Papers in the Bernoulli Journal



Published Papers


Forthcoming papers


Paper title

Author(s) Link to the Paper
(when accepted)
An extended Stein-type covariance identity for the Pearson family, with applications to lower variance bounds Georgios Afendras,
Nickos D. Papadatos,
Vassilis Papathanasiou
Central limit theorems for local empirical processes near boundaries of sets John H.J. Einmahl,
Estate V. Khmaladze
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables Philipp Arbenz,
Paul Embrechts,
Giovanni Puccetti
An Approximate Quantum Cramér-Rao Bound Based on Skew Information Alessandra Luati PDF
Sieve-based confidence intervals and bands for Lévy densities Jose Enrique Figueroa-Lopez PDF
Limit theorems for functions of marginal quantiles G. Jogesh Babu,
Zhidong Bai,
Kwok Pui Choi,
Vasudevan Mangalam
Margin-adaptive model selection in statistical learning Sylvain Arlot,
Peter L. Bartlett
Adaptivity and optimality of the monotone least squares estimator Eric Cator PDF
Poisson process approximation for dependent superposition of point processes Louis H. Y. Chen,
Aihua Xia
Measuring the roughness of random paths by increment ratios Jean-Marc Bardet PDF
A refine factorization of the exponential law Pierre Patie PDF
Nonparametric tests for pathwise properties of semimartingales Rama Cont,
Cecilia Mancini
On the Viterbi process with continuous state space Pavel Chigansky,
Yaacov Ritov
Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators Larry Goldstein,
Yosef Rinott,
Marco Scarsini
Semiparametric regression: efficiency gains from modeling the nonparametric part Kyusang Yu,
Enno Mammen,
Byeong U Park
On asymptotic properties of two stage generalized least squares estimators in the extended growth curve model Jianhua Hu,
Ejaz S. Ahmed,
Guohua Yan
Some Intriguing Properties of Tukey's Half-Space Depth Probal Chaudhuri PDF
Skew-symmetric distributions and Fisher information - A tale of two densities Marc Hallin,
Christophe Ley
Spatial Birth-Death-Swap Chains Mark Huber PDF
A Class of Measure-Valued Markov Chains and Bayesian Nonparametrics Alessandra Guglielmi,
Stefano Favaro,
Stephen G. Walker
An Asymptotic Theory for Randomly-Forced Discrete Nonlinear Heat Equations Mohammud Foondun,
Davar Khoshnevisan
Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes Henryk Zähle,
Eric Beutner
Model selection and randomization for weakly dependent time series forecasting Pierre Alquier,
Olivier Wintenberger
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II Yves F. Atchadé,
Gersende Fort
Mirror averaging with sparsity priors Arnak S. Dalalyan,
Alexandre B. Tsybakov
n-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing Shota Gugushvili,
Chris A.J. Klaassen
On the small-time behavior of some stochastic processes Wolfgang Stadje,
Shaul K. Bar-Lev,
Andreas Loepker
The Log-linear Group-Lasso Estimator and Its Asymptotic Properties Yuval Nardi,
Alessandro Rinaldo
Empirical likelihood for single-index varying-coefficient models Liugen Xue,
Qihua Wang
Conditional limit laws for goodness-of-fit tests Richard Arthur Lockhart PDF
Function-indexed empirical processes based on an infinite source Poisson transmission stream François Roueff,
Gennady Samorodnitsky,
Philippe Soulier
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions Frank van der Meulen,
Harry van Zanten
Simultaneous Variable Selection and Estimation in Semiparametric Modeling of Longitudinal/Clustered Data Shujie Ma,
Qiongxia Song,
Li Wang
Asymptotics of empirical copula processes under nonrestrictive smoothness assumptions Johan Segers PDF
A Quantile Regression Estimator for Censored Data Chenlei Leng PDF
Functional data analysis in an operator based mixed model framework Bo Markussen PDF
Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm Herve Cardot,
Peggy Cénac,
Pierre-André Zitt
Numerical Scheme for Backward Doubly Stochastic Differential Equations Auguste Aman PDF
A Bayesian nonparametric approach to modeling market share dynamics Matteo Ruggiero,
Igor Pruenster
Empirical likelihood based tests for stochastic ordering Hammou El Barmi,
Ian W. McKeague
On the maximal size of Large-Average and ANOVA-fit Submatrices in a Gaussian Random Matrix Xing Sun,
Andrew Nobel
Small Time Chung Type LIL for Lévy Processes Frank Aurzada,
Leif Döring,
Mladen Savov
Improving Brownian Approximations for Boundary Crossing Problems Robert W. Keener PDF
An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion Shogo Kato,
Michael Christopher Jones
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context Olaf Kouamo,
Celine Levy-Leduc,
Eric Moulines
Inference for modulated stationary processes Zhibiao Zhao,
Xiaoye Li
Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions Songxi Chen,
Liang Peng,
Cindy Yu
Weak limits for exploratory plots in the analysis of extremes Bikramjit Das,
Souvik Ghosh
Weak disorder in the stochastic mean-field model of distance II Gerard Hooghiemstra,
Shankar Bhamidi,
Remco van der Hofstad
Orthogonal Polynomial Kernels and Canonical Correlations for Dirichlet measures Robert Charles Griffiths,
Dario Spano
Parisian ruin probability for spectrally negative Lévy processes Zbigniew Palmowski PDF
On a class of space-time intrinsic random functions Michael Stein PDF
Total variation error bounds for geometric approximation Erol Peköz,
Adrian Röllin,
Nathan F Ross
Estimation of the lead-lag parameter from non-synchronous data Marc Hoffmann,
Mathieu Rosenbaum,
Nakahiro Yoshida
On the optimality of the aggregate with exponential weights for low temperatures Guillaume Lecue,
Shahar Mendelson
Weighted Estimation of the Dependence Function for an Extreme-Value Distribution Liang Peng,
Linyi Qian,
Jingping Yang
Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models Alexandre Belloni,
Victor Chernozhukov
Statistical inference for discrete-time samples from affine stochastic delay differential equations Michael Sørensen,
Uwe Küchler
Cluster Detection in Networks using Percolation Ery Arias-Castro,
Geoffrey R. Grimmett
Parameter estimation for pair-copula constructions Ingrid Hobaek Haff PDF
Optimal Tuning of the Hybrid Monte-Carlo Algorithm Alexandros Beskos,
Natesh Pillai,
Gareth Roberts,
Jesus Sanz-Serna,
Andrew Stuart
Self-normalized Cramér type Moderate Deviations for the Maximum of Sums Weidong Liu,
Qi-Man Shao,
Qiying Wang
Unimodularity for Multi-type Galton-Watson trees Serdar Altok PDF
On the rate of convergence in the martingale central limit theorem Jean-Christophe Mourrat PDF
Consistency of the mean and the principal components of spatially distributed functional data Siegfried Hörmann,
Piotr Kokoszka
Variational estimators for the parameters of Gibbs point process models Adrian Baddeley,
David Dereudre
On Hitting times, Bessel bridges, and Schrödinger's equation Gerardo Hernandez-del-Valle PDF
Properties and numerical evaluation of the Rosenblatt distribution Murad S. Taqqu,
Mark Veillette
Adaptive circular deconvolution by model selection under unknown error distribution Jan Johannes,
Maik Schwarz
Asymptotic mean stationarity and absolute continuity of point process distributions Gert Nieuwenhuis PDF
Geometry of Iteration Stable Tessellations: Connection with Poisson Hyperplanes Tomasz Schreiber,
Christoph Thäle
Multiplier bootstrap of tail copulas - with applications Axel Bücher,
Holger Dette
Stochastic volatility models with possible extremal clustering Thomas Mikosch,
Mohsen Rezapur
Long-Range Dependent Time Series Specification Jiti Gao,
Qiying Wang
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps Leszek Slominski,
Weronika Laukajtys
Some Inequalities of Linear Combinations of Independent Random Variables: II Xiaoqing Pan,
Maochao Xu,
Taizhong Hu
Theory of Self-learning Q-Matrix Jingchen Liu,
Gongjun Xu,
Zhiliang Ying
Further examples of GGC and HCM densities Wissem Jedidi,
Thomas Simon
Optimal variance estimation without estimating the mean function Tiejun Tong,
Yanyuan Ma,
Yuedong Wang
Intertwining and commutation relations for birth-death processes Djalil Chafai,
Alderic Joulin
Smoothness of the law of manifold-valued Markov processes with jumps Jean Picard,
Catherine Savona
On the identification of discrete graphical models Elena Stanghellini,
Barbara Vantaggi
On the density of exponential functionals of Levy processes Juan Carlos Pardo Millan,
Victor Manuel Rivero Mercado,
Kees van Schaik
Testing monotonicity of a hazard: asymptotic distribution theory Geurt Jongbloed,
Piet Groeneboom
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion Stavros Vakeroudis,
Marc Yor
On optimal exercising of American options in discrete time for stationary and ergodic data Michael Kohler,
Harro Walk
Empirical likelihood approach to goodness of fit testing Hanxiang Peng,
Anton Schick
Generalization of the Blumenthal-Getoor Index to the Class of Homogeneous Diffusions with Jumps and some Applications Alexander Schnurr PDF
Nonasymptotic bounds on the estimation error of MCMC algorithms Krzysztof Latuszynski,
Blazej Miasojedow,
Wojciech Niemiro
Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data Herve Cardot,
David Degras,
Etienne Josserand
Marked Empirical Processes for Non-stationary Time Series Ngai -Hang Chan,
Rongmao Zhang
BSDeltaEs and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness Mitja Stadje,
Patrick Cheridito
A test of significance in functional quadratic regression Ron William Reeder,
Lajos Horvath
Empirical risk minimization is optimal for the Convex aggregation problem Guillaume Lecue PDF
Recurrence and transience property for a class of Markov chains Nikola Sandrić PDF
Dominance Properties of Constrained Bayes and Empirical Bayes Estimators Tatsuya Kubokawa,
William E. Strawderman
Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models. Cyrille Dubarry,
Sylvain Le Corff
Uniform convergence of convolution estimators for the response density in nonparametric regression Wolfgang Wefelmeyer,
Anton Schick
Multi-stage Convex Relaxation for Feature Selection Tong Zhang PDF
Ergodicity and mixing bounds for the Fisher-Snedecor diffusion Alexei Kulik,
Nikolai Leonenko
Stable Mixed Graphs Kayvan Sadeghi PDF
Optimal Hypothesis Testing for High Dimensional Covariance Matrices T. Tony Cai,
Zongming Ma
On asymptotic distributions of periodograms Hira L Koul,
Liuda Giraitis
Stochastic Integration with respect to additive functionals of zero quadratic variation Alexander Walsh PDF
On hyperbolic Bessel processes and beyond Maciej Wisniewolski,
Jacek Jakubowski
Diffusions with Rank-Based Characteristics and Values in the Nonnegative Quadrant Tomoyuki Ichiba,
Ioannis Karatzas,
Vilmos Prokaj
The Lamperti representation of real-valued self-similar Markov processes Loïc Chaumont,
Henry Pantí,
Víctor Rivero
Optimal Rank-based Tests for Common Principal Components Marc Hallin,
Davy Paindaveine,
Thomas Verdebout
Nonparametric quantile regression for twice censored data Holger Dette,
Stanislav Volgushev
Minima and Maxima of Elliptical Triangular Arrays and Spherical Processes Enkelejd Hashorva PDF
Single index regression models in the presence of censoring depending on the covariates Olivier Lopez,
Ingrid Van Keilegom,
Valentin Patilea
Addendum to "From Schoenberg to Pick–Nevanlinna: Toward a complete picture of the variogram class" Emilio Porcu,
René Schilling
On kernel smoothing for extremal quantile regression Abdelaati Daouia,
Laurent Gardes,
Stephane Girard
A Conjugate Class of Random Probability Measures Based on Tilting and with Its Posterior Analysis John W. Lau PDF
Divergence Rates of Markov Order Estimators and Their Application to Statistical Estimation of Stationary Ergodic Processes Zsolt Talata PDF
Asymptotics of prediction in functional linear regression with functional outputs Christophe Crambes,
André Mas
Detection of a sparse submatrix of a high-dimensional noisy matrix Cristina Butucea,
Yuri I Ingster
A new representation for multivariate tail probabilities Jennifer Wadsworth,
Jonathan Tawn
A test for stationarity based on empirical processes Philip Preuss,
Mathias Vetter,
Holger Dette
On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws Octavio Arizmendi Echegaray,
Takahiro Hasebe
On the local approximation of mean densities of random closed sets Elena Villa PDF
Gaussian Semiparametric Estimates on the Unit Sphere Claudio Durastanti,
Xiaohong Lan,
Domenico Marinucci
Modelling energy spot prices by Lévy semistationary processes Ole Eiler Barndorff-Nielsen,
Fred Espen Benth,
Almut Elisabeth Dorothea Veraart
Nonparametric Specification for Non-stationary Time Series Regression Zhou Zhou PDF
Calibration of self-decomposable Lévy model Mathias Trabs PDF
Efficient Semiparametric Estimation in Generalized Partially Linear Additive Models for Longitudinal/Clustered Data Guang Cheng,
Jianhua Huang,
Lan Zhou
Estimating Spatial Quantile Regression with Functional Coefficients: A Robust Semiparametric Framework Zudi Lu,
Qingguo Tang,
Longsheng Cheng
Bridges of Lévy processes conditioned to stay positive Gerónimo Uribe Bravo PDF
Uniform convergence rates for a class of martingales with application in non-linear co-integrating regression Qiying Wang,
Nigel Chan
Chernoff's density is log-concave Fadoua Balabdaoui,
Jon A. Wellner
Strengthened Chernoff-type variance bounds Giorgos Afendras,
Nickos D. Papadatos
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by α-stable Lévy processes Robert Hintze,
Ilya Pavlyukevich
Noisy low-rank matrix completion with general sampling distribution Olga Klopp PDF
High-dimensional covariance matrix estimation with missing observations Karim Lounici PDF
Testing over a continuum of null hypotheses Gilles Blanchard,
Sylvain Delattre,
Etienne Roquain
Estimating the scaling function of multifractal measures and multifractal random walks using ratios Carenne Ludeña,
Philippe Soulier
Small value probabilities for supercritical branching processes with Immigration Weijuan Chu,
Wenbo V. Li,
Yan-Xia Ren
On the tail asymptotics of the area swept under the Brownian storage graph Marek Arendarczyk,
Krzysztof Grzegorz Dębicki,
Michel Mandjes
Total Variation Approximations and Conditional Limit Theorems for Multivariate Regularly Varying Random Walks Conditioned on Ruin Jose Blanchet,
Jingchen Liu
A Central Limit Theorem for Adaptive and Interacting Markov Chains Vandekerkhove Pierre,
Fort Gersende,
Moulines Eric,
Priouret Pierre
Perturbation analysis of Poisson processes Guenter Last PDF
Limit Theorems for Beta-Jacobi Ensembles Tiefeng Jiang PDF
Testing monotonicity via local least concave majorants Cecile Durot,
Nathalie Akakpo,
Fadoua Balabdaoui
Markovian stochastic approximation with expanding projections Christophe Andrieu,
Matti Vihola
Invariance principles for homogeneous sums of free random variables Aurelien Deya,
Ivan Nourdin
Information bounds for Gaussian copulas Peter Hoff,
Xiaoyue Niu,
Jon Wellner
Statistical convergence of Markov experiments to diffusion limits Valentin Konakov,
Enno Mammen,
Jeannette Woerner
Simple simulation of diffusion bridges with application to likelihood inference for diffusions Mogens Bladt PDF
Markov Properties for Mixed Graphs Kayvan Sadeghi,
Steffen Lilholt Lauritzen
Universal Gaussian fluctuations on the discrete Poisson chaos Giovanni Peccati,
Cengbo Zheng
Partial functional quantization and generalized bridges Sylvain Corlay PDF
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information Johannes Schmidt-Hieber,
Till Sabel
Maximum likelihood characterization of distributions Yvik Swan,
Christophe Ley,
Mitia Duerinckx
A Fourier Analysis of Extreme Events Thomas Mikosch,
Yuwei Zhao
Continuous mapping approach to the asymptotics of U- and V-statistics Eric Beutner,
Henryk Zähle
Nonparametric inference for fractional diffusion Bruno Saussereau PDF
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes Hilmar Mai PDF
Convergence rates of empirical block length selectors for block bootstrap Dan Nordman,
Soumendra Lahiri
Lower bounds to the accuracy of inference on heavy tails Serguei Y. Novak PDF
Conditions for convergence of random coefficient AR(1) processes and perpetuities in higher dimensions Torkel Erhardsson PDF
A consistent test of independence based on a sign covariance related to Kendall's tau Wicher Bergsma,
Angelos Dassios
Asymptotic lower bounds in estimating jumps Emmanuelle Clément,
Sylvain Delattre,
Arnaud Gloter
Small-time wxpansions for local jump-diffusion models with infinite jump acticity Jose Enrique Figueroa-Lopez, Yankeng Luo, Cheng Ouyang PDF
Variational approach for spatial point process intensity estimation Jean-François Coeurjolly, Jesper Møller PDF
Small-time asymptotics of stopped L\'evy bridges and simulation schemes with controlled bias Jose Enrique Figueroa-Lopez, Peter Tankov PDF
Invariance properties of random vectors and stochastic  processes based on the zonoid concept Ilya Molchanov, Michael Schmutz, Kaspar Stucki PDF
Limiting spectral distribution of sample autocovariance matrices Anirban Basak, Arup Bose, Sanchayan Sen PDF
Bayesian inference with dependent normalized completely random measures Antonio Lijoi, Bernardo Nipoti, Igor Pruenster PDF
Path properties of LCS-optimal aligments Jüri - Lember, Anna Vollmer, Heinrich Matzinger PDF
Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks Lothar Heinrich, Sebastian Lueck, Volker Schmidt PDF
On the empirical multilinear copula process for count data Christian Genest, Johanna Neslehova, Bruno Rémillard PDF
Approximating class approach for empirical processes of dependent sequences indexed by functions Herold Dehling, Olivier Durieu, Marco Tusche PDF
An empirical-process central limit theorem for complex sampling under bounds on the design effect Thomas Lumley PDF
Discretized normal approximation by Stein's method Xiao Fang PDF
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal Marc Hallin, Christophe Ley PDF
Sojourn measures of Student and Fisher-Snedecor random fields Andriy Olenko, Nikolai Leonenko PDF
Comparison of Multivariate Distributions Using Quantile-Quantile Plots and Related Tests Subhra Sankar Dhar, Biman Chakraborty, Probal Chaudhuri PDF
Asymptotic properties of adaptive maximum likelihood estimators in latent variable models Silvia Bianconcini PDF
Asymptotics of nonparametric L-1 regression models with dependent data Zhibiao Zhao, Ying Wei, Dennis Lin PDF
A Robust, fully adaptive M-estimator for pointwise estimation in hetroscedastic regression Michael Chichignoud, Johannes Lederer PDF
On asymptotic constants in the theory of Gaussian processes Antonius Bernardus Dieker, Benjamin Yakir PDF
Fisher Information and Convergence to Stable Laws Sergey G. Bobkov, Gennadiy P. Chistyakov, Friedrich Goetze PDF
Feature selection when there are many influential features Jiashun Jin, Peter Hall, Hugh Miller PDF
Convergence rate and concentration inequalities for Gibbs algorithm Neng-Yi Wang, Liming Wu PDF
The Generalized Pareto process Ana Ferreira, Laurens de Haan PDF
Model Comparison with Composite Likelihood Information Criteria Chi Tim Ng, Harry Joe PDF
On the form of the large deviation rate function for the empirical measures of weakly interacting systems Markus Fischer PDF
Applying Dynkin's isomorphism:  an alternative approach to understand the Markov property of the de Wijs process Debashis Mondal PDF
Minimax Bounds for Estimation of Normal Mixtures Arlene K. H. Kim PDF
Local extinction in continuous-state branching processes with immigration Clément Foucart, Gerónimo Uribe Bravo PDF
Large deviations for bootstrapped  empirical measures José Trashorras, Olivier Wintenberger PDF
Particle-kernel estimation of the filter density in state-space models Dan Crisan, Joaquin Miguez PDF
Optimal scaling for the transient phase of  Metropolis Hastings algorithms:  the longtime behavior Blazej Miasojedow, Benjamin Jourdain, Tony Lelièvre PDF
Restricted likelihood representation and decision-theoretic sapects of meta-analysis Andrew L. Rukhin PDF
Optimal filtering and the dual process Omiros Papaspiliopoulos, Matteo Ruggiero PDF
New Concentration Inequalities for Suprema of Empirical Processes Johannes Christof Lederer, Sara Anna van de Geer PDF
About the posterior distribution in hidden Markov models with unkown number of states Elisabeth Gassiat, Judith Rousseau PDF
Stochastic monotonicity and continuity properties of functions defined on Crump-Mode-Jagers branching processes, with application to vaccination in epidemic modelling Frank Ball, Miguel González, Rodrigo Martínez, Maroussia Slavtchova-Bojkova PDF
Tail approximations for the Student t−, F−, and Welch statistics for non-normal and not necessarily i.i.d. random variables Dmitrii Zholud PDF
Goodness-of-fit test for noisy directional data Thanh Mai Pham Ngoc, Claire Lacour PDF
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in H\"older norm Marta Sanz-Sole, Francisco Delgado-Vences PDF
Adaptive Sensing Performance Lower Bounds for Sparse Signal Estimation and Testing Rui Manuel Castro PDF
Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration Márton Ispány, Kristóf Körmendi, Gyula Pap PDF
Affine Invariant Divergences associated with Composite Scores and its Applications Takafumi Kanamori, Hironori Fujisawa PDF
The Affinely Invariant Distance Correlation Johannes Dueck, Dominic Edelmann, Tilmann Gneiting, Donald Richards PDF
Maxima of independent, non-identically distributed Gaussian vectors Sebastian Engelke, Zakhar Kabluchko, Martin Schlather PDF
Nonparametrically Consistent Depth-based Classifiers Davy Paindaveine, Germain Van Bever PDF
Lasso and probabilistic inequalities for multivariate point processes Niels Richard Hansen, Patricia Reynaud-Bouret, Vincent Rivoirard PDF
Confidence bands for multivariate and time dependent inverse regression models Katharina Proksch, Holger Dette, Nicolai Bissantz PDF
Minimax fast rates for discriminant analysis with errors in variables Sébastien Loustau, Clément Marteau PDF
Detecting Positive Correlations in a Multivariate Sample Ery Arias-Castro, Sebastien Bubeck, Gabor Lugosi PDF
Looking-backward probabilities for Gibbs-type exchangeable random partitions Stefano Favaro, Sergio Bacallado, Lorenzo Trippa PDF
Variable selection and estimation for semi-parametric multi-index models Lixing Zhu, Tao Wang, Peirong Xu PDF
Stochastic Differential Equations Driven by Fractional Brownian Motion and Poisson Point Process Jin Ma, Lihua Bai PDF
An exceptional max-stable process fully parameterized by its extremal coefficients Kirstin Strokorb, Martin Schlather PDF
On the error bound in a combinatorial central limit theorem Louis H. Y. Chen, Xiao Fang PDF
Pathwise Versions of the Burkholder-Davis-Gundy Inequality Pietro Siorpaes, Mathias Beiglboeck PDF
ASIP for martingales in 2-smooth Banach spaces. Applications to stationary processes Christophe Cuny PDF
Beyond first-order asymptotics for Cox regression Donald A Pierce, Ruggero Bellio PDF
Maximum likelihood estimators for the extreme value index based on the block maxima method Clément Dombry PDF
Integrability and concentration of sample paths' truncated variation of fractional Brownian motions, diffusions and L\'{e}vy processes Rafal Marcin Lochowski PDF
Testing the regularity of a smooth signal Alexandra Carpentier PDF
Precise tail asymptotics of fixed points of the smoothing transform with general weights Dariusz Buraczewski, Ewa Damek, Jacek Zienkiewicz PDF
Exponential ergodicity for Markov processes with random switching Bertrand Cloez, Martin Hairer PDF
Convergence of the groups posterior distribution in latent or stochastic block models Mahendra Mariadassou, Catherine Matias PDF
Adaptive MCMC with online relabeling Rémi Bardenet, Olivier Cappé, Gersende Fort, Balazs Kégl PDF
Improved Minimax Estimators of a Multivariate Normal Mean under Heteroscedasticity  Zhiqiang Tan  PDF
A complete Riemann zeta distribution and the Riemann hypothesis Takashi Nakamura PDF
Posterior contraction of the population polytope in finite admixture models Long Nguyen PDF
Spatio-Temporal Hybrid (PDMP) Models: Central Limit Theorem and Langevin Approximation for Global Fluctuations. Application to Electrophysiology. Martin Riedler, Michele Thieullen PDF
Testing equality of spectral densities using randomization techniques Carsten Jentsch, Markus Pauly PDF
Distribution's template estimate with Wasserstein metrics Emmanuel boissard, Thibault Le Gouic, Jean-Michel Loubes PDF
Of Copulas, Quantiles, Ranks, and Spectra: an L1-approach to spectral analysis Holger Dette, Marc Hallin, Tobias Kley, Stanislav Volgushev PDF
Mimicking Selfsimilar Processes Kais Hamza, Fima Klebaner, Jie Yen Fan PDF
Fluctuations of the power variation of fractional Brownian motion in Brownian time Raghid Zeineddine PDF
Bayesian quantile regression with approximate likelihood Yang Feng, Yuguo Chen, Xuming He PDF
Local limit theorems via Landau-Kolmogorov inequalities Nathan F Ross, Adrian Rollin PDF
On the almost sure convergence of adaptive allocation procedures Alessandro Baldi Antognini, Maroussa Zagoraiou PDF
Two Sample Inference for the Second-order Property of Temporally Dependent Functional Data Xianyang Zhang, Xiaofeng Shao PDF
Exact Moduli of Continuity for Operator-Scaling Gaussian Random Fields Yuqiang Li, Wensheng Wang, Yimin Xiao PDF
Estimating Failure Probabilities Holger Drees, Laurens de Haan PDF
Stein factors for negative binomial approximation in Wasserstein distance Andrew D. Barbour, Han L. Gan, Aihua Xia PDF
Coupling, local times, immersions Wilfrid Stephen Kendall PDF
Functional Partial Canonical Correlation Qing Huang, Randy Eubank, Rosemary Renaut PDF
Finite, Integrable and Bounded Time Embeddings for Diffusions Stefan Ankirchner, David Hobson, Philipp Strack PDF
CLT for linear spectral statistics of normalized sample covariance matrices with dimension much larger than sample size Guangming Pan, Binbin Chen PDF
On Detecting Harmonic Oscillations Anatoli Juditsky, Arkadi Nemirovski PDF
Backward Stochastic Variational Inequalities on Random Interval Lucian Maticiuc, Aurel Rascanu PDF
On the sample covariance matrix estimator of  reduced effective rank population matrices,  with applications to fPCA Florentina Bunea, Luo Xiao PDF
Reaction times of monitoring schemes for ARMA time series Alexander Aue, Christopher Dienes, Stefan Fremdt, Josef Steinebach PDF
Concentration inequalities for sampling without replacement Rémi Bardenet, Odalric-Ambrym Maillard PDF
Gladyshev's Theorem for integrals with respect to a Gaussian process Rimas Norvaiša PDF
Exchangeable and non-exchangeable Lipschitz partition processes Harry Crane PDF
Qualitative robustness of statistical functionals under strong mixing Henryk Zähle PDF
Ridge regression and asymptotic minimax estimation over spheres of growing dimension Lee Dicker PDF
Local Bilinear Multiple-Output Quantile/Depth Regression Marc Hallin, Zudi Lu, Davy Paindaveine, Miroslav Siman PDF
Standard imsets for undirected and chain graphical models Takuya Kashimura, Akimichi Takemura PDF
Simultaneous Large Deviations for the Shape of Young Diagrams Associated With Random Words Christian Houdre, Jinyong Ma PDF
Convergence of the empirical spectral distribution function of  Beta matrices Zhidong Bai, Jiang Hu, Guangming Pan, Wang Zhou PDF
Maxima of long memory stationary symmetric alpha-stable processes and self-similar processes with stationary max-increments Takashi Owada, Gennady Samorodnitsky PDF
The logarithmic law of random determinant Zhigang Bao, Guangming Pan, Wang Zhou PDF
Robust Estimation and Inference for Heavy Tailed GARCH Jonathan B. Hill PDF
An exchangeable and consistent Markov model for time-varying networks Harry Crane PDF
A Criterion for Invariant Measures of Itô Processes based on the Symbol Anita Behme, Alexander Schnurr PDF
Modulus of continuity of some conditionally sub-Gaussian  fields, application to stable random fields Hermine Biermé, Céline Lacaux PDF
Wald Tests of Singular Hypotheses Mathias Drton, Han Xiao PDF
A Function Space HMC Algorithm With Second Order Langevin Diffusion Limit Michela Ottobre, Natesh Pillai, Frank Pinski, Andrew Stuart PDF
Importance Sampling and Statistical Romberg method Mohamed Ben Alaya, Kaouther Hajji, Ahmed Kebaier PDF
Statistical estimation of a growth-fragmentation model observed on a genealogical tree Marc Hoffmann PDF
Minimal spectral representations of infinitely divisible and max--infinitely divisible processes Zakhar Kabluchko, Stilian Stoev PDF
Interplay of Insurance and Financial Risks in a Discrete-time Model with Strongly Regular Variation Jinzhu Li, Qihe Tang PDF
Adaptive quantile estimation in deconvolution with unknown error distribution Itai Dattner, Markus Reiss, Mathias Trabs PDF
Extinction time for a random walk in a random environment Anna de Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Eulalia Vares PDF
Exponential rate of convergence in current reservoirs Anna de Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Eulalia Vares PDF
On Particle Gibbs Sampling Nicolas Chopin, Sumeetpal S. Singh PDF
Capacity of an associative memory model on random graph architectures Matthias Löwe, Franck Vermet PDF
Non parametric finite translation hidden Markov models and extensions Elisabeth Gassiat, Judith Rousseau PDF
An Asymptotic Total Variation Test for Copulas Jean-David Fermanian, Dragan Radulovic, Marten Wegkamp PDF
Pointwise adaptive estimation of a multivariate density under independence hypothesis Gilles Rebelles PDF
Local Asymptotic Mixed Normality Property for Nonsynchronously Observed Diffusion Processes Teppei Ogihara PDF
Some remarks on MCMC estimation of spectra of integral operators Radosław Adamczak, Witold Bednorz PDF
Maximum Likelihood Estimators Uniformly Minimize Distribution Variance among Distribution Unbiased Estimators in Exponential Families Paul Vos, Qiang Wu PDF
Poisson convergence on the free Poisson algebra Solesne Bourguin PDF
Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics Xiao Fang, Adrian Roellin PDF
Integrability conditions for space-time stochastic integrals: theory and applications Carsten Chong, Claudia Klüppelberg PDF
The number of accessible paths in the hypercube Julien Berestycki, Eric Brunet, Zhan Shi PDF
Optimal method in Multiple Regression with Structural Changes Fuqi Chen, Sévérien Nkurunziza PDF
Weak Noise and Non Hyperbolic Unstable Fixed Points: Sharp Estimates On Transit and Exit Times Giambattista Giacomin, Mathieu Merle PDF
Adaptive-treed bandits Adam David Bull PDF
Geometric Median and Robust Estimation in Banach Spaces Stanislav Minsker PDF
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences Yaozhong Hu, David Nualart, Samy Tindel, Fangjun Xu PDF
Large Deviations for 2-D Stochastic Navier-Stokes Equations Driven by Multiplicative L\'evy noises Tusheng Zhang, Jianliang Zhai PDF
Estimation of integrated volatility of volatility with applications to goodness-of-fit testing Mathias Vetter PDF
Probabilistic Proof of Product Formulas for Bessel Functions Nizar Demni, Luc Deleaval PDF
On ADF Goodness-of-Fit Tests for Perturbed Dynamical Systems Yury A. Kutoyants PDF
A new class of large claim size distributions: Definition, properties, and ruin theory SergeJ Beck, Jochen Blath, Michael Scheutzow PDF
ize biased permutation of a finite sequence with independent and identically distributed terms Jim Pitman, Ngoc Mai Tran PDF
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions Leonid Galtchouk, Serge Pergamenshchikov PDF
LÉVY PROCESSES AND STOCHASTIC INTEGRAL IN THE SENSE OF GENERALIZED CONVOLUTION Marta Borowiecka-Olszewska, Barbara Helena Jasiulis-Gołdyn, Jolanta Krystyna Misiewicz, Jan Rosiński PDF
On the infinite divisibility of inverse Beta distributions Pierre Bosch, Thomas Simon PDF
Non-asymptotic detection of two-component mixtures with unknown means Béatrice Laurent, Clément Marteau, Cathy Maugis-Rabusseau PDF
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing. Sylvain Delattre, Etienne Roquain PDF
Polynomial Pickands Functions Simon Guillotte, François Perron PDF
Quenched Limit Theorems for Fourier Transforms and Periodogram David Barrera, Magda Peligrad PDF
Sharp oracle inequalities and slope heuristic for specification probabilities estimation  in discrete random fields Matthieu Lerasle, Daniel Yasumasa Takahashi PDF
Long range dependent spatial linear processes Soumendra N Lahiri PDF
Integral representation of random variables with respect to Gaussian processes Lauri Viitasaari PDF
Adaptive Bayesian density regression for high-dimensional data Weining Shen, Subhashis Ghosal PDF


Published Papers


Aurelien Deya, Ivan Nourdin
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