multivariate Count  Autoregression Konstantinos Fokianos, Bård Støve, Dag Tjøstheim, Paul Doukhan PDF Degeneracy in sparse ERGMs with functions of degrees as sufficient statistics Sumit Mukherjee PDF A unified principled framework for resampling based on pseudo-populations: asymptotic theory Pier Luigi Conti, Daniela Marella, Fulvia Mecatti, Federico Andreis PDF Tail expectile process and risk assessment Abdelaati Daouia, Stephane Girard, Gilles Stupfler PDF Normal approximation for sums of weighted U-statistics - application to Kolmogorov bounds in random subgraph counting Nicolas Privault, Grzegorz Serafin PDF On frequentist coverage errors of Bayesian credible sets in moderately high dimensions Keisuke Yano, Kengo Kato PDF Robust Regression via Mutivariate Regression Depth Chao Gao PDF Interacting Reinforced Stochastic Processes: Statistical Inference based on the Weighted Empirical Means Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti PDF The Fourth Characteristic of a Semimartingale Alexander Schnurr PDF Characterization of probability distribution convergence in Wasserstein distance by $L^{p}$-quantization error function Yating LIU, Gilles PAGES PDF A Feynman-Kac result via Markov BSDEs with generalised drivers Elena Issoglio, Francesco Russo PDF Estimating the Number of Connected Components in a Graph via Subgraph Sampling Jason Matthew Klusowski, Yihong Wu PDF A Unified Approach to Coupling SDEs driven by Levy Noise and Some Applications Mingjie Liang, Rene L. Schilling, Jian Wang PDF Robust Modifications of U-statistics and Applications to Covariance Estimation Problems Stanislav Minsker, Xiaohan Wei PDF A Bayesian nonparametric approach to log-concave density estimation Ester Mariucci, Kolyan Ray, Botond Szabo PDF Convergence and Concentration of Empirical Measures under Wasserstein Distance in Unbounded Functional Spaces Jing Lei PDF Consistent Structure Estimation of Exponential-Family Random Graph Models With Block Structure Michael Schweinberger PDF Dynamic Linear Discriminant Analysis in High Dimensional Space Binyan Jiang, Chenlei Leng, Ziqi Chen PDF Strictly weak consensus in the uniform compass model on Z Nina Gantert, Markus Heydenreich, Timo Hirscher PDF Rates of convergence in de Finetti's representation theorem and Hausdorff moment problem Stefano Favaro, Emanuele Dolera PDF On the eigenproblem for Gaussian bridges Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych PDF A new McKean-Vlasov stochastic interpretation of the  parabolic-parabolic Keller-Segel model: The one-dimensional case. Denis Talay, Milica Tomasevic PDF

Published Papers

Aurelien Deya, Ivan Nourdin