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Volume 1, Number 1--2, March, 1995David G. Kendall The foundation of the Bernoulli Society 1--2 Julia E. Kelsall and Peter J. Diggle Kernel estimation of relative risk . . . 3--16 Bo Martin Bibby and Michael Sòrensen Martingale estimation functions for discretely observed diffusion processes 17--39 Peter Hall and Prakash Patil On wavelet methods for estimating smooth functions . . . . . . . . . . . . . . . 41--58 Richard D. Gill and Boris Y. Levit Applications of the van Trees inequality: a Bayesian Cramér--Rao bound 59--79 Rabi N. Bhattacharya and Friedrich Götze Time-scales for Gaussian approximation and its breakdown under a hierarchy of periodic spatial heterogeneities . . . . 81--123 Claudia Klüppelberg and Thomas Mikosch Explosive Poisson shot noise processes with applications to risk reserves . . . 125--147 Hans Föllmer and Philip Protter and Albert N. Shiryayev Quadratic covariation and an extension of Itô's formula . . . . . . . . . . . . 149--169 Anton Wakolbinger Limits of spatial branching populations (with Discussion) . . . . . . . . . . . 171--189 Peter Jagers Branching processes as population dynamics . . . . . . . . . . . . . . . . 191--200 Anonymous Editorial board, Bernoulli Journal, vol. 1, no. 1--2 (1995) . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 1, no. 1--2 (1995) . . . . . . . . ??
Renata Cioczek-Georges and Beno\^\it B. Mandelbrot and Gennady Samorodnitsky and Murad S. Taqqu Stable Fractal Sums of Pulses: The Cylindrical Case . . . . . . . . . . . . 201--216 Kevin Hestir and Stanley C. Williams Supports of doubly stochastic measures 217--243 S. N. Joshi and H. N. Nagaraja Joint distribution of maxima of concomitants of subsets of order statistics . . . . . . . . . . . . . . . 245--255 Asger Roer Pedersen Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes . . . . . . . . . . 257--279 Ernst Eberlein and Ulrich Keller Hyperbolic distributions in finance . . 281--299 Anonymous Editorial board, Bernoulli Journal, vol. 1, no. 3 (1995) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 1, no. 3 (1995) . . . . . . . . . . ??
Georg Lindgren and Igor Rychlik How reliable are contour curves? Confidence sets for level contours . . . 301--319 Arthur Cohen and Harold B. Sackrowitz and Ester Samuel-Cahn Constructing tests for normal order-restricted inference . . . . . . . 321--333 Mark J. Van Der Laan An identity for the nonparametric maximum likelihood estimator in missing data and biased sampling models . . . . 335--341 J. T. Cox and R. Durrett Hybrid zones and voter model interfaces 343--370 Wendelin Werner On Brownian disconnection exponents . . 371--380 Gérard Letac and Vanamamalai Seshadri A random continued fraction in $\mathbb{R}^{d + 1}$ with an inverse Gaussian distribution . . . . . . . . . 381--393 Anonymous Annual index BJ vol. 01 . . . . . . . . ?? Anonymous Acknowledgement of refereeing work BJ vol. 01 . . . . . . . . . . . . . . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 1, no. 4 (1995) . . . . . . . . . . . . ?? Anonymous Keyword index BJ vol. 01 . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 1, no. 4 (1995) . . . . . . . . . . ??
Evarist Giné Empirical processes and applications: an overview . . . . . . . . . . . . . . . . 1--28 Evarist Giné Rejoinder . . . . . . . . . . . . . . . 29--38 Jon A. Wellner Discussion . . . . . . . . . . . . . . . 29--38 David L. Donoho and Iain M. Johnstone Neo-classical minimax problems, thresholding and adaptive function estimation . . . . . . . . . . . . . . . 39--62 Pál Révész Distribution of the particles of a critical branching Wiener process . . . 63--80 Freddy Delbaen and Walter Schachermayer The variance-optimal martingale measure for continuous processes . . . . . . . . 81--105 Anonymous Amendments and corrections . . . . . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 2, no. 1 (1996) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 2, no. 1 (1996) . . . . . . . . . . ??
Luis G. Gorostiza Asymptotic fluctuations and critical dimension for a two-level branching system . . . . . . . . . . . . . . . . . 109--132 Henry E. Daniels Approximating the first crossing-time density for a curved boundary . . . . . 133--143 Ib M. Skovgaard An explicit large-deviation approximation to one-parameter tests . . 145--165 Yuri K. Golubev and Boris Y. Levit and Alexander B. Tsybakov Asymptotically efficient estimation of analytic functions in Gaussian noise . . 167--181 Biao Zhang Some asymptotic results for kernel density estimation under random censorship . . . . . . . . . . . . . . . 183--198 Anonymous Editorial board, Bernoulli Journal, vol. 2, no. 2 (1996) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 2, no. 2 (1996) . . . . . . . . . . ??
Peter J. Bickel and Ya'acov Ritov Inference in hidden Markov models I: Local asymptotic normality in the stationary case . . . . . . . . . . . . 199--228 Gérard Kerkyacharian and Dominique Picard and Karine Tribouley Lp adaptive density estimation . . . . . 229--247 Sergei G. Bobkov and Christian Houdré Variance of Lipschitz functions and an isoperimetric problem for a class of product measures . . . . . . . . . . . . 249--255 Jean-Marc Aza\"\is and Mario Wschebor Almost sure oscillation of certain random processes . . . . . . . . . . . . 257--270 Martin Jacobsen Laplace and the origin of the Ornstein--Uhlenbeck process . . . . . . 271--286 Daniel Dufresne On the stochastic equation $L(X) = L[B(X + C)]$ and a property of gamma distributions . . . . . . . . . . . . . 287--291 Anonymous Table of contents, Bernoulli Journal, vol. 2, no. 3 (1996) . . . . . . . . . . ??
Jan Beirlant and Petra Vynckier and Josef L. Teugels Excess functions and estimation of the extreme-value index . . . . . . . . . . 293--318 O. E. Barndorff-Nielsen and David R. Cox Prediction and asymptotics . . . . . . . 319--340 Gareth O. Roberts and Richard L. Tweedie Exponential convergence of Langevin distributions and their discrete approximations . . . . . . . . . . . . . 341--363 Jan Rosinski and Gennady Samorodnitsky Classes of mixing stable processes . . . 365--377 Anonymous Table of contents, Bernoulli Journal, vol. 2, no. 4 (1996) . . . . . . . . . . ??
Sylvain Delattre and Jean Jacod A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors . . . . . . . . . . . . 1--28 Shun-Ichi Amari and Motoaki Kawanabe Information geometry of estimating functions in semi-parametric statistical models . . . . . . . . . . . . . . . . . 29--54 Chris A. J. Klaassen and Jon A. Wellner Efficient estimation in the bivariate normal copula model: normal margins are least favourable . . . . . . . . . . . . 55--77 Jim Pitman Partition structures derived from Brownian motion and stable subordinators 79--96 Srinivasan Balaji and Sundareswaran Ramasubramanian Recurrence and transience of diffusions in a half-space . . . . . . . . . . . . 97--119 Anonymous Boris Vladimirovitch Gnedenko (1912--1995) . . . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 3, no. 1 (1997) . . . . . . . . . . ??
Peter Bühlmann Sieve bootstrap for time series . . . . 123--148 Patrice Bertail Second-order properties of an extrapolated bootstrap without replacement under weak assumptions . . . 149--179 Béatrice Laurent Estimation of integral functionals of a density and its derivatives . . . . . . 181--211 Bent Jòrgensen and José Raúl Martínez Tauber theory for infinitely divisible variance functions . . . . . . . . . . . 213--224 Ulrich Martin Hirth A Poisson approximation for the Dirichlet law, the Ewens sampling formula and the Griffiths--Engen--McCloskey law by the Stein--Chen coupling method . . . . . . 225--232 Arturo Kohatsu-Higa and Jorge A. León and David Nualart Stochastic differential equations with random coefficients . . . . . . . . . . 233--245 Anonymous Table of contents, Bernoulli Journal, vol. 3, no. 2 (1997) . . . . . . . . . . ??
Hira L. Koul and Anton Schick Efficient estimation in nonlinear autoregressive time-series models . . . 247--277 Didier Dacunha-Castelle and Elisabeth Gassiat The estimation of the order of a mixture model . . . . . . . . . . . . . . . . . 279--299 Richard E. Chandler A spectral method for estimating parameters in rainfall models . . . . . 301--322 Edwin R. Van Den Heuvel and Chris A. J. Klaassen Spread, estimators and nuisance parameters . . . . . . . . . . . . . . . 323--328 V. Bentkus and F. Götze and A. Tikhomoirov Berry--Esseen bounds for statistics of weakly dependent samples . . . . . . . . 329--349 Sándor Csörgö and László Viharos Asymptotic normality of least-squares estimators of tail indices . . . . . . . 351--370 Anonymous Editorial board, Bernoulli Journal, vol. 3, no. 3 (1997) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 3, no. 3 (1997) . . . . . . . . . . ??
Marco Ferrante and David Nualart An example of a non-Markovian stochastic two-point boundary value problem . . . . 371--386 Yueyun Hu and Zhan Shi Extreme lengths in Brownian and Bessel excursions . . . . . . . . . . . . . . . 387--402 Roger Pettersson Penalization schemes for reflecting stochastic differential equations . . . 403--414 Chang Chung Yu Dorea Stationary distribution of Markov chains in $R^d$ with application to global random optimization . . . . . . . . . . 415--427 Hong Wang Generalized zero-one laws for large-order statistics . . . . . . . . . 429--444 Yury A. Kutoyants Efficiency of the empirical distribution for ergodic diffusion . . . . . . . . . 445--456 M. Beibel Sequential change-point detection in continuous time when the post-change drift is unknown . . . . . . . . . . . . 457--478 Gerard Hooghiemstra and Priscilla E. Greenwood The domain of attraction of the $ \alpha $-sun operator for type II and type III distributions . . . . . . . . . . . . . 479--489 Anonymous Annual index BJ vol. 03 . . . . . . . . ?? Anonymous Acknowledgement of refereeing work BJ vol. 03 . . . . . . . . . . . . . . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 3, no. 4 (1997) . . . . . . . . . . . . ?? Anonymous Keyword Index BJ vol. 03 . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 3, no. 4 (1997) . . . . . . . . . . ??
Ming-Yen Cheng and Peter Hall and D. Michael Titterington Optimal design for curve estimation by local linear smoothing . . . . . . . . . 3--14 Catharina G. M. Oudshoorn Asymptotically minimax estimation of a function with jumps . . . . . . . . . . 15--33 Ole E. Barndorff-Nielsen and Andrew T. A. Wood On large deviations and choice of ancillary for $p*$ and $r*$ . . . . . . 35--63 Priscilla E. Greenwood and Wolfgang Wefelmeyer Cox's factoring of regression model likelihoods for continuous-time processes . . . . . . . . . . . . . . . 65--80 Jin Ma and Philip Protter and Jaime San Martíin Anticipating integrals for a class of martingales . . . . . . . . . . . . . . 81--114 Modeste N'Zi and Bruno Rémillard and Radu Theodorescu Between Strassen and Chung normalizations for Lévy's area process 115--125 Gennady Samorodnitsky Lower tails of self-similar stable processes . . . . . . . . . . . . . . . 127--142 Anonymous Editorial board, Bernoulli Journal, vol. 4, no. 1 (1998) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 4, no. 1 (1998) . . . . . . . . . . ??
Andrzej S. Kozek and Julian R. Leslie and Eugene F. Schuster On a universal strong law of large numbers for conditional expectations . . 143--165 Yosihiko Ogata and Akio Kobayashi and Naoya Mikami and Yasuaki Murata and Koichi Katsura Correction of earthquake location estimation in a small-seismic-array system . . . . . . . . . . . . . . . . . 167--184 Jacques Istas and Henrik Stryhn Discretely observing a white noise change-point model in the presence of blur . . . . . . . . . . . . . . . . . . 185--201 Anatolii Puhalskii and Vladimir Spokoiny On large-deviation efficiency in statistical inference . . . . . . . . . 203--272 Sam Efromovich On global and pointwise adaptive estimation . . . . . . . . . . . . . . . 273--282 Anonymous Editorial board, Bernoulli Journal, vol. 4, no. 2 (1998) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 4, no. 2 (1998) . . . . . . . . . . ??
Valentine Genon-Catalot and Thierry Jeantheau and Catherine Larédo Limit theorems for discretely observed stochastic volatility models . . . . . . 283--303 Edward Carlstein and Kim-Anh Do and Peter Hall and Tim Hesterberg and Hans R. Künsch Matched-block bootstrap for dependent data . . . . . . . . . . . . . . . . . . 305--328 Lucien Birgé and Pascal Massart Minimum contrast estimators on sieves: exponential bounds and rates of convergence . . . . . . . . . . . . . . 329--375 Gleb Koshevoy and Karl Mosler Lift zonoids, random convex hulls and the variability of random vectors . . . 377--399 Ian H. Dinwoodie The Diaconis--Sturmfels algorithm and rules of succession . . . . . . . . . . 401--410 Anonymous Editorial board, Bernoulli Journal, vol. 4, no. 3 (1998) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 4, no. 3 (1998) . . . . . . . . . . ??
Persi W. Diaconis and David Freedman Consistency of Bayes estimates for nonparametric regression: normal theory 411--444 Samy Tindel Quasilinear stochastic elliptic equations with reflection: the existence of a density . . . . . . . . . . . . . . 445--459 Eugene A. Dorofeev Upper functions for plane Brownian windings . . . . . . . . . . . . . . . . 461--475 Nanny Wermuth and David R. Cox On association models defined over independence graphs . . . . . . . . . . 477--495 Ronald W. Butler and Marc S. Paolella Approximate distributions for the various serial correlograms . . . . . . 497--518 Eduard Belitser Efficient estimation of analytic density under random censorship . . . . . . . . 519--543 Anonymous Annual index BJ vol. 04 . . . . . . . . ?? Anonymous Acknowledgement of refereeing work BJ vol. 04 . . . . . . . . . . . . . . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 4, no. 4 (1998) . . . . . . . . . . . . ?? Anonymous Keyword index BJ vol. 04 . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 4, no. 4 (1998) . . . . . . . . . . ??
David J. Aldous Deterministic and stochastic models for coalescence (aggregation and coagulation): a review of the mean-field theory for probabilists . . . . . . . . 3--48 Nathalie Eisenbaum and Zhan Shi Uniform oscillations of the local time of iterated Brownian motion . . . . . . 49--65 Richard C. Bradley On the growth of variances in a central limit theorem for strongly mixing sequences . . . . . . . . . . . . . . . 67--80 Patrick Cattiaux and Fabrice Gamboa Large deviations and variational theorems for marginal problems . . . . . 81--108 Priscilla E. Greenwood and Wolfgang Wefelmeyer Reversible Markov chains and optimality of symmetrized empirical estimators . . 109--123 A. Philip Dawid and Vladimir G. Vovk Prequential probability: principles and properties . . . . . . . . . . . . . . . 125--162 José M. Corcuera and Federica Giummol\`e On the relationship between $ \alpha $ connections and the asymptotic properties of predictive distributions 163--176 Peter Hall and Julian Z. Wang Estimating the end-point of a probability distribution using minimum-distance methods . . . . . . . . 177--189 Anonymous Editorial board, Bernoulli Journal, vol. 5, no. 1 (1999) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 5, no. 1 (1999) . . . . . . . . . . ??
Brent M. Troutman and Aldo V. Vecchia Estimation of Rényi exponents in random cascades . . . . . . . . . . . . . . . . 191--207 Sándor Csörgö and Jan Mielniczuk Random-design regression under long-range dependent errors . . . . . . 209--224 Peter Grandits The $p$-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure . . . 225--247 Jim Pitman and Marc Yor Laplace transforms related to excursions of a one-dimensional diffusion . . . . . 249--255 David Márquez-Carreras and Marta Sanz-Solé Expansion of the density: a Wiener-chaos approach . . . . . . . . . . . . . . . . 257--274 Pierre-Luc Morien The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation . . . . . . . . . 275--298 Mathieu Kessler and Michael Sòrensen Estimating equations based on eigenfunctions for a discretely observed diffusion process . . . . . . . . . . . 299--314 Subhashis Ghosal Asymptotic normality of posterior distributions in high-dimensional linear models . . . . . . . . . . . . . . . . . 315--331 Oleg V. Lepski and Vladimir G. Spokoiny Minimax nonparametric hypothesis testing: the case of an inhomogeneous alternative . . . . . . . . . . . . . . 333--358 Felix Abramovich and Vadim Grinshtein Derivation of equivalent kernel for general spline smoothing: a systematic approach . . . . . . . . . . . . . . . . 359--379 Anonymous Editorial board, Bernoulli Journal, vol. 5, no. 2 (1999) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 5, no. 2 (1999) . . . . . . . . . . ??
Susan A. Murphy and Aad W. Van Der Vaart Observed information in semi-parametric models . . . . . . . . . . . . . . . . . 381--412 Peter J. Bickel and Peter Bühlmann A new mixing notion and functional central limit theorems for a sieve bootstrap in time series . . . . . . . . 413--446 Marc Hofmann Lp estimation of the diffusion coefficient . . . . . . . . . . . . . . 447--481 Uwe Küchler and Michael Sòrensen A note on limit theorems for multivariate martingales . . . . . . . . 483--493 Damiano Brigo and Bernard Hanzon and François Le Gland Approximate nonlinear filtering by projection on exponential manifolds of densities . . . . . . . . . . . . . . . 495--534 Sanjar Aspandiiarov and Roudolf Iasnogorodski Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications . . . . . 535--569 Anonymous Editorial board, Bernoulli Journal, vol. 5, no. 3 (1999) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 5, no. 3 (1999) . . . . . . . . . . ??
Ilkka Norros and Esko Valkeila and Jorma Virtamo An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions . . . . . . 571--587 Richard Dante Deblassie Scale-invariant diffusions: transience and non-polar points . . . . . . . . . . 589--614 François Coquet and Leszek S\lomi\'nski On the convergence of Dirichlet processes . . . . . . . . . . . . . . . 615--639 Olle Häggström and Marie-Colette N. M. Van Lieshout and Jesper Mòller Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes . . . . . . . . . . . . . . . 641--658 Jana Jureckova Regression rank-scores tests against heavy-tailed alternatives . . . . . . . 659--676 Stephen Raymond Chamberlin Self-similarity of mathematical likelihood . . . . . . . . . . . . . . . 677--682 Biman Chakraborty On multivariate median regression . . . 683--703 Mohamed Lemdani and Odile Pons Likelihood ratio tests in contamination models . . . . . . . . . . . . . . . . . 705--719 Giovanni Pistone and Maria Piera Rogantin The exponential statistical manifold: mean parameters, orthogonality and space transformations . . . . . . . . . . . . 721--760 Anonymous Editorial board, Bernoulli Journal, vol. 5, no. 4 (1999) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 5, no. 4 (1999) . . . . . . . . . . ??
Martin Möhle The concept of duality and applications to Markov processes arising in neutral population genetics models . . . . . . . 761--777 David G. Hobson and David Williams and Andrew T. A. Wood Taylor expansions of curve-crossing probabilities . . . . . . . . . . . . . 779--795 Hermann Thorisson Point stationarity in d dimensions and Palm theory . . . . . . . . . . . . . . 797--831 Morris L. Eaton and William D. Sudderth Consistency and strong inconsistency of group-invariant predictive inferences 833--854 Valentine Genon-Catalot and Thierry Jeantheau and Catherine Laredo Parameter estimation for discretely observed stochastic volatility models 855--872 Rainer Dahlhaus and Michael H. Neumann and Rainer Von Sachs Nonlinear wavelet estimation of time-varying autoregressive processes 873--906 Alexander Goldenshluger On pointwise adaptive nonparametric deconvolution . . . . . . . . . . . . . 907--925 Li-Shan Huang and Jianqing Fan Nonparametric estimation of quadratic regression functionals . . . . . . . . . 927--949 Anonymous Editorial board, Bernoulli Journal, vol. 5, no. 5 (1999) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 5, no. 5 (1999) . . . . . . . . . . ??
August A. Balkema and Claudia Klüppelberg and Sidney I. Resnick Limit laws for exponential families . . 951--968 Anthony G. Pakes Revisiting conditional limit theorems for the mortal simple branching process 969--998 Hanspeter Schmidli Compound sums and subexponentiality . . 999--1012 Abram Kagan and Colin L. Mallows and Larry A. Shepp and Robert J. Vanderbei and Yehuda Vardi Symmetrization of binary random variables . . . . . . . . . . . . . . . 1013--1020 Bero Roos Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution . . . . . 1021--1034 Miklós Csörgö and Zhan Shi and Marc Yor Some asymptotic properties of the local time of the uniform empirical process 1035--1058 Alexander A. Gushchin and Uwe Küchler Asymptotic inference for a linear stochastic differential equation with time delay . . . . . . . . . . . . . . . 1059--1098 Alexander Korostelev and Michael Nussbaum The asymptotic minimax constant for sup-norm loss in nonparametric density estimation . . . . . . . . . . . . . . . 1099--1118 Juha Heikkinen and Antti Penttinen Bayesian smoothing in the estimation of the pair potential function of Gibbs point processes . . . . . . . . . . . . 1119--1136 Anonymous Annual index BJ vol. 05 . . . . . . . . ?? Anonymous Acknowledgement of refereeing work BJ vol. 05 . . . . . . . . . . . . . . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 5, no. 6 (1999) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 5, no. 6 (1999) . . . . . . . . . . ??
Gregory A. Burd and Edward C. Waymire and Ronald D. Winn A self-similar invariance of critical binary Galton--Watson trees . . . . . . 1--21 Joshua B. Levy and Murad S. Taqqu Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards . . . . . . . . . . 23--44 Hartmut Lanzinger and Ulrich Stadtmüller Weighted sums for i.i.d. random variables with relatively thin tails . . 45--61 Catherine Donati-Martin and Marc Yor Some measure-valued Markov processes attached to occupation times of Brownian motion . . . . . . . . . . . . . . . . . 63--72 Xuerong Mao and Alexander Matasov and Aleksey B. Piunovskiy Stochastic differential delay equations with Markovian switching . . . . . . . . 73--90 Begoña Fernández and Sylvie Méléard Asymptotic behaviour for interacting diffusion processes with space-time random birth . . . . . . . . . . . . . . 91--111 Vladimir Koltchinskii and Evarist Giné Random matrix approximation of spectra of integral operators . . . . . . . . . 113--167 Ming-Yen Cheng and Edwin Choi and Jianqing Fan and Peter Hall Skewing methods for two-parameter locally parametric density estimation 169--182 Paola Bortot and Stuart Coles A sufficiency property arising from the characterization of extremes of Markov chains . . . . . . . . . . . . . . . . . 183--190 Anonymous Editorial board, Bernoulli Journal, vol. 6, no. 1 (2000) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 6, no. 1 (2000) . . . . . . . . . . ??
David Siegmund and Benjamin Yakir Tail probabilities for the null distribution of scanning statistics . . 191--213 Steven T. Garren and Richard L. Smith Estimating the second largest eigenvalue of a Markov transition matrix . . . . . 215--242 Andrea Rotnitzky and David R. Cox and Matteo Bottai and James Robins Likelihood-based inference with singular information matrix . . . . . . . . . . . 243--284 Peter Mccullagh Resampling and exchangeable arrays . . . 285--301 Sòren Asmussen and Klemens Binswanger and Bjarne Hòjgaard Rare events simulation for heavy-tailed distributions . . . . . . . . . . . . . 303--322 Krishna B. Athreya Change of measures for Markov chains and the LlogL theorem for branching processes . . . . . . . . . . . . . . . 323--338 David Nualart and Carles Rovira Large deviations for stochastic Volterra equations . . . . . . . . . . . . . . . 339--355 José R. León and Gonzalo Perera Approximation of the Ornstein--Uhlenbeck local time by harmonic oscillators . . . 357--379 Anonymous Editorial board, Bernoulli Journal, vol. 6, no. 2 (2000) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 6, no. 2 (2000) . . . . . . . . . . ??
Colleen D. Cutler Computing pointwise fractal dimension by conditioning in multivariate distributions and time series . . . . . 381--399 Thomas Mikosch and Rimas Norvai\vsa Stochastic integral equations without probability . . . . . . . . . . . . . . 401--434 Tsung-Ming Chao and Ching-Sung Chou On some inequalities of local times for Azéma . . . . . . . . . . . . . . . . . . 435--445 Norman E. Breslow and James M. Robins and Jon A. Wellner On the semi-parametric efficiency of logistic regression under case-control sampling . . . . . . . . . . . . . . . . 447--455 Sòren Feodor Nielsen The stochastic EM algorithm: estimation and asymptotic results . . . . . . . . . 457--489 Biao Zhang Quantile estimation under a two-sample semi-parametric model . . . . . . . . . 491--511 Piotr Kokoszka and Remigijus Leipus Change-point estimation in ARCH models 513--539 Erich Haeusler and David M. Mason and Tatyana S. Turova A study of serial ranks via random graphs . . . . . . . . . . . . . . . . . 541--570 Anonymous Editorial board, Bernoulli Journal, vol. 6, no. 3 (2000) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 6, no. 3 (2000) . . . . . . . . . . ??
Henry E. Daniels The first crossing-time density for Brownian motion with a perturbed linear boundary . . . . . . . . . . . . . . . . 571--580 A. D. Barbour and Aihua Xia Estimating Stein's constants for compound Poisson approximation . . . . . 581--590 Vydas \vCekanavi\vcius and Julius Kruopis Signed Poisson approximation: a possible alternative to normal and Poisson laws 591--606 Vladas Pipiras and Murad S. Taqqu The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion . . . . 607--614 Svend Erik Graversen and Albert N. Shiryaev An extension of P. Lévy's distributional 615--620 Sergey G. Bobkov and Christian Houdré Weak dimension-free concentration of measure . . . . . . . . . . . . . . . . 621--632 Nicolas Privault and Josep Lluís Solé and Josep Vives Chaotic Kabanov formula for the Azéma martingales . . . . . . . . . . . . . . 633--651 Xavier Bardina and Maria Jolis Weak approximation of the Brownian sheet from a Poisson process in the plane . . 653--665 Bent Jesper Christensen and Nicholas M. Kiefer Panel data, local cuts and orthogeodesic models . . . . . . . . . . . . . . . . . 667--678 Eitan Greenshtein and Ya'acov Ritov Sampling from a stationary process and detecting a change in the mean of a stationary distribution . . . . . . . . 679--697 Sam Efromovich Can adaptive estimators for Fourier series be of interest to wavelets? . . . 699--708 Carenne Ludeña Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram . . . . . . . . . . 709--728 Mindaugas Bloznelis and Friedrich Götze An Edgeworth expansion for finite-population $U$-statistics . . . . 729--760 Anonymous Editorial board, Bernoulli Journal, vol. 6, no. 4 (2000) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 6, no. 4 (2000) . . . . . . . . . . ??
Eva B. Vedel Jensen and Linda Stougaard Nielsen Inhomogeneous Markov point processes by transformation . . . . . . . . . . . . . 761--782 A. J. Baddeley Time-invariance estimating equations . . 783--808 Andrew T. A. Wood Bootstrap relative errors and sub-exponential distributions . . . . . 809--834 Peter Hall and Nader Tajvidi Distribution and dependence-function estimation for bivariate extreme-value distributions . . . . . . . . . . . . . 835--844 Marc Lavielle and Carenne Ludeña The multiple change-points problem for the spectral distribution . . . . . . . 845--869 Nathalie Eisenbaum On local times of a symmetric stable process as a doubly indexed process . . 871--886 Annie Millet and Marta Sanz-Solé Approximation and support theorem for a wave equation in two space dimensions 887--915 Vladimir V. Anisimov and Georg Ch. Pflug $Z$-theorems: limits of stochastic equations . . . . . . . . . . . . . . . 917--938 Jordan Stoyanov Krein condition in probabilistic moment problems . . . . . . . . . . . . . . . . 939--949 Anonymous Editorial board, Bernoulli Journal, vol. 6, no. 5 (2000) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 6, no. 5 (2000) . . . . . . . . . . ??
Endre Csáki and Pál Révész and Zhan Shi Favourite sites, favourite values and jump sizes for random walk and Brownian motion . . . . . . . . . . . . . . . . . 951--975 Mohamed Mellouk A large-deviation principle for random evolution equations . . . . . . . . . . 977--999 Guillermo Ferreyra and Padamanbhan Sundar Comparison of stochastic Volterra equations . . . . . . . . . . . . . . . 1001--1006 Jean-Claude Gruet A note on hyperbolic von Mises distributions . . . . . . . . . . . . . 1007--1020 Ayalvadi J. Ganesh and Neil O'Connell A large-deviation principle for Dirichlet posteriors . . . . . . . . . . 1021--1034 Nobuaki Hoshino and Akimichi Takemura On reduction of finite-sample variance by extended Latin hypercube sampling . . 1035--1050 Valentine Genon-Catalot and Thierry Jeantheau and Catherine Larédo Stochastic volatility models as hidden Markov models and statistical applications . . . . . . . . . . . . . . 1051--1079 Damir Filipovic Exponential-polynomial families and the term structure of interest rates . . . . 1081--1107 Michael G. Akritas The central limit theorem under censoring . . . . . . . . . . . . . . . 1109--1120 Lutz Mattner Minimal sufficient statistics in location-scale parameter models . . . . 1121--1134 Anonymous Annual index Bernoulli Journal, vol. 6, (2000) . . . . . . . . . . . . . . . . . ?? Anonymous Acknowledgement of refereeing work . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 6, no. 6 (2000) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 6, no. 6 (2000) . . . . . . . . . . ??
Marianne A. Jonker and Aad W. Van Der Vaart A semi-parametric model for censored and passively registered data . . . . . . . 1--31 Anton Schick Sample splitting with Markov chains . . 33--61 Laurent Cavalier On the problem of local adaptive estimation in tomography . . . . . . . . 63--78 Jaksa Cvitanic and Ioannis Karatzas Generalized Neyman--Pearson lemma via convex duality . . . . . . . . . . . . . 79--97 Martin Schlather On the second-order characteristics of marked point processes . . . . . . . . . 99--117 Vladimir Belitsky and Pablo A. Ferrari and Mikhail V. Menshikov and Serguei Yu. Popov A mixture of the exclusion process and the voter model . . . . . . . . . . . . 119--144 Aureli Alabert and István Gyöngy On stochastic reaction-diffusion equations with singular force term . . . 145--164 Nicolas Fournier Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps . . . . . . . 165--190 Anonymous Editorial board, Bernoulli Journal, vol. 7, no. 1 (2001) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 7, no. 1 (2001) . . . . . . . . . . ??
Sidney Resnick and Gennady Samorodnitsky Steady-state distribution of the buffer content for M/G/$ \infty $ input fluid queues . . . . . . . . . . . . . . . . . 191--210 Wolfgang J. Runggaldier and Fabio Spizzichino Sufficient conditions for finite dimensionality of filters in discrete time: a Laplace transform-based approach 211--221 Heikki Haario and Eero Saksman and Johanna Tamminen An adaptive Metropolis algorithm . . . . 223--242 Mathieu Kessler and Anton Schick and Wolfgang Wefelmeyer The information in the marginal law of a Markov chain . . . . . . . . . . . . . . 243--266 Fabienne Comte Adaptive estimation of the spectrum of a stationary Gaussian sequence . . . . . . 267--298 Bernard Bercu On large deviations in the Gaussian autoregressive process: stable, unstable and explosive cases . . . . . . . . . . 299--316 Peter Hall and Spiridon Penev Cross-validation for choosing resolution level for nonlinear wavelet curve estimators . . . . . . . . . . . . . . . 317--341 Amir Dembo and Abram Kagan and Lawrence A. Shepp Remarks on the maximum correlation coefficient . . . . . . . . . . . . . . 343--350 Marc Yor and Marguerite Zani Large deviations for the Bessel clock 351--362 Francesco Russo and Pierre Vallois and Jochen Wolf A generalized class of Lyons-Zheng processes . . . . . . . . . . . . . . . 363--379 Anonymous Editorial board, Bernoulli Journal, vol. 7, no. 2 (2001) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 7, no. 2 (2001) . . . . . . . . . . ??
Randal Douc and Catherine Matias Asymptotics of the maximum likelihood estimator for general hidden Markov models . . . . . . . . . . . . . . . . . 381--420 Hein Putter and G. Alastair Young On the effect of covariance function estimation on the accuracy of kriging predictors . . . . . . . . . . . . . . . 421--438 Sergey G. Bobkov and Friedrich Götze and Christian Houdré On Gaussian and Bernoulli covariance representations . . . . . . . . . . . . 439--451 Gareth O. Roberts and Jeffrey S. Rosenthal Infinite hierarchies and prior distributions . . . . . . . . . . . . . 453--471 Per Aslak Mykland Likelihood computations without Bartlett identities . . . . . . . . . . . . . . . 473--485 Dietmar Ferger Analysis of change-point estimators under the null hypothesis . . . . . . . 487--506 Ghislaine Gayraud Minimax hypothesis testing about the density support . . . . . . . . . . . . 507--525 Edward Lungu and Bernt Òksendal Optimal harvesting from interacting populations in a stochastic environment 527--539 Allan Gut Mixed shock models . . . . . . . . . . . 541--555 Larbi Alili and Lo\"\ic Chaumont A new fluctuation identity for Lévy processes and some applications . . . . 557--569 Anonymous Editorial board, Bernoulli Journal, vol. 7, no. 3 (2001) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 7, no. 3 (2001) . . . . . . . . . . ??
Alessandra Guglielmi and Richard L. Tweedie Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process . . . . . . . . . . . . . . . . 573--592 Andreas E. Kyprianou and A. Rahimzadeh Sani Martingale convergence and the functional equation in the multi-type branching random walk . . . . . . . . . 593--604 Lucia Caramellino and Valentina Di Vincenzo Law of the iterated logarithm for random walks on nilpotent groups . . . . . . . 605--628 Alexander A. Gushchin and Uwe Küchler Addendum to `Asymptotic inference for a linear stochastic differential equation with time delay' . . . . . . . . . . . . 629--632 Yuhong Yang Nonparametric regression with dependent errors . . . . . . . . . . . . . . . . . 633--655 Marc Hallin and Zudi Lu and Lanh Tat Tran Density estimation for spatial linear processes . . . . . . . . . . . . . . . 657--668 Holger Dette and Carsten Von Lieres Und Wilkau Testing additivity by kernel-based methods --- what is a reasonable test? 669--697 Anonymous Editorial board, Bernoulli Journal, vol. 7, no. 4 (2001) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 7, no. 4 (2001) . . . . . . . . . . ??
Anatoli Iouditsky and Eric Moulines and Philippe Soulier Adaptive estimation of the fractional differencing coefficient . . . . . . . . 699--731 Jan Beran and Yuanhua Feng Local polynomial estimation with a FARIMA-GARCH error process . . . . . . . 733--750 Shihong Cheng and Liang Peng Confidence intervals for the tail index 751--760 David Nualart and Wim Schoutens Backward stochastic differential equations and Feynman--Kac formula for Lévy processes, with applications in finance . . . . . . . . . . . . . . . . 761--776 Caroline Cardon-Weber Cahn--Hilliard stochastic equation: existence of the solution and of its density . . . . . . . . . . . . . . . . 777--816 Gwo Dong Lin and Chin-Yuan Hu The Riemann zeta distribution . . . . . 817--828 Anonymous Editorial board, Bernoulli Journal, vol. 7, no. 5 (2001) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 7, no. 5 (2001) . . . . . . . . . . ??
Peter Hall and Gavin Melville and Alan H. Welsh Bias correction and bootstrap methods for a spatial sampling scheme . . . . . 829--846 Milan Borkovec Asymptotic behaviour of the sample autocovariance and autocorrelation function of the AR(1) process with ARCH(1) errors . . . . . . . . . . . . . 847--872 Vladas Pipiras and Murad S. Taqqu Are classes of deterministic integrands for fractional Brownian motion on an interval complete? . . . . . . . . . . . 873--897 Emmanuel Gobet Local asymptotic mixed normality property for elliptic diffusion: a Malliavin calculus approach . . . . . . 899--912 Patrick Cheridito Mixed fractional Brownian motion . . . . 913--934 Pablo A. Ferrari and Joel L. Lebowitz and Eugene Speer Blocking measures for asymmetric exclusion processes via coupling . . . . 935--950 Anonymous Editorial board, Bernoulli Journal, vol. 7, no. 6 (2001) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 7, no. 6 (2001) . . . . . . . . . . ??
Jürgen Franke and Jens-Peter Kreiss and Enno Mammen Bootstrap of kernel smoothing in nonlinear time series . . . . . . . . . 1--37 David Assaf and Ester Samuel-Cahn Prophet inequalities for optimal stopping rules with probabilistic recall 39--52 Violet S. F. Lo and Gareth O. Roberts and Henry E. Daniels Inverse method of images . . . . . . . . 53--80 Ludger Rüschendorf and Jeannette H. C. Woerner Expansion of transition distributions of Lévy processes in small time . . . . . . 81--96 Albert Benassi and Serge Cohen and Jacques Istas Identification and properties of real harmonizable fractional Lévy motions . . 97--115 K.-S. Chan and H. Tong A note on the equivalence of two approaches for specifying a Markov process . . . . . . . . . . . . . . . . 117--122 Jean-Pierre Lepeltier and Jaime San Martín On the existence or non-existence of solutions for certain backward stochastic differential equations . . . 123--137 Anonymous Editorial board, Bernoulli Journal, vol. 8, no. 1 (2002) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 8, no. 1 (2002) . . . . . . . . . . ??
Sylvain Delattre and Marc Hoffmann Asymptotic equivalence for a null recurrent diffusion . . . . . . . . . . 139--174 Richard C. Bradley On positive spectral density functions 175--193 Jean Bertoin and Maria-Emilia Caballero Entrance from 0+ for increasing semi-stable Markov processes . . . . . . 195--205 Samia Beghdadi-Sakrani The uniqueness class of continuous local martingales . . . . . . . . . . . . . . 207--217 Gérard Kerkyacharian and Dominique Picard Minimax or maxisets? . . . . . . . . . . 219--253 Faouzi El Bantli and Marc Hallin Estimation of the innovation quantile density function of an $ {\rm AR}(p) $ process based on autoregression quantiles . . . . . . . . . . . . . . . 255--274 Anonymous Editorial board, Bernoulli Journal, vol. 8, no. 2 (2002) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 8, no. 2 (2002) . . . . . . . . . . ??
Olle Häggström and Johan Jonasson and Russell Lyons Coupling and Bernoullicity in random-cluster and Potts models . . . . 275--294 Dragan Banjevic and Hemant Ishwaran and Mahmoud Zarepour A recursive method for functionals of Poisson processes . . . . . . . . . . . 295--311 Zehua Chen Adaptive ranked-set sampling with multiple concomitant variables: an effective way to observational economy 313--322 Ole E. Barndorff-Nielsen and Steen Thorbjòrnsen Self-decomposability and Lévy processes in free probability . . . . . . . . . . 323--366 Damien Lamberton and Gilles Pag\`es Recursive computation of the invariant distribution of a diffusion . . . . . . 367--405 Allan Gut On the moment problem . . . . . . . . . 407--421 Anonymous Editorial board, Bernoulli Journal, vol. 8, no. 3 (2002) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 8, no. 3 (2002) . . . . . . . . . . ??
Gordon Blower and Julia E. Kelsall Nonlinear kernel density estimation for binned data: convergence in entropy . . 423--449 Anne Philippe and Judith Rousseau Non-informative priors in the case of Gaussian long-memory processes . . . . . 451--473 Michael Kohler and Adam Krzyzak and Dominik Schäfer Application of structural risk minimization to multivariate smoothing spline regression estimates . . . . . . 475--489 Helle Sòrensen Estimation of diffusion parameters for discretely observed diffusion processes 491--508 Dilip B. Madan and Marc Yor Making Markov martingales meet marginals: with explicit constructions 509--536 Nicolas Fournier and Sylvie Méléard A weak criterion of absolute continuity for jump processes: application to the Boltzmann equation . . . . . . . . . . . 537--558 Anonymous Editorial board, Bernoulli Journal, vol. 8, no. 4 (2002) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 8, no. 4 (2002) . . . . . . . . . . ??
Probal Chaudhuri and Wei-Yin Loh Nonparametric estimation of conditional quantiles using quantile regression trees . . . . . . . . . . . . . . . . . 561--576 Yannick Baraud Non-asymptotic minimax rates of testing in signal detection . . . . . . . . . . 577--606 Ingrid Van Keilegom and Noël Veraverbeke Density and hazard estimation in censored regression models . . . . . . . 607--625 Gonzalo Perera Irregular sets and central limit theorems . . . . . . . . . . . . . . . . 627--642 Martin Jacobsen Optimality and small $ \Delta $-optimality of martingale estimating functions . . . . . . . . . . . . . . . 643--668 Thomas Kühn and Werner Linde Optimal series representation of fractional Brownian sheets . . . . . . . 669--696 Anonymous Editorial board, Bernoulli Journal, vol. 8, no. 5 (2002) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 8, no. 5 (2002) . . . . . . . . . . ??
Christian Houdré and Nicolas Privault Concentration and deviation inequalities in infinite dimensions via covariance representations . . . . . . . . . . . . 697--720 Christian Léonard and Jamal Najim An extension of Sanov's theorem: application to the Gibbs conditioning principle . . . . . . . . . . . . . . . 721--743 Mikhail Lifshits and Zhan Shi The first exit time of Brownian motion from a parabolic domain . . . . . . . . 745--765 Zbigniew Palmowski and Tomasz Rolski A technique for exponential change of measure for Markov processes . . . . . . 767--785 Marc Hallin and Davy Paindaveine Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence . . 787--815 Jan T. A. Koster Marginalizing and conditioning in graphical models . . . . . . . . . . . . 817--840 Anonymous Editorial board, Bernoulli Journal, vol. 8, no. 6 (2002) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 8, no. 6 (2002) . . . . . . . . . . ??
Jim Pitman and Marc Yor Hitting, occupation and inverse local times of one-dimensional diffusions: martingale and excursion approaches . . 1--24 Giovanni Peccati Explicit formulae for time-space Brownian chaos . . . . . . . . . . . . . 25--48 P. Del Moral and T. Zajic A note on the Laplace--Varadhan integral lemma . . . . . . . . . . . . . . . . . 49--65 Peter Eichelsbacher and Tim Zajic Moderate deviations for mean-field Gibbs measures . . . . . . . . . . . . . . . . 67--95 Sidney Resnick and Gennady Samorodnitsky and Anna Gilbert and Walter Willinger Wavelet analysis of conservative cascades . . . . . . . . . . . . . . . . 97--135 Marc Hallin and Bas J. M. Werker Semi-parametric efficiency, distribution-freeness and invariance . . 137--165 P. V. Larsen and P. E. Jupp Parametrization-invariant Wald tests . . 167--182 Anonymous Editorial board, Bernoulli Journal, vol. 9, no. 1 (2003) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 9, no. 1 (2003) . . . . . . . . . . ??
Hock Peng Chan Upper bounds and importance sampling of $p$-values for DNA and protein sequence alignments . . . . . . . . . . . . . . . 183--199 István Berkes and Lajos Horváth and Piotr Kokoszka GARCH processes: structure and estimation . . . . . . . . . . . . . . . 201--227 Sinjini Mitra and Tilmann Gneiting and Zoltán Sasvári Polynomial covariance functions on intervals . . . . . . . . . . . . . . . 229--241 Ole E. Barndorff-Nielsen and Neil Shephard Realized power variation and stochastic volatility models . . . . . . . . . . . 243--265 John H. J. Einmahl and Ian W. McKeague Empirical likelihood based hypothesis testing . . . . . . . . . . . . . . . . 267--290 Messan Amewou-Atisso and Subhashis Ghosal and Jayanta K. Ghosh and R. V. Ramamoorthi Posterior consistency for semi-parametric regression problems . . 291--312 Anja Göing-Jaeschke and Marc Yor A survey and some generalizations of Bessel processes . . . . . . . . . . . . 313--349 Sven Erick Alm Monotonicity of the difference between median and mean of gamma distributions and of a related Ramanujan sequence . . 351--371 Anonymous Editorial board, Bernoulli Journal, vol. 9, no. 2 (2003) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 9, no. 2 (2003) . . . . . . . . . . ??
Mathisca C. M. De Gunst and Barry Schouten Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo . . . . . . . . 373--393 Sujit K. Sahu and Anatoly A. Zhigljavsky Self-regenerative Markov chain Monte Carlo with adaptation . . . . . . . . . 395--422 Lutz Dümbgen Optimal confidence bands for shape-restricted curves . . . . . . . . 423--449 Bert Van Es and Peter Spreij and Harry Van Zanten Nonparametric volatility density estimation . . . . . . . . . . . . . . . 451--465 Claudia Klüppelberg and Thomas Mikosch and Anette Schärf Regular variation in the mean and stable limits for Poisson shot noise . . . . . 467--496 Lise Bellanger and Gonzalo Perera Compound Poisson limit theorems for high-level exceedances of some non-stationary processes . . . . . . . . 497--515 Sa\"\id Hamad\`ene Multidimensional backward stochastic differential equations with uniformly continuous coefficients . . . . . . . . 517--534 Akimichi Takemura and Satoshi Kuriki Tail probability via tube formula when the critical radius is zero . . . . . . 535--558 Anonymous Table of contents, Bernoulli Journal, vol. 9, no. 3 (2003) . . . . . . . . . . ??
Sòren F. Jarner and Richard L. Tweedie Necessary conditions for geometric and polynomial ergodicity of random-walk-type . . . . . . . . . . . . 559--578 Jian Zhang and Anna Liu Local polynomial fitting based on empirical likelihood . . . . . . . . . . 579--605 Werner Ehm and Marc G. Genton and Tilmann Gneiting Stationary covariances associated with exponentially convex functions . . . . . 607--615 Holger Drees Extreme quantile estimation for dependent data, with applications to finance . . . . . . . . . . . . . . . . 617--657 Juri Hinz Optimizing a portfolio of power-producing plants . . . . . . . . . 659--669 Raimundas Gaigalas and Ingemar Kaj Convergence of scaled renewal processes and a packet arrival model . . . . . . . 671--703 Francis Comets and Tokuzo Shiga and Nobuo Yoshida Directed polymers in a random environment: path localization and strong disorder . . . . . . . . . . . . 705--723 Niels Richard Hansen Geometric ergodicity of discrete-time approximations to multivariate diffusions . . . . . . . . . . . . . . . 725--743 Anonymous Table of contents, Bernoulli Journal, vol. 9, no. 4 (2003) . . . . . . . . . . ??
Bo Markussen Likelihood inference for a discretely observed stochastic partial differential equation . . . . . . . . . . . . . . . . 745--762 Marta Fiocco and Willem R. Van Zwet Decaying correlations for the supercritical contact process conditioned on survival . . . . . . . . 763--781 Alexander Goldenshluger and Sergei V. Pereverzev On adaptive inverse estimation of linear functionals in Hilbert scales . . . . . 783--807 Wei Biao Wu Empirical processes of long-memory sequences . . . . . . . . . . . . . . . 809--831 Vladas Pipiras and Murad S. Taqqu Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages . . . 833--855 Valerie Girardin and Rachid Senoussi Semigroup stationary processes and spectral representation . . . . . . . . 857--876 Philippe Bernardoff Which negative multinomial distributions are infinitely divisible? . . . . . . . 877--893 Henghsiu Tsai and K. S. Chan A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling . . . . . . 895--919 Anonymous Table of contents, Bernoulli Journal, vol. 9, no. 5 (2003) . . . . . . . . . . ??
Gérard Ben Arous and Michel Sortais Large deviations in the Langevin dynamics of a short-range spin glass . . 921--954 Christian Bender An $S$-transform approach to integration with respect to a fractional Brownian motion . . . . . . . . . . . . . . . . . 955--983 Hartmut Lanzinger and Ulrich Stadtmüller Baum--Katz laws for certain weighted sums of independent and identically distributed random variables . . . . . . 985--1002 Vlad Bally and Gilles Pag\`es A quantization algorithm for solving multidimensional discrete-time optimal stopping problems . . . . . . . . . . . 1003--1049 Michael Sòrensen and Masayuki Uchida Small-diffusion asymptotics for discretely sampled stochastic differential equations . . . . . . . . . 1051--1069 Marta Fiocco and Willem R. Van Zwet Parameter estimation for the supercritical contact process . . . . . 1071--1092 Adrian Dobra Markov bases for decomposable graphical models . . . . . . . . . . . . . . . . . 1093--1108 Anonymous Editorial board, Bernoulli Journal, vol. 9, no. 6 (2003) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 9, no. 6 (2003) . . . . . . . . . . ??
Prakash N. Patil and Andrew T. A. Wood Counting process intensity estimation by orthogonal wavelet methods . . . . . . . 1--24 Yuhong Yang Aggregating regression procedures to improve performance . . . . . . . . . . 25--47 Germán Aneiros-Pérez and Wenceslao González-Manteiga and Philippe Vieu Estimation and testing in a partial linear regression model under long-memory dependence . . . . . . . . . 49--78 Alexander V. Gnedin The Bernoulli sieve . . . . . . . . . . 79--96 Hiroki Masuda On multidimensional Ornstein--Uhlenbeck processes driven by a general Lévy process . . . . . . . . . . . . . . . . 97--120 Vladas Pipiras and Murad S. Taqqu and Joshua B. Levy Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed . . . . . . . . . . . . 121--163 Lluís Quer-Sardanyons and Marta Sanz-Solé A stochastic wave equation in dimension 3: smoothness of the law . . . . . . . . 165--186 Anonymous Editorial board, Bernoulli Journal, vol. 10, no. 1 (2004) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 10, no. 1 (2004) . . . . . . . . . ??
Anatoli Juditsky and Sophie Lambert-Lacroix On minimax density estimation on $ \mathbb {R} $ . . . . . . . . . . . . . 187--220 Tatyana S. Turova Berry--Esseen and central limit theorems for serial rank statistics via graphs 221--250 Gerrit Draisma and Holger Drees and Ana Ferreira and Laurens De Haan Bivariate tail estimation: dependence in asymptotic independence . . . . . . . . 251--280 Grigori N. Milstein and John G. M. Schoenmakers and Vladimir Spokoiny Transition density estimation for stochastic differential equations via forward-reverse representations . . . . 281--312 Ciprian A. Tudor Martingale-type stochastic calculus for anticipating integral processes . . . . 313--325 Donatas Surgailis Stable limits of sums of bounded functions of long-memory moving averages with finite variance . . . . . . . . . . 327--355 Albert Benassi and Serge Cohen and Jacques Istas On roughness indices for fractional fields . . . . . . . . . . . . . . . . . 357--373 Anonymous Editorial board, Bernoulli Journal, vol. 10, no. 2 (2004) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 10, no. 2 (2004) . . . . . . . . . ??
Erik W. Van Zwet Laslett's line segment problem . . . . . 377--396 Jean-Claude Massé Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean . . . . . . . . . . . . . . 397--419 Thomas A. Severini Likelihood functions based on parameter-dependent functions . . . . . 421--446 Feifang Hu and Li-Xin Zhang Asymptotic normality of urn models for clinical trials with delayed response 447--463 Roelof Helmers and Bing-Yi Jing and Gengsheng Qin and Wang Zhou Saddlepoint approximations to the trimmed mean . . . . . . . . . . . . . . 465--501 Friedrich Götze and Alexander Tikhomirov Rate of convergence in probability to the Marchenko--Pastur law . . . . . . . 503--548 James P. Hobert and Dobrin Marchev and Jason Schweinsberg Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter . . . . . . . 549--564 Anonymous Editorial board, Bernoulli Journal, vol. 10, no. 3 (2004) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 10, no. 3 (2004) . . . . . . . . . ??
Alexander Samarov and Alexandre Tsybakov Nonparametric independent component analysis . . . . . . . . . . . . . . . . 565--582 K. F. Cheng and C. K. Chu Semiparametric density estimation under a two-sample density ratio model . . . . 583--604 Christian Francq and Jean-Michel Zako\"\ian Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes . . . . . 605--637 Paul Marriott and Paul Vos On the global geometry of parametric models and information recovery . . . . 639--649 Antonio Lijoi and Igor Prünster and Stephen G. Walker Extending Doob's consistency theorem to nonparametric densities . . . . . . . . 651--663 Vydas \vCekanavi\vcius On local estimates and the Stein method 665--683 Hél\`ene Massam and Jacek Weso\lowski The Matsumoto-Yor property on trees . . 685--700 Valentine Genon-Catalot and Mathieu Kessler Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter . . . . . . . 701--720 Evarist Giné and David M. Mason The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator . . . . . . . . 721--752 Anonymous Editorial board, Bernoulli Journal, vol. 10, no. 4 (2004) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 10, no. 4 (2004) . . . . . . . . . ??
Gordon Blower Transportation of measure, Young diagrams and random matrices . . . . . . 755--782 Denis Laurent Solutions of stochastic partial differential equations considered as Dirichlet processes . . . . . . . . . . 783--827 Steffen Grossmann and Benjamin Yakir Large deviations for global maxima of independent superadditive processes with negative drift and an application to optimal sequence alignments . . . . . . 829--845 Jean-David Fermanian and Dragan Radulovic and Marten Wegkamp Weak convergence of empirical copula processes . . . . . . . . . . . . . . . 847--860 Morris L. Eaton and David A. Freedman Dutch book against some `objective' priors . . . . . . . . . . . . . . . . . 861--872 Karine Bertin Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes . . . . . . . . . . . . . . . . 873--888 Anton Schick and Wolfgang Wefelmeyer Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes 889--917 Peter Hall and Efstathia Bura Nonparametric methods of inference for finite-state, inhomogeneous Markov processes . . . . . . . . . . . . . . . 919--938 Anonymous Editorial board, Bernoulli Journal, vol. 10, no. 5 (2004) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 10, no. 5 (2004) . . . . . . . . . ??
Sara A. Van De Geer and Hans C. Van Houwelingen High-dimensional data: $ p \gg n $ in mathematical statistics and bio-medical applications . . . . . . . . . . . . . . 939--943 Mei-Ling Ting Lee and George A. Whitmore Intensity-dependent normalization in microarray analysis: a note of concern 943--949 Elizabeth S. Garrett and Giovanni Parmigiani A nested unsupervised approach to identifying novel molecular subtypes . . 951--969 Eitan Greenshtein and Ya'acov Ritov Persistence in high-dimensional linear predictor selection and the virtue of overparametrization . . . . . . . . . . 971--988 Peter J. Bickel and Elizaveta Levina Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations 989--1010 Sündüz Keles and Mark Van Der Laan and Sandrine Dudoit Asymptotically optimal model selection method with right censored outcomes . . 1011--1037 Lucien Birgé Model selection for Gaussian regression with random design . . . . . . . . . . . 1039--1051 Gérard Kerkyacharian and Dominique Picard Regression in random design and warped wavelets . . . . . . . . . . . . . . . . 1053--1105 Anonymous Editorial board, Bernoulli Journal, vol. 10, no. 6 (2004) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 10, no. 6 (2004) . . . . . . . . . ??
Anil K. Ghosh and Probal Chaudhuri On data depth and distribution-free discriminant analysis using separating surfaces . . . . . . . . . . . . . . . . 1--27 Angelos Dassios On the quantiles of Brownian motion and their hitting times . . . . . . . . . . 29--36 Miguel González and Manuel Molina and Inés Del Puerto On $ L^2 $-convergence of controlled branching processes with random control function . . . . . . . . . . . . . . . . 37--46 José Antonio Adell and Alberto Lekuona Sharp estimates in signed Poisson approximation of Poisson mixtures . . . 47--65 Markus Reiss Adaptive estimation for affine stochastic delay differential equations 67--102 Pierre Vandekerkhove Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models . . . . . . . 103--129 Eustasio Del Barrio and Evarist Giné and Frederic Utzet Asymptotics for $ L_2 $ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances . . . . . 131--189 Anonymous Table of contents, Bernoulli Journal, vol. 11, no. 1 (2005) . . . . . . . . . ??
Bo Martin Bibby and Ib Michael Skovgaard and Michael Sòrensen Diffusion-type models with given marginal distribution and autocorrelation function . . . . . . . . 191--220 Fabrice Gamboa and Jean-Michel Loubes Wavelet estimation of a multifractal function . . . . . . . . . . . . . . . . 221--246 Szymon Peszat and Francesco Russo Large-noise asymptotics for one-dimensional diffusions . . . . . . . 247--262 Andries Lenstra Cramér--Rao revisited . . . . . . . . . . 263--282 Laurent Decreusefond and Nicholas Savy Filtered Brownian motions as weak limit of filtered Poisson processes . . . . . 283--292 Tadayoshi Fushiki and Fumiyasu Komaki and Kazuyuki Aihara Nonparametric bootstrap prediction . . . 293--307 Cristina Butucea and Catherine Matias Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model . . . . 309--340 T. Tony Cai and Mark G. Low Adaptive estimation of linear functionals under different performance measures . . . . . . . . . . . . . . . . 341--358 Takaki Hayashi and Nakahiro Yoshida On covariance estimation of non-synchronously observed diffusion processes . . . . . . . . . . . . . . . 359--379 Anonymous Editorial board, Bernoulli Journal, vol. 11, no. 2 (2005) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 11, no. 2 (2005) . . . . . . . . . ??
Claudia Klüppelberg and Alexander Lindner Extreme value theory for moving average processes with light-tailed innovations 381--410 Cristina Butucea and Michael H. Neumann Exact asymptotics for estimating the marginal density of discretely observed diffusion processes . . . . . . . . . . 411--444 Takaaki Shimura and Toshiro Watanabe Infinite divisibility and generalized subexponentiality . . . . . . . . . . . 445--469 Víctor Rivero Recurrent extensions of self-similar Markov processes and Cramér's condition 471--509 Sung Nok Chiu and Chuancun Yin Passage times for a spectrally negative Lévy process with applications to risk theory . . . . . . . . . . . . . . . . . 511--522 Gusztáv Morvai and Benjamin Weiss On classifying processes . . . . . . . . 523--532 Bero Roos On Hipp's compound Poisson approximations via concentration functions . . . . . . . . . . . . . . . 533--557 Miguel González and Rodrigo Martínez and Manuel Mota On the unlimited growth of a class of homogeneous multitype Markov chains . . 559--570 Anonymous Editorial board, Bernoulli Journal, vol. 11, no. 3 (2005) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 11, no. 3 (2005) . . . . . . . . . ??
Steven N. Evans and Ben B. Hansen and Philip B. Stark Minimax expected measure confidence sets for restricted location parameters . . . 571--590 Valentin Konakov and Enno Mammen Edgeworth-type expansions for transition densities of Markov chains converging to diffusions . . . . . . . . . . . . . . . 591--641 Harry Van Zanten On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models . . . . . . . . . 643--664 Alexander Nagaev and Alexander Zaigraev New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is $ \alpha $-stable 665--687 Benjamin Jourdain and Sylvie Méléard and Wojbor A. Woyczynski Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws . . . . . . . . . . . 689--714 Gengsheng Qin and Min Tsao Empirical likelihood based inference for the derivative of the nonparametric regression function . . . . . . . . . . 715--735 Irene Crimaldi and Luca Pratelli Convergence results for conditional expectations . . . . . . . . . . . . . . 737--745 Tadayoshi Fushiki Bootstrap prediction and Bayesian prediction under misspecified models . . 747--758 Anonymous Editorial board, Bernoulli Journal, vol. 11, no. 4 (2005) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 11, no. 4 (2005) . . . . . . . . . ??
G. Jongbloed and F. H. Van Der Meulen and A. W. Van Der Vaart Nonparametric inference for Lévy-driven Ornstein--Uhlenbeck processes . . . . . 759--791 Akimichi Takemura and Satoshi Aoki Distance-reducing Markov bases for sampling from a discrete sample space 793--813 Yves F. Atchadé and Jeffrey S. Rosenthal On adaptive Markov chain Monte Carlo algorithms . . . . . . . . . . . . . . . 815--828 Oliver Johnson and Richard Samworth Central limit theorem and convergence to stable laws in Mallows distance . . . . 829--845 James E. Young Binary sequential representations of random partitions . . . . . . . . . . . 847--861 I-Shou Chang and Chao Agnes Hsiung and Mei-Chuan Wang and Chi-Chung Wen An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model . . . . 863--892 Gilles Pag\`es and Huyên Pham Optimal quantization methods for nonlinear filtering with discrete-time observations . . . . . . . . . . . . . . 893--932 Dominique Dehay On invariant distribution function estimation for continuous-time stationary processes . . . . . . . . . . 933--948 Anonymous Editorial board, Bernoulli Journal, vol. 11, no. 5 (2005) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 11, no. 5 (2005) . . . . . . . . . ??
J. Beirlant and G. Dierckx and A. Guillou Estimation of the extreme-value index and generalized quantile plots . . . . . 949--970 Jose M. Vidal-Sanz Pointwise universal consistency of nonparametric density estimators . . . . 971--985 Jean-François Coeurjolly Identification of multifractional Brownian motion . . . . . . . . . . . . 987--1008 Xianping Guo and Onésimo Hernández-Lerma Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates . . . . . . . . . . . . . . 1009--1029 Jianqing Fan and Tao Huang Profile likelihood inferences on semiparametric varying-coefficient partially linear models . . . . . . . . 1031--1057 Z. D. Bai and J. Yao On the Convergence of the Spectral Empirical Process of Wigner Matrices . . 1059--1092 Ola Hössjer Spectral decomposition of score functions in linkage analysis . . . . . 1093--1113 Adrian Röllin Approximation of sums of conditionally independent variables by the translated Poisson distribution . . . . . . . . . . 1115--1128 Anonymous Annual index BJ vol. 11 . . . . . . . . ?? Anonymous Acknowledgement of refereeing work BJ vol. 11 . . . . . . . . . . . . . . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 11, no. 6 (2005) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 11, no. 6 (2005) . . . . . . . . . ??
Ole E. Barndorff-Nielsen and Makoto Maejima and Ken-Iti Sato Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations . . 1--33 M. Möhle On sampling distributions for coalescent processes with simultaneous multiple collisions . . . . . . . . . . . . . . . 35--53 John Gates The shape of a sequence of dual random triangles . . . . . . . . . . . . . . . 55--63 Liangzhen Lei Large deviations of the kernel density estimator in L1(Rd) for reversible Markov processes . . . . . . . . . . . . 65--83 Marco Ferrante and Carles Rovira Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter $ H > 1 / 2 $ . . . 85--100 Dayue Chen and Juxin Liu and Fuxi Zhang The reversible nearest particle system on a finite interval . . . . . . . . . . 101--111 Dante Deblassie and Robert Smits Brownian motion in self-similar domains 113--132 Henrik Hult and Filip Lindskog On Kesten's counterexample to the Cramér--Wold device for regular variation 133--142 Andrew V. Carter A continuous Gaussian approximation to a nonparametric regression in two dimensions . . . . . . . . . . . . . . . 143--156 José Manuel Corcuera and Federica Giummol\`e Multivariate prediction . . . . . . . . 157--168 Philippe Bernardoff Which multivariate gamma distributions are infinitely divisible? . . . . . . . 169--189 Oliver Johnson and Richard Samworth Central limit theorem and convergence to stable laws in Mallows distance . . . . 191 Anonymous Editorial board, Bernoulli Journal, vol. 12, no. 1 (2006) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 12, no. 1 (2006) . . . . . . . . . ??
Marten J. Klok Asymptotic error rates in third-generation wireless systems . . . 193--219 Yasumasa Matsuda and Yoshihiro Yajima and Howell Tong Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion 221--249 Andrew B. Nobel Hypothesis testing for families of ergodic processes . . . . . . . . . . . 251--269 Joel Horowitz and Jussi Klemelä and Enno Mammen Optimal estimation in additive regression models . . . . . . . . . . . 271--298 Patrice Bertail Empirical likelihood in some semiparametric models . . . . . . . . . 299--331 Raoul S. Kallabis and Michael H. Neumann An exponential inequality under weak dependence . . . . . . . . . . . . . . . 333--350 Philippe Rigollet Adaptive density estimation using the blockwise Stein method . . . . . . . . . 351--370 Célestin C. Kokonendji and Afif Masmoudi A characterization of Poisson--Gaussian families by generalized variance . . . . 371--379 Jean-François Coeurjolly Erratum: Identification of multifractional Brownian motion . . . . 381 Anonymous Editorial board, Bernoulli Journal, vol. 12, no. 2 (2006) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 12, no. 2 (2006) . . . . . . . . . ??
Jean Jacod Parametric inference for discretely observed non-ergodic diffusions . . . . 383--401 Qiwei Yao and Peter J. Brockwell Gaussian maximum likelihood estimation for ARMA models II: Spatial processes 403--429 Boris Buchmann and Claudia Klüppelberg Fractional integral equations and state space transforms . . . . . . . . . . . . 431--456 Manuel Molina and Manuel Mota and Alfonso Ramos On $ L^\alpha $-convergence $ (1 \leq \alpha \leq 2) $ for a bisexual branching process with population-size dependent mating . . . . . . . . . . . . 457--468 Holger Dette and Natalie Neumeyer and Kay F. Pilz A simple nonparametric estimator of a strictly monotone regression function 469--490 Joan Del Castillo and Anna López-Ratera Saddlepoint approximation in exponential models with boundary points . . . . . . 491--500 Michael V. Boutsikas Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality 501--514 Valerie Girardin and Nikolaos Limnios Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles . . . . . . . . . 515--533 Qihe Tang On convolution equivalence with applications . . . . . . . . . . . . . . 535--549 Rice Franke The scaling limit behaviour of periodic stable-like processes . . . . . . . . . 551--570 Anonymous Editorial board, Bernoulli Journal, vol. 12, no. 3 (2006) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 12, no. 3 (2006) . . . . . . . . . ??
Andreas E. Kyprianou and Zbigniew Palmowski Quasi-stationary distributions for Lévy processes . . . . . . . . . . . . . . . 571--581 Alexander Aue and István Berkes and Lajos Horváth Strong approximation for the sums of squares of augmented GARCH sequences . . 583--608 Vincent Rivoirard Nonlinear estimation over weak Besov spaces and minimax Bayes method . . . . 609--632 Patricia Reynaud-Bouret Penalized projection estimators of the Aalen multiplicative intensity . . . . . 633--661 Paolo Baldi and Barbara Pacchiarotti Explicit computation of second-order moments of importance sampling estimators for fractional Brownian motion . . . . . . . . . . . . . . . . . 663--688 Patrice Bertail and Stéphan Clémençon Regenerative block bootstrap for Markov chains . . . . . . . . . . . . . . . . . 689--712 José Manuel Corcuera and David Nualart and Jeannette H. C. Woerner Power variation of some integral fractional processes . . . . . . . . . . 713--735 Martin B. Hansen and Susan M. Pitts Nonparametric inference from the M/G/1 workload . . . . . . . . . . . . . . . . 737--759 Anonymous Editorial board, Bernoulli Journal, vol. 12, no. 4 (2006) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 12, no. 4 (2006) . . . . . . . . . ??
Shahar Mendelson and Alain Pajor On singular values of matrices with independent rows . . . . . . . . . . . . 761--773 Jean-Marc Aza\"\is and Élisabeth Gassiat and Cécile Mercadier Asymptotic distribution and local power of the log-likelihood ratio test for mixtures: bounded and unbounded cases 775--799 Valentin Patilea and Jean-Marie Rolin Product-limit estimators of the survival function for two modified forms of current-status data . . . . . . . . . . 801--819 Peter Hall and Nader Tajvidi and P. E. Malin Locating lines among scattered points 821--839 Nanny Wermuth and D. R. Cox and Giovanni M. Marchetti Covariance chains . . . . . . . . . . . 841--862 F. H. Van Der Meulen and Aad W. Van Der Vaart and J. H. Van Zanten Convergence rates of posterior distributions for Brownian semimartingale models . . . . . . . . . 863--888 Jean-Philippe Lemor and Emmanuel Gobet and Xavier Warin Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations . . . . . . . . . 889--916 Holger Rootzén and Nader Tajvidi Multivariate generalized Pareto distributions . . . . . . . . . . . . . 917--930 Miguel González and Manuel Molina and Inés Del Puerto Geometric growth for stochastic difference equations with application to branching populations . . . . . . . . . 931--942 Anonymous Editorial board, Bernoulli Journal, vol. 12, no. 5 (2006) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 12, no. 5 (2006) . . . . . . . . . ??
A. D. Barbour and Aihua Xia On Stein's factors for Poisson approximation in Wasserstein distance 943--954 Jan Obloj A complete characterization of local martingales which are functions of Brownian motion and its maximum . . . . 955--969 Sandor Csörgö and Gordon Simons Pooling strategies for St Petersburg gamblers . . . . . . . . . . . . . . . . 971--1002 Kentaro Tanaka and Akimichi Takemura Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small 1003--1017 Lan Zhang Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach . . . . . . . . . . 1019--1043 Bernadetta Tarigan and Sara A. Van De Geer Classifiers of support vector machine type with $ \ell_1 $ complexity regularization . . . . . . . . . . . . . 1045--1076 Alexandros Beskos and Omiros Papaspiliopoulos and Gareth O. Roberts Retrospective exact simulation of diffusion sample paths with applications 1077--1098 Tina Marquardt Fractional Lévy processes with an application to long memory moving average processes . . . . . . . . . . . 1099--1126 Anonymous Annual index BJ vol. 12 . . . . . . . . ?? Anonymous Acknowledgement of refereeing work BJ vol. 12 . . . . . . . . . . . . . . . . ?? Anonymous Editorial board, Bernoulli Journal, vol. 12, no. 6 (2006) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 12, no. 6 (2006) . . . . . . . . . ??
T. Tony Cai and Mark G. Low and Linda H. Zhao Trade-offs between global and local risks in nonparametric function estimation . . . . . . . . . . . . . . . 1--19 Tomasz Bojdecki and Luis G. Gorostiza and Anna Talarczyk Occupation time fluctuations of an infinite-variance branching system in large dimensions . . . . . . . . . . . . 20--39 Martynas Manstavi\vcius Hausdorff--Besicovitch dimension of graphs and $p$-variation of some Lévy processes . . . . . . . . . . . . . . . 40--53 Adam Os\kekowski Inequalities for dominated martingales 54--79 Philippe Briand and Jean-Pier Relepeltier and Jaime San Martín One-dimensional backward stochastic differential equations whose coefficient is monotonic in $y$ and non-Lipschitz in $z$ . . . . . . . . . . . . . . . . . . 80--91 Odile Pons Estimation of absolutely continuous distributions for censored variables in two-sample nonparametric and semi-parametric models . . . . . . . . . 92--113 A. M. G. Cox and D. G. Hobson A unifying class of Skorokhod embeddings: connecting the Azéma--Yor and Vallois embeddings . . . . . . . . . . . 114--130 Sami Mustapha Gambler's ruin estimates for random walks with symmetric spatially inhomogeneous increments . . . . . . . . 131--147 Takahiro Aoyama and Makoto Maejima Characterizations of subclasses of type $G$ distributions on $ \mathbb {R}^d $ by stochastic integral representations 148--160 Shiqing Ling and Howell Tong and Dong Li Ergodicity and invertibility of threshold moving-average models . . . . 161--168 Adelchi Azzalini and Marc G. Genton On Gauss's characterization of the normal distribution . . . . . . . . . . 169--174 Erich Haeusler and Johan Segers Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator . . . . . . . . . . . 175--194 Serge Cohen and Jan Rosinski Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes 195--210 Romain Abraham and Jean-François Delmas Asymptotics for the small fragments of the fragmentation at nodes . . . . . . . 211--228 Claudia Klüppelberg and Gabriel Kuhn and Liang Peng Estimating the tail dependence function of an elliptical distribution . . . . . 229--251 Christian Houdré and Reiichiro Kawai On layered stable processes . . . . . . 252--278 Moulinath Banerjee and Ian W. McKeague Estimating optimal step-function approximations to instantaneous hazard rates . . . . . . . . . . . . . . . . . 279--299 Anonymous Editorial board, Bernoulli Journal, vol. 13, no. 1 (2007) . . . . . . . . . . . . ?? Anonymous Table of contents, Bernoulli Journal, vol. 13, no. 1 (2007) . . . . . . . . . ??
Antonio Cosma and Olivier Scaillet and Rainer von Sachs Multivariate wavelet-based shape-preserving estimation for dependent observations . . . . . . . . . 301--329 Kyle Siegrist Exponential and gamma distributions on positive semigroups, with applications to Dirichlet distributions . . . . . . . 330--345 Vidmantas Bentkus and Bing-Yi Jing and Qi-Man Shao and Wang Zhou Limiting distributions of the non-central $t$-statistic and their applications to the power of $t$-tests under non-normality . . . . . . . . . . 346--364 E. Moulines and F. Roueff and A. Souloumiac and T. Trigano Nonparametric inference of photon energy distribution from indirect measurement 365--388 Rainer Dahlhaus and Suhasini Subba Rao A recursive online algorithm for the estimation of time-varying ARCH parameters . . . . . . . . . . . . . . . 389--422 Brahim Boufoussi and Jan Van Casteren and N. Mrhardy Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions 423--446 Zudi Lu and Arvid Lundervold and Dag Tjòstheim and Qiwei Yao Exploring spatial nonlinearity using additive approximation . . . . . . . . . 447--472 Gilles Faÿ and François Roueff and Philippe Soulier Estimation of the memory parameter of the infinite-source Poisson process . . 473--491 Cheng-Der Fuh and Inchi Hu Estimation in hidden Markov models via efficient importance sampling . . . . . 492--513 Fabienne Comte and Valentine Genon-Catalot and Yves Rozenholc Penalized nonparametric mean square estimation of the coefficients of diffusion processes . . . . . . . . . . 514--543 Pedro Puig and Jordi Valero Characterization of count data distributions involving additivity and binomial subsampling . . . . . . . . . . 544--555 Nizar Demni The Laguerre process and generalized Hartman--Watson law . . . . . . . . . . 556--580 Louis H. Y. Chen and Qi-Man Shao Normal approximation for nonlinear statistics using a concentration inequality approach . . . . . . . . . . 581--599 Brice Franke Correction to: The scaling limit behaviour of periodic stable-like processes . . . . . . . . . . . . . . . 600 Anonymous Editorial Staff . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Yingying Li and Per A. Mykland Are volatility estimators robust with respect to modeling assumptions? . . . . 601--622 Karim Anaya-Izquierdo and Paul Marriott Local mixture models of exponential families . . . . . . . . . . . . . . . . 623--640 James P. Hobert and Aixin Tan and Ruitao Liu When is Eaton's Markov chain irreducible? . . . . . . . . . . . . . . 641--652 Harald Luschgy and Gilles Pag\`es High-resolution product quantization for Gaussian processes under sup-norm distortion . . . . . . . . . . . . . . . 653--671 Bert van Es and Shota Gugushvili and Peter Spreij A kernel type nonparametric density estimator for decompounding . . . . . . 672--694 Ivan Nourdin and Thomas Simon Correcting Newton--Côtes integrals by Lévy areas . . . . . . . . . . . . . . . . . 695--711 Arnaud Begyn Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes . . . . . . . . . . . 712--753 Raúl Gouet and F. Javier López and Gerardo Sanz Asymptotic normality for the counting process of weak records and $ \delta $-records in discrete models . . . . . . 754--781 Aldéric Joulin Poisson-type deviation inequalities for curved continuous-time Markov chains . . 782--798 Andreas Christmann and Ingo Steinwart Consistency and robustness of kernel-based regression in convex risk minimization . . . . . . . . . . . . . . 799--819 Xavier Bardina and Carles Rovira On Itô's formula for elliptic diffusion processes . . . . . . . . . . . . . . . 820--830 Randal Douc and Eric Moulines and Philippe Soulier Computable convergence rates for sub-geometric ergodic Markov chains . . 831--848 Brahim Boufoussi and Marco Dozzi and Raby Guerbaz Sample path properties of the local time of multifractional Brownian motion . . . 849--867 Lothar Heinrich and Hendrik Schmidt and Volker Schmidt Limit theorems for functionals on the facets of stationary random tessellations . . . . . . . . . . . . . 868--891 Anonymous Editorial Staff . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Niko Beerenwinkel and Nicholas Eriksson and Bernd Sturmfels Conjunctive Bayesian networks . . . . . 893--909 I. Castillo Semi-parametric second-order efficient estimation of the period of a signal . . 910--932 Yury A. Kutoyants and Nakahiro Yoshida Moment estimation for ergodic diffusion processes . . . . . . . . . . . . . . . 933--951 Svante Janson Monotonicity, asymptotic normality and vertex degrees in random graphs . . . . 952--965 Mikhail Menshikov and Dimitri Petritis and Stanislav Volkov Random environment on coloured trees . . 966--980 M. El Machkouri and L. Ouchti Exact convergence rates in the central limit theorem for a class of martingales 981--999 Guillaume Lecué Optimal rates of aggregation in classification under low noise assumption . . . . . . . . . . . . . . . 1000--1022 Ciprian A. Tudor and Yimin Xiao Sample path properties of bifractional Brownian motion . . . . . . . . . . . . 1023--1052 Víctor Rivero Recurrent extensions of self-similar Markov processes and Cramér's condition II . . . . . . . . . . . . . . . . . . . 1053--1070 Rafa\l Kulik Bahadur--Kiefer theory for sample quantiles of weakly dependent linear processes . . . . . . . . . . . . . . . 1071--1090 Vladas Pipiras and Murad S. Taqqu and Patrice Abry Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation . . . . . . . . . . . . . . . 1091--1123 Mathew D. Penrose Laws of large numbers in stochastic geometry with statistical applications 1124--1150 Rafal Synowiecki Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure . . . . . . . . . . . . . . . 1151--1178 J. Cupidon and D. S. Gilliam and R. Eubank and F. Ruymgaart The delta method for analytic functions of random operators with application to functional data . . . . . . . . . . . . 1179--1194 Anonymous Acknowledgements . . . . . . . . . . . . 1195--1197 Anonymous Author Index . . . . . . . . . . . . . . 1199--1204 Anonymous Editorial Staff . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Josep Lluís Solé and Frederic Utzet Time--space harmonic polynomials relative to a Lévy process . . . . . . . 1--13 Michael H. Neumann and Efstathios Paparoditis Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations . . . . . . . . 14--46 Evarist Giné and Richard Nickl A simple adaptive estimator of the integrated square of a density . . . . . 47--61 Kristjana Ýr Jónsdóttir and Jürgen Schmiegel and Eva B. Vedel Jensen Lévy-based growth models . . . . . . . . 62--90 Giovanni Peccati Multiple integral representation for functionals of Dirichlet processes . . . 91--124 Alexander Aue and István Berkes and Lajos Horváth Selection from a stable box . . . . . . 125--139 Ronald W. Butler and Marc S. Paolella Uniform saddlepoint approximations for ratios of quadratic forms . . . . . . . 140--154 Jimmy Olsson and Olivier Cappé and Randal Douc and Éric Moulines Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models . . . . . . 155--179 Jüri Lember and Alexey Koloydenko The adjusted Viterbi training for hidden Markov models . . . . . . . . . . . . . 180--206 John H. J. Einmahl and Amélie Fils-Villetard and Armelle Guillou Statistics of extremes under random censoring . . . . . . . . . . . . . . . 207--227 Bo Li and Marc G. Genton and Michael Sherman On the asymptotic joint distribution of sample space--time covariance estimators 228--248 Allan Gut and Ulrich Stadtmüller Laws of the single logarithm for delayed sums of random fields . . . . . . . . . 249--276 Peter Mörters and Marcel Ortgiese Small value probabilities via the branching tree heuristic . . . . . . . . 277--299 Anonymous Editorial Staff . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Tsung-Lin Cheng and Hwai-Chung Ho On Berry--Esseen bounds for non-instantaneous filters of linear processes . . . . . . . . . . . . . . . 301--321 Hanno Gottschalk and Boubaker Smii and Horst Thaler The Feynman graph representation of convolution semigroups and its applications to Lévy statistics . . . . . 322--351 István Gyöngy and David \vSi\vska On randomized stopping . . . . . . . . . 352--361 Alexey Koloydenko Symmetric measures via moments . . . . . 362--390 Denis Denisov and Serguei Foss and Dmitry Korshunov On lower limits and equivalences for distribution tails of randomly stopped sums . . . . . . . . . . . . . . . . . . 391--404 Lajos Horváth and Piotr Kokoszka Sample autocovariances of long-memory time series . . . . . . . . . . . . . . 405--418 Pavle Mladenovi\'c Limit distributions for the problem of collecting pairs . . . . . . . . . . . . 419--439 Elvira Di Nardo and Giuseppe Guarino and Domenico Senato A unifying framework for $k$-statistics, polykays and their multivariate generalizations . . . . . . . . . . . . 440--468 Jean Jacod and Antoine Lejay and Denis Talay Estimation of the Brownian dimension of a continuous Itô process . . . . . . . . 469--498 Christian Bender and Tina Marquardt Stochastic calculus for convoluted Lévy processes . . . . . . . . . . . . . . . 499--518 Ross A. Maller and Gernot Müller and Alex Szimayer GARCH modelling in continuous time for irregularly spaced time series data . . 519--542 Siegfried Hörmann Augmented GARCH sequences: Dependence structure and asymptotics . . . . . . . 543--561 Aurore Delaigle and Alexander Meister Density estimation with heteroscedastic error . . . . . . . . . . . . . . . . . 562--579 Ignacio Cascos and Miguel López-Díaz Consistency of the $ \alpha $-trimming of a probability. Applications to central regions . . . . . . . . . . . . 580--592 Anonymous Editorial Staff . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Peter McCullagh Marginal likelihood for parallel series 593--603 Winfried Stute and Jane-Ling Wang The central limit theorem under random truncation . . . . . . . . . . . . . . . 604--622 Jianhua Hu and Guohua Yan Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model . . 623--636 Alexander Aue and Lajos Horváth and Marie Hu\vsková and Piotr Kokoszka Testing for changes in polynomial regression . . . . . . . . . . . . . . . 637--660 Hannes Leeb Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process . . . . . 661--690 Jean-Marc Bardet and Hatem Bibi and Abdellatif Jouini Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes . . . . . . . . . . . . . . . 691--724 Jian-Jian Ren Smoothed weighted empirical likelihood ratio confidence intervals for quantiles 725--748 Konstancja Bobecka and Jacek Weso\lowski Kshirsagar--Tan independence property of beta matrices and related characterizations . . . . . . . . . . . 749--763 Ole E. Barndorff-Nielsen and Friedrich Hubalek Probability measures, Lévy measures and analyticity in time . . . . . . . . . . 764--790 Giovanni Peccati and Murad S. Taqqu Central limit theorems for double Poisson integrals . . . . . . . . . . . 791--821 Sébastien Darses and Ivan Nourdin Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $ H > 1 / 2 $ . . . . . . . . . . . . . . 822--837 Henrik Hult and Gennady Samorodnitsky Tail probabilities for infinite series of regularly varying random vectors . . 838--864 Mark Meerschaert and Dongsheng Wu and Yimin Xiao Local times of multifractional Brownian sheets . . . . . . . . . . . . . . . . . 865--898 Anonymous Editorial Staff . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Davar Khoshnevisan and Eulalia Nualart Level sets of the stochastic wave equation driven by a symmetric Lévy noise 899--925 Christian Houdré and Philippe Marchal and Patricia Reynaud-Bouret Concentration for norms of infinitely divisible vectors with independent components . . . . . . . . . . . . . . . 926--948 Peter Jagers and Serik Sagitov General branching processes in discrete time as random trees . . . . . . . . . . 949--962 Kouji Yano Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line . . . . . . . . . . . . . . . 963--987 Peter McCullagh and Jim Pitman and Matthias Winkel Gibbs fragmentation trees . . . . . . . 988--1002 John H. J. Einmahl and Andrea Krajina and Johan Segers A method of moments estimator of tail dependence . . . . . . . . . . . . . . . 1003--1026 Christian Y. Robert Estimating the multivariate extremal index function . . . . . . . . . . . . . 1027--1064 Belkacem Abdous and Anne-Laure Foug\`eres and Kilani Ghoudi and Philippe Soulier Estimation of bivariate excess probabilities for elliptical models . . 1065--1088 Christophe Giraud Mixing least-squares estimators when the variance is unknown . . . . . . . . . . 1089--1107 Julia Dony and David M. Mason Uniform in bandwidth consistency of conditional $U$-statistics . . . . . . . 1108--1133 Christian Berg and Jorge Mateu and Emilio Porcu The Dagum family of isotropic correlation functions . . . . . . . . . 1134--1149 Alexander Goldenshluger and Oleg Lepski Universal pointwise selection rule in multivariate function estimation . . . . 1150--1190 Anonymous Acknowledgements . . . . . . . . . . . . 1191--1192 Anonymous Author Index . . . . . . . . . . . . . . 1193--1197 Anonymous Editorial Staff . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Rainer Dahlhaus and Wolfgang Polonik Empirical spectral processes for locally stationary time series . . . . . . . . . 1--39 Lutz Dümbgen and Kaspar Rufibach Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency . . . . . . . . . . . . . . 40--68 C. Butucea and F. Comte Adaptive estimation of linear functionals in the convolution model and applications . . . . . . . . . . . . . . 69--98 Ludwig Baringhaus and Rudolf Grübel Nonparametric two-sample tests for increasing convex order . . . . . . . . 99--123 Holger Dette and Andrey Pepelyshev and Weng Kee Wong Optimal designs for dose-finding experiments in toxicity studies . . . . 124--145 Gilles Pag\`es and Fabien Panloup Approximation of the distribution of a stationary Markov process with application to option pricing . . . . . 146--177 Henghsiu Tsai On continuous-time autoregressive fractionally integrated moving average processes . . . . . . . . . . . . . . . 178--194 C. Dombry and N. Guillotin-Plantard Discrete approximation of a stable self-similar stationary increments process . . . . . . . . . . . . . . . . 195--222 Michael H. Neumann and Markus Reiß Nonparametric estimation for Lévy processes from low-frequency observations . . . . . . . . . . . . . . 223--248 Diego Armentano and Mario Wschebor Random systems of polynomial equations. The expected number of roots under smooth analysis . . . . . . . . . . . . 249--266 Paul McGill Asymptotics for diffusion first-passage laws . . . . . . . . . . . . . . . . . . 267--278 Arup Bose and Amites Dasgupta and Krishanu Maulik Multicolor urn models with reducible replacement matrices . . . . . . . . . . 279--295 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Feike C. Drost and Ramon van den Akker and Bas J. M. Werker The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models . . . . . . . . . . . . . . 297--324 Moosup Kim and Sangyeol Lee Test for tail index change in stationary time series with Pareto-type marginal distribution . . . . . . . . . . . . . . 325--356 Zhengxiao Wu A cluster identification framework illustrated by a filtering model for earthquake occurrences . . . . . . . . . 357--379 Peter Hall and Young K. Lee and Byeong U. Park and Debashis Paul Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues . . . . . . . . 380--401 Ching-Kang Ing and Jin-Lung Lin and Shu-Hui Yu Toward optimal multistep forecasts in non-stationary autoregressions . . . . . 402--437 P. Baldi and G. Kerkyacharian and D. Marinucci and D. Picard Subsampling needlet coefficients on the sphere . . . . . . . . . . . . . . . . . 438--463 Carl Lindberg Portfolio optimization when expected stock returns are determined by exposure to risk . . . . . . . . . . . . . . . . 464--474 C. Durot and E. Lebarbier and A.-S. Tocquet Estimating the joint distribution of independent categorical variables via model selection . . . . . . . . . . . . 475--507 Vo V. Anh and Nikolai N. Leonenko and Narn-Rueih Shieh Multifractal scaling of products of birth--death processes . . . . . . . . . 508--531 Aldéric Joulin A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature . . . . . . . . . 532--549 Dominic Schuhmacher Stein's method and Poisson process approximation for a class of Wasserstein metrics . . . . . . . . . . . . . . . . 550--568 Larry Goldstein and Haimeng Zhang Efficiency of the maximum partial likelihood estimator for nested case control sampling . . . . . . . . . . . . 569--597 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
B. U. Park and Y. K. Lee and S. Ha $ L_2 $ boosting in kernel regression 599--613 Peter Hall and Ingrid Van Keilegom Nonparametric ``regression'' when errors are positioned at end-points . . . . . . 614--633 Mark Podolskij and Mathias Vetter Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps . . . . . 634--658 Marc Hallin and Zudi Lu and Keming Yu Local linear spatial quantile regression 659--686 Mathieu Rosenbaum Integrated volatility and round-off error . . . . . . . . . . . . . . . . . 687--720 Gert de Cooman and Erik Quaeghebeur and Enrique Miranda Exchangeable lower previsions . . . . . 721--735 Mathias Drton Discrete chain graph models . . . . . . 736--753 Christian Pigorsch and Robert Stelzer On the definition, stationary distribution and second order structure of positive semidefinite Ornstein--Uhlenbeck type processes . . . 754--773 Chris Sherlock and Gareth Roberts Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets . . . . . . . . . . . . 774--798 Vladimir Koltchinskii The Dantzig selector and sparsity oracle inequalities . . . . . . . . . . . . . . 799--828 Alex Iksanov and Alex Marynych and Martin Möhle On the number of collisions in beta(2, b )-coalescents . . . . . . . . . . . . . 829--845 Yu-Juan Jien and Jin Ma Stochastic differential equations driven by fractional Brownian motions . . . . . 846--870 Adam Os\kekowski Sharp weak-type inequalities for differentially subordinated martingales 871--897 Shogo Kato A distribution for a pair of unit vectors generated by Brownian motion . . 898--921 Euro G. Barbosa and Chang C. Y. Dorea A note on the Lindeberg condition for convergence to stable laws in Mallows distance . . . . . . . . . . . . . . . . 922--924 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Stefan Geiss and Anni Toivola Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces . . . . . . . . . . . . 925--954 Song Xi Chen and Ingrid Van Keilegom A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression . . . . . . . . 955--976 Richard A. Davis and Thomas Mikosch The extremogram: A correlogram for extreme events . . . . . . . . . . . . . 977--1009 Hanna K. Jankowski and Jon A. Wellner Nonparametric estimation of a convex bathtub-shaped hazard function . . . . . 1010--1035 Holger Dette and Nikolai Leonenko and Andrey Pepelyshev and Anatoly Zhigljavsky Asymptotic optimal designs under long-range dependence error structure 1036--1056 Jan Beran and Martin Schützner On approximate pseudo-maximum likelihood estimation for LARCH-processes . . . . . 1057--1081 Kenji Handa The two-parameter Poisson--Dirichlet point process . . . . . . . . . . . . . 1082--1116 Bruno Bouchard and Stéphane Menozzi Strong approximations of BSDEs in a domain . . . . . . . . . . . . . . . . . 1117--1147 Yingcun Xia A note on the backfitting estimation of additive models . . . . . . . . . . . . 1148--1153 Philippe Rigollet and Régis Vert Optimal rates for plug-in estimators of density level sets . . . . . . . . . . . 1154--1178 Dhafer Malouche Determining full conditional independence by low-order conditioning 1179--1189 Efstathios Paparoditis Testing temporal constancy of the spectral structure of a time series . . 1190--1221 Luigi Ambrosio and Vincenzo Capasso and Elena Villa On the approximation of mean densities of random closed sets . . . . . . . . . 1222--1242 Kei Takeuchi and Masayuki Kumon and Akimichi Takemura A new formulation of asset trading games in continuous time with essential forcing of variation exponent . . . . . 1243--1258 Paul Doukhan and Gabriel Lang Evaluation for moments of a ratio with application to regression estimation . . 1259--1286 Peter Olofsson Size-biased branching population measures and the multi-type $ x \log x $ condition . . . . . . . . . . . . . . . 1287--1304 Frank Aurzada and Mikhail Lifshits and Werner Linde Small deviations of stable processes and entropy of the associated random operators . . . . . . . . . . . . . . . 1305--1334 Aihua Xia and Mei Zhang On approximation of Markov binomial distributions . . . . . . . . . . . . . 1335--1350 Patrizia Berti and Irene Crimaldi and Luca Pratelli and Pietro Rigo Rate of convergence of predictive distributions for dependent data . . . . 1351--1367 David Dereudre and Frédéric Lavancier Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes . . 1368--1396 Anonymous Acknowledgements . . . . . . . . . . . . 1397--1398 Anonymous Author Index . . . . . . . . . . . . . . 1399--1403 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Allan Gut and Fredrik Jonsson and Ulrich Stadtmüller Between the LIL and the LSL . . . . . . 1--22 Bero Roos Closeness of convolutions of probability measures . . . . . . . . . . . . . . . . 23--50 Vicky Fasen Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein--Uhlenbeck processes . . . . . 51--79 Robert Stelzer Multivariate $ {\rm COGARCH}(1, 1) $ processes . . . . . . . . . . . . . . . 80--115 Yves Atchadé and Gersende Fort Limit theorems for some adaptive MCMC algorithms with subgeometric kernels . . 116--154 Lancelot F. James and Antonio Lijoi and Igor Prünster On the posterior distribution of classes of random means . . . . . . . . . . . . 155--180 Sayan Mukherjee and Qiang Wu and Ding-Xuan Zhou Learning gradients on manifolds . . . . 181--207 Hisayuki Hara and Satoshi Aoki and Akimichi Takemura Minimal and minimal invariant Markov bases of decomposable models for contingency tables . . . . . . . . . . . 208--233 Amarjit Budhiraja and Paul Dupuis and Vasileios Maroulas Large deviations for stochastic flows of diffeomorphisms . . . . . . . . . . . . 234--257 Lucian Maticiuc and Etienne Pardoux and Aurel R\ua\cscanu and Adrian Z\ualinescu Viscosity solutions for systems of parabolic variational inequalities . . . 258--273 Yanyuan Ma and Runze Li Variable selection in measurement error models . . . . . . . . . . . . . . . . . 274--300 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Michael V. Boutsikas and Eutichia Vaggelatou A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables . . . . . . . . . . . . 301--330 Andreas N. Lagerås Copulas for Markovian dependence . . . . 331--342 Nicolas Fournier and Jacques Printems Absolute continuity for some one-dimensional processes . . . . . . . 343--360 Lancelot F. James Dirichlet mean identities and laws of a class of subordinators . . . . . . . . . 361--388 Christian Bender and Peter Parczewski Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus . . . . . . . 389--417 Peter Hall and Qiying Wang Strong approximations of level exceedences related to multiple hypothesis testing . . . . . . . . . . . 418--434 Gareth O. Roberts and Laura M. Sangalli Latent diffusion models for survival analysis . . . . . . . . . . . . . . . . 435--458 Yaming Yu Relative log-concavity and a pair of triangle inequalities . . . . . . . . . 459--470 Jean-Christophe Breton and Christian Houdré Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity . . . . 471--492 Luis Mendo and José M. Hernando Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling . . . . . . . . . . . 493--513 Olivier Bouaziz and Olivier Lopez Conditional density estimation in a censored single-index regression model 514--542 Xinyi Xu and Feng Liang Asymptotic minimax risk of predictive density estimation for non-parametric regression . . . . . . . . . . . . . . . 543--560 Carmen Sangüesa Uniform error bounds for a continuous approximation of non-negative random variables . . . . . . . . . . . . . . . 561--584 Yanyuan Ma A semiparametric efficient estimator in case-control studies . . . . . . . . . . 585--603 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Guillaume Lecué and Shahar Mendelson Sharper lower bounds on the performance of the empirical risk minimization algorithm . . . . . . . . . . . . . . . 605--613 Shige Peng and Mingyu Xu Reflected BSDE with a constraint and its applications in an incomplete market . . 614--640 Stéphanie Allassonni\`ere and Estelle Kuhn and Alain Trouvé Construction of Bayesian deformable models via a stochastic approximation algorithm: A convergence study . . . . . 641--678 Pierpaolo De Blasi and Lancelot F. James and John W. Lau Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models . . . . . . . . . . . . . 679--704 Guozhong He and Hans-Georg Müller and Jane-Ling Wang and Wenjing Yang Functional linear regression via canonical analysis . . . . . . . . . . . 705--729 Yichao Wu and Jianqing Fan and Hans-Georg Müller Varying-coefficient functional linear regression . . . . . . . . . . . . . . . 730--758 Heping He and Thomas A. Severini Asymptotic properties of maximum likelihood estimators in models with multiple change points . . . . . . . . . 759--779 Martin Schlather Some covariance models based on normal scale mixtures . . . . . . . . . . . . . 780--797 Domenico Marinucci and Giovanni Peccati Group representations and high-resolution central limit theorems for subordinated spherical random fields 798--824 Brice Franke and Tatsuhiko Saigo A self-similar process arising from a random walk with random environment in random scenery . . . . . . . . . . . . . 825--857 Enzo Orsingher and Federico Polito Fractional pure birth processes . . . . 858--881 Neal Madras and Deniz Sezer Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances . . . . . . . . . . 882--908 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Enrique Andjel and Thomas Mountford and Leandro P. R. Pimentel and Daniel Valesin Tightness for the interface of the one-dimensional contact process . . . . 909--925 Narn-Rueih Shieh and Yimin Xiao Hausdorff and packing dimensions of the images of random fields . . . . . . . . 926--952 Anne Estrade and Jacques Istas Ball throwing on spheres . . . . . . . . 953--970 Denis Denisov and Serguei Foss and Dmitry Korshunov Asymptotics of randomly stopped sums in the presence of heavy tails . . . . . . 971--994 Sami Umut Can and Thomas Mikosch and Gennady Samorodnitsky Weak convergence of the function-indexed integrated periodogram for infinite variance processes . . . . . . . . . . . 995--1015 Thomas Mikosch and Alfredas Ra\vckauskas The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution 1016--1038 Abdelaati Daouia and Jean-Pierre Florens and Léopold Simar Frontier estimation and extreme value theory . . . . . . . . . . . . . . . . . 1039--1063 Yannick Baraud A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression . . . . . . . . . . . . . . . 1064--1085 Zhidong Bai and Xiaoying Wang and Wang Zhou Functional CLT for sample covariance matrices . . . . . . . . . . . . . . . . 1086--1113 V. \vCekanavi\vcius and P. Vellaisamy Compound Poisson and signed compound Poisson approximations to the Markov binomial law . . . . . . . . . . . . . . 1114--1136 Evarist Giné and Richard Nickl Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections 1137--1163 Holger Dette and Andrey Pepelyshev and Piter Shpilev and Weng Kee Wong Optimal designs for discriminating between dose-response models in toxicology studies . . . . . . . . . . . 1164--1176 Yuri V. Borovskikh and N. C. Weber Asymptotic distributions for a class of generalized $L$-statistics . . . . . . . 1177--1190 John Kolassa and Jixin Li Multivariate saddlepoint approximations in tail probability and conditional inference . . . . . . . . . . . . . . . 1191--1207 Ailana M. Fraser and D. A. S. Fraser and Ana-Maria Staicu Second order ancillary: A differential view from continuity . . . . . . . . . . 1208--1223 Birgit Rudloff and Ioannis Karatzas Testing composite hypotheses via convex duality . . . . . . . . . . . . . . . . 1224--1239 Juri Hinz and Alex Novikov On fair pricing of emission-related derivatives . . . . . . . . . . . . . . 1240--1261 Sébastien Darses and Ivan Nourdin and David Nualart Limit theorems for nonlinear functionals of Volterra processes via white noise analysis . . . . . . . . . . . . . . . . 1262--1293 Brahim Boufoussi and Marco Dozzi and Renaud Marty Local time and Tanaka formula for a Volterra-type multifractional Gaussian process . . . . . . . . . . . . . . . . 1294--1311 Iain M. MacPhee and Mikhail V. Menshikov and Stanislav Volkov and Andrew R. Wade Passage-time moments and hybrid zones for the exclusion-voter model . . . . . 1312--1342 Robert C. Dalang and Marta Sanz-Solé Criteria for hitting probabilities with applications to systems of stochastic wave equations . . . . . . . . . . . . . 1343--1368 Fengrong Wei and Jian Huang Consistent group selection in high-dimensional linear regression . . . 1369--1384 S. G. Bobkov and F. Götze Concentration of empirical distribution functions with applications to non-i.i.d. models . . . . . . . . . . . 1385--1414 Anonymous Acknowledgements . . . . . . . . . . . . 1415--1416 Anonymous Author Index . . . . . . . . . . . . . . 1417--1422 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Gustavo Didier and Vladas Pipiras Integral representations and properties of operator fractional Brownian motions 1--33 M. E. Caballero and J. C. Pardo and J. L. Pérez Explicit identities for Lévy processes associated to symmetric stable processes 34--59 Oliver Linton and Enno Mammen and Jens Perch Nielsen and Ingrid Van Keilegom Nonparametric regression with filtered data . . . . . . . . . . . . . . . . . . 60--87 Jérôme Dedecker and Florence Merlev\`ede and Magda Peligrad Invariance principles for linear processes with application to isotonic regression . . . . . . . . . . . . . . . 88--113 Enzo Orsingher and Federico Polito On a fractional linear birth--death process . . . . . . . . . . . . . . . . 114--137 Krishna B. Athreya and Siva R. Athreya and Srikanth K. Iyer Supercritical age-dependent branching Markov processes and their scaling limits . . . . . . . . . . . . . . . . . 138--154 Yutao Ma and Shi Shen and Xinyu Wang and Liming Wu Transportation inequalities: From Poisson to Gibbs measures . . . . . . . 155--169 Jean-Marc Aza\"\is and José R. León and Mario Wschebor Rice formulae and Gaussian waves . . . . 170--193 Marek Arendarczyk and Krzysztof D\kebicki Asymptotics of supremum distribution of a Gaussian process over a Weibullian time . . . . . . . . . . . . . . . . . . 194--210 Ingo Steinwart and Andreas Christmann Estimating conditional quantiles with the help of the pinball loss . . . . . . 211--225 Bikramjit Das and Sidney I. Resnick Conditioning on an extreme component: Model consistency with regular variation on cones . . . . . . . . . . . . . . . . 226--252 Christian Genest and Ivan Kojadinovic and Johanna Ne\vslehová and Jun Yan A goodness-of-fit test for bivariate extreme-value copulas . . . . . . . . . 253--275 Fredrik Jonsson On the heavy-tailedness of Student's $t$-statistic . . . . . . . . . . . . . 276--289 \Lukasz Lenart Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series . . 290--319 Piotr Fryzlewicz and Suhasini Subba Rao Mixing properties of ARCH and time-varying ARCH processes . . . . . . 320--346 Hongyuan Cao and Michael R. Kosorok Simultaneous critical values for $t$-tests in very high dimensions . . . 347--394 Marc Hoffmann and Nathalie Krell Statistical analysis of self-similar conservative fragmentation chains . . . 395--423 Mikhail Gordin and Magda Peligrad On the functional central limit theorem via martingale approximation . . . . . . 424--440 Emilio Porcu and René L. Schilling From Schoenberg to Pick--Nevanlinna: Toward a complete picture of the variogram class . . . . . . . . . . . . 441--455 Viktor P. Zastavnyi and Emilio Porcu Characterization theorems for the Gneiting class of space--time covariances . . . . . . . . . . . . . . 456--465 Fadoua Balabdaoui and Jim Pitman The distribution of the maximal difference between a Brownian bridge and its concave majorant . . . . . . . . . . 466--483 Holger Fink and Claudia Klüppelberg Fractional Lévy-driven Ornstein--Uhlenbeck processes and stochastic differential equations . . . 484--506 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
G. Afendras and N. Papadatos and V. Papathanasiou An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds 507--529 Louis H. Y. Chen and Aihua Xia Poisson process approximation for dependent superposition of point processes . . . . . . . . . . . . . . . 530--544 John H. J. Einmahl and Estáte V. Khmaladze Central limit theorems for local empirical processes near boundaries of sets . . . . . . . . . . . . . . . . . . 545--561 Philipp Arbenz and Paul Embrechts and Giovanni Puccetti The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables . . . 562--591 Larry Goldstein and Yosef Rinott and Marco Scarsini Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators . . . . . . . . . . . . . . . 592--608 Pavel Chigansky and Yaacov Ritov On the Viterbi process with continuous state space . . . . . . . . . . . . . . 609--627 Alessandra Luati An approximate quantum Cramér--Rao bound based on skew information . . . . . . . 628--642 José E. Figueroa-López Sieve-based confidence intervals and bands for Lévy densities . . . . . . . . 643--670 G. Jogesh Babu and Zhidong Bai and Kwok Pui Choi and Vasudevan Mangalam Limit theorems for functions of marginal quantiles . . . . . . . . . . . . . . . 671--686 Sylvain Arlot and Peter L. Bartlett Margin-adaptive model selection in statistical learning . . . . . . . . . . 687--713 Eric Cator Adaptivity and optimality of the monotone least-squares estimator . . . . 714--735 Kyusang Yu and Enno Mammen and Byeong U. Park Semi-parametric regression: Efficiency gains from modeling the nonparametric part . . . . . . . . . . . . . . . . . . 736--748 Jean-Marc Bardet and Donatas Surgailis Measuring the roughness of random paths by increment ratios . . . . . . . . . . 749--780 Rama Cont and Cecilia Mancini Nonparametric tests for pathwise properties of semimartingales . . . . . 781--813 P. Patie A refined factorization of the exponential law . . . . . . . . . . . . 814--826 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Giovanni M. Marchetti and Monia Lupparelli Chain graph models of multivariate regression type for categorical data . . 827--844 Nanny Wermuth Probability distributions with summary graph structure . . . . . . . . . . . . 845--879 Pawe\l Hitczenko and Jacek Weso\lowski Renorming divergent perpetuities . . . . 880--894 Kjetil Ròysland A martingale approach to continuous-time marginal structural models . . . . . . . 895--915 Ole E. Barndorff-Nielsen and Andreas Basse-O'Connor Quasi Ornstein--Uhlenbeck processes . . 916--941 Zakhar Kabluchko Functional limit theorems for sums of independent geometric Lévy processes . . 942--968 Weidong Liu and Shiqing Ling and Qi-Man Shao On non-stationary threshold autoregressive models . . . . . . . . . 969--986 Christophe Andrieu and Ajay Jasra and Arnaud Doucet and Pierre Del Moral On nonlinear Markov chain Monte Carlo 987--1014 Youri Davydov and Ilya Molchanov and Sergei Zuyev Stability for random measures, point processes and discrete semigroups . . . 1015--1043 Yaming Yu Some stochastic inequalities for weighted sums . . . . . . . . . . . . . 1044--1053 Péter Kevei and David M. Mason A note on a maximal Bernstein inequality 1054--1062 Delphine Cassart and Marc Hallin and Davy Paindaveine A class of optimal tests for symmetry based on local Edgeworth approximations 1063--1094 Robert C. Griffiths and Dario Span\`o Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials . . . . . . . . . . 1095--1125 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Laure Coutin and Diana Dorobantu First passage time law for some Lévy processes with compound Poisson: Existence of a density . . . . . . . . . 1127--1135 Feng-Yu Wang Coupling for Ornstein--Uhlenbeck processes with jumps . . . . . . . . . . 1136--1158 Ole E. Barndorff-Nielsen and José Manuel Corcuera and Mark Podolskij Multipower variation for Brownian semistationary processes . . . . . . . . 1159--1194 Yuqiang Li and Hongshuai Dai Approximations of fractional Brownian motion . . . . . . . . . . . . . . . . . 1195--1216 Bénédicte Haas and Grégory Miermont Self-similar scaling limits of non-increasing Markov chains . . . . . . 1217--1247 Sébastien Chambeu and Aline Kurtzmann Some particular self-interacting diffusions: Ergodic behaviour and almost sure convergence . . . . . . . . . . . . 1248--1267 Michael H. Neumann Absolute regularity and ergodicity of Poisson count processes . . . . . . . . 1268--1284 Nelson Antunes and Vladas Pipiras Probabilistic sampling of finite renewal processes . . . . . . . . . . . . . . . 1285--1326 Adam Os\kekowski Sharp maximal inequalities for the moments of martingales and non-negative submartingales . . . . . . . . . . . . . 1327--1343 István Berkes and Lajos Horváth and Johannes Schauer Asymptotics of trimmed CUSUM statistics 1344--1367 Marten Wegkamp and Ming Yuan Support vector machines with a reject option . . . . . . . . . . . . . . . . . 1368--1385 Yonggang Hu and Yong Wang and Yi Wu Tensor-based projection depth . . . . . 1386--1399 Jianhua Hu and Guohua Yan and Jinhong You Estimation for an additive growth curve model with orthogonal design matrices 1400--1419 Subhajit Dutta and Anil K. Ghosh and Probal Chaudhuri Some intriguing properties of Tukey's half-space depth . . . . . . . . . . . . 1420--1434 Anonymous Acknowledgements . . . . . . . . . . . . 1435--1437 Anonymous Author Index . . . . . . . . . . . . . . 1438--1442 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Bruno Saussereau Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion . . . . 1--23 Mireia Besalú and Carles Rovira Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion . . . . . . . 24--45 Eckhard Schlemm and Robert Stelzer Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes . . . . . . . . 46--63 Boris Buchmann and Gernot Müller Limit experiments of GARCH . . . . . . . 64--99 Alexander Bulinski and Evgeny Spodarev and Florian Timmermann Central limit theorems for the excursion set volumes of weakly dependent random fields . . . . . . . . . . . . . . . . . 100--118 A. E. Koudou and P. Vallois Independence properties of the Matsumoto--Yor type . . . . . . . . . . 119--136 Jan Beran and Yevgen Shumeyko On asymptotically optimal wavelet estimation of trend functions under long-range dependence . . . . . . . . . 137--176 Young K. Lee and Enno Mammen and Byeong U. Park Projection-type estimation for varying coefficient regression models . . . . . 177--205 Ping Wu and Winfried Stute and Li-Xing Zhu Efficient estimation of moments in linear mixed models . . . . . . . . . . 206--228 Jana Jure\vcková and Jan Kalina Nonparametric multivariate rank tests and their unbiasedness . . . . . . . . . 229--251 Pierre Del Moral and Arnaud Doucet and Ajay Jasra On adaptive resampling strategies for sequential Monte Carlo methods . . . . . 252--278 Yaming Yu On the inclusion probabilities in some unequal probability sampling plans without replacement . . . . . . . . . . 279--289 Piotr Zwiernik and Jim Q. Smith Tree cumulants and the geometry of binary tree models . . . . . . . . . . . 290--321 Zongming Ma Accuracy of the Tracy--Widom limits for the extreme eigenvalues in white Wishart matrices . . . . . . . . . . . . . . . . 322--359 Gilles Pag\`es and Abass Sagna Asymptotics of the maximal radius of an $ L^r $-optimal sequence of quantizers 360--389 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Gérard Kerkyacharian and Erwan Le Pennec and Dominique Picard Radon needlet thresholding . . . . . . . 391--433 Andreas Maurer Thermodynamics and concentration . . . . 434--454 Stefan Aulbach and Verena Bayer and Michael Falk A multivariate piecing-together approach with an application to operational loss data . . . . . . . . . . . . . . . . . . 455--475 Makoto Maejima and Víctor Pérez-Abreu and Ken-iti Sato A class of multivariate infinitely divisible distributions related to arcsine density . . . . . . . . . . . . 476--495 Simon Guillotte and François Perron Bayesian estimation of a bivariate copula using the Jeffreys prior . . . . 496--519 Eric A. Cator and Hendrik P. Lopuhaä Central limit theorem and influence function for the MCD estimators at general multivariate distributions . . . 520--551 Anne Leucht Degenerate $U$- and $V$-statistics under weak dependence: Asymptotic theory and bootstrap consistency . . . . . . . . . 552--585 Yuichi Hirose and Alan Lee Reparametrization of the least favorable submodel in semi-parametric multisample models . . . . . . . . . . . . . . . . . 586--605 Pedro C. Álvarez-Esteban and Eustasio del Barrio and Juan A. Cuesta-Albertos and Carlos Matrán Similarity of samples and trimming . . . 606--634 Éric Marchand and William E. Strawderman A unified minimax result for restricted parameter spaces . . . . . . . . . . . . 635--643 Peter M. Robinson Inference on power law spatial trends 644--677 Jia Chen and Jiti Gao and Degui Li Estimation in semi-parametric regression with non-stationary regressors . . . . . 678--702 Lo\"\ic Hervé and James Ledoux and Valentin Patilea A uniform Berry--Esseen theorem on $M$-estimators for geometrically ergodic Markov chains . . . . . . . . . . . . . 703--734 Dong Li and Shiqing Ling and Howell Tong On moving-average models with feedback 735--745 Holger Dette and Nikolai Leonenko and Andrey Pepelyshev and Anatoly Zhigljavsky Correction to ``Asymptotic optimal designs under long-range dependence error structure'' Bernoulli \bf 15 (2009) 1036--1056 . . . . . . . . . . . 746 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Marc Hallin and Christophe Ley Skew-symmetric distributions and Fisher information --- a tale of two densities 747--763 Johan Segers Asymptotics of empirical copula processes under non-restrictive smoothness assumptions . . . . . . . . . 764--782 François Roueff and Gennady Samorodnitsky and Philippe Soulier Function-indexed empirical processes based on an infinite source Poisson transmission stream . . . . . . . . . . 783--802 Eric Beutner and Henryk Zähle Deriving the asymptotic distribution of $U$- and $V$-statistics of dependent data using weighted empirical processes 803--822 Shaul K. Bar-Lev and Andreas Löpker and Wolfgang Stadje On the small-time behavior of subordinators . . . . . . . . . . . . . 823--835 Liugen Xue and Qihua Wang Empirical likelihood for single-index varying-coefficient models . . . . . . . 836--856 Richard A. Lockhart Conditional limit laws for goodness-of-fit tests . . . . . . . . . 857--882 Pierre Alquier and Olivier Wintenberger Model selection for weakly dependent time series forecasting . . . . . . . . 883--913 Arnak S. Dalalyan and Alexandre B. Tsybakov Mirror averaging with sparsity priors 914--944 Yuval Nardi and Alessandro Rinaldo The log-linear group-lasso estimator and its asymptotic properties . . . . . . . 945--974 Yves F. Atchadé and Gersende Fort Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II . . . . . . . . . . . . . . . . 975--1001 Stefano Favaro and Alessandra Guglielmi and Stephen G. Walker A class of measure-valued Markov chains and Bayesian nonparametrics . . . . . . 1002--1030 Mark Huber Spatial birth--death swap chains . . . . 1031--1041 Mohammud Foondun and Davar Khoshnevisan An asymptotic theory for randomly forced discrete nonlinear heat equations . . . 1042--1060 Shota Gugushvili and Chris A. J. Klaassen $ \sqrt n$-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing . . 1061--1098 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
R. Le Guével and J. Lévy Véhel A Ferguson--Klass--LePage series representation of multistable multifractional motions and related processes . . . . . . . . . . . . . . . 1099--1127 René L. Schilling and Pawe\l Sztonyk and Jian Wang Coupling property and gradient estimates of Lévy processes via the symbol . . . . 1128--1149 Alexander Walsh Extended Itô calculus for symmetric Markov processes . . . . . . . . . . . . 1150--1171 Anita Behme and Makoto Maejima and Muneya Matsui and Noriyoshi Sakuma Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions . . . . . . . . . . . . . . 1172--1187 Assane Diop Convergence of some random functionals of discretized semimartingales . . . . . 1188--1222 Alexandros Beskos and Stefano Peluchetti and Gareth Roberts $ \varepsilon $-Strong simulation of the Brownian path . . . . . . . . . . . . . 1223--1248 Bodhisattva Sen and Michael Woodroofe Bootstrap confidence intervals for isotonic estimators in a stereological problem . . . . . . . . . . . . . . . . 1249--1266 Stefano Favaro and Antonio Lijoi and Igor Prünster Asymptotics for a Bayesian nonparametric estimator of species variety . . . . . . 1267--1283 María V. Fasano and Ricardo A. Maronna and Mariela Sued and Víctor J. Yohai Continuity and differentiability of regression M functionals . . . . . . . . 1284--1309 Terrence M. Adams and Andrew B. Nobel Uniform approximation of Vapnik--Chervonenkis classes . . . . . . 1310--1319 Guillaume Chauvet On a characterization of ordered pivotal sampling . . . . . . . . . . . . . . . . 1320--1340 Fabrice Gamboa and Thierry Klein and Clémentine Prieur Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications . . 1341--1360 Daniel Bonnéry and F. Jay Breidt and François Coquet Uniform convergence of the empirical cumulative distribution function under informative selection from a finite population . . . . . . . . . . . . . . . 1361--1385 Guus Balkema and Paul Embrechts and Natalia Nolde Sensitivity of the limit shape of sample clouds from meta densities . . . . . . . 1386--1404 B. B. Chen and G. M. Pan Convergence of the largest eigenvalue of normalized sample covariance matrices when $p$ and $n$ both tend to infinity with their ratio converging to zero . . 1405--1420 Mathias Vetter and Holger Dette Model checks for the volatility under microstructure noise . . . . . . . . . . 1421--1447 Kung-Sik Chan and Henghsiu Tsai Inference of seasonal long-memory aggregate time series . . . . . . . . . 1448--1464 Anonymous Acknowledgements . . . . . . . . . . . . 1465--1466 Anonymous Author Index . . . . . . . . . . . . . . 1467--1471 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Bo Markussen Functional data analysis in an operator-based mixed-model framework . . 1--17 Hervé Cardot and Peggy Cénac and Pierre-André Zitt Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm . . . . . . . . . . . . . . . 18--43 Frank van der Meulen and Harry van Zanten Consistent nonparametric Bayesian inference for discretely observed scalar diffusions . . . . . . . . . . . . . . . 44--63 Igor Prünster and Matteo Ruggiero A Bayesian nonparametric approach to modeling market share dynamics . . . . . 64--92 Auguste Aman A numerical scheme for backward doubly stochastic differential equations . . . 93--114 Frank Aurzada and Leif Döring and Mladen Savov Small time Chung-type LIL for Lévy processes . . . . . . . . . . . . . . . 115--136 Robert Keener Improving Brownian approximations for boundary crossing problems . . . . . . . 137--153 Shogo Kato and M. C. Jones An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion . . . 154--171 O. Kouamo and C. Lévy-Leduc and E. Moulines Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context . . . . . . . . 172--204 Zhibiao Zhao and Xiaoye Li Inference for modulated stationary processes . . . . . . . . . . . . . . . 205--227 Song X. Chen and Liang Peng and Cindy L. Yu Parameter estimation and model testing for Markov processes via conditional characteristic functions . . . . . . . . 228--251 Shujie Ma and Qiongxia Song and Li Wang Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data . . . . . . 252--274 Xing Sun and Andrew B. Nobel On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix . . . . . . . . . . . . . 275--294 Hammou El Barmi and Ian W. McKeague Empirical likelihood-based tests for stochastic ordering . . . . . . . . . . 295--307 Bikramjit Das and Souvik Ghosh Weak limits for exploratory plots in the analysis of extremes . . . . . . . . . . 308--343 Chenlei Leng and Xingwei Tong A quantile regression estimator for censored data . . . . . . . . . . . . . 344--361 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Shankar Bhamidi and Remco van der Hofstad and Gerard Hooghiemstra Weak disorder in the stochastic mean-field model of distance II . . . . 363--386 Michael L. Stein On a class of space--time intrinsic random functions . . . . . . . . . . . . 387--408 Uwe Küchler and Michael Sòrensen Statistical inference for discrete-time samples from affine stochastic delay differential equations . . . . . . . . . 409--425 M. Hoffmann and M. Rosenbaum and N. Yoshida Estimation of the lead-lag parameter from non-synchronous data . . . . . . . 426--461 Ingrid Hobæk Haff Parameter estimation for pair-copula constructions . . . . . . . . . . . . . 462--491 Liang Peng and Linyi Qian and Jingping Yang Weighted estimation of the dependence function for an extreme-value distribution . . . . . . . . . . . . . . 492--520 Alexandre Belloni and Victor Chernozhukov Least squares after model selection in high-dimensional sparse models . . . . . 521--547 Robert C. Griffiths and Dario Span\`o Orthogonal polynomial kernels and canonical correlations for Dirichlet measures . . . . . . . . . . . . . . . . 548--598 Ronnie Loeffen and Irmina Czarna and Zbigniew Palmowski Parisian ruin probability for spectrally negative Lévy processes . . . . . . . . . 599--609 Erol A. Peköz and Adrian Röllin and Nathan Ross Total variation error bounds for geometric approximation . . . . . . . . 610--632 Jean-Christophe Mourrat On the rate of convergence in the martingale central limit theorem . . . . 633--645 Guillaume Lecué and Shahar Mendelson On the optimality of the aggregate with exponential weights for low temperatures 646--675 Ery Arias-Castro and Geoffrey R. Grimmett Cluster detection in networks using percolation . . . . . . . . . . . . . . 676--719 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Olivier Lopez and Valentin Patilea and Ingrid Van Keilegom Single index regression models in the presence of censoring depending on the covariates . . . . . . . . . . . . . . . 721--747 Stanislav Volgushev and Holger Dette Nonparametric quantile regression for twice censored data . . . . . . . . . . 748--779 Serdar Altok Unimodularity for multi-type Galton--Watson trees . . . . . . . . . . 780--802 Ole E. Barndorff-Nielsen and Fred Espen Benth and Almut E. D. Veraart Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes . . . . . . . . . . . . . . . 803--845 Zsolt Talata Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes . . . . . . . . . . . 846--885 Enkelejd Hashorva Minima and maxima of elliptical arrays and spherical processes . . . . . . . . 886--904 Adrian Baddeley and David Dereudre Variational estimators for the parameters of Gibbs point process models 905--930 Michael Kohler and Harro Walk On data-based optimal stopping under stationarity and ergodicity . . . . . . 931--953 Hanxiang Peng and Anton Schick Empirical likelihood approach to goodness of fit testing . . . . . . . . 954--981 Mark S. Veillette and Murad S. Taqqu Properties and numerical evaluation of the Rosenblatt distribution . . . . . . 982--1005 Weidong Liu and Qi-Man Shao and Qiying Wang Self-normalized Cramér type moderate deviations for the maximum of sums . . . 1006--1027 Tiefeng Jiang Limit theorems for beta-Jacobi ensembles 1028--1046 Patrick Cheridito and Mitja Stadje BS$ \Delta $Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness . . . . . . . 1047--1085 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Richard A. Davis and Thomas Mikosch Editorial . . . . . . . . . . . . . . . 1087 Eugene Seneta A Tricentenary history of the Law of Large Numbers . . . . . . . . . . . . . 1088--1121 David Aldous Interacting particle systems as stochastic social dynamics . . . . . . . 1122--1149 Johel Beltran and Jean-François Le Gall Quadrangulations with no pendant vertices . . . . . . . . . . . . . . . . 1150--1175 Alexander W. Blocker and Xiao-Li Meng The potential and perils of preprocessing: Building new foundations 1176--1211 Peter Bühlmann Statistical significance in high-dimensional linear models . . . . . 1212--1242 Louis H. Y. Chen and Adrian Röllin Approximating dependent rare events . . 1243--1267 Geoffrey Decrouez and Peter Hall Normal approximation and smoothness for sums of means of lattice-valued random variables . . . . . . . . . . . . . . . 1268--1293 Persi Diaconis Some things we've learned (about Markov chain Monte Carlo) . . . . . . . . . . . 1294--1305 Hans Föllmer and Alexander Schied Probabilistic aspects of finance . . . . 1306--1326 Tilmann Gneiting Strictly and non-strictly positive definite functions on spheres . . . . . 1327--1349 Francis Hirsch and Marc Yor On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator . . . . . . 1350--1377 Michael I. Jordan On statistics, computation and scalability . . . . . . . . . . . . . . 1378--1390 Hans R. Künsch Particle filters . . . . . . . . . . . . 1391--1403 Nancy Reid Aspects of likelihood inference . . . . 1404--1418 Sidney I. Resnick and David Zeber Clustering of Markov chain exceedances 1419--1448 Jonathan Taylor The geometry of least squares in the 21st century . . . . . . . . . . . . . . 1449--1464 Bin Dai and Shilin Ding and Grace Wahba Multivariate Bernoulli distribution . . 1465--1483 Bin Yu Stability . . . . . . . . . . . . . . . 1484--1500 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Alexandros Beskos and Natesh Pillai and Gareth Roberts and Jesus-Maria Sanz-Serna and Andrew Stuart Optimal tuning of the hybrid Monte Carlo algorithm . . . . . . . . . . . . . . . 1501--1534 Siegfried Hörmann and Piotr Kokoszka Consistency of the mean and the principal components of spatially distributed functional data . . . . . . 1535--1558 Gerardo Hernandez-del-Valle On hitting times, Bessel bridges and Schrödinger's equation . . . . . . . . . 1559--1575 Jan Johannes and Maik Schwarz Adaptive circular deconvolution by model selection under unknown error distribution . . . . . . . . . . . . . . 1576--1611 Gert Nieuwenhuis Asymptotic mean stationarity and absolute continuity of point process distributions . . . . . . . . . . . . . 1612--1636 Tomasz Schreiber and Christoph Thäle Geometry of iteration stable tessellations: Connection with Poisson hyperplanes . . . . . . . . . . . . . . 1637--1654 Axel Bücher and Holger Dette Multiplier bootstrap of tail copulas with applications . . . . . . . . . . . 1655--1687 Thomas Mikosch and Mohsen Rezapour Stochastic volatility models with possible extremal clustering . . . . . . 1688--1713 Jiti Gao and Qiying Wang and Jiying Yin Long-range dependent time series specification . . . . . . . . . . . . . 1714--1749 Weronika \Laukajtys and Leszek S\lomi\'nski Penalization methods for the Skorokhod problem and reflecting SDEs with jumps 1750--1775 Xiaoqing Pan and Maochao Xu and Taizhong Hu Some inequalities of linear combinations of independent random variables: II . . 1776--1789 Jingchen Liu and Gongjun Xu and Zhiliang Ying Theory of self-learning $Q$-matrix . . . 1790--1817 Wissem Jedidi and Thomas Simon Further examples of GGC and HCM densities . . . . . . . . . . . . . . . 1818--1838 Tiejun Tong and Yanyuan Ma and Yuedong Wang Optimal variance estimation without estimating the mean function . . . . . . 1839--1854 Djalil Chafa\"\i and Aldéric Joulin Intertwining and commutation relations for birth--death processes . . . . . . . 1855--1879 Jean Picard and Catherine Savona Smoothness of the law of manifold-valued Markov processes with jumps . . . . . . 1880--1919 Elena Stanghellini and Barbara Vantaggi Identification of discrete concentration graph models with one hidden binary variable . . . . . . . . . . . . . . . . 1920--1937 J. C. Pardo and V. Rivero and K. van Schaik On the density of exponential functionals of Lévy processes . . . . . . 1938--1964 Piet Groeneboom and Geurt Jongbloed Testing monotonicity of a hazard: Asymptotic distribution theory . . . . . 1965--1999 Stavros Vakeroudis and Marc Yor Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion . . . . . . . 2000--2009 Alexander Schnurr Generalization of the Blumenthal--Getoor index to the class of homogeneous diffusions with jumps and some applications . . . . . . . . . . . . . . 2010--2032 Krzysztof \Latuszy\'nski and B\la\.zej Miasojedow and Wojciech Niemiro Nonasymptotic bounds on the estimation error of MCMC algorithms . . . . . . . . 2033--2066 Hervé Cardot and David Degras and Etienne Josserand Confidence bands for Horvitz--Thompson estimators using sampled noisy functional data . . . . . . . . . . . . 2067--2097 Ngai Hang Chan and Rongmao Zhang Marked empirical processes for non-stationary time series . . . . . . . 2098--2119 Lajos Horváth and Ron Reeder A test of significance in functional quadratic regression . . . . . . . . . . 2120--2151 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Guillaume Lecué Empirical risk minimization is optimal for the convex aggregation problem . . . 2153--2166 Nikola Sandri\'c Recurrence and transience property for a class of Markov chains . . . . . . . . . 2167--2199 Tatsuya Kubokawa and William E. Strawderman Dominance properties of constrained Bayes and empirical Bayes estimators . . 2200--2221 Cyrille Dubarry and Sylvain Le Corff Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models . . . . . . 2222--2249 Anton Schick and Wolfgang Wefelmeyer Uniform convergence of convolution estimators for the response density in nonparametric regression . . . . . . . . 2250--2276 Tong Zhang Multi-stage convex relaxation for feature selection . . . . . . . . . . . 2277--2293 A. M. Kulik and N. N. Leonenko Ergodicity and mixing bounds for the Fisher--Snedecor diffusion . . . . . . . 2294--2329 Kayvan Sadeghi Stable mixed graphs . . . . . . . . . . 2330--2358 T. Tony Cai and Zongming Ma Optimal hypothesis testing for high dimensional covariance matrices . . . . 2359--2388 Liudas Giraitis and Hira L. Koul On asymptotic distributions of weighted sums of periodograms . . . . . . . . . . 2389--2413 Alexander Walsh Stochastic integration with respect to additive functionals of zero quadratic variation . . . . . . . . . . . . . . . 2414--2436 Jacek Jakubowski and Maciej Wi\'sniewolski On hyperbolic Bessel processes and beyond . . . . . . . . . . . . . . . . . 2437--2454 Tomoyuki Ichiba and Ioannis Karatzas and Vilmos Prokaj Diffusions with rank-based characteristics and values in the nonnegative quadrant . . . . . . . . . . 2455--2493 Lo\"\ic Chaumont and Henry Pantí and Víctor Rivero The Lamperti representation of real-valued self-similar Markov processes . . . . . . . . . . . . . . . 2494--2523 Marc Hallin and Davy Paindaveine and Thomas Verdebout Optimal rank-based tests for Common Principal Components . . . . . . . . . . 2524--2556 Abdelaati Daouia and Laurent Gardes and Stéphane Girard On kernel smoothing for extremal quantile regression . . . . . . . . . . 2557--2589 John W. Lau A conjugate class of random probability measures based on tilting and with its posterior analysis . . . . . . . . . . . 2590--2626 Christophe Crambes and André Mas Asymptotics of prediction in functional linear regression with functional outputs . . . . . . . . . . . . . . . . 2627--2651 Cristina Butucea and Yuri I. Ingster Detection of a sparse submatrix of a high-dimensional noisy matrix . . . . . 2652--2688 J. L. Wadsworth and J. A. Tawn A new representation for multivariate tail probabilities . . . . . . . . . . . 2689--2714 Philip Preuß and Mathias Vetter and Holger Dette A test for stationarity based on empirical processes . . . . . . . . . . 2715--2749 Octavio Arizmendi and Takahiro Hasebe On a class of explicit Cauchy--Stieltjes transforms related to monotone stable and free Poisson laws . . . . . . . . . 2750--2767 Emilio Porcu and René L. Schilling Addendum to ``From Schoenberg to Pick--Nevanlinna: Towards a complete picture of the variogram class'' . . . . 2768 Anonymous Acknowledgements . . . . . . . . . . . . 2769--2771 Anonymous Author Index . . . . . . . . . . . . . . 2772--2779 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Elena Villa On the local approximation of mean densities of random closed sets . . . . 1--27 Claudio Durastanti and Xiaohong Lan and Domenico Marinucci Gaussian semiparametric estimates on the unit sphere . . . . . . . . . . . . . . 28--77 Zhou Zhou Nonparametric specification for non-stationary time series regression 78--108 Mathias Trabs Calibration of self-decomposable Lévy models . . . . . . . . . . . . . . . . . 109--140 Guang Cheng and Lan Zhou and Jianhua Z. Huang Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data 141--163 Zudi Lu and Qingguo Tang and Longsheng Cheng Estimating spatial quantile regression with functional coefficients: A robust semiparametric framework . . . . . . . . 164--189 Gerónimo Uribe Bravo Bridges of Lévy processes conditioned to stay positive . . . . . . . . . . . . . 190--206 Qiying Wang and Nigel Chan Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression . . 207--230 Fadoua Balabdaoui and Jon A. Wellner Chernoff's density is log-concave . . . 231--244 G. Afendras and N. Papadatos Strengthened Chernoff-type variance bounds . . . . . . . . . . . . . . . . . 245--264 Robert Hintze and Ilya Pavlyukevich Small noise asymptotics and first passage times of integrated Ornstein--Uhlenbeck processes driven by $ \alpha $-stable Lévy processes . . . . 265--281 Olga Klopp Noisy low-rank matrix completion with general sampling distribution . . . . . 282--303 Gilles Blanchard and Sylvain Delattre and Etienne Roquain Testing over a continuum of null hypotheses with False Discovery Rate control . . . . . . . . . . . . . . . . 304--333 Carenne Ludeña and Philippe Soulier Estimating the scaling function of multifractal measures and multifractal random walks using ratios . . . . . . . 334--376 Weijuan Chu and Wenbo V. Li and Yan-Xia Ren Small value probabilities for supercritical branching processes with immigration . . . . . . . . . . . . . . 377--393 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Marek Arendarczyk and Krzysztof D\kebicki and Michel Mandjes On the tail asymptotics of the area swept under the Brownian storage graph 395--415 Jose Blanchet and Jingchen Liu Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin . . . . . . . 416--456 G. Fort and E. Moulines and P. Priouret and P. Vandekerkhove A central limit theorem for adaptive and interacting Markov chains . . . . . . . 457--485 Günter Last Perturbation analysis of Poisson processes . . . . . . . . . . . . . . . 486--513 Nathalie Akakpo and Fadoua Balabdaoui and Cécile Durot Testing monotonicity via local least concave majorants . . . . . . . . . . . 514--544 Christophe Andrieu and Matti Vihola Markovian stochastic approximation with expanding projections . . . . . . . . . 545--585 Aurélien Deya and Ivan Nourdin Invariance principles for homogeneous sums of free random variables . . . . . 586--603 Peter D. Hoff and Xiaoyue Niu and Jon A. Wellner Information bounds for Gaussian copulas 604--622 Valentin Konakov and Enno Mammen and Jeannette Woerner Statistical convergence of Markov experiments to diffusion limits . . . . 623--644 Mogens Bladt and Michael Sòrensen Simple simulation of diffusion bridges with application to likelihood inference for diffusions . . . . . . . . . . . . . 645--675 Kayvan Sadeghi and Steffen Lauritzen Markov properties for mixed graphs . . . 676--696 Giovanni Peccati and Cengbo Zheng Universal Gaussian fluctuations on the discrete Poisson chaos . . . . . . . . . 697--715 Sylvain Corlay Partial functional quantization and generalized bridges . . . . . . . . . . 716--746 Till Sabel and Johannes Schmidt-Hieber Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information . . . . . . . . . . . 747--774 Mitia Duerinckx and Christophe Ley and Yvik Swan Maximum likelihood characterization of distributions . . . . . . . . . . . . . 775--802 Thomas Mikosch and Yuwei Zhao A Fourier analysis of extreme events . . 803--845 Eric Beutner and Henryk Zähle Continuous mapping approach to the asymptotics of $U$- and $V$-statistics 846--877 Bruno Saussereau Nonparametric inference for fractional diffusion . . . . . . . . . . . . . . . 878--918 Hilmar Mai Efficient maximum likelihood estimation for Lévy-driven Ornstein--Uhlenbeck processes . . . . . . . . . . . . . . . 919--957 Daniel J. Nordman and Soumendra N. Lahiri Convergence rates of empirical block length selectors for block bootstrap . . 958--978 S. Y. Novak Lower bounds to the accuracy of inference on heavy tails . . . . . . . . 979--989 Torkel Erhardsson Conditions for convergence of random coefficient $ \mathrm {AR}(1) $ processes and perpetuities in higher dimensions . . . . . . . . . . . . . . . 990--1005 Wicher Bergsma and Angelos Dassios A consistent test of independence based on a sign covariance related to Kendall's tau . . . . . . . . . . . . . 1006--1028 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Karim Lounici High-dimensional covariance matrix estimation with missing observations . . 1029--1058 Emmanuelle Clément and Sylvain Delattre and Arnaud Gloter Asymptotic lower bounds in estimating jumps . . . . . . . . . . . . . . . . . 1059--1096 Jean-François Coeurjolly and Jesper Mòller Variational approach for spatial point process intensity estimation . . . . . . 1097--1125 José E. Figueroa-López and Peter Tankov Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias . . . . . . . . . . . . 1126--1164 José E. Figueroa-López and Yankeng Luo and Cheng Ouyang Small-time expansions for local jump-diffusion models with infinite jump activity . . . . . . . . . . . . . . . . 1165--1209 Ilya Molchanov and Michael Schmutz and Kaspar Stucki Invariance properties of random vectors and stochastic processes based on the zonoid concept . . . . . . . . . . . . . 1210--1233 Anirban Basak and Arup Bose and Sanchayan Sen Limiting spectral distribution of sample autocovariance matrices . . . . . . . . 1234--1259 Antonio Lijoi and Bernardo Nipoti and Igor Prünster Bayesian inference with dependent normalized completely random measures 1260--1291 Jüri Lember and Heinrich Matzinger and Anna Vollmer Optimal alignments of longest common subsequences and their path properties 1292--1343 Christian Genest and Johanna G. Ne\vslehová and Bruno Rémillard On the empirical multilinear copula process for count data . . . . . . . . . 1344--1371 Herold Dehling and Olivier Durieu and Marco Tusche Approximating class approach for empirical processes of dependent sequences indexed by functions . . . . . 1372--1403 Xiao Fang Discretized normal approximation by Stein's method . . . . . . . . . . . . . 1404--1431 Marc Hallin and Christophe Ley Skew-symmetric distributions and Fisher information: The double sin of the skew-normal . . . . . . . . . . . . . . 1432--1453 Nikolai Leonenko and Andriy Olenko Sojourn measures of Student and Fisher--Snedecor random fields . . . . . 1454--1483 Subhra Sankar Dhar and Biman Chakraborty and Probal Chaudhuri Comparison of multivariate distributions using quantile--quantile plots and related tests . . . . . . . . . . . . . 1484--1506 Silvia Bianconcini Asymptotic properties of adaptive maximum likelihood estimators in latent variable models . . . . . . . . . . . . 1507--1531 Zhibiao Zhao and Ying Wei and Dennis K. J. Lin Asymptotics of nonparametric L-1 regression models with dependent data 1532--1559 Michaël Chichignoud and Johannes Lederer A robust, adaptive $M$-estimator for pointwise estimation in heteroscedastic regression . . . . . . . . . . . . . . . 1560--1599 A. B. Dieker and B. Yakir On asymptotic constants in the theory of extremes for Gaussian processes . . . . 1600--1619 S. G. Bobkov and G. P. Chistyakov and F. Götze Fisher information and convergence to stable laws . . . . . . . . . . . . . . 1620--1646 Peter Hall and Jiashun Jin and Hugh Miller Feature selection when there are many influential features . . . . . . . . . . 1647--1671 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Lothar Heinrich and Sebastian Lück and Volker Schmidt Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks 1673--1697 Neng-Yi Wang and Liming Wu Convergence rate and concentration inequalities for Gibbs sampling in high dimension . . . . . . . . . . . . . . . 1698--1716 Ana Ferreira and Laurens de Haan The generalized Pareto process; with a view towards application and simulation 1717--1737 Chi Tim Ng and Harry Joe Model comparison with composite likelihood information criteria . . . . 1738--1764 Markus Fischer On the form of the large deviation rate function for the empirical measures of weakly interacting systems . . . . . . . 1765--1801 Arlene K. H. Kim Minimax bounds for estimation of normal mixtures . . . . . . . . . . . . . . . . 1802--1818 Clément Foucart and Gerónimo Uribe Bravo Local extinction in continuous-state branching processes with immigration . . 1819--1844 José Trashorras and Olivier Wintenberger Large deviations for bootstrapped empirical measures . . . . . . . . . . . 1845--1878 Dan Crisan and Joaquín Míguez Particle-kernel estimation of the filter density in state-space models . . . . . 1879--1929 Benjamin Jourdain and Tony Leli\`evre and B\la\.zej Miasojedow Optimal scaling for the transient phase of Metropolis Hastings algorithms: The longtime behavior . . . . . . . . . . . 1930--1978 Andrew L. Rukhin Restricted likelihood representation and decision-theoretic aspects of meta-analysis . . . . . . . . . . . . . 1979--1998 Omiros Papaspiliopoulos and Matteo Ruggiero Optimal filtering and the dual process 1999--2019 Johannes Lederer and Sara van de Geer New concentration inequalities for suprema of empirical processes . . . . . 2020--2038 Elisabeth Gassiat and Judith Rousseau About the posterior distribution in hidden Markov models with unknown number of states . . . . . . . . . . . . . . . 2039--2075 Frank Ball and Miguel González and Rodrigo Martínez and Maroussia Slavtchova-Bojkova Stochastic monotonicity and continuity properties of functions defined on Crump--Mode--Jagers branching processes, with application to vaccination in epidemic modelling . . . . . . . . . . . 2076--2101 Dmitrii Zholud Tail approximations for the Student $t$-, $F$-, and Welch statistics for non-normal and not necessarily i.i.d. random variables . . . . . . . . . . . . 2102--2130 Claire Lacour and Thanh Mai Pham Ngoc Goodness-of-fit test for noisy directional data . . . . . . . . . . . . 2131--2168 Francisco J. Delgado-Vences and Marta Sanz-Solé Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm . . . . . . . . . . . . . . . 2169--2216 Rui M. Castro Adaptive sensing performance lower bounds for sparse signal detection and support estimation . . . . . . . . . . . 2217--2246 Márton Ispány and Kristóf Körmendi and Gyula Pap Asymptotic behavior of CLS estimators for $2$-type doubly symmetric critical Galton--Watson processes with immigration . . . . . . . . . . . . . . 2247--2277 Takafumi Kanamori and Hironori Fujisawa Affine invariant divergences associated with proper composite scoring rules and their applications . . . . . . . . . . . 2278--2304 Johannes Dueck and Dominic Edelmann and Tilmann Gneiting and Donald Richards The affinely invariant distance correlation . . . . . . . . . . . . . . 2305--2330 Anonymous Author Index . . . . . . . . . . . . . . ?? Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Sergio Bacallado and Stefano Favaro and Lorenzo Trippa Looking-backward probabilities for Gibbs-type exchangeable random partitions . . . . . . . . . . . . . . . 1--37 Sebastian Engelke and Zakhar Kabluchko and Martin Schlather Maxima of independent, non-identically distributed Gaussian vectors . . . . . . 38--61 Davy Paindaveine and Germain Van Bever Nonparametrically consistent depth-based classifiers . . . . . . . . . . . . . . 62--82 Niels Richard Hansen and Patricia Reynaud-Bouret and Vincent Rivoirard Lasso and probabilistic inequalities for multivariate point processes . . . . . . 83--143 Katharina Proksch and Nicolai Bissantz and Holger Dette Confidence bands for multivariate and time dependent inverse regression models 144--175 Sébastien Loustau and Clément Marteau Minimax fast rates for discriminant analysis with errors in variables . . . 176--208 Ery Arias-Castro and Sébastien Bubeck and Gábor Lugosi Detecting positive correlations in a multivariate sample . . . . . . . . . . 209--241 Tao Wang and Peirong Xu and Lixing Zhu Variable selection and estimation for semi-parametric multiple-index models 242--275 Kirstin Strokorb and Martin Schlather An exceptional max-stable process fully parameterized by its extremal coefficients . . . . . . . . . . . . . . 276--302 Lihua Bai and Jin Ma Stochastic differential equations driven by fractional Brownian motion and Poisson point process . . . . . . . . . 303--334 Louis H. Y. Chen and Xiao Fang On the error bound in a combinatorial central limit theorem . . . . . . . . . 335--359 Mathias Beiglböck and Pietro Siorpaes Pathwise versions of the Burkholder--Davis--Gundy inequality . . 360--373 Christophe Cuny A compact LIL for martingales in $2$-smooth Banach spaces with applications . . . . . . . . . . . . . . 374--400 Donald A. Pierce and Ruggero Bellio Beyond first-order asymptotics for Cox regression . . . . . . . . . . . . . . . 401--419 Clément Dombry Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework . . . . . . . . . . . . . . . 420--436 Witold Marek Bednorz and Rafa\l Marcin \Lochowski Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes . . . . . . 437--464 Alexandra Carpentier Testing the regularity of a smooth signal . . . . . . . . . . . . . . . . . 465--488 D. Buraczewski and E. Damek and J. Zienkiewicz Precise tail asymptotics of fixed points of the smoothing transform with general weights . . . . . . . . . . . . . . . . 489--504 Bertrand Cloez and Martin Hairer Exponential ergodicity for Markov processes with random switching . . . . 505--536 Mahendra Mariadassou and Catherine Matias Convergence of the groups posterior distribution in latent or stochastic block models . . . . . . . . . . . . . . 537--573 Zhiqiang Tan Improved minimax estimation of a multivariate normal mean under heteroscedasticity . . . . . . . . . . . 574--603 Takashi Nakamura A complete Riemann zeta distribution and the Riemann hypothesis . . . . . . . . . 604--617 XuanLong Nguyen Posterior contraction of the population polytope in finite admixture models . . 618--646 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Martin G. Riedler and Mich\`ele Thieullen Spatio-temporal hybrid (PDMP) models: Central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology . . . . 647--696 Carsten Jentsch and Markus Pauly Testing equality of spectral densities using randomization techniques . . . . . 697--739 Emmanuel Boissard and Thibaut Le Gouic and Jean-Michel Loubes Distribution's template estimate with Wasserstein metrics . . . . . . . . . . 740--759 Raghid Zeineddine Fluctuations of the power variation of fractional Brownian motion in Brownian time . . . . . . . . . . . . . . . . . . 760--780 Holger Dette and Marc Hallin and Tobias Kley and Stanislav Volgushev Of copulas, quantiles, ranks and spectra: An $ L_1 $-approach to spectral analysis . . . . . . . . . . . . . . . . 781--831 Yang Feng and Yuguo Chen and Xuming He Bayesian quantile regression with approximate likelihood . . . . . . . . . 832--850 Adrian Röllin and Nathan Ross Local limit theorems via Landau--Kolmogorov inequalities . . . . 851--880 Alessandro Baldi Antognini and Maroussa Zagoraiou On the almost sure convergence of adaptive allocation procedures . . . . . 881--908 Xianyang Zhang and Xiaofeng Shao Two sample inference for the second-order property of temporally dependent functional data . . . . . . . 909--929 Yuqiang Li and Wensheng Wang and Yimin Xiao Exact moduli of continuity for operator-scaling Gaussian random fields 930--956 Holger Drees and Laurens de Haan Estimating failure probabilities . . . . 957--1001 A. D. Barbour and H. L. Gan and A. Xia Stein factors for negative binomial approximation in Wasserstein distance 1002--1013 Wilfrid S. Kendall Coupling, local times, immersions . . . 1014--1046 Qing Huang and Rosemary Renaut Functional partial canonical correlation 1047--1066 Stefan Ankirchner and David Hobson and Philipp Strack Finite, integrable and bounded time embeddings for diffusions . . . . . . . 1067--1088 Binbin Chen and Guangming Pan CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size . . . . . . . . . . . . . . 1089--1133 Anatoli Juditsky and Arkadi Nemirovski On detecting harmonic oscillations . . . 1134--1165 Lucian Maticiuc and Aurel R\ua\cscanu Backward stochastic variational inequalities on random interval . . . . 1166--1199 Florentina Bunea and Luo Xiao On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA . . . . . . . . . . . . . . . . 1200--1230 Vidmantas Kastytis Bentkus and Dainius Dzindzalieta A tight Gaussian bound for weighted sums of Rademacher random variables . . . . . 1231--1237 Alexander Aue and Christopher Dienes and Stefan Fremdt and Josef Steinebach Reaction times of monitoring schemes for ARMA time series . . . . . . . . . . . . 1238--1259 Rimas Norvai\vsa Weighted power variation of integrals with respect to a Gaussian process . . . 1260--1288 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Debashis Mondal Applying Dynkin's isomorphism: An alternative approach to understand the Markov property of the de Wijs process 1289--1303 Rémi Bardenet and Olivier Cappé and Gersende Fort and Balázs Kégl Adaptive MCMC with online relabeling . . 1304--1340 Jie Yen Fan and Kais Hamza and Fima Klebaner Mimicking self-similar processes . . . . 1341--1360 Rémi Bardenet and Odalric-Ambrym Maillard Concentration inequalities for sampling without replacement . . . . . . . . . . 1361--1385 Harry Crane Lipschitz partition processes . . . . . 1386--1411 Henryk Zähle Qualitative robustness of statistical functionals under strong mixing . . . . 1412--1434 Marc Hallin and Zudi Lu and Davy Paindaveine and Miroslav \vSiman Local bilinear multiple-output quantile/depth regression . . . . . . . 1435--1466 Takuya Kashimura and Akimichi Takemura Standard imsets for undirected and chain graphical models . . . . . . . . . . . . 1467--1493 Christian Houdré and Jinyong Ma Simultaneous large deviations for the shape of Young diagrams associated with random words . . . . . . . . . . . . . . 1494--1537 Zhidong Bai and Jiang Hu and Guangming Pan and Wang Zhou Convergence of the empirical spectral distribution function of Beta matrices 1538--1574 Takashi Owada and Gennady Samorodnitsky Maxima of long memory stationary symmetric $ \alpha $-stable processes, and self-similar processes with stationary max-increments . . . . . . . 1575--1599 Zhigang Bao and Guangming Pan and Wang Zhou The logarithmic law of random determinant . . . . . . . . . . . . . . 1600--1628 Jonathan B. Hill Robust estimation and inference for heavy tailed GARCH . . . . . . . . . . . 1629--1669 Harry Crane Time-varying network models . . . . . . 1670--1696 Anita Behme and Alexander Schnurr A criterion for invariant measures of Itô processes based on the symbol . . . . . 1697--1718 Hermine Biermé and Céline Lacaux Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields . . 1719--1759 Marie Doumic and Marc Hoffmann and Nathalie Krell and Lydia Robert Statistical estimation of a growth-fragmentation model observed on a genealogical tree . . . . . . . . . . . 1760--1799 Jinzhu Li and Qihe Tang Interplay of insurance and financial risks in a discrete-time model with strongly regular variation . . . . . . . 1800--1823 Anna De Masi and Errico Presutti and Dimitrios Tsagkarogiannis and Maria Eulalia Vares Extinction time for a random walk in a random environment . . . . . . . . . . . 1824--1843 Anna De Masi and Errico Presutti and Dimitrios Tsagkarogiannis and Maria Eulalia Vares Exponential rate of convergence in current reservoirs . . . . . . . . . . . 1844--1854 Nicolas Chopin and Sumeetpal S. Singh On particle Gibbs sampling . . . . . . . 1855--1883 Matthias Löwe and Franck Vermet Capacity of an associative memory model on random graph architectures . . . . . 1884--1910 Jean-David Fermanian and Dragan Radulovi\'c and Marten Wegkamp Asymptotic total variation tests for copulas . . . . . . . . . . . . . . . . 1911--1945 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Mohamed Ben Alaya and Kaouther Hajji and Ahmed Kebaier Importance sampling and statistical Romberg method . . . . . . . . . . . . . 1947--1983 Gilles Rebelles Pointwise adaptive estimation of a multivariate density under independence hypothesis . . . . . . . . . . . . . . . 1984--2023 Teppei Ogihara Local asymptotic mixed normality property for nonsynchronously observed diffusion processes . . . . . . . . . . 2024--2072 Rados\law Adamczak and Witold Bednorz Some remarks on MCMC estimation of spectra of integral operators . . . . . 2073--2092 Fumiya Akashi and Yan Liu and Masanobu Taniguchi An empirical likelihood approach for symmetric $ \alpha $-stable processes 2093--2119 Paul Vos and Qiang Wu Maximum likelihood estimators uniformly minimize distribution variance among distribution unbiased estimators in exponential families . . . . . . . . . . 2120--2138 Solesne Bourguin Poisson convergence on the free Poisson algebra . . . . . . . . . . . . . . . . 2139--2156 Xiao Fang and Adrian Röllin Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics . . . . . . . . . 2157--2189 Carsten Chong and Claudia Klüppelberg Integrability conditions for space--time stochastic integrals: Theory and applications . . . . . . . . . . . . . . 2190--2216 Fuqi Chen and Sévérien Nkurunziza Optimal method in multiple regression with structural changes . . . . . . . . 2217--2241 Giambattista Giacomin and Mathieu Merle Weak noise and non-hyperbolic unstable fixed points: Sharp estimates on transit and exit times . . . . . . . . . . . . . 2242--2288 Adam D. Bull Adaptive-treed bandits . . . . . . . . . 2289--2307 Stanislav Minsker Geometric median and robust estimation in Banach spaces . . . . . . . . . . . . 2308--2335 Yaozhong Hu and David Nualart and Samy Tindel and Fangjun Xu Density convergence in the Breuer--Major theorem for Gaussian stationary sequences . . . . . . . . . . . . . . . 2336--2350 Jianliang Zhai and Tusheng Zhang Large deviations for $2$-D stochastic Navier--Stokes equations driven by multiplicative Lévy noises . . . . . . . 2351--2392 Mathias Vetter Estimation of integrated volatility of volatility with applications to goodness-of-fit testing . . . . . . . . 2393--2418 Luc Deleaval and Nizar Demni Probabilistic proof of product formulas for Bessel functions . . . . . . . . . . 2419--2429 Yury A. Kutoyants On ADF goodness-of-fit tests for perturbed dynamical systems . . . . . . 2430--2456 Sergej Beck and Jochen Blath and Michael Scheutzow A new class of large claim size distributions: Definition, properties, and ruin theory . . . . . . . . . . . . 2457--2483 Jim Pitman and Ngoc M. Tran Size-biased permutation of a finite sequence with independent and identically distributed terms . . . . . 2484--2512 M. Borowiecka-Olszewska and B. H. Jasiulis-Go\ldyn and J. K. Misiewicz and J. Rosi\'nski Lévy processes and stochastic integrals in the sense of generalized convolutions 2513--2551 Pierre Bosch and Thomas Simon On the infinite divisibility of inverse Beta distributions . . . . . . . . . . . 2552--2568 L. I. Galtchouk and S. M. Pergamenshchikov Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions . . . . . . . . . . . . . . . 2569--2594 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Lee H. Dicker Ridge regression and asymptotic minimax estimation over spheres of growing dimension . . . . . . . . . . . . . . . 1--37 Mathias Drton and Han Xiao Wald tests of singular hypotheses . . . 38--59 Michela Ottobre and Natesh S. Pillai and Frank J. Pinski and Andrew M. Stuart A function space HMC algorithm with second order Langevin diffusion limit 60--106 Zakhar Kabluchko and Stilian Stoev Stochastic integral representations and classification of sum- and max-infinitely divisible processes . . . 107--142 Itai Dattner and Markus Reiß and Mathias Trabs Adaptive quantile estimation in deconvolution with unknown error distribution . . . . . . . . . . . . . . 143--192 Elisabeth Gassiat and Judith Rousseau Nonparametric finite translation hidden Markov models and extensions . . . . . . 193--212 Simon Guillotte and François Perron Polynomial Pickands functions . . . . . 213--241 Béatrice Laurent and Clément Marteau and Cathy Maugis-Rabusseau Non-asymptotic detection of two-component mixtures with unknown means . . . . . . . . . . . . . . . . . 242--274 David Barrera and Magda Peligrad Quenched limit theorems for Fourier transforms and periodogram . . . . . . . 275--301 Sylvain Delattre and Etienne Roquain On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing . . . . . . . . . . . . 302--324 Matthieu Lerasle and Daniel Y. Takahashi Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields . . . . . . . . . . . . . 325--344 S. N. Lahiri and Peter M. Robinson Central limit theorems for long range dependent spatial linear processes . . . 345--375 Lauri Viitasaari Integral representation of random variables with respect to Gaussian processes . . . . . . . . . . . . . . . 376--395 Weining Shen and Subhashis Ghosal Adaptive Bayesian density regression for high-dimensional data . . . . . . . . . 396--420 Manabu Kuroki Equivalence between direct and indirect effects with different sets of intermediate variables and covariates 421--443 Archil Gulisashvili and Peter Tankov Tail behavior of sums and differences of log-normal random variables . . . . . . 444--493 Nick Whiteley and Anthony Lee and Kari Heine On the role of interaction in sequential Monte Carlo algorithms . . . . . . . . . 494--529 Emmanuel Gobet and Plamen Turkedjiev Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression . . 530--562 Estate Khmaladze Unitary transformations, empirical processes and distribution free testing 563--588 Yuichi Hirose On differentiability of implicitly defined function in semi-parametric profile likelihood estimation . . . . . 589--614 Janne V. Kujala Asymptotic optimality of myopic information-based strategies for Bayesian adaptive estimation . . . . . . 615--651 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Julien Berestycki and Éric Brunet and Zhan Shi The number of accessible paths in the hypercube . . . . . . . . . . . . . . . 653--680 Patrick Cattiaux and Myriam Fradon and Alexei M. Kulik and Sylvie Roelly Long time behavior of stochastic hard ball systems . . . . . . . . . . . . . . 681--710 Nigel J. Newton Infinite-dimensional statistical manifolds based on a balanced chart . . 711--731 Oleg Lepski Upper functions for $ \mathbb {L}_p $-norms of Gaussian random fields . . . 732--773 Fred Espen Benth and Heidar Eyjolfsson Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations . . . . . . . . . . . . . . . 774--793 Murray Pollock and Adam M. Johansen and Gareth O. Roberts On the exact and $ \varepsilon $-strong simulation of (jump) diffusions . . . . 794--856 Giles Hooker Consistency, efficiency and robustness of conditional disparity methods . . . . 857--900 Ramsés H. Mena and Matteo Ruggiero Dynamic density estimation with diffusive Dirichlet mixtures . . . . . . 901--926 Axel Bücher and Ivan Kojadinovic A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing . . . . . . . . . . 927--968 Élodie Bouchet and Alejandro F. Ramírez and Christophe Sabot Sharp ellipticity conditions for ballistic behavior of random walks in random environment . . . . . . . . . . . 969--994 Christel Geiss and Alexander Steinicke $ L_2 $-variation of Lévy driven BSDEs with non-smooth terminal conditions . . 995--1025 Gábor Fukker and László Györfi and Péter Kevei Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum . . . . . . . . . . . . . . . . 1026--1054 Ritwik Chaudhuri and Vladas Pipiras Non-Gaussian semi-stable laws arising in sampling of finite point processes . . . 1055--1092 Jana Jure\vcková and Hira L. Koul and Radim Navrátil and Jan Picek Behavior of $R$-estimators under measurement errors . . . . . . . . . . . 1093--1112 Dan Cheng and Yimin Xiao Excursion probability of Gaussian random fields on sphere . . . . . . . . . . . . 1113--1130 Sòren Johansen and Bent Nielsen Analysis of the Forward Search using some new results for martingales and empirical processes . . . . . . . . . . 1131--1183 Marten Wegkamp and Yue Zhao Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas . . . . . . . . . . . 1184--1226 Alessio Sancetta Greedy algorithms for prediction . . . . 1227--1277 Jan-Frederik Mai and Steffen Schenk and Matthias Scherer Exchangeable exogenous shock models . . 1278--1299 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Ching-Kang Ing and Hai-Tang Chiou and Meihui Guo Estimation of inverse autocovariance matrices for long memory processes . . . 1301--1330 Veronika Gontscharuk and Sandra Landwehr and Helmut Finner Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests . . . . . . . . . . . . 1331--1363 Hansjörg Albrecher and Jevgenijs Ivanovs and Xiaowen Zhou Exit identities for Lévy processes observed at Poisson arrival times . . . 1364--1382 Fred Espen Benth and André Süss Integration theory for infinite dimensional volatility modulated Volterra processes . . . . . . . . . . . 1383--1430 Marina Santacroce and Paola Siri and Barbara Trivellato New results on mixture and exponential models by Orlicz spaces . . . . . . . . 1431--1447 Anja Janssen and Holger Drees A stochastic volatility model with flexible extremal dependence structure 1448--1490 Ron Doney and Claudia Klüppelberg and Ross Maller Passage time and fluctuation calculations for subexponential Lévy processes . . . . . . . . . . . . . . . 1491--1519 Guillaume Lecué and Shahar Mendelson Performance of empirical risk minimization in linear aggregation . . . 1520--1534 XuanLong Nguyen Borrowing strengh in hierarchical Bayes: Posterior concentration of the Dirichlet base measure . . . . . . . . . . . . . . 1535--1571 Francisco J. Delgado-Vences and Marta Sanz-Solé Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: The non-stationary case . . 1572--1597 Jian Wang $ L^p $-Wasserstein distance for stochastic differential equations driven by Lévy processes . . . . . . . . . . . . 1598--1616 Mathieu Sart Robust estimation on a parametric model via testing . . . . . . . . . . . . . . 1617--1670 Mikko S. Pakkanen and Anthony Réveillac Functional limit theorems for generalized variations of the fractional Brownian sheet . . . . . . . . . . . . . 1671--1708 Christele Bioche and Pierre Druilhet Approximation of improper priors . . . . 1709--1728 Alexander Meister Optimal classification and nonparametric regression for functional data . . . . . 1729--1744 Davy Paindaveine and Thomas Verdebout On high-dimensional sign tests . . . . . 1745--1769 Tobias Kley and Stanislav Volgushev and Holger Dette and Marc Hallin Quantile spectral processes: Asymptotic analysis and inference . . . . . . . . . 1770--1807 Yves F. Atchadé Markov Chain Monte Carlo confidence intervals . . . . . . . . . . . . . . . 1808--1838 Bharath Sriperumbudur On the optimal estimation of probability measures in weak and strong topologies 1839--1893 Yuta Koike Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise . . . . . . . . . . . . 1894--1936 Junlong Zhao and Chenlei Leng An analysis of penalized interaction models . . . . . . . . . . . . . . . . . 1937--1961 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Ross A. Maller Conditions for a Lévy process to stay positive near 0, in probability . . . . 1963--1978 Céline Lacaux and Gennady Samorodnitsky Time-changed extremal process as a random sup measure . . . . . . . . . . . 1979--2000 Christophe Ange Napoléon Biscio and Frédéric Lavancier Quantifying repulsiveness of determinantal point processes . . . . . 2001--2028 Qi-Man Shao and Wen-Xin Zhou Cramér type moderate deviation theorems for self-normalized processes . . . . . 2029--2079 Min Wang and Yuzo Maruyama Consistency of Bayes factor for nonnested model selection when the model dimension grows . . . . . . . . . . . . 2080--2100 Alberto Lanconelli and Aurel I. Stan A note on a local limit theorem for Wiener space valued random variables . . 2101--2112 Stephan Huckemann and Kwang-Rae Kim and Axel Munk and Florian Rehfeldt and Max Sommerfeld and Joachim Weickert and Carina Wollnik The circular SiZer, inferred persistence of shape parameters and application to early stem cell differentiation . . . . 2113--2142 Hanna Döring and Gabriel Faraud and Wolfgang König Connection times in large ad-hoc mobile networks . . . . . . . . . . . . . . . . 2143--2176 Bernard Delyon and François Portier Integral approximation by kernel smoothing . . . . . . . . . . . . . . . 2177--2208 Aser Cortines The genealogy of a solvable population model under selection with dynamics related to directed polymers . . . . . . 2209--2236 Marc Arnaudon and Laurent Miclo A stochastic algorithm finding $p$-means on the circle . . . . . . . . . . . . . 2237--2300 Creighton Heaukulani and Daniel M. Roy The combinatorial structure of beta negative binomial processes . . . . . . 2301--2324 Boris Buchmann and Yuguang Fan and Ross A. Maller Distributional representations and dominance of a Lévy process over its maximal jump processes . . . . . . . . . 2325--2371 Christoph Thäle and J. E. Yukich Asymptotic theory for statistics of the Poisson--Voronoi approximation . . . . . 2372--2400 Donata Puplinskait\.e and Donatas Surgailis Aggregation of autoregressive random fields and anisotropic long-range dependence . . . . . . . . . . . . . . . 2401--2441 Vlad Bally and Lucia Caramellino Asymptotic development for the CLT in total variation distance . . . . . . . . 2442--2485 Nicolas Perkowski and David J. Prömel Pathwise stochastic integrals for model free finance . . . . . . . . . . . . . . 2486--2520 Kanika and Somesh Kumar Methods for improving estimators of truncated circular parameters . . . . . 2521--2547 Erhan Bayraktar and Alexander Munk An $ \alpha $-stable limit theorem under sublinear expectation . . . . . . . . . 2548--2578 Denis Denisov and Nikolai Leonenko Limit theorems for multifractal products of geometric stationary processes . . . 2579--2608 Anonymous Author Index . . . . . . . . . . . . . . 2609--2614 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Alexander Aue and Rex C. Y. Cheung and Thomas C. M. Lee and Ming Zhong Piecewise quantile autoregressive modeling for nonstationary time series 1--22 Fang Han and Han Liu Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution . . . . . . . . . . . . . . 23--57 Vincent Bansaye and Vladimir Vatutin On the survival probability for a class of subcritical branching processes in random environment . . . . . . . . . . . 58--88 Tonglin Zhang and Ge Lin Asymptotic properties of spatial scan statistics under the alternative hypothesis . . . . . . . . . . . . . . . 89--109 Vladimir Koltchinskii and Karim Lounici Concentration inequalities and moment bounds for sample covariance operators 110--133 Dario Cordero-Erausquin and Nathael Gozlan Transport proofs of weighted Poincaré inequalities for log-concave distributions . . . . . . . . . . . . . 134--158 Chih-Hao Chang and Hsin-Cheng Huang and Ching-Kang Ing Mixed domain asymptotics for a stochastic process model with time trend and measurement error . . . . . . . . . 159--190 Andreas Anastasiou and Gesine Reinert Bounds for the normal approximation of the maximum likelihood estimator . . . . 191--218 Pierre C. Bellec Optimal exponential bounds for aggregation of density estimators . . . 219--248 Anna Ben-Hamou and Stéphane Boucheron and Mesrob I. Ohannessian Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications 249--287 Omer Bobrowski and Sayan Mukherjee and Jonathan E. Taylor Topological consistency via kernel estimation . . . . . . . . . . . . . . . 288--328 Brice Franke and Françoise P\`ene and Martin Wendler Convergence of $U$-statistics indexed by a random walk to stochastic integrals of a Lévy sheet . . . . . . . . . . . . . . 329--378 Antonio Canale and Pierpaolo De Blasi Posterior asymptotics of nonparametric location-scale mixtures for multivariate density estimation . . . . . . . . . . . 379--404 Firas Rassoul-Agha and Timo Seppäläinen and Atilla Yilmaz Variational formulas and disorder regimes of random walks in random potentials . . . . . . . . . . . . . . . 405--431 David Landriault and Bin Li and Hongzhong Zhang On magnitude, asymptotics and duration of drawdowns for Lévy models . . . . . . 432--458 Tavis Abrahamsen and James P. Hobert Convergence analysis of block Gibbs samplers for Bayesian linear mixed models with $ p > N $ . . . . . . . . . . 459--478 Måns Thulin and Silvelyn Zwanzig Exact confidence intervals and hypothesis tests for parameters of discrete distributions . . . . . . . . . 479--502 Yinghui Wang Viscosity characterization of the explosion time distribution for diffusions . . . . . . . . . . . . . . . 503--521 Le Thi Thu Hien On the continuity of Lyapunov exponents of random walk in random potential . . . 522--538 Anton Muratov and Sergei Zuyev Neighbour-dependent point shifts and random exchange models: Invariance and attractors . . . . . . . . . . . . . . . 539--551 Arnak S. Dalalyan and Mohamed Hebiri and Johannes Lederer On the prediction performance of the Lasso . . . . . . . . . . . . . . . . . 552--581 Adam J. Harper Pickands' constant $ H_\alpha $ does not equal $ 1 / \Gamma (1 / \alpha) $, for small $ \alpha $ . . . . . . . . . . . . 582--602 Oliver Jovanovski and Neal Madras Convergence rates for a hierarchical Gibbs sampler . . . . . . . . . . . . . 603--625 M. Sofia Massa and Eva Riccomagno Algebraic representations of Gaussian Markov combinations . . . . . . . . . . 626--644 Jianhai Bao and George Yin and Chenggui Yuan Two-time-scale stochastic partial differential equations driven by $ \alpha $-stable noises: Averaging principles . . . . . . . . . . . . . . . 645--669 François Giraud and Pierre Del Moral Nonasymptotic analysis of adaptive and annealed Feynman--Kac particle models 670--709 Shuyang Bai and Murad S. Taqqu The impact of the diagonals of polynomial forms on limit theorems with long memory . . . . . . . . . . . . . . 710--742 Betina Berghaus and Axel Bücher and Stanislav Volgushev Weak convergence of the empirical copula process with respect to weighted metrics 743--772 Anita Behme and Lennart Bondesson A class of scale mixtures of $ \operatorname {Gamma}(k) $-distributions that are generalized gamma convolutions 773--787 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Alexander Rakhlin and Karthik Sridharan and Alexandre B. Tsybakov Empirical entropy, minimax regret and minimax risk . . . . . . . . . . . . . . 789--824 C. Butucea and R. Ngueyep Tzoumpe and P. Vandekerkhove Semiparametric topographical mixture models with symmetric errors . . . . . . 825--862 Federica Nicolussi and Roberto Colombi Type II chain graph models for categorical data: A smooth subclass . . 863--883 O. V. Lepski and T. Willer Lower bounds in the convolution structure density model . . . . . . . . 884--926 Denis Belomestny and Tigran Nagapetyan Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs . . . . . . . . . . . 927--950 Wen-Xin Zhou and Chao Zheng and Zhen Zhang Two-sample smooth tests for the equality of distributions . . . . . . . . . . . . 951--989 Thierry Dumont and Sylvain Le Corff Nonparametric regression on hidden $ \Phi $-mixing variables: Identifiability and consistency of a pseudo-likelihood based estimation procedure . . . . . . . 990--1021 Markus Reiß and Leonie Selk Efficient estimation of functionals in nonparametric boundary models . . . . . 1022--1055 Franck Barthe and Beno\^\it Huou Perimeters, uniform enlargement and high dimensions . . . . . . . . . . . . . . . 1056--1081 Jean Bertoin Markovian growth-fragmentation processes 1082--1101 Jan Draisma and Piotr Zwiernik Automorphism groups of Gaussian Bayesian networks . . . . . . . . . . . . . . . . 1102--1129 Shurong Zheng and Zhidong Bai and Jianfeng Yao CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications . . . . . . . 1130--1178 Ran Wang and Jie Xiong and Lihu Xu Irreducibility of stochastic real Ginzburg--Landau equation driven by $ \alpha $-stable noises and applications 1179--1201 Mathias Drton and Shaowei Lin and Luca Weihs and Piotr Zwiernik Marginal likelihood and model selection for Gaussian latent tree and forest models . . . . . . . . . . . . . . . . . 1202--1232 Alexander Iksanov and Alexander Marynych and Matthias Meiners Asymptotics of random processes with immigration I: Scaling limits . . . . . 1233--1278 Alexander Iksanov and Alexander Marynych and Matthias Meiners Asymptotics of random processes with immigration II: Convergence to stationarity . . . . . . . . . . . . . . 1279--1298 Jean-François Coeurjolly and Frédéric Lavancier Parametric estimation of pairwise Gibbs point processes with infinite range interaction . . . . . . . . . . . . . . 1299--1334 Axel Bücher and Michael Hoffmann and Mathias Vetter and Holger Dette Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process . . . . . . . . 1335--1364 Antoine Ayache and Julien Hamonier Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion . . 1365--1407 S. Chakar and E. Lebarbier and C. Lévy-Leduc and S. Robin A robust approach for estimating change-points in the mean of an $ {\rm AR}(1) $ process . . . . . . . . . . . . 1408--1447 Anonymous Editorial Board . . . . . . . . . . . . ?? Anonymous Table of Contents . . . . . . . . . . . ??
Fadoua Balabdaoui and Cécile Durot and François Koladjo On asymptotics of the discrete convex LSE of a p.m.f. . . . . . . . . . . . . 1449--1480 Sojung Kim and Kyoung-Kuk Kim Saddlepoint methods for conditional expectations with applications to risk management . . . . . . . . . . . . . . . 1481--1517 Giovanni Conforti and Sylvie Roelly Bridge mixtures of random walks on an Abelian group . . . . . . . . . . . . . 1518--1537 Sandra Fortini and Sonia Petrone Predictive characterization of mixtures of Markov chains . . . . . . . . . . . . 1538--1565 Yuzhen Zhou and Yimin Xiao Tail asymptotics for the extremes of bivariate Gaussian random fields . . . . 1566--1598 Minh Tang and Avanti Athreya and Daniel L. Sussman and Vince Lyzinski and Carey E. Priebe A nonparametric two-sample hypothesis testing problem for random graphs . . . 1599--1630 Ery Arias-Castro Some theory for ordinal embedding . . . 1663--1693 Xianping Guo and Yi Zhang Constrained total undiscounted continuous-time Markov decision processes . . . . . . . . . . . . . . . 1694--1736 Christine Jacob and Manuel Molina and Manuel Mota A general class of population-dependent two-sex processes with random mating . . 1737--1758 Sirin Nitinawarat and Venugopal V. Veeravalli Universal scheme for optimal search and stop . . . . . . . . . . . . . . . . . . 1759--1783 Bastien Mallein Branching random walk with selection at critical rate . . . . . . . . . . . . . 1784--1821 Ryan Martin and Raymond Mess and Stephen G. Walker Empirical Bayes posterior concentration in sparse high-dimensional linear models 1822--1847 Gery Geenens and Arthur Charpentier and Davy Paindaveine Probit transformation for nonparametric kernel estimation of the copula density 1848--1873 Nina Munkholt Jakobsen and Michael Sòrensen Efficient estimation for diffusions sampled at high frequency over a fixed time interval . . . . . . . . . . . . . 1874--1910 Evan Greene and Jon A. Wellner Exponential bounds for the hypergeometric distribution . . . . . . 1911--1950 Jimmy Olsson and Johan Westerborn Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm . . . . . . 1951--1996 Weihua Zhao and Heng Lian and Hua Liang Quantile regression for the single-index coefficient model . . . . . . . . . . . 1997--2027 Patrik Andersson and Arturo Kohatsu-Higa Unbiased simulation of stochastic differential equations using parametrix expansions . . . . . . . . . . . . . . . 2028--2057 Jinwen Chen and Siqi Jian and Haitao Li Representations for the decay parameter of Markov chains . . . . . . . . . . . . 2058--2082
Bernard Delyon Convergence rate of the powers of an operator. Applications to stochastic systems . . . . . . . . . . . . . . . . 2129--2180 Lili Wang and Alexander Aue and Debashis Paul Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions . . . . . . . . . . . . . . . 2181--2209 Giovanni Luca Torrisi Probability approximation of point processes with Papangelou conditional intensity . . . . . . . . . . . . . . . 2210--2256 Michael Betancourt and Simon Byrne and Sam Livingstone and Mark Girolami The geometric foundations of Hamiltonian Monte Carlo . . . . . . . . . . . . . . 2257--2298 Ansgar Steland and Rainer von Sachs Large-sample approximations for variance-covariance matrices of high-dimensional time series . . . . . . 2299--2329 Panki Kim and Takashi Kumagai and Jian Wang Laws of the iterated logarithm for symmetric jump processes . . . . . . . . 2330--2379 Hongsheng Dai A new rejection sampling method without using hat function . . . . . . . . . . . 2434--2465 Kamil Jurczak and Angelika Rohde Spectral analysis of high-dimensional sample covariance matrices with missing observations . . . . . . . . . . . . . . 2466--2532 Arnoud V. den Boer and Michel Mandjes Convergence rates of Laplace-transform based estimators . . . . . . . . . . . . 2533--2557 Miklós Csörg\Ho and Masoud M. Nasari and Mohamedou Ould-Haye Randomized pivots for means of short and long memory linear processes . . . . . . 2558--2586 R. Höpfner and E. Löcherbach and M. Thieullen Strongly degenerate time inhomogeneous SDEs: Densities and support properties. Application to Hodgkin--Huxley type systems . . . . . . . . . . . . . . . . 2587--2616 Luc Pronzato and Henry P. Wynn and Anatoly A. Zhigljavsky Extended generalised variances, with applications . . . . . . . . . . . . . . 2617--2642 Vincent Lemaire and Gilles Pag\`es Multilevel Richardson--Romberg extrapolation . . . . . . . . . . . . . 2643--2692 Ursula U. Müller and Anton Schick Efficiency transfer for regression models with responses missing at random 2693--2719 Yassir Rabhi and Masoud Asgharian Inference under biased sampling and right censoring for a change point in the hazard function . . . . . . . . . . 2720--2745 Abhik Ghosh and Ian R. Harris and Avijit Maji and Ayanendranath Basu and Leandro Pardo A generalized divergence for statistical inference . . . . . . . . . . . . . . . 2746--2783 Lasse Leskelä and Matti Vihola Conditional convex orders and measurable martingale couplings . . . . . . . . . . 2784--2807 Benedikt Jahnel and Christof Külske Sharp thresholds for Gibbs-non-Gibbs transitions in the fuzzy Potts model with a Kac-type interaction . . . . . . 2808--2827 Neelesh S. Upadhye and Vydas Cekanavicius and P. Vellaisamy On Stein operators for discrete approximations . . . . . . . . . . . . . 2828--2859 Vicky Fasen and Sebastian Kimmig Information criteria for multivariate CARMA processes . . . . . . . . . . . . 2860--2886 Sébastien Bubeck and Ronen Eldan and Elchanan Mossel and Miklós Z. Rácz From trees to seeds: On the inference of the seed from large trees in the uniform attachment model . . . . . . . . . . . . 2887--2916 Moritz Schauer and Frank van der Meulen and Harry van Zanten Guided proposals for simulating multi-dimensional diffusion bridges . . 2917--2950
Mathieu Gerber and Nicolas Chopin Convergence of sequential quasi-Monte Carlo smoothing algorithms . . . . . . . 2951--2987 Marco Meyer and Carsten Jentsch and Jens-Peter Kreiss Baxter's inequality and sieve bootstrap for random fields . . . . . . . . . . . 2988--3020 Tobias Fissler and Mark Podolskij Testing the maximal rank of the volatility process for continuous diffusions observed with noise . . . . . 3021--3066 Friedrich Götze and Alexey Naumov and Alexander Tikhomirov Distribution of linear statistics of singular values of the product of random matrices . . . . . . . . . . . . . . . . 3067--3113 Daniel Vogel and Martin Wendler Studentized $U$-quantile processes under dependence with applications to change-point analysis . . . . . . . . . 3114--3144 Andrew R. Francis and Milan Stehlík and Henry P. Wynn ``Building'' exact confidence nets . . . 3145--3165 Heather Battey Eigen structure of a new class of covariance and inverse covariance matrices . . . . . . . . . . . . . . . . 3166--3177 Marco Avella-Medina Influence functions for penalized $M$-estimators . . . . . . . . . . . . . 3178--3196 Tatsuya Kubokawa and Éric Marchand and William E. Strawderman On predictive density estimation for location families under integrated absolute error loss . . . . . . . . . . 3197--3212 S. Val\`ere Bitseki Penda and Mikael Escobar-Bach and Arnaud Guillin Transportation and concentration inequalities for bifurcating Markov chains . . . . . . . . . . . . . . . . . 3213--3242 Antar Bandyopadhyay and Debleena Thacker Pólya urn schemes with infinitely many colors . . . . . . . . . . . . . . . . . 3243--3267 Rita Giuliano and Michel Weber Approximate local limit theorems with effective rate and application to random walks in random scenery . . . . . . . . 3268--3310 Robert E. Gaunt On Stein's method for products of normal random variables and zero bias couplings 3311--3345 Dragan Radulovi\'c and Marten Wegkamp and Yue Zhao Weak convergence of empirical copula processes indexed by functions . . . . . 3346--3384 Xingqiu Zhao and Yuanshan Wu and Guosheng Yin Sieve maximum likelihood estimation for a general class of accelerated hazards models with bundled parameters . . . . . 3385--3411 François Portier and Anouar El Ghouch and Ingrid Van Keilegom Efficiency and bootstrap in the promotion time cure model . . . . . . . 3437--3468 Nikolai Leonenko and M. Dolores Ruiz-Medina and Murad S. Taqqu Non-central limit theorems for random fields subordinated to gamma-correlated random fields . . . . . . . . . . . . . 3469--3507 Ronald W. Butler Asymptotic expansions and hazard rates for compound and first-passage distributions . . . . . . . . . . . . . 3508--3536 Prithwish Bhaumik and Subhashis Ghosal Efficient Bayesian estimation and uncertainty quantification in ordinary differential equation models . . . . . . 3537--3570 Rémi Peyre Fractional Brownian motion satisfies two-way crossing . . . . . . . . . . . . 3571--3597 S. Val\`ere Bitseki Penda and Marc Hoffmann and Adéla\"\ide Olivier Adaptive estimation for bifurcating Markov chains . . . . . . . . . . . . . 3598--3637 Erwan Hillion and Oliver Johnson A proof of the Shepp--Olkin entropy concavity conjecture . . . . . . . . . . 3638--3649 Eric Beutner and Laurent Bordes and Laurent Doyen The failure of the profile likelihood method for a large class of semi-parametric models . . . . . . . . . 3650--3684 Yaming Yu Some monotonicity properties of parametric and nonparametric Bayesian bandits . . . . . . . . . . . . . . . . 3685--3710 Colin Fox and Albert Parker Accelerated Gibbs sampling of normal distributions using matrix splittings and polynomials . . . . . . . . . . . . 3711--3743 Madalina Deaconu and Samuel Herrmann Simulation of hitting times for Bessel processes with non-integer dimension . . 3744--3771
Gérard Letac and Mauro Piccioni Dirichlet curves, convex order and Cauchy distribution . . . . . . . . . . 1--29 Clément Dombry and Zakhar Kabluchko Random tessellations associated with max-stable random fields . . . . . . . . 30--52 Evgeni Y. Ovcharov Proper scoring rules and Bregman divergence . . . . . . . . . . . . . . . 53--79 Xuejun Wang and Xiao Han and Guangming Pan The logarithmic law of sample covariance matrices near singularity . . . . . . . 80--114 Cristina Butucea and Jean-François Delmas and Anne Dutfoy and Richard Fischer Maximum entropy distribution of order statistics with given marginals . . . . 115--155 Cameron Bruggeman and Andrey Sarantsev Multiple collisions in systems of competing Brownian particles . . . . . . 156--201 Moritz Jirak Rate of convergence for Hilbert space valued processes . . . . . . . . . . . . 202--230 Sophie Donnet and Vincent Rivoirard and Judith Rousseau and Catia Scricciolo Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures . . . . . . . . . . . . . . . . 231--256 Naomi Feldheim and Arnaud Marsiglietti and Piotr Nayar and Jing Wang A note on the convex infimum convolution inequality . . . . . . . . . . . . . . . 257--270 Clément Levrard Sparse oracle inequalities for variable selection via regularized quantization 271--296 M. Möhle Hitting probabilities for the Greenwood model and relations to near constancy oscillation . . . . . . . . . . . . . . 316--332 Jean-Baptiste Bardet and Nathaël Gozlan and Florent Malrieu and Pierre-André Zitt Functional inequalities for Gaussian convolutions of compactly supported measures: Explicit bounds and dimension dependence . . . . . . . . . . . . . . . 333--353 Yaozhong Hu and David Nualart and Tusheng Zhang Large deviations for stochastic heat equation with rough dependence in space 354--385 Elizabeth Gross and Seth Sullivant The maximum likelihood threshold of a graph . . . . . . . . . . . . . . . . . 386--407 Joonas Heino Uniform measure density condition and game regularity for tug-of-war games . . 408--432 Richard Arratia and Skip Garibaldi and Alfred W. Hales The van den Berg--Kesten--Reimer operator and inequality for infinite spaces . . . . . . . . . . . . . . . . . 433--448 Hanxiang Peng and Fei Tan Jackknife empirical likelihood goodness-of-fit tests for $U$-statistics based general estimating equations . . . 449--464 Jean-Marc Aza\"\is and Yohann De Castro and Stéphane Mourareau Power of the spacing test for least-angle regression . . . . . . . . . 465--492 Bhaswar B. Bhattacharya and Sumit Mukherjee Inference in Ising models . . . . . . . 493--525 Birte Eichinger and Claudia Kirch A MOSUM procedure for the estimation of multiple random change points . . . . . 526--564 Lukas Steinberger and Hannes Leeb On conditional moments of high-dimensional random vectors given lower-dimensional projections . . . . . 565--591 William Garner and Dimitris N. Politis Local block bootstrap for inhomogeneous Poisson marked point processes . . . . . 592--615 Chi Tim Ng and Woojoo Lee and Youngjo Lee Change-point estimators with true identification property . . . . . . . . 616--660 Chenlu Shi and Boxin Tang Designs from good Hadamard matrices . . 661--671 Max Fathi and Yan Shu Curvature and transport inequalities for Markov chains in discrete spaces . . . . 672--698 Rajarshi Mukherjee and Subhabrata Sen Optimal adaptive inference in random design binary regression . . . . . . . . 699--739 Chihwa Kao and Lorenzo Trapani and Giovanni Urga Testing for instability in covariance structures . . . . . . . . . . . . . . . 740--771 ZhiQiang Gao and Quansheng Liu Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time . . . 772--800
Julien Barral and Yueyun Hu and Thomas Madaule The minimum of a branching random walk outside the boundary case . . . . . . . 801--841 Christophe Andrieu and Anthony Lee and Matti Vihola Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers . . . . . . . 842--872 Zhiyi Zhang Domains of attraction on countable alphabets . . . . . . . . . . . . . . . 873--894 Patrice Abry and Gustavo Didier Wavelet estimation for operator fractional Brownian motion . . . . . . . 895--928 Daniel Bonnéry and F. Jay Breidt and François Coquet Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population . . . 929--955 Jinniao Qiu Hörmander-type theorem for Itô processes and related backward SPDEs . . . . . . . 956--970 Raphael Hauser and Heinrich Matzinger and Ionel Popescu An upper bound on the convergence rate of a second functional in optimal sequence alignment . . . . . . . . . . . 971--992 Pierre Del Moral and Denis Villemonais Exponential mixing properties for time inhomogeneous diffusion processes with killing . . . . . . . . . . . . . . . . 1010--1032 Fadoua Balabdaoui and Charles R. Doss Inference for a two-component mixture of symmetric distributions under log-concavity . . . . . . . . . . . . . 1053--1071 Sabyasachi Chatterjee and Adityanand Guntuboyina and Bodhisattva Sen On matrix estimation under monotonicity constraints . . . . . . . . . . . . . . 1072--1100 Li Wang and Guanqun Cao Efficient estimation for generalized partially linear single-index models . . 1101--1127 Liviu I. Nicolaescu Critical points of multidimensional random Fourier series: Central limits 1128--1170 Jesper Mòller and Morten Nielsen and Emilio Porcu and Ege Rubak Determinantal point process models on the sphere . . . . . . . . . . . . . . . 1171--1201 Akihiko Inoue and Yukio Kasahara and Mohsen Pourahmadi Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes . . . . . . . . . . 1202--1232 Kyunghee Han and Hans-Georg Müller and Byeong U. Park Smooth backfitting for additive modeling with small errors-in-variables, with an application to additive functional regression for multiple predictor functions . . . . . . . . . . . . . . . 1233--1265 Farida Enikeeva and Axel Munk and Frank Werner Bump detection in heterogeneous Gaussian regression . . . . . . . . . . . . . . . 1266--1306 David Barrera Quenched invariance principles for the discrete Fourier transforms of a stationary process . . . . . . . . . . . 1307--1350 Anja Janssen and Thomas Mikosch and Mohsen Rezapour and Xiaolei Xie The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model . . . . . . 1351--1393 Neda Esmaeeli and Peter Imkeller American options with asymmetric information and reflected BSDE . . . . . 1394--1426 Axel Bücher and Johan Segers Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series . . 1427--1462 Seiichiro Kusuoka and Ciprian A. Tudor Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions . . . . . . . . . 1463--1496 Marco Oesting and Martin Schlather and Chen Zhou Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation . . . 1497--1530 François Bachoc Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case . . . 1531--1575 Airam Blancas and Víctor Rivero On branching process with rare neutral mutation . . . . . . . . . . . . . . . . 1576--1612
Bruno Bouchard and Romuald Elie and Ludovic Moreau Regularity of BSDEs with a convex constraint on the gains-process . . . . 1613--1635 Clement Lee and Peter Neal Optimal scaling of the independence sampler: Theory and practice . . . . . . 1636--1652 Noufel Frikha On the weak approximation of a skew diffusion by an Euler-type scheme . . . 1653--1691 Nihat Ay and Jürgen Jost and Hông Vân Lê and Lorenz Schwachhöfer Parametrized measure models . . . . . . 1692--1725 Sergios Agapiou and Gareth O. Roberts and Sebastian J. Vollmer Unbiased Monte Carlo: Posterior estimation for intractable/infinite-dimensional models 1726--1786 Fang Han and Sheng Xu and Wen-Xin Zhou On Gaussian comparison inequality and its application to spectral analysis of large random matrices . . . . . . . . . 1787--1833 Wanli Qiao and Wolfgang Polonik Extrema of rescaled locally stationary Gaussian fields on manifolds . . . . . . 1834--1859 Dootika Vats and James M. Flegal and Galin L. Jones Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo . . . . . . . . . . . 1860--1909 Geoffrey Decrouez and Michael Grabchak and Quentin Paris Finite sample properties of the mean occupancy counts and probabilities . . . 1910--1941 Jim Pitman and Wenpin Tang Tree formulas, mean first passage times and Kemeny's constant of a Markov chain 1942--1972 H. Paul Keeler and Nathan Ross and Aihua Xia When do wireless network signals appear Poisson? . . . . . . . . . . . . . . . . 1973--1994 Mireille Bossy and Héctor Olivero Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs 1995--2042 Lavrentin M. Arutyunyan and Egor D. Kosov Deviation of polynomials from their expectations and isoperimetry . . . . . 2043--2063 Rafail Z. Khasminskii and Yury A. Kutoyants On parameter estimation of hidden telegraph process . . . . . . . . . . . 2064--2090 Bartek Knapik and Jean-Bernard Salomond A general approach to posterior contraction in nonparametric inverse problems . . . . . . . . . . . . . . . . 2091--2121 Jannis Buchsteiner The function-indexed sequential empirical process under long-range dependence . . . . . . . . . . . . . . . 2154--2175 Adrien Saumard On optimality of empirical risk minimization in linear aggregation . . . 2176--2203 Giacomo Aletti and Andrea Ghiglietti and Anand N. Vidyashankar Dynamics of an adaptive randomly reinforced urn . . . . . . . . . . . . . 2204--2255 Enrique Andjel and Thomas Mountford and Daniel Valesin Equilibrium of the interface of the grass--bushes--trees process . . . . . . 2256--2277 Shoichi Eguchi and Hiroki Masuda Schwarz type model comparison for LAQ models . . . . . . . . . . . . . . . . . 2278--2327 Beatriz Sinova and Gil González-Rodríguez and Stefan Van Aelst $M$-estimators of location for functional data . . . . . . . . . . . . 2328--2357 Friedrich Götze and Alexey Naumov and Alexander Tikhomirov and Dmitry Timushev On the local semicircular law for Wigner ensembles . . . . . . . . . . . . . . . 2358--2400 Aleksandar Mijatovi\'c and Jure Vogrinc On the Poisson equation for Metropolis--Hastings chains . . . . . . 2401--2428
Alexandra Carpentier and Olga Klopp and Matthias Löffler and Richard Nickl Adaptive confidence sets for matrix completion . . . . . . . . . . . . . . . 2429--2460 Aurélien Alfonsi and Jacopo Corbetta and Benjamin Jourdain Evolution of the Wasserstein distance between the marginals of two Markov processes . . . . . . . . . . . . . . . 2461--2498 Walter Schachermayer and Florian Stebegg The sharp constant for the Burkholder--Davis--Gundy inequality and non-smooth pasting . . . . . . . . . . . 2499--2530 Elena Bandini and Francesco Russo Special weak Dirichlet processes and BSDEs driven by a random measure . . . . 2569--2609 Daniel Rudolf and Nikolaus Schweizer Perturbation theory for Markov chains via Wasserstein distance . . . . . . . . 2610--2639 Xianyang Zhang and Guang Cheng Gaussian approximation for high dimensional vector under physical dependence . . . . . . . . . . . . . . . 2640--2675 Christiane Görgen and Jim Q. Smith Equivalence classes of staged trees . . 2676--2692 Nadine Gissibl and Claudia Klüppelberg Max-linear models on directed acyclic graphs . . . . . . . . . . . . . . . . . 2693--2720 David Coupier and Christian Hirsch Coalescence of Euclidean geodesics on the Poisson--Delaunay triangulation . . 2721--2751 Miklós Rásonyi and Hasanjan Sayit Sticky processes, local and true martingales . . . . . . . . . . . . . . 2752--2775 O. V. Lepski A new approach to estimator selection 2776--2810 Julian Grote and Christoph Thäle Concentration and moderate deviations for Poisson polytopes and polyhedra . . 2811--2841 Jie Xiong and Jianliang Zhai Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise . . . . . 2842--2874 Xuefeng Gao and Lingjiong Zhu Large deviations and applications for Markovian Hawkes processes with a large initial intensity . . . . . . . . . . . 2875--2905 Antoine Marchina Concentration inequalities for separately convex functions . . . . . . 2906--2933 Jakub Chorowski Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies . . . . . . . . 2934--2990 Weichi Wu and Zhou Zhou Simultaneous quantile inference for non-stationary long-memory time series 2991--3012 Hongyuan Cao and Weidong Liu and Zhou Zhou Simultaneous nonparametric regression analysis of sparse longitudinal data . . 3013--3038 Dan Crisan and Joaquín Míguez Nested particle filters for online parameter estimation in discrete-time state-space Markov models . . . . . . . 3039--3086 Richard A. Davis and Muneya Matsui and Thomas Mikosch and Phyllis Wan Applications of distance correlation to time series . . . . . . . . . . . . . . 3087--3116 Andreas Basse-O'Connor and Claudio Heinrich and Mark Podolskij On limit theory for Lévy semi-stationary processes . . . . . . . . . . . . . . . 3117--3146 Pedro C. Álvarez-Esteban and Eustasio del Barrio and Juan A. Cuesta-Albertos and Carlos Matrán Wide consensus aggregation in the Wasserstein space. Application to location-scatter families . . . . . . . 3147--3179
Tamara Broderick and Ashia C. Wilson and Michael I. Jordan Posteriors, conjugacy, and exponential families for completely random measures 3181--3221 Pietro Siorpaes Applications of pathwise Burkholder--Davis--Gundy inequalities 3222--3245 Pietro Caputo and Alistair Sinclair Entropy production in nonlinear recombination models . . . . . . . . . . 3246--3282 Jay Bartroff and Larry Goldstein and Ümit Islak Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models . . . . 3283--3317 Teppei Ogihara Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise . . . . . . . . . . 3318--3383 Christian Döbler and Giovanni Peccati The Gamma Stein equation and noncentral de Jong theorems . . . . . . . . . . . . 3384--3421 Dan Cheng and Armin Schwartzman Expected number and height distribution of critical points of smooth isotropic Gaussian random fields . . . . . . . . . 3422--3446 Xiao Han and Guangming Pan and Qing Yang A unified matrix model including both CCA and F matrices in multivariate analysis: The largest eigenvalue and its applications . . . . . . . . . . . . . . 3447--3468 Simon Clinet and Yoann Potiron Statistical inference for the doubly stochastic self-exciting process . . . . 3469--3493 Nadia Sidorova Small deviations of a Galton--Watson process with immigration . . . . . . . . 3494--3521 Ole Martin and Mathias Vetter Testing for simultaneous jumps in case of asynchronous observations . . . . . . 3522--3567 Antoine Lejay and Paolo Pigato Statistical estimation of the Oscillating Brownian Motion . . . . . . 3568--3602 N. N. Leonenko and I. Papi\'c and A. Sikorskii and N. Suvak Correlated continuous time random walks and fractional Pearson diffusions . . . 3603--3627 Ery Arias-Castro and Sébastien Bubeck and Gábor Lugosi and Nicolas Verzelen Detecting Markov random fields hidden in white noise . . . . . . . . . . . . . . 3628--3656 Donggyu Kim and Yi Liu and Yazhen Wang Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data . . . . . 3657--3682 Nicolas Verzelen and Elisabeth Gassiat Adaptive estimation of high-dimensional signal-to-noise ratios . . . . . . . . . 3683--3710 Kengo Kamatani Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution . . . . . . . . . . . . . . 3711--3750 Olivier Ledoit and Michael Wolf Optimal estimation of a large-dimensional covariance matrix under Stein's loss . . . . . . . . . . . 3791--3832 Chenlei Leng and Guangming Pan Covariance estimation via sparse Kronecker structures . . . . . . . . . . 3833--3863 Ilaria Giulini Robust dimension-free Gram operator estimates . . . . . . . . . . . . . . . 3864--3923 Xiaobin Sun and Yimin Xiao and Lihu Xu and Jianliang Zhai Uniform dimension results for a family of Markov processes . . . . . . . . . . 3924--3951
Sabyasachi Chatterjee and John Lafferty Adaptive risk bounds in unimodal regression . . . . . . . . . . . . . . . 1--25 Steven N. Evans and Ronald L. Rivest and Philip B. Stark Leading the field: Fortune favors the bold in Thurstonian choice models . . . 26--46 David R. Bickel and Alexandre G. Patriota Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters . . . . . . . . 47--74 Yanqi Qiu Rigid stationary determinantal processes in non-Archimedean fields . . . . . . . 75--88 Ian W. McKeague and Erol A. Peköz and Yvik Swan Stein's method and approximating the quantum harmonic oscillator . . . . . . 89--111 Alexandre Chotard and Anne Auger Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models . . . . . . . . . . 112--147 Amaury Lambert and Emmanuel Schertzer Recovering the Brownian coalescent point process from the Kingman coalescent by conditional sampling . . . . . . . . . . 148--173 Shulan Hu and Xinyu Wang Subexponential decay in kinetic Fokker--Planck equation: Weak hypocoercivity . . . . . . . . . . . . . 174--188 Erol Peköz and Adrian Röllin and Nathan Ross Pólya urns with immigration at random times . . . . . . . . . . . . . . . . . 189--220 Balázs Ráth Feller property of the multiplicative coalescent with linear deletion . . . . 221--240 Dennis Leung and Qiman Shao Asymptotic power of Rao's score test for independence in high dimensions . . . . 241--263 Daniel Paulin and Ajay Jasra and Alexandre Thiery Error bounds for sequential Monte Carlo samplers for multimodal distributions 310--340 Radoslaw Adamczak and Michal Strzelecki On the convex Poincaré inequality and weak transportation inequalities . . . . 341--374 Sòren Asmussen and Jevgenijs Ivanovs and Johan Segers On the longest gap between power-rate arrivals . . . . . . . . . . . . . . . . 375--394 Joydeep Chowdhury and Probal Chaudhuri Nonparametric depth and quantile regression for functional data . . . . . 395--423 Holger Drees and Natalie Neumeyer and Leonie Selk Estimation and hypotheses testing in boundary regression models . . . . . . . 424--463 Luc Lehéricy Consistent order estimation for nonparametric hidden Markov models . . . 464--498 Magda Peligrad and Na Zhang Central limit theorem for Fourier transform and periodogram of random fields . . . . . . . . . . . . . . . . . 499--520 Zakhar Kabluchko and Vladislav Vysotsky and Dmitry Zaporozhets A multidimensional analogue of the arcsine law for the number of positive terms in a random walk . . . . . . . . . 521--548 Dragi Anevski and Anne-Laure Foug\`eres Limit properties of the monotone rearrangement for density and regression function estimation . . . . . . . . . . 549--583 Nicolas Flammarion and Cheng Mao and Philippe Rigollet Optimal rates of statistical seriation 623--653 Debraj Das and S. N. Lahiri Second order correctness of perturbation bootstrap $M$-estimator of multiple linear regression parameter . . . . . . 654--682 Francis Comets and Gregorio Moreno and Alejandro F. Ramí rez Random polymers on the complete graph 683--711 Fabrice Gamboa and Jan Nagel and Alain Rouault Sum rules and large deviations for spectral matrix measures . . . . . . . . 712--741 Boris Buchmann and Kevin W. Lu and Dilip B. Madan Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions . . . . . . . . . . . . . . 742--770 Aline Duarte and Antonio Galves and Eva Löcherbach and Guilherme Ost Estimating the interaction graph of stochastic neural dynamics . . . . . . . 771--792
Enno Mammen and Ingrid Van Keilegom and Kyusang Yu Expansion for moments of regression quantiles with applications to nonparametric testing . . . . . . . . . 793--827 Piotr Graczyk and Jacek Malecki On squared Bessel particle systems . . . 828--847 Robin J. Evans and Thomas S. Richardson Smooth, identifiable supermodels of discrete DAG models with latent variables . . . . . . . . . . . . . . . 848--876 Minwoo Chae and Stephen G. Walker Bayesian consistency for a nonparametric stationary Markov model . . . . . . . . 877--901 Denis Belomestny and Vladimir Panov and Jeannette H. C. Woerner Low-frequency estimation of continuous-time moving average Lévy processes . . . . . . . . . . . . . . . 902--931 Yoav Zemel and Victor M. Panaretos Fréchet means and Procrustes analysis in Wasserstein space . . . . . . . . . . . 932--976 Rui M. Castro and Ervin Tánczos Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals . . . . . . 977--1012 Rainer Dahlhaus and Stefan Richter and Wei Biao Wu Towards a general theory for nonlinear locally stationary processes . . . . . . 1013--1044 Xiaoshan Chen and Zhen-Qing Chen and Ky Tran and George Yin Properties of switching jump diffusions: Maximum principles and Harnack inequalities . . . . . . . . . . . . . . 1045--1075 A. D. Barbour and Adrian Röllin and Nathan Ross Error bounds in local limit theorems using Stein's method . . . . . . . . . . 1076--1104 Chris J. Oates and Jon Cockayne and François-Xavier Briol and Mark Girolami Convergence rates for a class of estimators based on Stein's method . . . 1141--1159 Ekhine Irurozki and Borja Calvo and Jose A. Lozano Mallows and generalized Mallows model for matchings . . . . . . . . . . . . . 1160--1188 Ji Hyung Lee and Kyungchul Song Stable limit theorems for empirical processes under conditional neighborhood dependence . . . . . . . . . . . . . . . 1189--1224 Johannes Lederer and Lu Yu and Irina Gaynanova Oracle inequalities for high-dimensional prediction . . . . . . . . . . . . . . . 1225--1255 Trevor Campbell and Jonathan H. Huggins and Jonathan P. How and Tamara Broderick Truncated random measures . . . . . . . 1256--1288 Zhuqing Yu and Michael Levine and Guang Cheng Minimax optimal estimation in partially linear additive models under high dimension . . . . . . . . . . . . . . . 1289--1325 Friedrich Liese and Alexander Meister and Johanna Kappus Strong Gaussian approximation of the mixture Rasch model . . . . . . . . . . 1326--1354 François Roueff and Rainer von Sachs Time-frequency analysis of locally stationary Hawkes processes . . . . . . 1355--1385 Sung Won Ahn and Jonathon Peterson Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments . . . . . . 1386--1411 Olivier Durieu and Yizao Wang From random partitions to fractional Brownian sheets . . . . . . . . . . . . 1412--1450 Andreas Maurer A Bernstein-type inequality for functions of bounded interaction . . . . 1451--1471 Cheng Zhou and Fang Han and Xin-Sheng Zhang and Han Liu An extreme-value approach for testing the equality of large $U$-statistic based correlation matrices . . . . . . . 1472--1503 Jimmy Olsson and Randal Douc Numerically stable online estimation of variance in particle filters . . . . . . 1504--1535 Jean-Christophe Breton and Adrien Clarenne and Renan Gobard Macroscopic analysis of determinantal random balls . . . . . . . . . . . . . . 1568--1601
Shuheng Zhou Sparse Hanson--Wright inequalities for subgaussian quadratic forms . . . . . . 1603--1639 Mathias Beiglböck and Tongseok Lim and Jan Ob\lój Dual attainment for the martingale transport problem . . . . . . . . . . . 1640--1658 Ivan S. Yaroslavtsev Martingale decompositions and weak differential subordination in UMD Banach spaces . . . . . . . . . . . . . . . . . 1659--1689 Clément Dombry and Ana Ferreira Maximum likelihood estimators based on the block maxima method . . . . . . . . 1690--1723 Arnaud Poinas and Bernard Delyon and Frédéric Lavancier Mixing properties and Central Limit Theorem for associated point processes 1724--1754 Franziska Kühn Perpetual integrals via random time changes . . . . . . . . . . . . . . . . 1755--1769 Victor-Emmanuel Brunel Uniform behaviors of random polytopes under the Hausdorff metric . . . . . . . 1770--1793 Adrien Saumard and Jon A. Wellner On the isoperimetric constant, covariance inequalities and $ L_p$--Poincaré inequalities in dimension one . . . . . . . . . . . . . . . . . . 1794--1815 Jérémie Kellner and Alain Celisse A one-sample test for normality with kernel methods . . . . . . . . . . . . . 1816--1837 Zhidong Bai and Huiqin Li and Guangming Pan Central Limit Theorem for linear spectral statistics of large dimensional separable sample covariance matrices . . 1838--1869 Masaaki Fukasawa and Tetsuya Takabatake Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations . . . 1870--1900 Denis Belomestny and Mathias Trabs and Alexandre B. Tsybakov Sparse covariance matrix estimation in high-dimensional deconvolution . . . . . 1901--1938 Anirvan Chakraborty and Victor M. Panaretos Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces . . 1939--1976 Jean-Michel Marin and Pierre Pudlo and Mohammed Sedki Consistency of adaptive importance sampling and recycling schemes . . . . . 1977--1998 Cheng Li and Lizhen Lin and David B. Dunson On posterior consistency of tail index for Bayesian kernel mixture models . . . 1999--2028 Danijel Grahovac and Nikolai N. Leonenko and Alla Sikorskii and Murad S. Taqqu The unusual properties of aggregated superpositions of Ornstein--Uhlenbeck type processes . . . . . . . . . . . . . 2029--2050 Florian Henning and Richard C. Kraaij and Christof Külske Gibbs--non-Gibbs transitions in the fuzzy Potts model with a Kac-type interaction: Closing the Ising gap . . . 2051--2074 Gábor Lugosi and Shahar Mendelson Regularization, sparse recovery, and median-of-means tournaments . . . . . . 2075--2106 Lionel Truquet Root-$n$ consistent estimation of the marginal density in semiparametric autoregressive time series models . . . 2107--2136 Aurélien Deya and René Schott Integration with respect to the non-commutative fractional Brownian motion . . . . . . . . . . . . . . . . . 2137--2162 Yuanzhen He and C. Devon Lin and Fasheng Sun Construction of marginally coupled designs by subspace theory . . . . . . . 2163--2182 Jere Koskela and Dario Span\`o and Paul A. Jenkins Consistency of Bayesian nonparametric inference for discretely observed jump diffusions . . . . . . . . . . . . . . . 2183--2205 Billy Fang and Adityanand Guntuboyina On the risk of convex-constrained least squares estimators under misspecification . . . . . . . . . . . . 2206--2244 Andrea Granelli and Almut E. D. Veraart A central limit theorem for the realised covariation of a bivariate Brownian semistationary process . . . . . . . . . 2245--2278 Longmin Wang and KaiNan Xiang and Lang Zou The first order correction to harmonic measure for random walks of rotationally invariant step distribution . . . . . . 2279--2300 Hui He and Matthias Winkel Gromov--Hausdorff--Prokhorov convergence of vertex cut-trees of $n$-leaf Galton--Watson trees . . . . . . . . . . 2301--2329 William Weimin Yoo and Subhashis Ghosal Bayesian mode and maximum estimation and accelerated rates of contraction . . . . 2330--2358 Carsten Jentsch and Christian H. Weiß Bootstrapping INAR models . . . . . . . 2359--2408
Tao Lei Scaling limit of random forests with prescribed degree sequences . . . . . . 2409--2438 Tomoyuki Ichiba and Andrey Sarantsev Stationary distributions and convergence for Walsh diffusions . . . . . . . . . . 2439--2478 Vlada Limic The eternal multiplicative coalescent encoding via excursions of Lévy-type processes . . . . . . . . . . . . . . . 2479--2507 Sven Buhl and Richard A. Davis and Claudia Klüppelberg and Christina Steinkohl Semiparametric estimation for isotropic max-stable space-time processes . . . . 2508--2537 Friedrich Götze and Alexey Naumov and Vladimir Spokoiny and Vladimir Ulyanov Large ball probabilities, Gaussian comparison and anti-concentration . . . 2538--2563 Xiao Fang and Shige Peng and Qi-Man Shao and Yongsheng Song Limit theorems with rate of convergence under sublinear expectations . . . . . . 2564--2596 Markus Reiß and Martin Wahl Functional estimation and hypothesis testing in nonparametric boundary models 2597--2619 Jonathan Weed and Francis Bach Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance . . . . . . . . . . 2620--2648 Aline Marguet Uniform sampling in a structured branching population . . . . . . . . . . 2649--2695 Kweku Abraham Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data . . . . . . . . 2696--2728 Martin Huesmann and Dario Trevisan A Benamou-Brenier formulation of martingale optimal transport . . . . . . 2729--2757 Chinmoy Bhattacharjee and Larry Goldstein Dickman approximation in simulation, summations and perpetuities . . . . . . 2758--2792 Xiequan Fan and Ion Grama and Quansheng Liu and Qi-Man Shao Self-normalized Cramér type moderate deviations for martingales . . . . . . . 2793--2823 Martin Raic A multivariate Berry--Esseen theorem with explicit constants . . . . . . . . 2824--2853 Alain Durmus and Éric Moulines High-dimensional Bayesian inference via the unadjusted Langevin algorithm . . . 2854--2882 Julien Bect and François Bachoc and David Ginsbourger A supermartingale approach to Gaussian process based sequential design of experiments . . . . . . . . . . . . . . 2883--2919 Vo Anh and Nikolai Leonenko and Andriy Olenko and Volodymyr Vaskovych On rate of convergence in non-central limit theorems . . . . . . . . . . . . . 2920--2948 Zhipeng Liu and Jose H. Blanchet and A. B. Dieker and Thomas Mikosch On logarithmically optimal exact simulation of max-stable and related random fields on a compact set . . . . . 2949--2981 Emanuele Dolera and Eugenio Regazzini Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences . . . 2982--3015 Marc Ditzhaus Signal detection via Phi-divergences for general mixtures . . . . . . . . . . . . 3041--3068 Raluca M. Balan and Jian Song Second order Lyapunov exponents for parabolic and hyperbolic Anderson models 3069--3089 Samuel Livingstone and Michael Betancourt and Simon Byrne and Mark Girolami On the geometric ergodicity of Hamiltonian Monte Carlo . . . . . . . . 3109--3138 Evgenii Chzhen and Mohamed Hebiri and Joseph Salmon On Lasso refitting strategies . . . . . 3175--3200 Vanessa Berenguer-Rico and Sòren Johansen and Bent Nielsen Corrigendum: Analysis of the forward search using some new results for martingales and empirical processes . . 3201
Florence Merlev\`ede and Magda Peligrad and Sergey Utev Functional CLT for martingale-like nonstationary dependent structures . . . 3203--3233 Maylis Varvenne Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory . . . . . . . . . . . . . . . . . 3234--3275 Fadoua Balabdaoui and Cécile Durot and Hanna Jankowski Least squares estimation in the monotone single index model . . . . . . . . . . . 3276--3310 Toshio Honda and Ching-Kang Ing and Wei-Ying Wu Adaptively weighted group Lasso for semiparametric quantile regression models . . . . . . . . . . . . . . . . . 3311--3338 Giacomo Aletti and Irene Crimaldi and Andrea Ghiglietti Networks of reinforced stochastic processes: Asymptotics for the empirical means . . . . . . . . . . . . . . . . . 3339--3378 Ronald W. Butler and Andrew T. A. Wood Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions . . . . . . . . . . 3379--3399 Wenhua Jiang and Cun-Hui Zhang Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures . . . . . . . . . . . . . . . . 3400--3420 Gilles Blanchard and Oleksandr Zadorozhnyi Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods . . . . . . 3421--3458 Eitan Greenshtein and Ariel Mantzura and Ya'acov Ritov Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series . . . . . . 3459--3478 Bastien Mallein and Sanjay Ramassamy Two-sided infinite-bin models and analyticity for Barak--Erd\Hos graphs 3479--3495 Patrice Bertail and Stephan Clémençon Bernstein-type exponential inequalities in survey sampling: Conditional Poisson sampling schemes . . . . . . . . . . . . 3527--3554 Simon Barthelmé and Pierre-Olivier Amblard and Nicolas Tremblay Asymptotic equivalence of fixed-size and varying-size determinantal point processes . . . . . . . . . . . . . . . 3555--3589 Johannes Heiny and Thomas Mikosch The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails . . . . . . . . . . . . . . . . . 3590--3622 Jim Pitman and Yuri Yakubovich Gaps and interleaving of point processes in sampling from a residual allocation model . . . . . . . . . . . . . . . . . 3623--3651 Shen Lin Harmonic measure for biased random walk in a supercritical Galton--Watson tree 3652--3672 Sandro Franceschi and Kilian Raschel Integral expression for the stationary distribution of reflected Brownian motion in a wedge . . . . . . . . . . . 3673--3713 Jean-Baptiste Gouéré and Marie Théret Equivalence of some subcritical properties in continuum percolation . . 3714--3733 Liron Ravner and Onno Boxma and Michel Mandjes Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process . . . . . . . . . . . . 3734--3761 Benjamin Colling and Ingrid Van Keilegom Estimation of fully nonparametric transformation models . . . . . . . . . 3762--3795 Yuichi Shiozawa and Jian Wang Long-time heat kernel estimates and upper rate functions of Brownian motion type for symmetric jump processes . . . 3796--3831 Saptarshi Chakraborty and Kshitij Khare Consistent estimation of the spectrum of trace class Data Augmentation algorithms 3832--3863 Piotr Kokoszka and Stilian Stoev and Qian Xiong Principal components analysis of regularly varying functions . . . . . . 3864--3882 Olga Klopp and Yu Lu and Alexandre B. Tsybakov and Harrison H. Zhou Structured matrix estimation and completion . . . . . . . . . . . . . . . 3883--3911 Patrice Bertail and François Portier Rademacher complexity for Markov chains: Applications to kernel smoothing and Metropolis--Hastings . . . . . . . . . . 3912--3938 Krzysztof Burdzy and Bartosz Ko\lodziejek and Tvrtko Tadi\'c Inverse exponential decay: Stochastic fixed point equation and ARMA models . . 3939--3977 Adrien Saumard Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one . . . . . . . . . . . . . 3978--4006
Raphael Andreas Hauser and Heinrich Matzinger Microscopic path structure of optimally aligned random sequences . . . . . . . . 1--30 Dan Cheng and Valentina Cammarota and Yabebal Fantaye and Domenico Marinucci and Armin Schwartzman Multiple testing of local maxima for detection of peaks on the (celestial) sphere . . . . . . . . . . . . . . . . . 31--60 Harald Bernhard and Bikramjit Das Heavy-tailed random walks, buffered queues and hidden large deviations . . . 61--92 Friedrich Götze and Holger Sambale Second order concentration via logarithmic Sobolev inequalities . . . . 93--126 Ismaël Castillo and Botond Szabó Spike and slab empirical Bayes sparse credible sets . . . . . . . . . . . . . 127--158 Christel Geiss and Céline Labart and Antti Luoto Random walk approximation of BSDEs with Hölder continuous terminal condition . . 159--190 Eduard Belitser and Nurzhan Nurushev Needles and straw in a haystack: Robust confidence for possibly sparse sequences 191--225 Stepan Mazur and Dmitry Otryakhin and Mark Podolskij Estimation of the linear fractional stable motion . . . . . . . . . . . . . 226--252 Kay Bogerd and Rui M. Castro and Remco van der Hofstad Cliques in rank-1 random graphs: The role of inhomogeneity . . . . . . . . . 253--285 Irina Gaynanova Prediction and estimation consistency of sparse multi-class penalized optimal scoring . . . . . . . . . . . . . . . . 286--322 Tobias Zwingmann and Hajo Holzmann Weak convergence of quantile and expectile processes under general assumptions . . . . . . . . . . . . . . 323--351 Luca M. Giordano and Maria Jolis and Lluís Quer-Sardanyons SPDEs with fractional noise in space: Continuity in law with respect to the Hurst index . . . . . . . . . . . . . . 352--386 Xiucai Ding High dimensional deformed rectangular matrices with applications in matrix denoising . . . . . . . . . . . . . . . 387--417 Chenlu Shi and Boxin Tang Construction results for strong orthogonal arrays of strength three . . 418--431 Zhuang Ma and Xiaodong Li Subspace perspective on canonical correlation analysis: Dimension reduction and minimax rates . . . . . . 432--470 Konstantinos Fokianos and Bård Stòve and Dag Tjòstheim and Paul Doukhan Multivariate count autoregression . . . 471--499 Yi Shen and Yizao Wang Operator-scaling Gaussian random fields via aggregation . . . . . . . . . . . . 500--530 Abdelaati Daouia and Stéphane Girard and Gilles Stupfler Tail expectile process and risk assessment . . . . . . . . . . . . . . . 531--556 Eric Beutner and Laurent Bordes and Laurent Doyen Consistent semiparametric estimators for recurrent event times models with application to virtual age models . . . 557--586 Keisuke Yano and Kengo Kato On frequentist coverage errors of Bayesian credible sets in moderately high dimensions . . . . . . . . . . . . 616--641 Alexander Schnurr The fourth characteristic of a semimartingale . . . . . . . . . . . . . 642--663 Mingjie Liang and René L. Schilling and Jian Wang A unified approach to coupling SDEs driven by Lévy noise and some applications . . . . . . . . . . . . . . 664--693 Stanislav Minsker and Xiaohan Wei Robust modifications of $U$-statistics and applications to covariance estimation problems . . . . . . . . . . 694--727 Elena Issoglio and Francesco Russo A Feynman--Kac result via Markov BSDEs with generalised drivers . . . . . . . . 728--766 Jing Lei Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces 767--798
Richard A. Davis and Mikkel Slot Nielsen and Victor Rohde Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes . . . . . . . . . . 799--827 Nhat Ho and XuanLong Nguyen and Ya'acov Ritov Robust estimation of mixing measures in finite mixture models . . . . . . . . . 828--857 Peggy Cénac and Basile de Loynes and Yoann Offret and Arnaud Rousselle Recurrence of multidimensional persistent random walks. Fourier and series criteria . . . . . . . . . . . . 858--892 Jie Yen Fan and Kais Hamza and Peter Jagers and Fima Klebaner Convergence of the age structure of general schemes of population processes 893--926 Christian Hirsch and Christian Mönch Distances and large deviations in the spatial preferential attachment model 927--947 Gilles Bonnet and Nicolas Chenavier The maximal degree in a Poisson-Delaunay graph . . . . . . . . . . . . . . . . . 948--979 Leif Döring and Philip Weissmann Stable processes conditioned to hit an interval continuously from the outside 980--1015 Sumit Mukherjee Degeneracy in sparse ERGMs with functions of degrees as sufficient statistics . . . . . . . . . . . . . . . 1016--1043 Pier Luigi Conti and Daniela Marella and Fulvia Mecatti and Federico Andreis A unified principled framework for resampling based on pseudo-populations: Asymptotic theory . . . . . . . . . . . 1044--1069 Ester Mariucci and Kolyan Ray and Botond Szabó A Bayesian nonparametric approach to log-concave density estimation . . . . . 1070--1097 Giacomo Aletti and Irene Crimaldi and Andrea Ghiglietti Interacting reinforced stochastic processes: Statistical inference based on the weighted empirical means . . . . 1098--1138 Chao Gao Robust regression via mutivariate regression depth . . . . . . . . . . . . 1139--1170 Michael Schweinberger Consistent structure estimation of exponential-family random graph models with block structure . . . . . . . . . . 1205--1233 Binyan Jiang and Ziqi Chen and Chenlei Leng Dynamic linear discriminant analysis in high dimensional space . . . . . . . . . 1234--1268 Emanuele Dolera and Stefano Favaro Rates of convergence in de Finetti's representation theorem, and Hausdorff moment problem . . . . . . . . . . . . . 1294--1322 Denis Talay and Milica Tomasevi\'c A new McKean--Vlasov stochastic interpretation of the parabolic-parabolic Keller--Segel model: The one-dimensional case . . . . . . . . 1323--1353 Pasha Tkachov On stability of traveling wave solutions for integro-differential equations related to branching Markov processes 1354--1380 Ilya Pavlyukevich and Georgiy Shevchenko Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited . . . . . . 1381--1409 Wensheng Wang and Zhonggen Su and Yimin Xiao The moduli of non-differentiability for Gaussian random fields with stationary increments . . . . . . . . . . . . . . . 1410--1430 Giovanni Conforti and Luigia Ripani Around the entropic Talagrand inequality 1431--1452 Martin Kolb and Mladen Savov A characterization of the finiteness of perpetual integrals of Lévy processes . . 1453--1472 Shuyang Bai and Murad S. Taqqu Limit theorems for long-memory flows on Wiener chaos . . . . . . . . . . . . . . 1473--1503 Kamran Kalbasi and Thomas Mountford On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments . . . . . . . 1504--1534 Amir Najafi and Seyed Abolfazl Motahari and Hamid R. Rabiee Reliable clustering of Bernoulli mixture models . . . . . . . . . . . . . . . . . 1535--1559 Michael Jauch and Peter D. Hoff and David B. Dunson Random orthogonal matrices and the Cayley transform . . . . . . . . . . . . 1560--1586 Arun K. Kuchibhotla and Rohit K. Patra Efficient estimation in single index models through smoothing splines . . . . 1587--1618
Ivan Nourdin and Giovanni Peccati and Stéphane Seuret Sojourn time dimensions of fractional Brownian motion . . . . . . . . . . . . 1619--1634 Jason M. Klusowski and Yihong Wu Estimating the number of connected components in a graph via subgraph sampling . . . . . . . . . . . . . . . . 1635--1664 David Corlin Marchand and Ioan Manolescu Influence of the seed in affine preferential attachment trees . . . . . 1665--1705 Pavel Chigansky and Marina Kleptsyna and Dmytro Marushkevych On the eigenproblem for Gaussian bridges 1706--1726 Cristina Butucea and Amandine Dubois and Martin Kroll and Adrien Saumard Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids . . . . 1727--1764 Xin Bing and Florentina Bunea and Marten Wegkamp A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics . . . . . . . . 1765--1796 Sébastien Gadat and Sébastien Gerchinovitz and Clément Marteau Optimal functional supervised classification with separation condition 1797--1831 Galatia Cleanthous and Athanasios G. Georgiadis and Gerard Kerkyacharian and Pencho Petrushev and Dominique Picard Kernel and wavelet density estimators on manifolds and more general metric spaces 1832--1862 Holger Sambale and Arthur Sinulis Logarithmic Sobolev inequalities for finite spin systems and applications . . 1863--1890 Ulrike Mayer and Henryk Zähle and Zhou Zhou Functional weak limit theorem for a local empirical process of non-stationary time series and its application . . . . . . . . . . . . . . 1891--1911 Adam Osekowski On the best constant in the martingale version of Fefferman's inequality . . . 1912--1926 Tom Alberts and Firas Rassoul-Agha and Mackenzie Simper Busemann functions and semi-infinite O'Connell--Yor polymers . . . . . . . . 1927--1955 Arnak S. Dalalyan and Lionel Riou-Durand On sampling from a log-concave density using kinetic Langevin diffusions . . . 1956--1988 O. Collier and L. Comminges and A. B. Tsybakov On estimation of nonsmooth functionals of sparse normal means . . . . . . . . . 1989--2020 Adriana Coutinho and Rodrigo Lambert and Jérôme Rousseau Matching strings in encoded sequences 2021--2050 Marie Ernst and Gesine Reinert and Yvik Swan First-order covariance inequalities via Stein's method . . . . . . . . . . . . . 2051--2081 Sarat B. Moka and Dirk P. Kroese Perfect sampling for Gibbs point processes using partial rejection sampling . . . . . . . . . . . . . . . . 2082--2104 Akio Fujiwara and Koichi Yamagata Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics . . . . . . . . . . . 2105--2142 Javier Cárcamo and Antonio Cuevas and Luis-Alberto Rodríguez Directional differentiability for supremum-type functionals: Statistical applications . . . . . . . . . . . . . . 2143--2175 Peter Bank and Yan Dolinsky Scaling limits for super-replication with transient price impact . . . . . . 2176--2201 Anton Thalmaier and James Thompson Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces . . . . . . . . . 2202--2225 Sreenivasa Rao Jammalamadaka and Simos Meintanis and Thomas Verdebout On Sobolev tests of uniformity on the circle with an extension to the sphere 2226--2252 Gábor Lugosi and Shahar Mendelson and Nikita Zhivotovskiy Concentration of the spectral norm of Erd\Hos--Rényi random graphs . . . . . . 2253--2274 Takashi Owada and Omer Bobrowski Convergence of persistence diagrams for topological crackle . . . . . . . . . . 2275--2310 Pavel Zorin-Kranich Weighted Lépingle inequality . . . . . . 2311--2318 Xiao Fang and Li Luo and Qi-Man Shao A refined Cramér-type moderate deviation for sums of local statistics . . . . . . 2319--2352 Bo Ning and Seonghyun Jeong and Subhashis Ghosal Bayesian linear regression for multivariate responses under group sparsity . . . . . . . . . . . . . . . . 2353--2382 Piotr Kokoszka and Neda Mohammadi Jouzdani Frequency domain theory for functional time series: Variance decomposition and an invariance principle . . . . . . . . 2383--2399 Jong Yun Hwang and Ji Oon Lee and Wooseok Yang Local law and Tracy--Widom limit for sparse stochastic block models . . . . . 2400--2435
Matthew Van Hala and Soutir Bandyopadhyay and Soumendra N. Lahiri and Daniel J. Nordman A general frequency domain method for assessing spatial covariance structures 2463--2487 Victor-Emmanuel Brunel Deviation inequalities for random polytopes in arbitrary convex bodies . . 2488--2502 Mathias Drton and Elina Robeva and Luca Weihs Nested covariance determinants and restricted trek separation in Gaussian graphical models . . . . . . . . . . . . 2503--2540 Haoran Li and Alexander Aue and Debashis Paul High-dimensional general linear hypothesis tests via non-linear spectral shrinkage . . . . . . . . . . . . . . . 2541--2571 Filip Lindskog and Abhishek Pal Majumder Exact long time behavior of some regime switching stochastic processes . . . . . 2572--2604 Zheng Gao and Stilian Stoev Fundamental limits of exact support recovery in high dimensions . . . . . . 2605--2638 Anatoli Juditsky and Arkadi Nemirovski Estimating linear and quadratic forms via indirect observations . . . . . . . 2639--2669 Roland Diel and Sylvain Le Corff and Matthieu Lerasle Learning the distribution of latent variables in paired comparison models with round-robin scheduling . . . . . . 2670--2698 Jian Song and Xiaoming Song and Fangjun Xu Fractional stochastic wave equation driven by a Gaussian noise rough in space . . . . . . . . . . . . . . . . . 2699--2726 Patric Bonnier and Harald Oberhauser Signature cumulants, ordered partitions, and independence of stochastic processes 2727--2757 Herold Dehling and Muneya Matsui and Thomas Mikosch and Gennady Samorodnitsky and Laleh Tafakori Distance covariance for discretized stochastic processes . . . . . . . . . . 2758--2789 Hajo Holzmann and Alexander Meister Rate-optimal nonparametric estimation for random coefficient regression models 2790--2814 Yue Zhao and Ir\`ene Gijbels and Ingrid Van Keilegom Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks . . . . 2815--2846 Luo Xiao Asymptotic properties of penalized splines for functional data . . . . . . 2847--2875 Lionel Truquet A perturbation analysis of Markov chains models with time-varying parameters . . 2876--2906 Viktor Todorov Testing and inference for fixed times of discontinuity in semimartingales . . . . 2907--2948 Alexandre Richard and Etienne Tanré and Soledad Torres Penalisation techniques for one-dimensional reflected rough differential equations . . . . . . . . . 2949--2986 Davy Paindaveine and Julien Remy and Thomas Verdebout Sign tests for weak principal directions 2987--3016 Claire Brécheteau and Clément Levrard A $k$-points-based distance for robust geometric inference . . . . . . . . . . 3017--3050 Jan-Christian Hütter and Cheng Mao and Philippe Rigollet and Elina Robeva Estimation of Monge matrices . . . . . . 3051--3080 Anna Paola Todino Nodal lengths in shrinking domains for random eigenfunctions on . . . . . . . . 3081--3110 Olga Lopusanschi and Damien Simon Area anomaly in the rough path Brownian scaling limit of hidden Markov walks . . 3111--3138 Roman Vershynin Concentration inequalities for random tensors . . . . . . . . . . . . . . . . 3139--3162 Sami Umut Can and John H. J. Einmahl and Roger J. A. Laeven Goodness-of-fit testing for copulas: a distribution-free approach . . . . . . . 3163--3190 Tomasz Grzywny and Karol Szczypkowski Lévy processes: Concentration function and heat kernel bounds . . . . . . . . . 3191--3223 Shogo Kato and Peter McCullagh Some properties of a Cauchy family on the sphere derived from the Möbius transformations . . . . . . . . . . . . 3224--3248 Lionel Truquet Coupling and perturbation techniques for categorical time series . . . . . . . . 3249--3279 Farida Enikeeva and Axel Munk and Markus Pohlmann and Frank Werner Bump detection in the presence of dependency: Does it ease or does it load? . . . . . . . . . . . . . . . . . 3280--3310 Anonymous Table of Contents . . . . . . . . . . . ??
M. Barkhagen and N. H. Chau and É. Moulines and M. Rásonyi and S. Sabanis and Y. Zhang On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case . . . . . . . . . . . . 1--33 Alexander Marynych and Ilya Molchanov Sieving random iterative function systems . . . . . . . . . . . . . . . . 34--65 Pierre C. Bellec Adaptive confidence sets in shape restricted regression . . . . . . . . . 66--92 Qizhao Chen and Christina Goldschmidt Parking on a random rooted plane tree 93--106 Sévérien Nkurunziza Inference problem in generalized fractional Ornstein--Uhlenbeck processes with change-point . . . . . . . . . . . 107--134 Eliana Duarte and Orlando Marigliano and Bernd Sturmfels Discrete statistical models with rational maximum likelihood estimator 135--154 Wanli Qiao Nonparametric estimation of surface integrals on level sets . . . . . . . . 155--191 Arun Kumar Kuchibhotla and Somabha Mukherjee and Debapratim Banerjee High-dimensional CLT: Improvements, non-uniform extensions and large deviations . . . . . . . . . . . . . . . 192--217 Mogens Bladt and Marcin Mider and Michael Sòrensen Corrigendum to ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions'' 218--220 Fuqing Gao and Lingjiong Zhu Precise deviations for Hawkes processes 221--248 Jacobo de Uña-Álvarez and Ingrid Van Keilegom Efron--Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis . . . . . . . . . . 249--273 Dandan Jiang and Zhidong Bai Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices . . . . . . . . . . 274--294 Mohammud Foondun and Eulalia Nualart The Osgood condition for stochastic partial differential equations . . . . . 295--311 Mireille Bossy and Jean-François Jabir and Kerlyns Martínez On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth . . . . . . . . . . . 312--347 Petra Lazi\'c and Nikola Sandri\'c On sub-geometric ergodicity of diffusion processes . . . . . . . . . . . . . . . 348--380 Raanju R. Sundararajan and Vladas Pipiras and Mohsen Pourahmadi Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing 381--418 Ilmun Kim Comparing a large number of multivariate distributions . . . . . . . . . . . . . 419--441 Louis H. Y. Chen and Martin Raic and Lê V\uan Th\`anh On the error bound in the normal approximation for Jack measures . . . . 442--468 Anne van Delft and Holger Dette A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing . . . . . . . . . 469--501 Yuki Ueda Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution . . . . . . . 502--531 Geoffrey Wolfer and Aryeh Kontorovich Statistical estimation of ergodic Markov chain kernel over discrete state space 532--553 Daren Wang and Yi Yu and Alessandro Rinaldo Optimal covariance change point localization in high dimensions . . . . 554--575 Paolo Guasoni and Eberhard Mayerhofer and Mingchuan Zhao Minimal $ {\cal L}^p $-densities with prescribed marginals . . . . . . . . . . 576--585 Xiaohui Chen and Yun Yang Hanson--Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data . . . 586--614 Rongfeng Sun and Jan M. Swart and Jinjiong Yu An invariance principle for biased voter model interfaces . . . . . . . . . . . . 615--636 Yabo Niu and Debdeep Pati and Bani K. Mallick Bayesian graph selection consistency under model misspecification . . . . . . 637--672 Stanislav Nagy and Sami Helander and Germain Van Bever and Lauri Viitasaari and Pauliina Ilmonen Flexible integrated functional depths 673--701 Patrizia Berti and Emanuela Dreassi and Luca Pratelli and Pietro Rigo A class of models for Bayesian predictive inference . . . . . . . . . . 702--726 Anonymous Table of Contents . . . . . . . . . . . ??
Alexandra Carpentier and Nicolas Verzelen Optimal sparsity testing in linear regression model . . . . . . . . . . . . 727--750 Ivan Gentil and Simon Zugmeyer A family of Beckner inequalities under various curvature-dimension conditions 751--771 Victor-Emmanuel Brunel and Jason M. Klusowski and Dana Yang Estimation of convex supports from noisy measurements . . . . . . . . . . . . . . 772--793 Sen Na and Mladen Kolar High-dimensional index volatility models via Stein's identity . . . . . . . . . . 794--817 Lutz Dümbgen and Richard J. Samworth and Jon A. Wellner Bounding distributional errors via density ratios . . . . . . . . . . . . . 818--852 Peter Grandits Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift . . . . . . . . . . . 853--865 Chen Wang and Saisai Yang and Tusheng Zhang Reflected Brownian motion with singular drift . . . . . . . . . . . . . . . . . 866--898 Philippe Briand and Christel Geiss and Stefan Geiss and Céline Labart Donsker-type theorem for BSDEs: Rate of convergence . . . . . . . . . . . . . . 899--929 Puying Zhao and Lei Wang and Jun Shao Sufficient dimension reduction and instrument search for data with nonignorable nonresponse . . . . . . . . 930--945 Wanli Qiao Asymptotic confidence regions for density ridges . . . . . . . . . . . . . 946--975 Boualem Djehiche and Othmane Mazhar and Cristian R. Rojas Finite impulse response models: a non-asymptotic analysis of the least squares estimator . . . . . . . . . . . 976--1000 Michael Kupper and José Miguel Zapata Large deviations built on max-stability 1001--1027 Adam Jakubowski and Igor Rodionov and Natalia Soja-Kukie\la Directional phantom distribution functions for stationary random fields 1028--1056 Yiting Li and Yuanyuan Xu On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices . . . . . . . . . . . . . . . . 1057--1076 Solesne Bourguin and Charles-Philippe Diez and Ciprian A. Tudor Limiting behavior of large correlated Wishart matrices with chaotic entries 1077--1102 Anirvan Chakraborty and Victor M. Panaretos Functional registration and local variations: Identifiability, rank, and tuning . . . . . . . . . . . . . . . . . 1103--1130 Michael Röckner and Xicheng Zhang Well-posedness of distribution dependent SDEs with singular drifts . . . . . . . 1131--1158 Kay Bogerd and Rui M. Castro and Remco van der Hofstad and Nicolas Verzelen Detecting a planted community in an inhomogeneous random graph . . . . . . . 1159--1188 Changbo Zhu and Xiaofeng Shao Interpoint distance based two sample tests in high dimension . . . . . . . . 1189--1211 Keisuke Yano and Ryoya Kaneko and Fumiyasu Komaki Minimax predictive density for sparse count data . . . . . . . . . . . . . . . 1212--1238 Holger Drees and Sebastian Neblung Asymptotics for sliding blocks estimators of rare events . . . . . . . 1239--1269 Aihua Fan and Davit Karagulyan On $ \mu $-Dvoretzky random covering of the circle . . . . . . . . . . . . . . . 1270--1290 Clément Foucart and Pei-Sen Li and Xiaowen Zhou Time-changed spectrally positive Lévy processes started from infinity . . . . 1291--1318 Thomas Mikosch and Igor Rodionov Precise large deviations for dependent subexponential variables . . . . . . . . 1319--1347 Timothy B. Armstrong Adaptation bounds for confidence bands under self-similarity . . . . . . . . . 1348--1370 Bojan Basrak and Hrvoje Planini\'c Compound Poisson approximation for regularly varying fields with application to sequence alignment . . . 1371--1408 Carsten Jentsch and Rafa\l Kulik Bootstrapping Hill estimator and tail array sums for regularly varying time series . . . . . . . . . . . . . . . . . 1409--1439 Anonymous Table of Contents . . . . . . . . . . . ??
Jonas Krampe and Jens-Peter Kreiss and Efstathios Paparoditis Bootstrap based inference for sparse high-dimensional time series models . . 1441--1466 Michael Law and Ya'acov Ritov Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model . . . . . . 1467--1495 Richard C. Kraaij Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton--Jacobi equation . . . . . . . 1496--1528 Volker Betz and Julian Mühlbauer and Helge Schäfer and Dirk Zeindler Precise asymptotics of longest cycles in random permutations without macroscopic cycles . . . . . . . . . . . . . . . . . 1529--1555 E. Cator and H. Don Explicit bounds for critical infection rates and expected extinction times of the contact process on finite random graphs . . . . . . . . . . . . . . . . . 1556--1582 Eduardo Abi Jaber Weak existence and uniqueness for affine stochastic Volterra equations with . . . 1583--1615 Sergios Agapiou and Masoumeh Dashti and Tapio Helin Rates of contraction of posterior distributions based on p -exponential priors . . . . . . . . . . . . . . . . . 1616--1642 Natalia Cardona-Tobón and Sandra Palau Yaglom's limit for critical Galton--Watson processes in varying environment: a probabilistic approach 1643--1665 Alexander Kreiß Correlation bounds, mixing and m -dependence under random time-varying network distances with an application to Cox-processes . . . . . . . . . . . . . 1666--1694 Johannes Krebs On the law of the iterated logarithm and strong invariance principles in stochastic geometry . . . . . . . . . . 1695--1723 De Huang and Joel A. Tropp From Poincaré inequalities to nonlinear matrix concentration . . . . . . . . . . 1724--1744 Luiz Renato Fontes and Pablo Almeida Gomes and Remy Sanchis Contact process under heavy-tailed renewals on finite graphs . . . . . . . 1745--1763 Valentin Garino and Ivan Nourdin and David Nualart and Majid Salamat Limit theorems for integral functionals of Hermite-driven processes . . . . . . 1764--1788 Yevgeniy Kovchegov and Ilya Zaliapin Invariance and attraction properties of Galton--Watson trees . . . . . . . . . . 1789--1823 Benjamin Bobbia and Clément Dombry and Davit Varron The coupling method in extreme value theory . . . . . . . . . . . . . . . . . 1824--1850 Alexander Gnedin and Amirlan Seksenbayev Asymptotics and renewal approximation in the online selection of increasing subsequence . . . . . . . . . . . . . . 1851--1869 Jacek Jakubowski and Maciej Wi\'sniewolski A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation 1870--1898 Wai-Tong Louis Fan Stochastic PDEs on graphs as scaling limits of discrete interacting systems 1899--1941 Yi-An Ma and Niladri S. Chatterji and Xiang Cheng and Nicolas Flammarion and Peter L. Bartlett and Michael I. Jordan Is there an analog of Nesterov acceleration for gradient-based MCMC? 1942--1992 Jonas R. Brehmer and Tilmann Gneiting Scoring interval forecasts: Equal-tailed, shortest, and modal interval . . . . . . . . . . . . . . . . 1993--2010 Peggy Cénac and Brigitte Chauvin and Camille Noûs and Frédéric Paccaut and Nicolas Pouyanne Variable Length Memory Chains: Characterization of stationary probability measures . . . . . . . . . . 2011--2039 Lu-Jing Huang and Mateusz B. Majka and Jian Wang Approximation of heavy-tailed distributions via stable-driven SDEs . . 2040--2068 Yury A. Kutoyants On multi-step estimation of delay for SDE . . . . . . . . . . . . . . . . . . 2069--2090 Federica Nicolussi and Manuela Cazzaro Context-specific independencies in stratified chain regression graphical models . . . . . . . . . . . . . . . . . 2091--2116 Zakhar Kabluchko and Joscha Prochno and Christoph Thäle A new look at random projections of the cube and general product measures . . . 2117--2138 Sohail Bahmani Nearly optimal robust mean estimation via empirical characteristic function 2139--2158 Anonymous Table of Contents . . . . . . . . . . . ??
Aritra Guha and Nhat Ho and XuanLong Nguyen On posterior contraction of parameters and interpretability in Bayesian mixture modeling . . . . . . . . . . . . . . . . 2159--2188 Sladana Babi\'c and Laetitia Gelbgras and Marc Hallin and Christophe Ley Optimal tests for elliptical symmetry: Specified and unspecified location . . . 2189--2216 Thimo M. Kasper and Sebastian Fuchs and Wolfgang Trutschnig On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation . . . . . . . . 2217--2240 Stephen Page and Steffen Grünewälder The Goldenshluger--Lepski method for constrained least-squares estimators over RKHSs . . . . . . . . . . . . . . . 2241--2266 Ilja Klebanov and Björn Sprungk and T. J. Sullivan The linear conditional expectation in Hilbert space . . . . . . . . . . . . . 2267--2299 Hongxiang Qiu and Alex Luedtke and Marco Carone Universal sieve-based strategies for efficient estimation using machine learning tools . . . . . . . . . . . . . 2300--2336 Dandan Jiang and Zhidong Bai Partial generalized four moment theorem revisited . . . . . . . . . . . . . . . 2337--2352 Gábor Pete and Ádám Timár Finite-energy infinite clusters without anchored expansion . . . . . . . . . . . 2353--2361 Nathalie Krell and Émeline Schmisser Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes . . . . . 2362--2388 Evgenii Chzhen and Christophe Denis and Mohamed Hebiri Minimax semi-supervised set-valued approach to multi-class classification 2389--2412 Jorge González Cázares and Jevgenijs Ivanovs Recovering Brownian and jump parts from high-frequency observations of a Lévy process . . . . . . . . . . . . . . . . 2413--2436 Rina Foygel Barber and Richard J. Samworth Local continuity of log-concave projection, with applications to estimation under model misspecification 2437--2472 Ghurumuruhan Ganesan Minimum spanning trees of random geometric graphs with location dependent weights . . . . . . . . . . . . . . . . 2473--2493 Theerawat Bhudisaksang and Álvaro Cartea Online drift estimation for jump-diffusion processes . . . . . . . . 2494--2518 Rohit Chaudhuri and Vishesh Jain and Natesh S. Pillai Universality and least singular values of random matrix products: a simplified approach . . . . . . . . . . . . . . . . 2519--2531 Ning Ning and Edward L. Ionides and Ya'acov Ritov Scalable Monte Carlo inference and rescaled local asymptotic normality . . 2532--2555 Dewei Wang and Chuan-Fa Tang Testing against uniform stochastic ordering with paired observations . . . 2556--2563 Michael Kohler and Adam Krzyzak Over-parametrized deep neural networks minimizing the empirical risk do not generalize well . . . . . . . . . . . . 2564--2597 Bence Borda Equidistribution of random walks on compact groups II. The Wasserstein metric . . . . . . . . . . . . . . . . . 2598--2623 Ales Cerný and Johannes Ruf Pure-jump semimartingales . . . . . . . 2624--2648 Céline Duval and Ester Mariucci Spectral-free estimation of Lévy densities in high-frequency regime . . . 2649--2674 Christophe Denis and Charlotte Dion-Blanc and Miguel Martinez A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation . . . . . . . . . . . . . . . . 2675--2713 Randolf Altmeyer Approximation of occupation time functionals . . . . . . . . . . . . . . 2714--2739 Jinwoong Kwak and Ji Oon Lee and Jaewhi Park Extremal eigenvalues of sample covariance matrices with general population . . . . . . . . . . . . . . . 2740--2765 Wei Xu Asymptotic results for heavy-tailed Lévy processes and their exponential functionals . . . . . . . . . . . . . . 2766--2803 Xiao-Yang Li and Zhi-Sheng Ye and Cheng Yong Tang Estimating the inter-occurrence time distribution from superposed renewal processes . . . . . . . . . . . . . . . 2804--2826 Anonymous Table of Contents . . . . . . . . . . . ??
Ricardo Carrizo Vergara and Denis Allard and Nicolas Desassis A general framework for SPDE-based stationary random fields . . . . . . . . 1--32 Peter Braunsteins and Sophie Hautphenne and Carmen Minuesa Parameter estimation in branching processes with almost sure extinction 33--63 Michel Bonnefont and Aldéric Joulin A note on eigenvalues estimates for one-dimensional diffusion operators . . 64--86 Qiyang Han Multiplier $U$-processes: Sharp bounds and applications . . . . . . . . . . . . 87--124 Xavier Erny and Eva Löcherbach and Dasha Loukianova Mean field limits for interacting Hawkes processes in a diffusive regime . . . . 125--149 Giulio Iacobelli and Rodrigo Ribeiro and Glauco Valle and Leonel Zuaznábar Tree builder random walk: Recurrence, transience and ballisticity . . . . . . 150--180 Badr-Eddine Chérief-Abdellatif and Pierre Alquier Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence . . . . 181--213 Kunwoo Kim and Jaeyun Yi Limit theorems for time-dependent averages of nonlinear stochastic heat equations . . . . . . . . . . . . . . . 214--238 Benjamin Eltzner Geometrical smeariness - a new phenomenon of Fréchet means . . . . . . . 239--254 Pablo Groisman and Matthieu Jonckheere and Facundo Sapienza Nonhomogeneous Euclidean first-passage percolation and distance learning . . . 255--276 Cheuk Yin Lee The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism . . 277--306 Masahito Hayashi Information geometry approach to parameter estimation in hidden Markov model . . . . . . . . . . . . . . . . . 307--342 Xiaobin Sun and Longjie Xie and Yingchao Xie Strong and weak convergence rates for slow-fast stochastic differential equations driven by $ \alpha $-stable process . . . . . . . . . . . . . . . . 343--369 J. Backhoff-Veraguas and G. Pammer Applications of weak transport theory 370--394 Karim Benhenni and Didier A. Girard and Sana Louhichi On bandwidth selection problems in nonparametric trend estimation under martingale difference errors . . . . . . 395--423 Rancy El Nmeir and Harald Luschgy and Gilles Pag\`es New approach to greedy vector quantization . . . . . . . . . . . . . . 424--452 Nathawut Phandoidaen and Stefan Richter Empirical process theory for locally stationary processes . . . . . . . . . . 453--480 Andrea Cosso and Francesco Russo Crandall-Lions viscosity solutions for path-dependent PDEs: The case of heat equation . . . . . . . . . . . . . . . . 481--503 Christophe Gaillac and Eric Gautier Adaptive estimation in the linear random coefficients model when regressors have limited variation . . . . . . . . . . . 504--524 Hongyuan Cao and Wei Biao Wu Testing and estimation for clustered signals . . . . . . . . . . . . . . . . 525--547 Christian Francq and Jean-Michel Zako\"\ian Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models . . . . . . . . . . . . . . 548--578 Joseph Lam-Weil and Béatrice Laurent and Jean-Michel Loubes Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint 579--600 Irina Gaynanova Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring . . . . . . . 601--605 Weiming Li and Qinwen Wang and Jianfeng Yao and Wang Zhou On eigenvalues of a high-dimensional spatial-sign covariance matrix . . . . . 606--637 John W. Lau and Edward Cripps Thinned completely random measures with applications in competing risks models 638--662 Paul Doukhan and Anne Leucht and Michael H. Neumann Mixing properties of non-stationary . . 663--688 Dane Rogers and Matthias Winkel A Ray--Knight representation of up-down Chinese restaurants . . . . . . . . . . 689--712 Anonymous Table of Contents . . . . . . . . . . . ??
Pierre C. Bellec and Cun-Hui Zhang De-biasing the lasso with degrees-of-freedom adjustment . . . . . 713--743 Yiren Wang and Dimitris N. Politis Model-free bootstrap for a general class of stationary time series . . . . . . . 744--770 Myl\`ene Ma\"\ida and Tien Dat Nguyen and Thanh Mai Pham Ngoc and Vincent Rivoirard and Viet Chi Tran Statistical deconvolution of the free Fokker--Planck equation at fixed time 771--802 Daniel Gaigall and Julian Gerstenberg and Thi Thu Ha Trinh Empirical process of concomitants for partly categorial data and applications in statistics . . . . . . . . . . . . . 803--829 Benjamin Jourdain and William Margheriti Martingale Wasserstein inequality for probability measures in the convex order 830--858 Qian Qin and Galin L. Jones Convergence rates of two-component MCMC samplers . . . . . . . . . . . . . . . . 859--885 Johannes Alt and Torben Krüger Local elliptic law . . . . . . . . . . . 886--909 Bertrand Michel and Anthony Nouy Learning with tree tensor networks: Complexity estimates and model selection 910--936 Jianya Lu and Yuzhen Tan and Lihu Xu Central limit theorem and self-normalized Cramér-type moderate deviation for Euler--Maruyama scheme . . 937--964 Davy Paindaveine On the measure of anchored Gaussian simplices, with applications to multivariate medians . . . . . . . . . . 965--996 Xin Bing and Florentina Bunea and Marten Wegkamp Inference in latent factor regression with clusterable features . . . . . . . 997--1020 Simone A. Padoan and Gilles Stupfler Joint inference on extreme expectiles for multivariate heavy-tailed distributions . . . . . . . . . . . . . 1021--1048 Minh Tang and Joshua Cape and Carey E. Priebe Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator . . . . . . . . . . . 1049--1073 Niladri S. Chatterji and Peter L. Bartlett and Philip M. Long Oracle lower bounds for stochastic gradient sampling algorithms . . . . . . 1074--1092 Moumita Chakraborty and Subhashis Ghosal Rates and coverage for monotone densities using projection-posterior . . 1093--1119 Alexander Goldenshluger and Oleg V. Lepski Minimax estimation of norms of a probability density: I. Lower bounds . . 1120--1154 Alexander Goldenshluger and Oleg V. Lepski Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures . . . . . . . . . 1155--1178 Joseph Lam-Weil and Alexandra Carpentier and Bharath K. Sriperumbudur Local minimax rates for closeness testing of discrete distributions . . . 1179--1197 Kasra Alishahi and Milad Barzegar Paving property for real stable polynomials and strongly Rayleigh processes . . . . . . . . . . . . . . . 1198--1223 Lyuou Zhang and Wen Zhou and Haonan Wang Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications . . . . . . . 1224--1249 Daisuke Kurisu Nonparametric regression for locally stationary random fields under stochastic sampling design . . . . . . . 1250--1275 David Berger and Alexander Lindner A Cramér--Wold device for infinite divisibility of $ \mathbb {Z}^d $-valued distributions . . . . . . . . . . . . . 1276--1283 Zacharie Naulet Adaptive Bayesian density estimation in sup-norm . . . . . . . . . . . . . . . . 1284--1308 Anita Behme and Apostolos Sideris Markov-modulated generalized Ornstein--Uhlenbeck processes and an application in risk theory . . . . . . . 1309--1339 Chiara Franceschini and Patrícia Gonçalves and Federico Sau Symmetric inclusion process with slow boundary: Hydrodynamics and hydrostatics 1340--1381 Denis Belomestny and Leonid Iosipoi and Quentin Paris and Nikita Zhivotovskiy Empirical variance minimization with applications in variance reduction and optimal control . . . . . . . . . . . . 1382--1407 Götz Kersting and Carmen Minuesa Defective Galton--Watson processes in a varying environment . . . . . . . . . . 1408--1431 Marcelo Hilário and Daniel Ungaretti A note on the phase transition for independent alignment percolation . . . 1432--1447 Alexander Nazarov and Yakov Nikitin Spectral equivalence of Gaussian random functions: Operator approach . . . . . . 1448--1460 Sergiu Hart and Yosef Rinott Posterior probabilities: Nonmonotonicity, asymptotic rates, log-concavity, and Turán's inequality . . 1461--1490 Clayton Barnes Convergence of jump processes with stochastic intensity to Brownian motion with inert drift . . . . . . . . . . . . 1491--1518 Anonymous Table of Contents . . . . . . . . . . . ??
Olivier Ledoit and Michael Wolf Quadratic shrinkage for large covariance matrices . . . . . . . . . . . . . . . . 1519--1547 Qi-Man Shao and Zhuo-Song Zhang Berry--Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms . . . . . . . . . . . 1548--1576 Wenlong Mou and Nicolas Flammarion and Martin J. Wainwright and Peter L. Bartlett Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity . . . . . . . . . . . 1577--1601 Dariusz Buraczewski and Ewa Damek Limit theorems for supercritical branching processes in random environment . . . . . . . . . . . . . . 1602--1624 Prithwish Bhaumik and Wenli Shi and Subhashis Ghosal Two-step Bayesian methods for generalized regression driven by partial differential equations . . . . . . . . . 1625--1647 Qiao Huang and Jinqiao Duan and Renming Song Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise . . . . . . . . . . . . . . . 1648--1674 Satyajit Ghosh and Zhiqiang Tan Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data . . . . . . . 1675--1703 Steven R. Howard and Aaditya Ramdas Sequential estimation of quantiles with applications to A/B testing and best-arm identification . . . . . . . . . . . . . 1704--1728 Yanqing Yin Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm . . . . . . . . 1729--1756 Helena Kremp and Nicolas Perkowski Multidimensional SDE with distributional drift and Lévy noise . . . . . . . . . . 1757--1783 Djalil Chafa\"\i and David García-Zelada and Paul Jung At the edge of a one-dimensional jellium 1784--1809 Abhishek Roy and Lingqing Shen and Krishnakumar Balasubramanian and Saeed Ghadimi Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference . . . . . . . . . . . . . . . 1810--1834 Qian Zhao and Pragya Sur and Emmanuel J. Cand\`es The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance . . . . . . . . . . 1835--1861 Lukas Fertl and Efstathia Bura Conditional variance estimator for sufficient dimension reduction . . . . . 1862--1891 Yunpeng Zhao An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting . . . . . . . . . . . . . . . . 1892--1911 Dimitri Konen and Davy Paindaveine Multivariate $ \rho $-quantiles: A spatial approach . . . . . . . . . . . . 1912--1934 Guanyang Wang On the theoretical properties of the exchange algorithm . . . . . . . . . . . 1935--1960 Alexandre Pannier Pathwise large deviations for white noise chaos expansions . . . . . . . . . 1961--1985 Simon Fontaine and Myl\`ene Bédard An adaptive multiple-try Metropolis algorithm . . . . . . . . . . . . . . . 1986--2011 Guanyang Wang Exact convergence analysis of the independent Metropolis--Hastings algorithms . . . . . . . . . . . . . . . 2012--2033 Jeong Min Jeon and Young Kyung Lee and Enno Mammen and Byeong U. Park Locally polynomial Hilbertian additive regression . . . . . . . . . . . . . . . 2034--2066 Tomoyuki Ichiba and Ioannis Karatzas Degenerate competing three-particle systems . . . . . . . . . . . . . . . . 2067--2094 Clarice Poon and Gabriel Peyré Degrees of freedom for off-the-grid sparse estimation . . . . . . . . . . . 2095--2121 Anonymous Table of Contents . . . . . . . . . . . ??
Eustasio del Barrio and Juan A. Cuesta-Albertos and Carlos Matran The complex behaviour of Galton rank-order statistic . . . . . . . . . . 2123--2150 Denis Belomestny and Shota Gugushvili and Moritz Schauer and Peter Spreij Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations . . . . . . . . . 2151--2180 Alessandro Barp and Chris. J. Oates and Emilio Porcu and Mark Girolami A Riemann--Stein kernel method . . . . . 2181--2208 Annika Betken and Martin Wendler Rank-based change-point analysis for long-range dependent time series . . . . 2209--2233 Ross Maller and Sidney Resnick and Soudabeh Shemehsavar Splitting the sample at the largest uncensored observation . . . . . . . . . 2234--2259 Anne van Delft and Holger Dette Pivotal tests for relevant differences in the second order dynamics of functional time series . . . . . . . . . 2260--2293 Patrick Cattiaux and Arnaud Guillin Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems . . . . . . . . . . . 2294--2321 Fuzhou Gong and Xiaoxia Sun On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold . . . 2322--2344 Fabrice Gamboa and Pierre Gremaud and Thierry Klein and Agn\`es Lagnoux Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics . . . . . . . . . . . . 2345--2374 Zhidong Bai and Kwok Pui Choi and Yasunori Fujikoshi and Jiang Hu Asymptotics of AIC, BIC and $ C_p $ model selection rules in high-dimensional regression . . . . . . 2375--2403 Andrea Bertazzi and Joris Bierkens Adaptive schemes for piecewise deterministic Monte Carlo algorithms . . 2404--2430 Pierre Bras Convergence rates of Gibbs measures with degenerate minimum . . . . . . . . . . . 2431--2458 Mingao Yuan and Zuofeng Shang Sharp detection boundaries on testing dense subhypergraph . . . . . . . . . . 2459--2491 Thibault Randrianarisoa Smoothing and adaptation of shifted Pólya tree ensembles . . . . . . . . . . . . . 2492--2517 François Bachoc and Emilio Porcu and Moreno Bevilacqua and Reinhard Furrer and Tarik Faouzi Asymptotically equivalent prediction in multivariate geostatistics . . . . . . . 2518--2545 Marcelo Costa and Jonathan Jordan Phase transitions in non-linear urns with interacting types . . . . . . . . . 2546--2562 Svante Janson and Debleena Thacker Continuous-time digital search tree and a border aggregation model . . . . . . . 2563--2577 Asad Lodhia and Keith Levin and Elizaveta Levina Matrix means and a novel high-dimensional shrinkage phenomenon 2578--2605 Pierre Gloaguen and Sylvain Le Corff and Jimmy Olsson A pseudo-marginal sequential Monte Carlo online smoothing algorithm . . . . . . . 2606--2633 Hui Jiang and Yilong Wan and Guangyu Yang Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process . . . . . . . . . 2634--2662 Jonathan Niles-Weed and Philippe Rigollet Estimation of Wasserstein distances in the Spiked Transport Model . . . . . . . 2663--2688 Eni Musta and Valentin Patilea and Ingrid Van Keilegom A presmoothing approach for estimation in the semiparametric Cox mixture cure model . . . . . . . . . . . . . . . . . 2689--2715 Luiz Renato Fontes and Susana Frómeta and Leonel Zuaznábar Asymptotic behavior of a low-temperature non-cascading 2-GREM dynamics at extreme time scales . . . . . . . . . . . . . . 2716--2743 Alexandra Carpentier and Olivier Collier and Laetitia Comminges and Alexandre B. Tsybakov and Yuhao Wang Estimation of the . . . . . . . . . . . 2744--2787 Tiangang Cui and Xin T. Tong A unified performance analysis of likelihood-informed subspace methods . . 2788--2815 Johannes C. W. Wiesel Measuring association with Wasserstein distances . . . . . . . . . . . . . . . 2816--2832 Vytaute Pilipauskait\.e and Donatas Surgailis Local scaling limits of Lévy driven fractional random fields . . . . . . . . 2833--2861 Paulo Orenstein Robust importance sampling with adaptive Winsorization . . . . . . . . . . . . . 2862--2873 Franziska Kühn Upper functions for sample paths of Lévy(-type) processes . . . . . . . . . . 2874--2908 Holger Dette and Gauthier Dierickx and Tim Kutta Quantifying deviations from separability in space--time functional processes . . 2909--2940 Wen Jun and Xie Jiahui and Yu Long and Zhou Wang Tracy--Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions . . . . . . . . . . . . . 2941--2967 Li Liu and Wen Su and Guosheng Yin and Xingqiu Zhao and Ying Zhang Nonparametric inference for reversed mean models with panel count data . . . 2968--2997 Sebastian Calonico and Matias D. Cattaneo and Max H. Farrell Coverage error optimal confidence intervals for local polynomial regression . . . . . . . . . . . . . . . 2998--3022 Sòren Wengel Mogensen and Niels Richard Hansen Graphical modeling of stochastic processes driven by correlated noise . . 3023--3050 Alessandro Lanteri and Mauro Maggioni and Stefano Vigogna Conditional regression for single-index models . . . . . . . . . . . . . . . . . 3051--3078 Anonymous Table of Contents . . . . . . . . . . . ??
Matteo Fontana and Gianluca Zeni and Simone Vantini Conformal prediction: a unified review of theory and new challenges . . . . . . 1--23 Sumit Mukherjee and Yuanzhe Xu Statistics of the two star ERGM . . . . 24--51 Ery Arias-Castro and Lin Zheng Template matching with ranks . . . . . . 52--74 Nawaf Bou-Rabee and Andreas Eberle Mixing time guarantees for unadjusted Hamiltonian Monte Carlo . . . . . . . . 75--104 Yuefeng Han and Ruey S. Tsay and Wei Biao Wu High dimensional generalized linear models for temporal dependent data . . . 105--131 Hristo Sariev and Sandra Fortini and Sonia Petrone Infinite-color randomly reinforced urns with dominant colors . . . . . . . . . . 132--152 Yuzo Maruyama and William E. Strawderman On admissible estimation of a mean vector when the scale is unknown . . . . 153--180 Eduardo García-Portugués and Paula Navarro-Esteban and Juan A. Cuesta-Albertos On a projection-based class of uniformity tests on the hypersphere . . 181--204 Eric Beutner and Henryk Zähle Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process . . . . . 205--228 Marc Hallin and Davide La Vecchia and Hang Liu Rank-based testing for semiparametric VAR models: a measure transportation approach . . . . . . . . . . . . . . . . 229--273 Zhuo-Song Zhang Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs . . . . . . . . . . . . . . . . . 274--299 Lu-Jing Huang and Yong-Hua Mao Variational formulas for asymptotic variance of general discrete-time Markov chains . . . . . . . . . . . . . . . . . 300--322 Yanglei Song and Xiaohui Chen and Kengo Kato Stratified incomplete local simplex tests for curvature of nonparametric multiple regression . . . . . . . . . . 323--349 Ehsan Azmoodeh and Dario Gasbarra and Robert E. Gaunt On algebraic Stein operators for Gaussian polynomials . . . . . . . . . . 350--376 Jiawei Zhang and Jie Ding and Yuhong Yang Targeted cross-validation . . . . . . . 377--402 Minwoo Chae Adaptive Bayesian inference for current status data on a grid . . . . . . . . . 403--427 Miles E. Lopes and N. Benjamin Erichson and Michael W. Mahoney Bootstrapping the operator norm in high dimensions: Error estimation for covariance matrices and sketching . . . 428--450 Shaojun Guo and Xinghao Qiao On consistency and sparsity for high-dimensional functional time series with application to autoregressions . . 451--472 Tomas Vaskevicius and Nikita Zhivotovskiy Suboptimality of constrained least squares and improvements via non-linear predictors . . . . . . . . . . . . . . . 473--495 Rama Cont and Purba Das Quadratic variation and quadratic roughness . . . . . . . . . . . . . . . 496--522 Cheuk Yin Lee and Yimin Xiao Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields . . . . . . . . . . . . . . . . . 523--550 Kari Heine and Daniel Burrows Multilevel bootstrap particle filter . . 551--579 Tao Wang Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes . . . . . . . . . . . . 580--596 Bastien Mallein and Quan Shi A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process 597--624 Louis Gass Almost-sure asymptotics for Riemannian random waves . . . . . . . . . . . . . . 625--651 Hamid Eftekhari and Moulinath Banerjee and Ya'acov Ritov Design of c-optimal experiments for high-dimensional linear models . . . . . 652--668 Zinsou-Max Debaly and Lionel Truquet Multivariate time series models for mixed data . . . . . . . . . . . . . . . 669--695 Giovanni Luca Torrisi and Michele Garetto and Emilio Leonardi Bootstrap percolation on the stochastic block model . . . . . . . . . . . . . . 696--724 Bertram Tschiderer and Lane Chun Yeung A trajectorial approach to relative entropy dissipation of McKean--Vlasov diffusions: Gradient flows and HWBI inequalities . . . . . . . . . . . . . . 725--756 Michael Röckner and Guohuan Zhao SDEs with critical time dependent drifts: Weak solutions . . . . . . . . . 757--784 Yujia Ding and Qidi Peng and Yimin Xiao Linear multifractional stable sheets in the broad sense: Existence and joint continuity of local times . . . . . . . 785--814 Tin Lok James Ng and Andrew Zammit-Mangion Non-homogeneous Poisson process intensity modeling and estimation using measure transport . . . . . . . . . . . 815--838 Giovanni Puccetti and Ludger Rüschendorf General construction and classes of explicit . . . . . . . . . . . . . . . . 839--874 Anonymous Table of Contents . . . . . . . . . . . ??
Toni Karvonen Small sample spaces for Gaussian processes . . . . . . . . . . . . . . . 875--900 Peter Hoff Bayes-optimal prediction with frequentist coverage control . . . . . . 901--928 Quentin Duchemin and Yohann De Castro and Claire Lacour Concentration inequality for $U$-statistics of order two for uniformly ergodic Markov chains . . . . 929--956 Simon Barthelmé and Nicolas Tremblay and Konstantin Usevich and Pierre-Olivier Amblard Determinantal point processes in the flat limit . . . . . . . . . . . . . . . 957--983 Yanqing Yin and Shurong Zheng and Tingting Zou Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices . . . . . . . . . . 984--1006 Ayan Bhattacharya Large deviations of extremes in branching random walk with regularly varying displacements . . . . . . . . . 1007--1034 Feng-Yu Wang Exponential ergodicity for non-dissipative McKean--Vlasov SDEs . . 1035--1062 László Erd\Hos and Yuanyuan Xu Small deviation estimates for the largest eigenvalue of Wigner matrices 1063--1079 Nicholas Syring and Ryan Martin Gibbs posterior concentration rates under sub-exponential type losses . . . 1080--1108 Dennis Dobler Randomized empirical processes by algebraic groups, and tests for weak null hypotheses . . . . . . . . . . . . 1109--1136 Louis Sharrock and Nikolas Kantas Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement 1137--1165 Poly H. da Silva and Arash Jamshidpey and Peter McCullagh and Simon Tavaré Fisher's measure of variability in repeated samples . . . . . . . . . . . . 1166--1194 Ilsang Ohn and Lizhen Lin Optimal Bayesian estimation of Gaussian mixtures with growing number of components . . . . . . . . . . . . . . . 1195--1218 Moritz Jirak A Berry--Esseen bound with (almost) sharp dependence conditions . . . . . . 1219--1245 Rad Niazadeh and Renato Paes Leme and Jon Schneider Combinatorial Bernoulli factories . . . 1246--1274 Simona Diaconu On the eigenstructure of covariance matrices with divergent spikes . . . . . 1275--1296 Serres Jordan Stability of the Poincaré constant . . . 1297--1320 Patrizia Berti and Emanuela Dreassi and Fabrizio Leisen and Luca Pratelli and Pietro Rigo Kernel based Dirichlet sequences . . . . 1321--1342 Mariela Pentón Machado Convergence of the one-dimensional contact process with two types of particles and priority . . . . . . . . . 1343--1367 Xin Bing and Florentina Bunea and Marten Wegkamp Detecting approximate replicate components of a high-dimensional random vector with latent structure . . . . . . 1368--1391 Ivan Alexeev and Alexey Khartov Spectral representations of characteristic functions of discrete probability laws . . . . . . . . . . . . 1392--1409 Filippo Ascolani and Antonio Lijoi and Matteo Ruggiero Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions . . . . . . . . . . . . . . . 1410--1434 Tomasz Klimsiak and Tomasz Komorowski Hopf type lemmas for subsolutions of integro-differential equations . . . . . 1435--1463 Emilio Porcu and Samuel F. Feng and Xavier Emery and Ana P. Peron Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time . . . . . . . . . . 1464--1475 David Bolin and Kristin Kirchner Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators 1476--1504 Degui Li and Peter M. Robinson and Han Lin Shang Nonstationary fractionally integrated functional time series . . . . . . . . . 1505--1526 Subhra Sankar Dhar and Weichi Wu Comparing time varying regression quantiles under shift invariance . . . . 1527--1554 Mingchang Liu and Hao Wu Loop-erased random walk branch of uniform spanning tree in topological polygons . . . . . . . . . . . . . . . . 1555--1577 Mokshay Madiman and James Melbourne and Cyril Roberto Bernoulli sums and Rényi entropy inequalities . . . . . . . . . . . . . . 1578--1599 Vytas Zacharovas Poisson approximation in . . . . . . . . 1600--1614 Sung-Soo Byun and Seong-Mi Seo Random normal matrices in the almost-circular regime . . . . . . . . . 1615--1637 Alexander Iksanov and Andrey Pilipenko and Ben Povar Functional limit theorems for random walks perturbed by positive alpha-stable jumps . . . . . . . . . . . . . . . . . 1638--1662 Michael Kohler and Adam Krzyzak On the rate of convergence of a deep recurrent neural network estimate in a regression problem with dependent data 1663--1685 Theodoros Assiotis On the singular values of complex matrix Brownian motion with a matrix drift . . 1686--1713 Gilles Germain and Yvik Swan A note on one-dimensional Poincaré inequalities by Stein-type integration 1714--1740 Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ?? Louis V. Cammarata and Zheng Tracy Ke Power enhancement and phase transitions for global testing of the mixed membership stochastic block model . . . 1741--1763 Jürgen Kampf and Alexander Meister Testing for linearity in boundary regression models with application to maximal life expectancies . . . . . . . 1764--1791 Carsten Chong and Robert C. Dalang Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs . . . . . . . . . . . . 1792--1820 Peter Eichelsbacher and Benedikt Rednoß Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method . . . . . 1821--1848 Achmad Choiruddin and Jean-François Coeurjolly and Frédérique Letué Adaptive lasso and Dantzig selector for spatial point processes intensity estimation . . . . . . . . . . . . . . . 1849--1876 Johanna Garzón and Jorge A. León and Soledad Torres Forward integration of bounded variation coefficients with respect to Hölder continuous processes . . . . . . . . . . 1877--1904 Zongming Ma and Fan Yang Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations 1905--1932 Xiaolong Zhang and Xicheng Zhang Ergodicity of supercritical SDEs driven by $ \alpha $-stable processes and heavy-tailed sampling . . . . . . . . . 1933--1958 Qifan Song and Guang Cheng Optimal false discovery control of minimax estimators . . . . . . . . . . . 1959--1982 Laure Coutin and Liliana Peralta Rates of convergence for the number of zeros of random trigonometric polynomials . . . . . . . . . . . . . . 1983--2007 Robert E. Gaunt and Gesine Reinert Bounds for the chi-square approximation of Friedman's statistic by Stein's method . . . . . . . . . . . . . . . . . 2008--2034 Randolf Altmeyer and Igor Cialenco and Gregor Pasemann Parameter estimation for semilinear SPDEs from local measurements . . . . . 2035--2061 Enno Mammen and Marilena Müller Nonparametric estimation of locally stationary Hawkes processes . . . . . . 2062--2083 Trevor Campbell and Saifuddin Syed and Chiao-Yu Yang and Michael I. Jordan and Tamara Broderick Local exchangeability . . . . . . . . . 2084--2100 Burim Ramosaj and Markus Pauly Consistent and unbiased variable selection under independent features using Random Forest permutation importance . . . . . . . . . . . . . . . 2101--2118 Neil Deo and Thibault Randrianarisoa On adaptive confidence sets for the Wasserstein distances . . . . . . . . . 2119--2141 Juho Lee and Xenia Miscouridou and François Caron A unified construction for series representations and finite approximations of completely random measures . . . . . . . . . . . . . . . . 2142--2166 Heidar Eyjolfsson and Dag Tjòstheim Multivariate self-exciting jump processes with applications to financial data . . . . . . . . . . . . . . . . . . 2167--2191 Mihai Giurcanu and Brett Presnell Bootstrap inference for a class of non-regular estimators . . . . . . . . . 2192--2218 Witold M. Bednorz and RafaL M. Lochowski Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions . . . . . . . . . . . . . 2219--2246 Sergio Brenner Miguel and Fabienne Comte and Jan Johannes Linear functional estimation under multiplicative measurement error . . . . 2247--2271 Cagin Uru and Savas Dayanik and Semih O. Sezer Compound Poisson disorder problem with uniformly distributed disorder time . . 2272--2294 Mohamed Ndaoud Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes . . . . . 2295--2317 Mathieu Sart Density estimation under local differential privacy and Hellinger loss 2318--2341 Teppei Ogihara and Yuma Uehara Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation . . . . . . . . . 2342--2366 Marco Meyer and Efstathios Paparoditis A frequency domain bootstrap for general multivariate stationary processes . . . 2367--2391 Luciano de Castro and Bruno N. Costa and Antonio F. Galvao and Jorge P. Zubelli Conditional quantiles: an operator-theoretical approach . . . . . 2392--2416 Suqi Liu and Miklós Z. Rácz A probabilistic view of latent space graphs and phase transitions . . . . . . 2417--2441 Jianhai Bao and Jian Wang Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions 2442--2465 Xiao Fang and Song-Hao Liu and Qi-Man Shao Cramér-type moderate deviation for quadratic forms with a fast rate . . . . 2466--2491 Kai Du and Yifan Jiang and Jinfeng Li Empirical approximation to invariant measures for McKean--Vlasov processes: Mean-field interaction vs self-interaction . . . . . . . . . . . . 2492--2518 Wei-Liem Loh and Saifei Sun Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics . . . . . . . . 2519--2543 Anders Bredahl Kock and David Preinerstorfer Consistency of p -norm based tests in high dimensions: Characterization, monotonicity, domination . . . . . . . . 2544--2573 Stefano Favaro and Sandra Fortini and Stefano Peluchetti Deep stable neural networks: Large-width asymptotics and convergence rates . . . 2574--2597 Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ?? Hyemin Yeon and Xiongtao Dai and Daniel J. Nordman Bootstrap inference in functional linear regression models with scalar response 2599--2626 Antoine-Marie Bogso and Moustapha Dieye and Olivier Menoukeu Pamen Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths . . . . . . . . . . . . . . 2627--2651 Jean-Marc Bardet and Kamila Kare and William Kengne Efficient and consistent model selection procedures for time series . . . . . . . 2652--2690 Teng Zhang and Sabyasachi Chatterjee Element-wise estimation error of generalized Fused Lasso . . . . . . . . 2691--2718 Elena Villa On the mean perimeter density of inhomogeneous random closed sets . . . . 2719--2744 Gabriel Berzunza Ojeda and Cecilia Holmgren Invariance principle for fragmentation processes derived from conditioned stable Galton--Watson trees . . . . . . 2745--2770 Anders Rònn-Nielsen and Mads Stehr Extremal clustering and cluster counting for spatial random fields . . . . . . . 2771--2796 Stéphan Clémençon and Hamid Jalalzai and Stéphane Lhaut and Anne Sabourin and Johan Segers Concentration bounds for the empirical angular measure with statistical learning applications . . . . . . . . . 2797--2827 Xiangbin Hu and Li Liu and Ying Zhang and Xingqiu Zhao Semiparametric regression of panel count data with informative terminal event . . 2828--2853 Fuqing Gao and Hui Jiang and Xingqiu Zhao Cramér type moderate deviations for the Grenander estimator near the boundaries of the support . . . . . . . . . . . . . 2854--2878 Runmin Wang and Xiaofeng Shao Dating the break in high-dimensional data . . . . . . . . . . . . . . . . . . 2879--2901 Benedikt Stufler The uniform infinite cubic planar graph 2902--2926 Ho Yun and Byeong U. Park Exponential concentration for geometric-median-of-means in non-positive curvature spaces . . . . . 2927--2960 Mai Ngoc Bui and Yvo Pokern and Petros Dellaportas Inference for partially observed Riemannian Ornstein--Uhlenbeck diffusions of covariance matrices . . . 2961--2986 Jie Xiong and Xu Yang SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions 2987--3012 Benedikt Jahnel and Christof Külske Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites . . . . . . . . . . . 3013--3032 Sascha Gaudlitz and Markus Reiß Estimation for the reaction term in semi-linear SPDEs under small diffusivity . . . . . . . . . . . . . . 3033--3058 Hyerim Hong and Young Kyung Lee and Byeong U. Park Additive regression with parametric help 3059--3092 Mufan (Bill) Li and Murat A. Erdogdu Riemannian Langevin algorithm for solving semidefinite programs . . . . . 3093--3113 Fabian Mies and Ansgar Steland Sequential Gaussian approximation for nonstationary time series in high dimensions . . . . . . . . . . . . . . . 3114--3140 Benjamin Eltzner and Pernille E. H. Hansen and Stephan F. Huckemann and Stefan Sommer Diffusion means in geometric spaces . . 3141--3170 Zhiqiang Hou and Xiaozhuo Zhang and Zhidong Bai and Jiang Hu Spiked eigenvalues of noncentral Fisher matrix with applications . . . . . . . . 3171--3197 Jiang Hu and Shaochen Wang and Yangchun Zhang and Wang Zhou Sampling without replacement from a high-dimensional finite population . . . 3198--3220 Xinjie Du and Minh Tang Hypothesis testing for equality of latent positions in random graphs . . . 3221--3254 Shuyang Bai and Yizao Wang Tail processes for stable-regenerative multiple-stable model . . . . . . . . . 3255--3279 Andrew M. Thomas Central limit theorems and asymptotic independence for local $U$-statistics on diverging halfspaces . . . . . . . . . . 3280--3306 Martin Minchev and Mladen Savov Asymptotics for densities of exponential functionals of subordinators . . . . . . 3307--3333 Eddie Aamari and Catherine Aaron and Clément Levrard Minimax boundary estimation and estimation with boundary . . . . . . . . 3334--3368 Jie Chang and Michael Grabchak Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators . . . . . . . . . . . 3369--3395 Iain Henderson and Pascal Noble and Olivier Roustant Characterization of the second order random fields subject to linear distributional PDE constraints . . . . . 3396--3422 Stefano Favaro and Zacharie Naulet Near-optimal estimation of the unseen under regularly varying tail populations 3423--3442 Jorge Ignacio González Cázares and Arturo Kohatsu-Higa and Aleksandar Mijatovi\'c Joint density of the stable process and its supremum: Regularity and upper bounds . . . . . . . . . . . . . . . . . 3443--3469 Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ?? Marta Casanellas and Marina Garrote-López and Piotr Zwiernik Identifiability in robust estimation of tree structured models . . . . . . . . . 1--21 Claudio Durastanti and Domenico Marinucci and Anna Paola Todino Flexible-bandwidth needlets . . . . . . 22--45 Axel Bücher and Tobias Jennessen Statistics for heteroscedastic time series extremes . . . . . . . . . . . . 46--71 Shuxiong Zhang and Jie Xiong A note on the empty balls of a critical super-Brownian motion . . . . . . . . . 72--87
Anonymous Editorial Board . . . . . . . . . . . . ?? Hongjian Shi and Mathias Drton and Fang Han On Azadkia--Chatterjee's conditional dependence coefficient . . . . . . . . . 851--877 Sergios Agapiou and Sven Wang Laplace priors and spatial inhomogeneity in Bayesian inverse problems . . . . . . 878--910 Yazid Janati El Idrissi and Sylvain Le Corff and Yohan Petetin Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach . . . . . . . . . . . . . . . . 911--935 Kosuke Yamato and Kouji Yano Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes . . . . . 936--960 Christophe Profeta Maximal displacement of spectrally negative branching Lévy processes . . . . 961--982 Masaaki Fukasawa and Teppei Ogihara Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions 983--1006 Marc Arnaudon and Koléh\`e Coulibaly-Pasquier and Laurent Miclo On the separation cut-off phenomenon for Brownian motions on high dimensional spheres . . . . . . . . . . . . . . . . 1007--1028 Nicholas Chee and Franz Rembart and Matthias Winkel A recursive distributional equation for the stable tree . . . . . . . . . . . . 1029--1054 Christopher Strothmann and Holger Dette and Karl Friedrich Siburg Rearranged dependence measures . . . . . 1055--1078 Huiling Le and Alexander Lewis and Karthik Bharath and Christopher Fallaize A diffusion approach to Stein's method on Riemannian manifolds . . . . . . . . 1079--1104 Zao-Li Chen and Gennady Samrodnitsky A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence . . . . . . . . . . . . . . . 1105--1153 Antoine Ayache and Ciprian A. Tudor Asymptotic normality for a modified quadratic variation of the Hermite process . . . . . . . . . . . . . . . . 1154--1176 Jonas Krampe and Suhasini Subba Rao Inverse covariance operators of multivariate nonstationary time series 1177--1196 Alberto Ohashi and Francesco Russo Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes . . . . . . . . . . . 1197--1230 Hon Kiu To and Kin Wai Chan Mean stationarity test in time series: a signal variance-based approach . . . . . 1231--1256 Déborah Sulem and Vincent Rivoirard and Judith Rousseau Bayesian estimation of nonlinear Hawkes processes . . . . . . . . . . . . . . . 1257--1286 Abdelaati Daouia and Simone A. Padoan and Gilles Stupfler Optimal weighted pooling for inference about the tail index and extreme quantiles . . . . . . . . . . . . . . . 1287--1312 Ruodu Wang Testing with $ p*$-values: Between $p$-values, mid $p$-values, and $e$-values . . . . . . . . . . . . . . . 1313--1346 Philippe Casgrain and Martin Larsson and Johanna Ziegel Sequential testing for elicitable functionals via supermartingales . . . . 1347--1374 Yongjin Wang and Chengxin Yan and Xiaowen Zhou Comparison principle for stochastic heat equations driven by $ \alpha $-stable white noises . . . . . . . . . . . . . . 1375--1400 Thi Thuy Bui and Ion Grama and Quansheng Liu Berry--Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk . . . . . . . . . 1401--1415 Takeru Matsuda Inadmissibility of the corrected Akaike information criterion . . . . . . . . . 1416--1440 Johanna Ziegel and David Ginsbourger and Lutz Dümbgen Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures . . . . . . . . . . . . . . . . 1441--1457 Jiancheng Jiang and Xuejun Jiang and Haofeng Wang Empirical likelihood ratio tests for non-nested model selection based on predictive losses . . . . . . . . . . . 1458--1481 Anna Gusakova and Zakhar Kabluchko and Christoph Thäle Sectional Voronoi tessellations: Characterization and high-dimensional limits . . . . . . . . . . . . . . . . . 1482--1501 Joffrey Derchu and Thibaut Mastrolia On $Z$-mean reflected BSDEs . . . . . . 1502--1524 Bo Y.-C. Ning and Ismaël Castillo Bayesian multiscale analysis of the Cox model . . . . . . . . . . . . . . . . . 1525--1554 Vincent Bansaye Spine for interacting populations and sampling . . . . . . . . . . . . . . . . 1555--1585 Mengyu Cheng and Zimo Hao and Michael Röckner Strong and weak convergence for the averaging principle of DDSDE with singular drift . . . . . . . . . . . . . 1586--1610 David Bolin and Alexandre B. Simas and Jonas Wallin Gaussian Whittle--Matérn fields on metric graphs . . . . . . . . . . . . . . . . . 1611--1639 Arnab Auddy and Nabarun Deb and Sagnik Nandy Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient . . . . . . . . . . . . . . 1640--1668 Juntong Chen Estimating a regression function in exponential families by model selection 1669--1693 Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ?? Kai Tan and Gabriel Romon and Pierre C. Bellec Noise covariance estimation in multi-task high-dimensional linear models . . . . . . . . . . . . . . . . . 1695--1722 Alessia Caponera Asymptotics for isotropic Hilbert-valued spherical random fields . . . . . . . . 1723--1745
Anonymous Editorial Board . . . . . . . . . . . . ?? Zbigniew Palmowski and Hristo Sariev and Mladen Savov Moments of exponential functionals of Lévy processes on a deterministic horizon - identities and explicit expressions 2547--2571 Xiuyuan Cheng and Yao Xie Kernel two-sample tests for manifold data . . . . . . . . . . . . . . . . . . 2572--2597 Sara Kristin Schmidt Detecting changes in the trend function of heteroscedastic time series . . . . . 2598--2622 Tomonari Sei and Keisuke Yano Minimum information dependence modeling 2623--2643 Zacharie Naulet and Judith Rousseau and François Caron Asymptotic analysis of statistical estimators related to MultiGraphex processes under misspecification . . . . 2644--2675 Martin Hazelton and Michael McVeagh and Christopher Tuffley and Bruce van Brunt Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems . . . . . . . . . . . . . . . . 2676--2699 Vladislav Kargin On the joint distribution of the area and the number of peaks for Bernoulli excursions . . . . . . . . . . . . . . . 2700--2720 Saiteja Utpala and Bharath K. Sriperumbudur Shrinkage estimation of higher-order Bochner integrals . . . . . . . . . . . 2721--2746 Jose Ameijeiras-Alonso and Ir\`ene Gijbels Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas . . 2747--2769 Daisuke Kurisu and Yasumasa Matsuda Local polynomial trend regression for spatial data on Rd . . . . . . . . . . . 2770--2794 Shiyuan He and Jianhua Z. Huang and Kejun He Penalized spline estimation of principal components for sparse functional data: Rates of convergence . . . . . . . . . . 2795--2820 Wilfrid S. Kendall and Mateusz B. Majka and Aleksandar Mijatovi\'c Optimal Markovian coupling for finite activity Lévy processes . . . . . . . . . 2821--2845 Shayan Hundrieser and Marcel Klatt and Axel Munk and Thomas Staudt A unifying approach to distributional limits for empirical optimal transport 2846--2877 Ronald W. Butler Approximate double-transform inversion when time is one of the variables . . . 2878--2903 Ioana Dumitriu and Yizhe Zhu Extreme singular values of inhomogeneous sparse random rectangular matrices . . . 2904--2931 Tobias Fritz Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups . . . . . . . 2932--2954 Arthur Stéphanovitch and Ugo Tanielian and Beno\^\it Cadre and Nicolas Klutchnikoff and Gérard Biau Optimal 1-Wasserstein distance for WGANs 2955--2978 Matthew T. C. Li and Youssef Marzouk and Olivier Zahm Principal feature detection via $ \varphi $-Sobolev inequalities . . . . . 2979--3003 Rina Foygel Barber and Emmanuel J. Cand\`es and Aaditya Ramdas and Ryan J. Tibshirani De Finetti's theorem and related results for infinite weighted exchangeable sequences . . . . . . . . . . . . . . . 3004--3028 Zhaoyang Shi and Krishnakumar Balasubramanian and Wolfgang Polonik A flexible approach for normal approximation of geometric and topological statistics . . . . . . . . . 3029--3058 Myeonghun Yu and Zhao Ren and Wen-Xin Zhou Gaussian differentially private robust mean estimation and inference . . . . . 3059--3088 Tadeusz Kulczycki and Oleksii Kulyk and Micha\l Ryznar Drift reduction method for SDEs driven by heterogeneous singular Lévy noise . . 3089--3118 Yaozhong Hu and Xiong Wang and Panqiu Xia and Jiayu Zheng Moment asymptotics for super-Brownian motions . . . . . . . . . . . . . . . . 3119--3136 Junho Yang On the asymptotic behavior of a finite section of the optimal causal filter . . 3137--3164 Weiming Li and Qinwen Wang and Jianfeng Yao Distance correlation test for high-dimensional independence . . . . . 3165--3192 Matias D. Cattaneo and Rajita Chandak and Michael Jansson and Xinwei Ma Boundary adaptive local polynomial conditional density estimators . . . . . 3193--3223 Qingwei Liu and Nicolas Privault Normal approximation of subgraph counts in the random-connection model . . . . . 3224--3250 Dayu Sun and Yuanyuan Guo and Yang Li and Wanzhu Tu and Jianguo Sun A robust approach for regression analysis of panel count data with time-varying covariates . . . . . . . . 3251--3275 Dennis Leung and Qi-Man Shao Nonuniform Berry--Esseen bounds for studentized $U$-statistics . . . . . . . 3276--3302 Xing Huang and Feng-Yu Wang Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise . . . . . . 3303--3323 Yinshan Chang and Hang Du and Xinyi Li Percolation threshold for metric graph loop soup . . . . . . . . . . . . . . . 3324--3333 Suneel Babu Chatla and Ruiqi Liu Inverse regression for spatially distributed functional data . . . . . . 3334--3355 Johannes Krebs On the Bahadur representation of sample quantiles for score functionals . . . . 3356--3377 Giulio Iacobelli and Rodrigo Ribeiro and Glauco Valle and Leonel Zuaznábar Erratum: Tree builder random walk: Recurrence, transience and ballisticity 3378--3387 Anonymous Table of Contents . . . . . . . . . . . ??