Table of contents for issues of ESAIM: Probability and Statistics

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Volume 1, Number ??, 1997
Volume 2, Number ??, 1998
Volume 3, Number ??, 1999
Volume 4, Number ??, 2000
Volume 5, Number ??, 2001
Volume 6, Number ??, 2002
Volume 7, Number ??, March, 2003
Volume 8, Number ??, August, 2004
Volume 9, Number ??, June, 2005
Volume 10, Number ??, September, 2006
Volume 11, Number ??, February, 2007
Volume 12, Number ??, April, 2008
Volume 13, Number ??, January, 2009
Volume 14, Number ??, 2010
Volume 15, Number ??, 2011
Volume 16, Number ??, 2012
Volume 17, Number ??, 2013
Volume 18, Number ??, 2014
Volume 19, Number ??, 2015
Volume 20, Number ??, 2016
Volume 21, Number ??, 2017
Volume 22, Number ??, 2018
Volume 23, Number ??, 2019
Volume 24, Number ??, 2020
Volume 25, Number ??, 2021
Volume 26, Number ??, 2022
Volume 27, Number ??, 2023


ESAIM: Probability and Statistics
Volume 1, Number ??, 1997

                 Sophie Schbath   Compound Poisson approximation of word
                                  counts in DNA sequences  . . . . . . . . 1
               Sara Van De Geer   Asymptotic normality in mixture models   17
                   Emmanuel Rio   About the Lindeberg method for strongly
                                  mixing sequences . . . . . . . . . . . . 35
                  Michel Ledoux   On Talagrand's deviation inequalities
                                  for product measures . . . . . . . . . . 63
            Jean-Michel Coulomb   A note on `Big Match'  . . . . . . . . . 89
             Olivier Catoni and   
              Raphaël Cerf   The exit path of a Markov chain with
                                  rare transitions . . . . . . . . . . . . 95
                  Gustavo Posta   Spectral gap for an unrestricted
                                  Kawasaki type dynamics . . . . . . . . . 145
               Josselin Garnier   Multi-scaled diffusion-approximation.
                                  Applications to wave propagation in
                                  random media . . . . . . . . . . . . . . 183
 Christiane Cocozza-Thivent and   
              Michel Roussignol   Semi-Markov processes for reliability
                                  studies  . . . . . . . . . . . . . . . . 207
   Jean-Philippe Rouqués   Laplace asymptotics for generalized
                                  K.P.P. equation  . . . . . . . . . . . . 225
               Isabelle Gaudron   Rate of convergence of the
                                  Swendsen--Wang dynamics in image
                                  segmentation problems: a theoretical and
                                  experimental study . . . . . . . . . . . 259
    Didier Dacunha-Castelle and   
              Elisabeth Gassiat   Testing in locally conic models, and
                                  application to mixture models  . . . . . 285
                         E. Rio   Strong approximation for set-indexed
                                  partial sum processes via KMT
                                  constructions III  . . . . . . . . . . . 319
              Benjamin Jourdain   Diffusions with a nonlinear irregular
                                  drift coefficient and probabilistic
                                  interpretation of generalized Burgers'
                                  equations  . . . . . . . . . . . . . . . 339
                    Jean Picard   Density in small time for Lévy processes  357
            Dominique Bakry and   
           Daniel Concordet and   
                  Michel Ledoux   Optimal heat kernel bounds under
                                  logarithmic Sobolev inequalities . . . . 391


ESAIM: Probability and Statistics
Volume 2, Number ??, 1998

                  Laurent Miclo   Une variante de l'inégalité de Cheeger
                                  pour les cha\^\ines de Markov finies.
                                  (French) [A variant of Cheeger's
                                  inequality for finite Markov chains] . . 1
                 Sylvie Meleard   Stochastic approximations of the
                                  solution of a full Boltzmann equation
                                  with small initial data  . . . . . . . . 23
             Andrei Yu. Zaitsev   Multidimensional version of the results
                                  of Komlos, Major and Tusnady for vectors
                                  with finite exponential moments  . . . . 41
             Karim Benhenni and   
                  Jacques Istas   Minimax results for estimating integrals
                                  of analytic processes  . . . . . . . . . 109
    Gérard Ben Arous and   
                  Ofer Zeitouni   Large deviations from the circular law   123
              Julien Michel and   
                    Didier Piau   Large deviations, central limit theorems
                                  and $ L_p $ convergence for Young
                                  measures and stochastic homogenizations  135
              Hartmut Lanzinger   An almost sure limit theorem for moving
                                  averages of random variables between the
                                  strong law of large numbers and the
                                  Erd\Hos--Rényi law  . . . . . . . . . . . 163


ESAIM: Probability and Statistics
Volume 3, Number ??, 1999

              Gregory F. Lawler   A Lower Bound on the Growth Exponent for
                                  Loop-Erased Random Walk in Two
                                  Dimensions . . . . . . . . . . . . . . . 1
          Carenne Ludeña   Efficient estimation of functionals of
                                  the spectral density of stationary
                                  Gaussian fields  . . . . . . . . . . . . 23
             Jean-Louis Bon and   
               Jean Bretagnolle   Approximation of Reliability for a large
                                  system with non-Markovian repair-times   49
                    A. Guionnet   Stability of precise Laplace's method
                                  under approximations; Applications . . . 67
                  Bernard Ycart   Cutoff for samples of Markov chains  . . 89
         Jean-Marc Aza\"\is and   
  Christine Cierco-Ayrolles and   
                Alain Croquette   Bounds and asymptotic expansions for the
                                  distribution of the maximum of a smooth
                                  stationary Gaussian process  . . . . . . 107
          Andrew D. Barbour and   
                      Aihua Xia   Poisson perturbations  . . . . . . . . . 131
               Jean Bretagnolle   A new large deviation inequality for
                                  $U$-statistics of order $2$  . . . . . . 151


ESAIM: Probability and Statistics
Volume 4, Number ??, 2000

              Bernard Bercu and   
             Fabrice Gamboa and   
                  Marc Lavielle   Sharp large deviations for Gaussian
                                  quadratic forms with applications  . . . 1
          Elisabeth Gassiat and   
              Christine Keribin   The likelihood ratio test for the number
                                  of components in a mixture with Markov
                                  regime . . . . . . . . . . . . . . . . . 25
            Yuri I. Ingster and   
               Irina A. Suslina   Minimax nonparametric hypothesis testing
                                  for ellipsoids and Besov bodies  . . . . 53
            Faouzi Chaabane and   
               Fa\"\iza Maaouia   Théorémes limites avec poids pour les
                                  martingales vectorielles. (French)
                                  [Weighted limit theorems for vectorial
                                  martingales] . . . . . . . . . . . . . . 137
                      Guy Morel   Les $P$-values comme votes d'experts.
                                  (French) [$P$-values as expert votes]    191
                  Arnaud Gloter   Discrete sampling of an integrated
                                  diffusion process and parameter
                                  estimation of the diffusion coefficient  205
                  Doron Sonsino   A Lemma on Proximity of Variances and
                                  Expectations . . . . . . . . . . . . . . 229
           Sandie Souchet Samos   Schémas de discrétisation anticipatifs et
                                  estimation du paramétre de dérivé d'une
                                  diffusion. (French) [Anticipatory
                                  discretization schemas en parameter
                                  estimation of the derivative of a
                                  diffusion] . . . . . . . . . . . . . . . 233


ESAIM: Probability and Statistics
Volume 5, Number ??, 2001

               Cristina Butucea   Exact adaptive pointwise estimation on
                                  Sobolev classes of densities . . . . . . 1
             Yannick Baraud and   
                   F. Comte and   
                     G. Viennet   Model selection for (auto-)regression
                                  with dependent data  . . . . . . . . . . 33
       Clémentine Prieur   Density Estimation for One-Dimensional
                                  Dynamical Systems  . . . . . . . . . . . 51
   Jérôme Dedecker   Exponential inequalities and functional
                                  central limit theorems for random fields 77
                  Olivier Garet   Limit theorems for the painting of
                                  graphs by clusters . . . . . . . . . . . 105
        Cécile Durot and   
            Anne-Sophie Tocquet   Goodness of fit test for isotonic
                                  regression . . . . . . . . . . . . . . . 119
            Gilles Pagés   Sur quelques algorithmes récursifs pour
                                  les probabilités numériques. (French) [On
                                  some recursive algorithms for numerical
                                  probabilities] . . . . . . . . . . . . . 141
               Bernard Prum and   
Élisabeth de Turckheim and   
                 Martin Vingron   Statistical tools for discovering
                                  pseudo-periodicities in biological
                                  sequences  . . . . . . . . . . . . . . . 171
                  Pascal Lezaud   Chernoff and Berry--Esséen inequalities
                                  for Markov processes . . . . . . . . . . 183
       Emmanuel Cépa and   
      Dominique Lépingle   Brownian particles with electrostatic
                                  repulsion on the circle: Dyson's model
                                  for unitary random matrices revisited    203
              Arnaud Gloter and   
                     Jean Jacod   Diffusions with measurement errors. I.
                                  Local Asymptotic Normality . . . . . . . 225
              Arnaud Gloter and   
                     Jean Jacod   Diffusions with measurement errors. II.
                                  Optimal estimators . . . . . . . . . . . 243
                 Emmanuel Gobet   Euler schemes and half-space
                                  approximation for the simulation of
                                  diffusion in a domain  . . . . . . . . . 261


ESAIM: Probability and Statistics
Volume 6, Number ??, 2002

               Phillipe Soulier   Preface  . . . . . . . . . . . . . . . . 185
                Antoine Chambaz   Detecting abrupt changes in random
                                  fields . . . . . . . . . . . . . . . . . 189
             Fabienne Comte and   
      Florence Merlevéde   Adaptive estimation of the stationary
                                  density of discrete and continuous time
                                  mixing processes . . . . . . . . . . . . 211
                 Gilles Fay and   
                  Anne Philippe   Goodness-of-fit test for long range
                                  dependent processes  . . . . . . . . . . 239
           Christian Francq and   
         Jean-Michel Zako\"\ian   Autocovariance structure of powers of
                                  switching-regime ARMA Processes  . . . . 259
               Catherine Matias   Semiparametric deconvolution with
                                  unknown noise variance . . . . . . . . . 271
            Mohamedou Ould Haye   Asymptotic behavior of the Empirical
                                  Process for Gaussian data presenting
                                  seasonal long-memory . . . . . . . . . . 293
          Donatas Surgailis and   
             Marie-Claude Viano   Long memory properties and covariance
                                  structure of the EGARCH model  . . . . . 311
                 Vlad Bally and   
               Bruno Saussereau   Approximation of the Snell Envelope and
                                  American Options Prices in dimension one 1
                      Rym Worms   Penultimate approximation for the
                                  distribution of the excesses . . . . . . 21
   Françoise Péne   Averaging method for differential
                                  equations perturbed by dynamical systems 33
              Paolo Dai Pra and   
          Pierre-Yves Louis and   
                 Sylvie R\oelly   Stationary measures and phase transition
                                  for a class of Probabilistic Cellular
                                  Automata . . . . . . . . . . . . . . . . 89
     Héctor M. Ramos and   
              David Almorza and   
   Juan A. García--Ramos   On characterizing the Pólya distribution  105
           Kailash C. Madan and   
              Walid Abu--Dayyeh   Restricted Admissibility of Batches into
                                  an M/G/1 Type Bulk Queue with Modified
                                  Bernoulli Schedule Server Vacations  . . 113
                 Yannick Baraud   Model selection for regression on a
                                  random design  . . . . . . . . . . . . . 127
    Alejandro F. Ramírez   Uniqueness of invariant product measures
                                  for elliptic infinite dimensional
                                  diffusions and particle spin systems . . 147
              Julien Berestycki   Ranked Fragmentations  . . . . . . . . . 157
         Jean-Marc Aza\"\is and   
           Jean-Marc Bardet and   
                 Mario Wschebor   On the tails of the distribution of the
                                  maximum of a smooth stationary Gaussian
                                  process  . . . . . . . . . . . . . . . . 177


ESAIM: Probability and Statistics
Volume 7, Number ??, March, 2003

        Abdelkader Mokkadem and   
              Mariane Pelletier   The law of the iterated logarithm for
                                  the multivariate kernel mode estimator   1
         Endre Iglói and   
             György Terdik   Superposition of Diffusions with Linear
                                  Generator and its Multifractal Limit
                                  Process  . . . . . . . . . . . . . . . . 23
  Mireille Chaleyat--Maurel and   
        Marta Sanz--Solé   Positivity of the density for the
                                  stochastic wave equation in two spatial
                                  dimensions . . . . . . . . . . . . . . . 89
          Jean-Pierre Conze and   
                   Albert Raugi   Convergence of iterates of a transfer
                                  operator, application to dynamical
                                  systems and to Markov chains . . . . . . 115
             Yannick Baraud and   
                Sylvie Huet and   
        Béatrice Laurent   Adaptive tests of qualitative hypotheses 147
            M. L. Kleptsyna and   
            Alain Le Breton and   
                        M. Viot   About the linear-quadratic regulator
                                  problem under a fractional Brownian
                                  perturbation . . . . . . . . . . . . . . 161
           Pierre Del Moral and   
                       L. Miclo   Particle approximations of Lyapunov
                                  exponents connected to Schrödinger
                                  operators and Feynman--Kac semigroups    171
        Peter Eichelsbacher and   
             Matthias Löwe   Moderate Deviations for I.I.D. Random
                                  Variables  . . . . . . . . . . . . . . . 209
               Jean Diebolt and   
            Armelle Guillou and   
                      Rym Worms   Asymptotic behaviour of the
                                  probability-weighted moments and
                                  penultimate approximation  . . . . . . . 219
Gérard Kerkyacharian and   
               Dominique Picard   Replicant compression coding in Besov
                                  spaces . . . . . . . . . . . . . . . . . 239
                 David Dereudre   Interacting Brownian particles and Gibbs
                                  fields on pathspaces . . . . . . . . . . 251
                Michael Ermakov   On Asymptotic Minimaxity of Kernel-based
                                  Tests  . . . . . . . . . . . . . . . . . 279
               Denis Belomestny   Constraints on distributions imposed by
                                  properties of linear forms . . . . . . . 313


ESAIM: Probability and Statistics
Volume 8, Number ??, August, 2004

         Christophe Abraham and   
         Gérard Biau and   
                Beno\^\it Cadre   On the asymptotic properties of a simple
                                  estimate of the Mode . . . . . . . . . . 1
             Ilya Molchanov and   
                   Sergei Zuyev   Optimisation in space of measures and
                                  optimal design . . . . . . . . . . . . . 12
               Xavier Guyon and   
              Serge Iovleff and   
                  Jian-Feng Yao   Linear diffusion with stationary
                                  switching regime . . . . . . . . . . . . 25
Héléne Guérin   Pointwise convergence of Boltzmann
                                  solutions for grazing collisions in a
                                  Maxwell gas via a probabilitistic
                                  interpretation . . . . . . . . . . . . . 36
             Francis Comets and   
                  Serguei Popov   A note on quenched moderate deviations
                                  for Sinai's random walk in random
                                  environment  . . . . . . . . . . . . . . 56
        Christian Paroissin and   
                  Bernard Ycart   Central limit theorem for hitting times
                                  of functionals of Markov jump processes  66
            Jean-Gabriel Attali   Ergodicity of a certain class of Non
                                  Feller Models: Applications to ARCH and
                                  Markov switching models  . . . . . . . . 76
      Aldéric Joulin and   
               Nicolas Privault   Functional inequalities for discrete
                                  gradients and application to the
                                  geometric distribution . . . . . . . . . 87
             Endre Iglói   Renormalization group of and convergence
                                  to the LISDLG process  . . . . . . . . . 102
               Estelle Kuhn and   
                  Marc Lavielle   Coupling a stochastic approximation
                                  version of EM with an MCMC procedure . . 115
               Paul Doukhan and   
     José R. León   Asymptotics for the $ L_p $-deviation of
                                  the variance estimator under diffusion   132
     Stéphane Girard and   
                   Pierre Jacob   Extreme values and kernel estimates of
                                  point processes boundaries . . . . . . . 150
              Olivier Garet and   
         Régine Marchand   Asymptotic shape for the chemical
                                  distance and first-passage percolation
                                  on the infinite Bernoulli cluster  . . . 169
              Miguel A. Arcones   The large deviation principle for
                                  certain series . . . . . . . . . . . . . 200


ESAIM: Probability and Statistics
Volume 9, Number ??, June, 2005

        Béatrice Laurent   Adaptive estimation of a quadratic
                                  functional of a density by model
                                  selection  . . . . . . . . . . . . . . . 1
                 Dianliang Deng   On the bounded laws of iterated
                                  logarithm in Banach space  . . . . . . . 19
Jérôme Dedecker and   
                  Sana Louhichi   Convergence to infinitely divisible
                                  distributions with finite variance for
                                  some weakly dependent sequences  . . . . 38
            Éric Gautier   Large deviations and support results for
                                  nonlinear Schrödinger equations with
                                  additive noise and applications  . . . . 74
  Nadine Guillotin-Plantard and   
        Véronique Ladret   Limit theorems for $U$-statistics
                                  indexed by a one dimensional random walk 98
                    Jamal Najim   Large deviations for independent random
                                  variables -- Application to
                                  Erd\Hos--Rényi's functional law of large
                                  numbers  . . . . . . . . . . . . . . . . 116
    Jérémie Bigot   A scale-space approach with wavelets to
                                  singularity estimation . . . . . . . . . 143
                   Renaud Marty   Asymptotic behavior of differential
                                  equations driven by periodic and random
                                  processes with slowly decaying
                                  correlations . . . . . . . . . . . . . . 165
        Marina L. Kleptsyna and   
            Alain Le Breton and   
                    Michel Viot   On the infinite time horizon
                                  linear-quadratic regulator problem under
                                  a fractional Brownian perturbation . . . 185
             Obaid Al-Saidy and   
             Hani M. Samawi and   
           Mohammad F. Al-Saleh   Inference on overlap coefficients under
                                  the Weibull distribution: Equal shape
                                  parameter  . . . . . . . . . . . . . . . 206
          Alexander Rakhlin and   
           Dmitry Panchenko and   
                Sayan Mukherjee   Risk bounds for mixture density
                                  estimation . . . . . . . . . . . . . . . 220
        Cécile Durot and   
         Karelle Thiébot   Detecting atypical data in air pollution
                                  studies by using shorth intervals for
                                  regression . . . . . . . . . . . . . . . 230
          Ian Hepburn Dinwoodie   Estimation of parameters in a network
                                  reliability model with spatial
                                  dependence . . . . . . . . . . . . . . . 241
      Benjamin Bergé and   
               Bruno Saussereau   On the long-time behaviour of a class of
                                  parabolic SPDE's: monotonicity methods
                                  and exchange of stability  . . . . . . . 254
            Gilles Pagés   A two armed bandit type problem
                                  revisited  . . . . . . . . . . . . . . . 277
                 Nathael Gozlan   Conditional principles for random
                                  weighted measures  . . . . . . . . . . . 283
                 Dietmar Ferger   On the minimizing point of the
                                  incorrectly centered empirical process
                                  and its limit distribution in nonregular
                                  experiments  . . . . . . . . . . . . . . 307
  Stéphane Boucheron and   
           Olivier Bousquet and   
            Gábor Lugosi   Theory of Classification: a Survey of
                                  Some Recent Advances . . . . . . . . . . 323


ESAIM: Probability and Statistics
Volume 10, Number ??, September, 2006

             Jean-Louis Bon and   
             Eugen P\ualt\uanea   Comparison of order statistics in a
                                  random sequence to the same statistics
                                  with i.i.d. variables  . . . . . . . . . 1
              Sergey Tarima and   
                  Dmitri Pavlov   Using auxiliary information in
                                  statistical function estimation  . . . . 11
        Lucien Birgé and   
                 Yves Rozenholc   How many bins should be put in a regular
                                  histogram  . . . . . . . . . . . . . . . 24
            Magalie Fromont and   
Céline Lévy-leduc   Adaptive tests for periodic signal
                                  detection with applications to laser
                                  vibrometry . . . . . . . . . . . . . . . 46
           Pierre Del Moral and   
                  Laurent Miclo   Dynamiques recuites de type
                                  Feynman--Kac: résultats précis et
                                  conjectures. (French) [Annealed dynamics
                                  of Feynman--Kac type: precise results
                                  and conjectures] . . . . . . . . . . . . 76
                 Sandrine Toldo   Stability of solutions of BSDEs with
                                  random terminal time . . . . . . . . . . 141
                    Sylvie Huet   Model selection for estimating the non
                                  zero components of a Gaussian vector . . 164
             Romain Abraham and   
                Olivier Riviere   Forward-backward stochastic differential
                                  equations and PDE with gradient
                                  dependent second order coefficients  . . 184
             Oliver Johnson and   
          Christina Goldschmidt   Preservation of log-concavity on
                                  summation  . . . . . . . . . . . . . . . 206
        Cécile Durot and   
         Karelle Thiébot   Bootstrapping the shorth for regression  216
                 Nikita Ratanov   Branching random motions, nonlinear
                                  hyperbolic systems and travelling waves  236
                   Le Van Thanh   On the Brunk--Chung type strong law of
                                  large numbers for sequences of blockwise
                                  $m$-dependent random variables . . . . . 258
                R. Averkamp and   
               C. Houdré   Stein estimation for infinitely
                                  divisible laws . . . . . . . . . . . . . 269
             Aimé Lachal   Cyclic random motions in $ \mathbb {R}^d
                                  $-space with $n$ directions  . . . . . . 277
               Djalil Chafa\"\i   Binomial-Poisson entropic inequalities
                                  and the M/M/$ \infty $ queue . . . . . . 317
Frédéric Cérou and   
                 Arnaud Guyader   Nearest neighbor classification in
                                  infinite dimension . . . . . . . . . . . 340
                  Antoine Lejay   Stochastic differential equations driven
                                  by processes generated by divergence
                                  form operators I: a Wong--Zakai theorem  356
             Marco Ferrante and   
         Marta Sanz-Solé   SPDEs with coloured noise: Analytic and
                                  stochastic approaches  . . . . . . . . . 380


ESAIM: Probability and Statistics
Volume 11, Number ??, February, 2007

                  Rama Cont and   
         Jean-Pierre Fouque and   
                Bernard Lapeyre   Preface  . . . . . . . . . . . . . . . . 1
      Jean-Pierre Lepeltier and   
                      Mingyu Xu   Reflected backward stochastic
                                  differential equations with two RCLL
                                  barriers . . . . . . . . . . . . . . . . 3
            Philippe Durand and   
Jean-Frédéric Jouanin   Some short elements on hedging credit
                                  derivatives  . . . . . . . . . . . . . . 23
             Andrea Gombani and   
             Stefan Jaschke and   
           Wolfgang Runggaldier   Consistent price systems for
                                  subfiltrations . . . . . . . . . . . . . 35
         Jean-Pierre Fouque and   
               Chuan-Hsiang Han   A martingale control variate method for
                                  option pricing with stochastic
                                  volatility . . . . . . . . . . . . . . . 40
              Myriam Fradon and   
                 Sylvie R\oelly   Infinite system of Brownian balls with
                                  interaction: the non-reversible case . . 55
           Shigeyoshi Ogawa and   
                Monique Pontier   Pricing rules under asymmetric
                                  information  . . . . . . . . . . . . . . 80
          Hans Föllmer and   
                 Thomas Knispel   Potentials of a Markov process are
                                  expected suprema . . . . . . . . . . . . 89
Jérôme Dedecker and   
      Florence Merlevéde   The empirical distribution function for
                                  dependent variables: asymptotic and
                                  nonasymptotic results in $ L^p $ . . . . 102
               Laure Coutin and   
                Monique Pontier   Approximation of the fractional Brownian
                                  sheet via Ornstein--Uhlenbeck sheet  . . 115
                     Erkan Nane   Lifetime asymptotics of iterated
                                  Brownian motion in $ \mathbb {R}^n $ . . 147
              Youri Davydov and   
                Emmanuel Thilly   Convex rearrangements of Lévy processes   161
                     Jean Jacod   Asymptotic properties of power
                                  variations of Lévy processes  . . . . . . 173
                    Samuel Njoh   Entropic Conditions and Hedging  . . . . 197
               Kristina Sendova   Discrete Lundberg-type bounds with
                                  actuarial applications . . . . . . . . . 217
                Vincent Lemaire   Behavior of the Euler scheme with
                                  decreasing step in a degenerate
                                  situation  . . . . . . . . . . . . . . . 236
                 Denys Pommeret   Polynomial expansions of density of
                                  power mixtures . . . . . . . . . . . . . 248
                   Hongyuan Cao   Moderate deviations for two sample
                                  $t$-statistics . . . . . . . . . . . . . 264
         Gérard Biau and   
            Beno\^\it Cadre and   
                Bruno Pelletier   A graph-based estimator of the number of
                                  clusters . . . . . . . . . . . . . . . . 272
                Saba Amsalu and   
         Heinrich Matzinger and   
                  Serguei Popov   Macroscopic non-uniqueness and
                                  transversal fluctuation in optimal
                                  random sequence alignment  . . . . . . . 281
 Pierre Étoré and   
                  Antoine Lejay   A Donsker theorem to simulate
                                  one-dimensional processes with
                                  measurable coefficients  . . . . . . . . 301
              Frank Aurzada and   
                   Thomas Simon   Small ball probabilities for stable
                                  convolutions . . . . . . . . . . . . . . 327
     Stéphane Ga\"\iffas   On pointwise adaptive curve estimation
                                  based on inhomogeneous data  . . . . . . 344
     Marta Sanz-Solé and   
Iván Torrecilla-Tarantino   Probability density for a hyperbolic
                                  SPDE with time dependent coefficients    365
                 Sandrine Toldo   Corrigendum to ``Stability of solutions
                                  of BSDEs with random terminal time'' . . 381
Abdellatif Benchérif-Madani and   
         Étienne Pardoux   Homogenization of a semilinear parabolic
                                  PDE with locally periodic coefficients:
                                  a probabilistic approach . . . . . . . . 385
                  Iosif Pinelis   Toward the best constant factor for the
                                  Rademacher--Gaussian tail comparison . . 412
                    R. Douc and   
                 A. Guillin and   
                J.-M. Marin and   
                   C. P. Robert   Minimum variance importance sampling via
                                  Population Monte Carlo . . . . . . . . . 427
               Charles El-Nouty   The fractional mixed fractional Brownian
                                  motion and fractional Brownian sheet . . 448


ESAIM: Probability and Statistics
Volume 12, Number ??, April, 2008

             Abdel Berkaoui and   
             Mireille Bossy and   
                       Awa Diop   Euler scheme for SDEs with non-Lipschitz
                                  diffusion coefficient: strong
                                  convergence  . . . . . . . . . . . . . . 1
           Patrick Cattiaux and   
                 Arnaud Guillin   Deviation bounds for additive
                                  functionals of Markov processes  . . . . 12
      Hermine Biermé and   
 Frédéric Richard   Estimation of anisotropic Gaussian
                                  fields through Radon transform . . . . . 30
                        Yu Miao   Concentration inequalities for
                                  semi-bounded martingales . . . . . . . . 51
           Bernard Roynette and   
             Pierre Vallois and   
             Agnés Volpi   Asymptotic behavior of the hitting time,
                                  overshoot and undershoot for some Lévy
                                  processes  . . . . . . . . . . . . . . . 58
        Marina L. Kleptsyna and   
            Alain Le Breton and   
                    Michel Viot   Separation principle in the fractional
                                  Gaussian linear-quadratic regulator
                                  problem with partial observation . . . . 94
             Siegfried Graf and   
             Harald Luschgy and   
            Gilles Pagés   Distortion mismatch in the quantization
                                  of probability measures  . . . . . . . . 127
           Jean-Marc Bardet and   
               Paul Doukhan and   
               Gabriel Lang and   
                Nicolas Ragache   Dependent Lindeberg central limit
                                  theorem and some applications  . . . . . 154
              Marc Lavielle and   
          Carenne Ludeña   Random thresholds for linear model
                                  selection  . . . . . . . . . . . . . . . 173
              Sophie Donnet and   
                 Adeline Samson   Parametric inference for mixed models
                                  defined by stochastic differential
                                  equations  . . . . . . . . . . . . . . . 196
             Antonio Galves and   
Véronique Maume-Deschamps and   
                Bernard Schmitt   Exponential inequalities for VLMC
                                  empirical trees  . . . . . . . . . . . . 219
               Ciprian A. Tudor   Analysis of the Rosenblatt process . . . 230
       Pierre-André Zitt   Functional inequalities and uniqueness
                                  of the Gibbs measure --- from
                                  log-Sobolev to Poincaré . . . . . . . . . 258
              Ludovic Menneteau   Multidimensional limit theorems for
                                  smoothed extreme value estimates of
                                  point processes boundaries . . . . . . . 273
Stéphane Chrétien and   
                 Alfred O. Hero   On EM algorithms and their proximal
                                  generalizations  . . . . . . . . . . . . 308
                Mikhail Ermakov   Minimax and Bayes estimation in
                                  deconvolution problem  . . . . . . . . . 327
                  Viet Chi Tran   Large population limit and time
                                  behaviour of a stochastic particle model
                                  describing an age-structured population  345
                  Antoine Lejay   Stochastic differential equations driven
                                  by processes generated by divergence
                                  form operators II: convergence results   387
             Peter Imkeller and   
              Ilya Pavlyukevich   Metastable behaviour of small noise
                                  Lévy-Driven diffusions  . . . . . . . . . 412
                 Pierre Alquier   Density estimation with quadratic loss:
                                  a confidence intervals method  . . . . . 438
            Faouzi Chaabane and   
                  Ahmed Kebaier   Théorémes limites avec poids pour les
                                  martingales vectorielles \`a temps
                                  continu. (French) [Weighted limit
                                  theorems for continuous-time vectorial
                                  martingales] . . . . . . . . . . . . . . 464
Jean-François Collet and   
                Florent Malrieu   Logarithmic Sobolev inequalities for
                                  inhomogeneous Markov Semigroups  . . . . 492


ESAIM: Probability and Statistics
Volume 13, Number ??, January, 2009

      Nicolas W. Hengartner and   
Éric Matzner-Lòber   Asymptotic unbiased density estimators   1
         Peggy Cénac and   
           Brigitte Chauvin and   
 Stéphane Ginouillac and   
               Nicolas Pouyanne   Digital search trees and chaos game
                                  representation . . . . . . . . . . . . . 15
            Antoine Chambaz and   
               Catherine Matias   Number of hidden states and memory: a
                                  joint order estimation problem for
                                  Markov chains with Markov regime . . . . 38
                  Daniel Boivin   Tail estimates for homogenization
                                  theorems in random media . . . . . . . . 51
             Marie Sauvé   Histogram selection in non Gaussian
                                  regression . . . . . . . . . . . . . . . 70
Marie-Laure Martin-Magniette and   
              Marie-Luce Taupin   Estimation of the hazard function in a
                                  semiparametric model with covariate
                                  measurement error  . . . . . . . . . . . 87
                    Fanny Godet   Linear prediction of long-range
                                  dependent time series  . . . . . . . . . 115
               Anton Schick and   
            Wolfgang Wefelmeyer   Plug-in estimators for higher-order
                                  transition densities in autoregression   135
           Bernard Roynette and   
             Pierre Vallois and   
                       Marc Yor   Penalisations of multidimensional
                                  Brownian motion, VI  . . . . . . . . . . 152
              Laurie Davies and   
              Ursula Gather and   
                Dan Nordman and   
                Henrike Weinert   A comparison of automatic histogram
                                  constructions  . . . . . . . . . . . . . 181
   Mireille Chaleyat-Maurel and   
        Valentine Genon-Catalot   Filtering the Wright--Fisher diffusion   197
                    Abass Sagna   Universal $ L^s $-rate-optimality of $
                                  L^r $-optimal quantizers by dilatation
                                  and contraction  . . . . . . . . . . . . 218
               Laure Coutin and   
                Nicolas Victoir   Enhanced Gaussian processes and
                                  applications . . . . . . . . . . . . . . 247
      Alfredas Ra\vckauskas and   
                 Charles Suquet   Hölderian invariance principle for
                                  Hilbertian linear processes  . . . . . . 261
                     Odile Pons   Estimation and tests in finite mixture
                                  models of nonparametric densities  . . . 276
     Christopher S. Withers and   
             Saralees Nadarajah   Power of a Class of Goodness-of-Fit
                                  Tests I  . . . . . . . . . . . . . . . . 283
         Jean-Marc Aza\"\is and   
   Élisabeth Gassiat and   
        Cécile Mercadier   The likelihood ratio test for general
                                  mixture models with or without
                                  structural parameter . . . . . . . . . . 301
        Margarita Karaliopoulou   On the number of word occurrences in a
                                  semi-Markov sequence of letters  . . . . 328
         Matthias Löwe and   
                  Franck Vermet   Capacity bounds for the CDMA system and
                                  a neural network: a moderate deviations
                                  approach . . . . . . . . . . . . . . . . 343
                     Jonas Kahn   Model selection for quantum homodyne
                                  tomography . . . . . . . . . . . . . . . 363
              Franck Barthe and   
                 Neil O'Connell   Matchings and the variance of Lipschitz
                                  functions  . . . . . . . . . . . . . . . 400
           Zakhar Kabluchko and   
                      Axel Munk   Shao's theorem on the maximum of
                                  standardized random walk increments for
                                  multidimensional arrays  . . . . . . . . 409
   Françoise Péne   Transient random walk in $ \mathbb{Z}^2
                                  $ with stationary orientations . . . . . 417
                 Ali Akhavi and   
Jean-François Marckert and   
                  Alain Rouault   On the reduction of a random basis . . . 437


ESAIM: Probability and Statistics
Volume 14, Number ??, 2010

        Peter Eichelsbacher and   
               Tomasz Schreiber   Process level moderate deviations for
                                  stabilizing functionals  . . . . . . . . 1
            Ismael Bailleul and   
                   Albert Raugi   Where does randomness lead in spacetime? 16
              Andrew D. Barbour   Coupling a branching process to an
                                  infinite dimensional epidemic process    53
           Bernard Roynette and   
                       Marc Yor   Local limit theorems for Brownian
                                  additive functionals and penalisation of
                                  Brownian paths, IX . . . . . . . . . . . 65
             Harald Luschgy and   
        Gilles Pagés and   
              Benedikt Wilbertz   Asymptotically optimal quantization
                                  schemes for Gaussian processes on
                                  Hilbert spaces . . . . . . . . . . . . . 93
                  Laurent Miclo   On absorption times and Dirichlet
                                  eigenvalues  . . . . . . . . . . . . . . 117
        Iréne Gannaz and   
           Olivier Wintenberger   Adaptive density estimation under weak
                                  dependence . . . . . . . . . . . . . . . 151
         Jean-Michel Loubes and   
          Carenne Ludeña   Penalized estimators for non linear
                                  inverse problems . . . . . . . . . . . . 173
         François Bolley   Quantitative concentration inequalities
                                  on sample path space for mean field
                                  interaction  . . . . . . . . . . . . . . 192
               Florin Avram and   
           Nikolai Leonenko and   
                 Ludmila Sakhno   On a Szeg\Ho type limit theorem, the
                                  Hölder--Young--Brascamp--Lieb inequality,
                                  and the asymptotic theory of integrals
                                  and quadratic forms of stationary fields 210
             T. Downarowicz and   
                 Y. Lacroix and   
              D. Léandri   Spontaneous clustering in theoretical
                                  and some empirical stationary processes  256
               Philippe Carmona   Directed polymer in random environment
                                  and last passage percolation . . . . . . 263
            Ilie Grigorescu and   
                       Min Kang   Steady state and scaling limit for a
                                  traffic congestion model . . . . . . . . 271
                    Eric Fekete   Branching random walks on binary search
                                  trees: convergence of the occupation
                                  measure  . . . . . . . . . . . . . . . . 286
  Nadine Guillotin-Plantard and   
       Clémentine Prieur   Central limit theorem for sampled sums
                                  of dependent random variables  . . . . . 299
          Peter L. Bartlett and   
           Shahar Mendelson and   
                  Petra Philips   On the Optimality of Sample-Based
                                  Estimates of the Expectation of the
                                  Empirical Minimizer  . . . . . . . . . . 315
     Khurelbaatar Gonchigdanzan   Almost sure functional limit theorem for
                                  the product of partial sums  . . . . . . 338
       Christian Léonard   Entropic Projections and Dominating
                                  Points . . . . . . . . . . . . . . . . . 343
Stéphanie Allassonniére and   
                   Estelle Kuhn   Stochastic algorithm for Bayesian
                                  mixture effect template estimation . . . 382
         Clément Marteau   Risk hull method for spectral
                                  regularization in linear statistical
                                  inverse problems . . . . . . . . . . . . 409
                   Pierre Pudlo   Large deviations and full Edgeworth
                                  expansions for finite Markov chains with
                                  applications to the analysis of genomic
                                  sequences  . . . . . . . . . . . . . . . 435


ESAIM: Probability and Statistics
Volume 15, Number ??, 2011

              Marc Hoffmann and   
               Damien Lamberton   Preface --- Supplement: In honor of Marc
                                  Yor  . . . . . . . . . . . . . . . . . . S1
                 Philippe Biane   Entrelacements de semi-groupes provenant
                                  de paires de Gelfand. (French)
                                  [Semi-group interlacings from Gelfand
                                  pairs] . . . . . . . . . . . . . . . . . S2
        Alexander M. G. Cox and   
               David Hobson and   
              Jan Ob\lój   Time-homogeneous diffusions with a given
                                  marginal at a random time  . . . . . . . S11
          Hans Föllmer and   
                 Philip Protter   Local martingales and filtration
                                  shrinkage  . . . . . . . . . . . . . . . S25
            Joseph Najnudel and   
              Ashkan Nikeghbali   A new kind of augmentation of
                                  filtrations  . . . . . . . . . . . . . . S39
           Giovanni Peccati and   
              Jean-Renaud Pycke   Hoeffding spaces and Specht modules  . . S58
                     Kouji Yano   Wiener integral for the coordinate
                                  process under the $ \sigma $-finite
                                  measure unifying Brownian penalisations  S69
                Nathalie Akakpo   Estimating a discrete distribution via
                                  histogram selection  . . . . . . . . . . 1
        Mustafa Ismaeel Alheety   A new stochastic restricted biased
                                  estimator under heteroscedastic or
                                  correlated error . . . . . . . . . . . . 30
               Cathy Maugis and   
                Bertrand Michel   A non asymptotic penalized criterion for
                                  Gaussian mixture model selection . . . . 41
         Jean-Michel Loubes and   
               Davy Paindaveine   Local Asymptotic Normality Property for
                                  Lacunar Wavelet Series Multifractal
                                  Model  . . . . . . . . . . . . . . . . . 69
               Ken R. Duffy and   
              Claudio Macci and   
          Giovanni Luca Torrisi   On the large deviations of a class of
                                  modulated additive processes . . . . . . 83
                Raluca M. Balan   $ L_p $-theory for the stochastic heat
                                  equation with infinite-dimensional
                                  fractional noise . . . . . . . . . . . . 110
     Christopher S. Withers and   
             Saralees Nadarajah   Expansions for the distribution of
                                  $M$-estimates with applications to the
                                  Multi-Tone problem . . . . . . . . . . . 139
               Tze Leng Lai and   
                Qi-Man Shao and   
                    Qiying Wang   Cramér type moderate deviations for
                                  Studentized $U$-statistics . . . . . . . 168
           Nicolas Privault and   
       Anthony Réveillac   SURE shrinkage of Gaussian paths and
                                  signal identification  . . . . . . . . . 180
        Eva Löcherbach and   
           Dasha Loukianova and   
                 Oleg Loukianov   Penalized nonparametric drift estimation
                                  for a continuously observed
                                  one-dimensional diffusion process  . . . 197
              Jean-Paul Ibrahim   Large deviations for directed
                                  percolation on a thin rectangle  . . . . 217
               Nicolas Fournier   Simulation and approximation of
                                  Lévy-driven stochastic differential
                                  equations  . . . . . . . . . . . . . . . 233
                Claire Coiffard   Random fractals generated by a local
                                  Gaussian process indexed by a class of
                                  functions  . . . . . . . . . . . . . . . 249
            Masayuki Uchida and   
               Nakahiro Yoshida   Estimation for misspecified ergodic
                                  diffusion processes from discrete
                                  observations . . . . . . . . . . . . . . 270
            Andriy Yurachkivsky   Limit theorems for measure-valued
                                  processes of the level-exceedance type   291
               Cathy Maugis and   
                Bertrand Michel   Data-driven penalty calibration: A case
                                  study for Gaussian mixture model
                                  selection  . . . . . . . . . . . . . . . 320
     Christopher S. Withers and   
             Saralees Nadarajah   Expansions for Repeated Integrals of
                                  Products with Applications to the
                                  Multivariate Normal  . . . . . . . . . . 340
         Rémi Rhodes and   
                 Vincent Vargas   KPZ formula for log-infinitely divisible
                                  multifractal random measures . . . . . . 358
               Guillaume Voisin   Dislocation measure of the fragmentation
                                  of a general Lévy tree  . . . . . . . . . 372
        Christophe Gallesco and   
      Sebastian Müller and   
                  Serguei Popov   A note on spider walks . . . . . . . . . 390
             Giacomo Aletti and   
          Enea G. Bongiorno and   
               Vincenzo Capasso   Integration in a dynamical stochastic
                                  geometric framework  . . . . . . . . . . 402
         Sophie Pénisson   Continuous-time multitype branching
                                  processes conditioned on very late
                                  extinction . . . . . . . . . . . . . . . 417


ESAIM: Probability and Statistics
Volume 16, Number ??, 2012

              Jacques Istas and   
                    Serge Cohen   Editorial --- Spring School Mons: Random
                                  differential equations and Gaussian
                                  fields . . . . . . . . . . . . . . . . . Sp-1
                   S. Cohen and   
                 M. A. Lifshits   Stationary Gaussian random fields on
                                  hyperbolic spaces and on Euclidean
                                  spheres  . . . . . . . . . . . . . . . . 165
                  Jacques Istas   Manifold indexed fractional fields . . . 222
                Fabrice Baudoin   Stochastic Taylor expansions and heat
                                  kernel asymptotics . . . . . . . . . . . 453
                   Laure Coutin   Rough paths via sewing Lemma . . . . . . 479
                 Erkan Nane and   
               Dongsheng Wu and   
                     Yimin Xiao   $ \alpha $-time fractional Brownian
                                  motion: PDE connections and local times  1
           Madalina Olteanu and   
              Joseph Rynkiewicz   Asymptotic properties of autoregressive
                                  regime-switching models  . . . . . . . . 25
             Francis Hirsch and   
               Bernard Roynette   A new proof of Kellerer's theorem  . . . 48
               Matthieu Lerasle   Adaptive non-asymptotic confidence balls
                                  in density estimation  . . . . . . . . . 61
                  Iosif Pinelis   Exponential deficiency of convolutions
                                  of densities . . . . . . . . . . . . . . 86
               Julien Worms and   
                      Rym Worms   Estimation of second order parameters
                                  using probability weighted moments . . . 97
          Kwabena Doku-Amponsah   Asymptotic equipartition properties for
                                  simple hierarchical and networked
                                  structures . . . . . . . . . . . . . . . 114
Sévérien Nkurunziza   Shrinkage strategies in some multiple
                                  multi-factor dynamical systems . . . . . 139
               Benjamin Favetto   On the asymptotic variance in the
                                  central limit theorem for particle
                                  filters  . . . . . . . . . . . . . . . . 151
            Samuel Herrmann and   
                  Julian Tugaut   Self-stabilizing processes: uniqueness
                                  problem for stationary measures and
                                  convergence rate in the small-noise
                                  limit  . . . . . . . . . . . . . . . . . 277
     Mathias Beiglböck and   
   Christian Léonard and   
           Walter Schachermayer   A generalized dual maximizer for the
                                  Monge--Kantorovich transport problem . . 306
             Aimé Lachal   Sojourn time in $ \mathbb {Z}^+ $ for
                                  the Bernoulli random walk on $ \mathbb
                                  {Z} $  . . . . . . . . . . . . . . . . . 324
               Marianne Clausel   Lacunary Fractional Brownian Motion  . . 352
    Stéphane Laurent and   
              Catherine Legrand   A Bayesian framework for the ratio of
                                  two Poisson rates in the context of
                                  vaccine efficacy trials  . . . . . . . . 375
                    Marc Malric   Density of paths of iterated Lévy
                                  transforms of Brownian motion  . . . . . 399
                 Zhishui Hu and   
              John Robinson and   
                    Qiying Wang   Tail approximations for samples from a
                                  finite population with applications to
                                  permutation tests  . . . . . . . . . . . 425
    Sébastien Bubeck and   
             Marina Meil\ua and   
             Ulrike von Luxburg   How the initialization affects the
                                  stability of the $ \kappa $-means
                                  algorithm  . . . . . . . . . . . . . . . 436


ESAIM: Probability and Statistics
Volume 17, Number ??, 2013

           Jean-Marie Aubry and   
                Marguerite Zani   Large deviations for
                                  quasi-arithmetically self-normalized
                                  random variables . . . . . . . . . . . . 1
            Reiichiro Kawai and   
                  Hiroki Masuda   Local asymptotic normality for normal
                                  inverse Gaussian Lévy processes with
                                  high-frequency sampling  . . . . . . . . 13
              Emeline Schmisser   Nonparametric estimation of the
                                  derivatives of the stationary density
                                  for stationary processes . . . . . . . . 33
     Raphaël Rossignol and   
            Marie Théret   Lower large deviations for the maximal
                                  flow through tilted cylinders in
                                  two-dimensional first passage
                                  percolation  . . . . . . . . . . . . . . 70
     Jérôme Lelong   Asymptotic normality of randomly
                                  truncated stochastic algorithms  . . . . 105
             Michael H. Neumann   A central limit theorem for triangular
                                  arrays of weakly dependent random
                                  variables, with applications in
                                  statistics . . . . . . . . . . . . . . . 120
     Ronan Le Guével and   
Jacques Lévy Véhel   Incremental moments and Hölder exponents
                                  of multifractional multistable processes 135
             Peggy Cénac   On the convergence of moments in the
                                  almost sure central limit theorem for
                                  stochastic approximation algorithms  . . 179
        Eva Löcherbach and   
               Dasha Loukianova   Polynomial deviation bounds for
                                  recurrent Harris processes having
                                  general state space  . . . . . . . . . . 195
                  Jacques Istas   Multifractional Brownian fields indexed
                                  by metric spaces with distances of
                                  negative type  . . . . . . . . . . . . . 219
     Christopher S. Withers and   
             Saralees Nadarajah   Fixed-$ \alpha $ and fixed-$ \beta $
                                  efficiencies . . . . . . . . . . . . . . 224
        Elena Di Bernardino and   
          Thomas Laloë and   
Véronique Maume-Deschamps and   
       Clémentine Prieur   Plug-in estimation of level sets in a
                                  non-compact setting with applications in
                                  multivariate risk theory . . . . . . . . 236
            Christophe Gallesco   Meeting time of independent random walks
                                  in random environment  . . . . . . . . . 257
          Nastasiya F. Grinberg   Semimartingale decomposition of convex
                                  functions of continuous semimartingales
                                  by Brownian perturbation . . . . . . . . 293
Pierre Raphaël Bertrand and   
                Mehdi Fhima and   
                 Arnaud Guillin   Local estimation of the Hurst index of
                                  multifractional Brownian motion by
                                  increment ratio statistic method . . . . 307
             Gaëlle Chagny   Penalization versus
                                  Goldenshluger--Lepski strategies in
                                  warped bases regression  . . . . . . . . 328
             Antonio Cuevas and   
            Ricardo Fraiman and   
László Györfi   Towards a universally consistent
                                  estimator of the Minkowski content . . . 359
               Markus Maier and   
         Ulrike von Luxburg and   
                  Matthias Hein   How the result of graph clustering
                                  methods depends on the construction of
                                  the graph  . . . . . . . . . . . . . . . 370
            Didier Chauveau and   
           Pierre Vandekerkhove   Smoothness of Metropolis--Hastings
                                  algorithm and application to entropy
                                  estimation . . . . . . . . . . . . . . . 419
               Holger Dette and   
                      Kemal Sen   Goodness-of-fit tests in long-range
                                  dependent processes under fixed
                                  alternatives . . . . . . . . . . . . . . 432
             Francis Hirsch and   
               Bernard Roynette   On $ \mathbb {R}^d $-valued peacocks . . 444
              Florian Fuchs and   
                 Robert Stelzer   Mixing conditions for multivariate
                                  infinitely divisible processes with an
                                  application to mixed moving averages and
                                  the supOU stochastic volatility model    455
                Aurelia Fraysse   Why minimax is not that pessimistic  . . 472
                    Paul Rochet   Adaptive hard-thresholding for linear
                                  inverse problems . . . . . . . . . . . . 485
              Bernard Bercu and   
Frédéric Pro\"\ia   A sharp analysis on the asymptotic
                                  behavior of the Durbin--Watson statistic
                                  for the first-order autoregressive
                                  process  . . . . . . . . . . . . . . . . 500
             Boris L. Granovsky   Asymptotics of counts of small
                                  components in random structures and
                                  models of coagulation-fragmentation  . . 531
          Giorgia Callegaro and   
          Monique Jeanblanc and   
                 Behnaz Zargari   Carthaginian enlargement of filtrations  550
      Clément Dombry and   
                    Ingemar Kaj   Moment measures of heavy-tailed renewal
                                  point processes: asymptotics and
                                  applications . . . . . . . . . . . . . . 567
Jean-François Coeurjolly and   
     Pierre-Olivier Amblard and   
                  Sophie Achard   Wavelet analysis of the multivariate
                                  fractional Brownian motion . . . . . . . 592
      Claude Lefévre and   
                    Sergey Utev   Convolution property and exponential
                                  bounds for symmetric monotone densities  605
          Amarjit Budhiraja and   
           Pierre Del Moral and   
            Sylvain Rubenthaler   Discrete time Markovian agents
                                  interacting through a potential  . . . . 614
              Benjamin Charlier   Necessary and sufficient condition for
                                  the existence of a Fréchet mean on the
                                  circle . . . . . . . . . . . . . . . . . 635
                Caroline Meynet   An $ \ell_1$-oracle inequality for the
                                  Lasso in finite mixture Gaussian
                                  regression models  . . . . . . . . . . . 650
                S. X. Cohen and   
                   E. Le Pennec   Partition-based conditional density
                                  estimation . . . . . . . . . . . . . . . 672
        C. Maugis-Rabusseau and   
                      B. Michel   Adaptive density estimation for
                                  clustering with Gaussian mixtures  . . . 698
            Anselm Reichenbachs   Moderate deviations for a Curie--Weiss
                                  model with dynamical external field  . . 725
               Nabil Rachdi and   
           Jean-Claude Fort and   
                  Thierry Klein   Risk bounds for new $M$-estimation
                                  problems . . . . . . . . . . . . . . . . 740
               Gabriel Lang and   
                    Eric Marcon   Testing randomness of spatial point
                                  patterns with the Ripley statistic . . . 767
                       Marc Yor   Sur l'\oeuvre de Paul Lévy. (French) [On
                                  the work of Paul Lévy]  . . . . . . . . . 789
                   Jean Bertoin   Paul Lévy et l'arithmétique des lois de
                                  probabilités. (French) [Paul Lévy and the
                                  arithmetic of the laws of probability]   790
   Jean-François Le Gall   Paul Lévy et le mouvement brownien.
                                  (French) [Paul Lévy and Brownian motion]  795


ESAIM: Probability and Statistics
Volume 18, Number ??, 2014

         Anestis Antoniadis and   
            Marianna Pensky and   
            Theofanis Sapatinas   Nonparametric regression estimation
                                  based on spatially inhomogeneous data:
                                  minimax global convergence rates and
                                  adaptivity . . . . . . . . . . . . . . . 1
                 M. Clausel and   
                  F. Roueff and   
                M. S. Taqqu and   
                       C. Tudor   Wavelet estimation of the long memory
                                  parameter for Hermite polynomial of
                                  Gaussian processes . . . . . . . . . . . 42
                  Xavier Gendre   Model selection and estimation of a
                                  component in additive regression . . . . 77
                   Marie Theret   Upper large deviations for maximal flows
                                  through a tilted cylinder  . . . . . . . 117
            Karol Dziedziul and   
                 Bogdan \'Cmiel   Density smoothness estimation problem
                                  using a wavelet approach . . . . . . . . 130
           Christoph Baumgarten   Survival probabilities of autoregressive
                                  processes  . . . . . . . . . . . . . . . 145
                 Julie Scholler   On the time constant in a dependent
                                  first passage percolation model  . . . . 171
              Marc Arnaudon and   
                  Laurent Miclo   Means in complete manifolds: uniqueness
                                  and approximation  . . . . . . . . . . . 185
             Mikhail Kovtun and   
            Igor Akushevich and   
                Anatoliy Yashin   On identifiability of mixtures of
                                  independent distribution laws  . . . . . 207
               Romuald Elie and   
                Idris Kharroubi   Adding constraints to BSDEs with jumps:
                                  an alternative to multidimensional
                                  reflections  . . . . . . . . . . . . . . 233
Héléne Lescornel and   
         Jean-Michel Loubes and   
               Claudie Chabriac   Unbiased risk estimation method for
                                  covariance estimation  . . . . . . . . . 251
                 Camille Sabbah   Uniform Confidence Bands for Local
                                  Polynomial Quantile Estimators . . . . . 265
Jérôme Dedecker and   
             Adeline Samson and   
              Marie-Luce Taupin   Estimation in autoregressive model with
                                  measurement error  . . . . . . . . . . . 277
S. Valére Bitseki Penda and   
     Hacéne Djellout and   
Frédéric Pro\"\ia   Moderate deviations for the
                                  Durbin--Watson statistic related to the
                                  first-order autoregressive process . . . 308
           Shota Gugushvili and   
                   Peter Spreij   Consistent non-parametric Bayesian
                                  estimation for a time-inhomogeneous
                                  Brownian motion  . . . . . . . . . . . . 332
            Alexandre Janon and   
              Thierry Klein and   
       Agnés Lagnoux and   
          Maëlle Nodet and   
       Clémentine Prieur   Asymptotic normality and efficiency of
                                  two Sobol index estimators . . . . . . . 342
      Beno\^\ite de Saporta and   
   Anne Gégout-Petit and   
              Laurence Marsalle   Random coefficients bifurcating
                                  autoregressive processes . . . . . . . . 365
              Karine Bertin and   
           Nicolas Klutchnikoff   Adaptive estimation of a density
                                  function using beta kernels  . . . . . . 400
               Erick Herbin and   
             Benjamin Arras and   
               Geoffroy Barruel   From almost sure local regularity to
                                  almost sure Hausdorff dimension for
                                  Gaussian fields  . . . . . . . . . . . . 418
              Denis Villemonais   General approximation method for the
                                  distribution of Markov processes
                                  conditioned not to be killed . . . . . . 441
           Patrick Cattiaux and   
               Mawaki Manou-Abi   Limit theorems for some functionals with
                                  heavy tails of a discrete time Markov
                                  chain  . . . . . . . . . . . . . . . . . 468
Pierre-André Cornillon and   
           N. W. Hengartner and   
        E. Matzner-Lòber   Recursive bias estimation for
                                  multivariate regression smoothers  . . . 483
                      Jian Wang   A simple approach to functional
                                  inequalities for non-local Dirichlet
                                  forms  . . . . . . . . . . . . . . . . . 503
            Antoine Marie Bogso   An application of multivariate total
                                  positivity to peacocks . . . . . . . . . 514
                 A. Genadot and   
                   M. Thieullen   Multiscale Piecewise Deterministic
                                  Markov Process in infinite dimension:
                                  central limit theorem and Langevin
                                  approximation  . . . . . . . . . . . . . 541
                 Martial Longla   On dependence structure of copula-based
                                  Markov chains  . . . . . . . . . . . . . 570
            Van Hanh Nguyen and   
               Catherine Matias   Nonparametric estimation of the density
                                  of the alternative hypothesis in a
                                  multiple testing setup. Application to
                                  local false discovery rate estimation    584
Jean-François Chassagneux and   
  Stéphane Crépey   Doubly reflected BSDEs with call
                                  protection and their approximation . . . 613
     Stéphane Girard and   
            Armelle Guillou and   
                Gilles Stupfler   Uniform strong consistency of a frontier
                                  estimator using kernel regression on
                                  high order moments . . . . . . . . . . . 642
             Kosto V. Mitov and   
             Saralees Nadarajah   Extremal and additive processes
                                  generated by Pareto distributed random
                                  vectors  . . . . . . . . . . . . . . . . 667
 Pierre Étoré and   
                Miguel Martinez   Exact simulation for solutions of
                                  one-dimensional Stochastic Differential
                                  Equations with discontinuous drift . . . 686
              Erwan Hillion and   
             Oliver Johnson and   
                      Yaming Yu   A natural derivative on $ [0, n] $ and a
                                  binomial Poincaré inequality  . . . . . . 703
                 Kengo Kamatani   Local degeneracy of Markov chain Monte
                                  Carlo methods  . . . . . . . . . . . . . 713
                Romain Aza\"\is   A recursive nonparametric estimator for
                                  the transition kernel of a
                                  piecewise-deterministic Markov process   726
              Alice Cleynen and   
               Emilie Lebarbier   Segmentation of the Poisson and negative
                                  binomial rate models: a penalized
                                  estimator  . . . . . . . . . . . . . . . 750
                Marie Sauve and   
         Christine Tuleau-Malot   Variable selection through CART  . . . . 770
                  Nicolas Marie   A generalized mean-reverting equation
                                  and applications . . . . . . . . . . . . 799
                     Shiqi Song   Optional splitting formula in a
                                  progressively enlarged filtration  . . . 829
Jean-François Marckert and   
                  David Renault   Compact convex sets of the plane and
                                  probability theory . . . . . . . . . . . 854
             Karim Benhenni and   
                   David Degras   Local polynomial estimation of the mean
                                  function and its derivatives based on
                                  functional data and regular designs  . . 881


ESAIM: Probability and Statistics
Volume 19, Number ??, 2015

             Arnaud Guyader and   
            Nick Hengartner and   
       Nicolas Jégou and   
      Eric Matzner-Lòber   Iterative isotonic regression  . . . . . 1
                  Iosif Pinelis   Exact bounds on the closeness between
                                  the Student and standard normal
                                  distributions  . . . . . . . . . . . . . 24
            Patrice Bertail and   
             Emilie Chautru and   
Stéphan Clémençon   Tail index estimation based on survey
                                  data . . . . . . . . . . . . . . . . . . 28
                  Gersende Fort   Central limit theorems for stochastic
                                  approximation with controlled Markov
                                  chain dynamics . . . . . . . . . . . . . 60
  David Márquez-Carreras   Small stochastic perturbations in a
                                  general fractional kinetic equation  . . 81
Mátyás Barczy and   
                 Peter Kern and   
                 Vincent Krause   Operator scaled Wiener bridges . . . . . 100
           Cristina Butucea and   
            Yuri I. Ingster and   
               Irina A. Suslina   Sharp variable selection of a sparse
                                  submatrix in a high-dimensional noisy
                                  matrix . . . . . . . . . . . . . . . . . 115
       Megdouda Ourbih-Tari and   
                   Sofia Guebli   A comparison of methods for selecting
                                  values of simulation input variables . . 135
             Christophe Profeta   Some limiting laws associated with the
                                  integrated Brownian motion . . . . . . . 148
                      Le Vi and   
                Etienne Pardoux   Height and the total mass of the forest
                                  of genealogical trees of a large
                                  population with general competition  . . 172
                   Monia Karouf   Reflected BSDE's with discontinuous
                                  barrier and time delayed generators  . . 194
                   Mathieu Sart   Model selection for Poisson processes
                                  with covariates  . . . . . . . . . . . . 204
           Christian Hirsch and   
            Gerd Gaiselmann and   
                 Volker Schmidt   Asymptotic Properties of
                                  Collective-Rearrangement Algorithms  . . 236
            Beno\^\it Cadre and   
                 Lionel Truquet   Nonparametric regression estimation onto
                                  a Poisson point process covariate  . . . 251
             Pierre Ailliot and   
        Françoise P\`ene   Consistency of the maximum likelihood
                                  estimate for non-homogeneous Markov
                                  switching models . . . . . . . . . . . . 268
         Yevgeniy Kovchegov and   
    Ne\cse Yíldíz   Orthogonal polynomials for
                                  seminonparametric instrumental variables
                                  model  . . . . . . . . . . . . . . . . . 293
            Vincent Bansaye and   
                  Chunmao Huang   Weak law of large numbers for some
                                  Markov chains along non homogeneous
                                  genealogies  . . . . . . . . . . . . . . 307
               Romain Allez and   
         Rémi Rhodes and   
                 Vincent Vargas   Convergence of the spectrum of empirical
                                  covariance matrices for independent MRW
                                  processes  . . . . . . . . . . . . . . . 327
Charles-Edouard Bréhier and   
            Tony Leli\`evre and   
                Mathias Rousset   Analysis of adaptive multilevel
                                  splitting algorithms in an idealized
                                  case . . . . . . . . . . . . . . . . . . 361
              Rita Giuliano and   
                  Claudio Macci   Asymptotic results for weighted means of
                                  random variables which converge to a
                                  Dickman distribution, and some number
                                  theoretical applications . . . . . . . . 395
            Francesco Russo and   
                  Frederi Viens   Gaussian and non-Gaussian processes of
                                  zero power variation . . . . . . . . . . 414
         Rados\law Adamczak and   
                 Witold Bednorz   Exponential concentration inequalities
                                  for additive functionals of Markov
                                  chains . . . . . . . . . . . . . . . . . 440
                Florian Bouguet   Quantitative speeds of convergence for
                                  exposure to food contaminants  . . . . . 482
              Jürgen Angst   Poisson boundary of a relativistic
                                  diffusion in curved space-times: an
                                  example  . . . . . . . . . . . . . . . . 502
                  Nicolas Marie   Sensitivities via rough paths  . . . . . 515
                      Max Fathi   Modified logarithmic Sobolev
                                  inequalities for canonical ensembles . . 544
                 Ester Mariucci   Asymptotic equivalence for inhomogeneous
                                  jump diffusion processes and white noise 560
          Mathieu Rosenbaum and   
                       Marc Yor   Some explicit formulas for the Brownian
                                  bridge, Brownian meander and Bessel
                                  process under uniform sampling . . . . . 578
           Michael V. Boutsikas   Penultimate gamma approximation in the
                                  CLT for skewed distributions . . . . . . 590
         Pierre Andreoletti and   
           Dasha Loukianova and   
               Catherine Matias   Hidden Markov model for parameter
                                  estimation of a random walk in a Markov
                                  environment  . . . . . . . . . . . . . . 605
          Erik Ekström and   
           Juozas Vaicenavicius   Bayesian sequential testing of the drift
                                  of a Brownian motion . . . . . . . . . . 626
                Emilie Devijver   An $ \ell_1$-oracle inequality for the
                                  Lasso in multivariate finite mixture of
                                  multivariate Gaussian regression models  649
              Maud Delattre and   
    Valentine Genon-Catalot and   
                 Adeline Samson   Estimation of population parameters in
                                  stochastic differential equations with
                                  random effects in the diffusion
                                  coefficient  . . . . . . . . . . . . . . 671
      S. Val\`ere Bitseki Penda   Deviation inequalities for bifurcating
                                  Markov chains on Galton--Watson tree . . 689
           Yohann de Castro and   
                Alexandre Janon   Randomized pick-freeze for sparse Sobol
                                  indices estimation in high dimension . . 725
                Gildas Mazo and   
     Stéphane Girard and   
                Florence Forbes   Weighted least-squares inference for
                                  multivariate copulas based on dependence
                                  coefficients . . . . . . . . . . . . . . 746
           Mikhail Lifshits and   
                 Ksenia Volkova   Bifractional Brownian motion: existence
                                  and border cases . . . . . . . . . . . . 766
     Jean-Christophe Breton and   
                   Renan Gobard   Infinite dimensional functional
                                  convergences in random balls model . . . 782
          Clément Walter   Rare event simulation and splitting for
                                  discontinuous random variables . . . . . 794


ESAIM: Probability and Statistics
Volume 20, Number ??, 2016

                 Takuma Yoshida   Partially linear estimation using
                                  sufficient dimension reduction . . . . . 1
           Michel Bonnefont and   
      Aldéric Joulin and   
                       Yutao Ma   A note on spectral gap and weighted
                                  Poincaré inequalities for some
                                  one-dimensional diffusions . . . . . . . 18
             Markus Fischer and   
                 Giulia Livieri   Continuous time mean-variance portfolio
                                  optimization through the mean field
                                  approach . . . . . . . . . . . . . . . . 30
                    Fraser Daly   Negative dependence and stochastic
                                  orderings  . . . . . . . . . . . . . . . 45
          Jean-Yves Dauxois and   
              Alexis Flesch and   
                   Davit Varron   Empirical likelihood confidence bands
                                  for mean functions of recurrent events
                                  with competing risks and a terminal
                                  event  . . . . . . . . . . . . . . . . . 66
             Stanislav Nagy and   
            Ir\`ene Gijbels and   
               Marek Omelka and   
                Daniel Hlubinka   Integrated depth for functional data:
                                  statistical properties and consistency   95
            Matthew Coulson and   
            Robert E. Gaunt and   
                 Gesine Reinert   Poisson approximation of subgraph counts
                                  in stochastic block models and a graphon
                                  model  . . . . . . . . . . . . . . . . . 131
           Shota Gugushvili and   
                   Peter Spreij   Posterior contraction rate for
                                  non-parametric Bayesian estimation of
                                  the dispersion coefficient of a
                                  stochastic differential equation . . . . 143
               Nikola Sandri\'c   Ergodicity of Lévy-Type Processes . . . . 154
               Gregor Heyne and   
             Michael Kupper and   
       Christoph Mainberger and   
                 Ludovic Tangpi   Minimal supersolutions of convex BSDEs
                                  under constraints  . . . . . . . . . . . 178
                 Nathalie Krell   Statistical estimation of jump rates for
                                  a piecewise deterministic Markov
                                  processes with deterministic increasing
                                  motion and jump mechanism  . . . . . . . 196
    Florent Benaych-Georges and   
                Romain Couillet   Spectral analysis of the Gram matrix of
                                  mixture models . . . . . . . . . . . . . 217
              Tivadar Danka and   
                      Gyula Pap   Asymptotic behavior of critical
                                  indecomposable multi-type branching
                                  processes with immigration . . . . . . . 238
           Christian Hirsch and   
       David Neuhäuser and   
                 Volker Schmidt   Moderate deviations for shortest-path
                                  lengths on random segment processes  . . 261
               Ivan Nourdin and   
           Giovanni Peccati and   
             Guillaume Poly and   
                 Rosaria Simone   Multidimensional limit theorems for
                                  homogeneous sums: A survey and a general
                                  transfer principle . . . . . . . . . . . 293
                  Marius Kwemou   Non-asymptotic oracle inequalities for
                                  the Lasso and Group Lasso in high
                                  dimensional logistic model . . . . . . . 309
  A. Rodríguez-Casal and   
             P. Saavedra-Nieves   A fully data-driven method for
                                  estimating the shape of a point cloud    332
               Patrik Albin and   
          Enkelejd Hashorva and   
                 Lanpeng Ji and   
                  Chengxiu Ling   Extremes and limit theorems for
                                  difference of chi-type processes . . . . 349
        Aristides V. Doumas and   
       Vassilis G. Papanicolaou   The coupon collector's problem
                                  revisited: generalizing the double Dixie
                                  cup problem of Newman and Shepp  . . . . 367
                 Eric Cator and   
                       Henk Don   Conditioned multi-type Galton--Watson
                                  trees  . . . . . . . . . . . . . . . . . 400
               Nicolas Privault   Poisson sphere counting processes with
                                  random radii . . . . . . . . . . . . . . 417
            Jakob Söhl and   
                  Mathias Trabs   Adaptive confidence bands for Markov
                                  chains and diffusions: Estimating the
                                  invariant measure and the drift  . . . . 432
            Ricardo Fraiman and   
             Yanina Gimenez and   
                  Marcela Svarc   Seeking relevant information from a
                                  statistical model  . . . . . . . . . . . 463
                      A. Popier   Limit behaviour of BSDE with jumps and
                                  with singular terminal condition . . . . 480
           Mohamed Boutahar and   
                 Denys Pommeret   A test for the equality of monotone
                                  transformations of two random variables  510
      Reinhard Höpfner and   
        Eva Löcherbach and   
            Mich\`ele Thieullen   Ergodicity and limit theorems for
                                  degenerate diffusions with time periodic
                                  drift. Application to a stochastic
                                  Hodgkin--Huxley model  . . . . . . . . . 527
          Vlad Stefan Barbu and   
          Guglielmo D'Amico and   
             Raimondo Manca and   
                Filippo Petroni   Step semi-Markov models and application
                                  to manpower management . . . . . . . . . 555
             Romain Duboscq and   
                   Renaud Marty   Analysis of a splitting scheme for a
                                  class of random nonlinear partial
                                  differential equations . . . . . . . . . 572


ESAIM: Probability and Statistics
Volume 21, Number ??, 2017

             Ibrahima Drame and   
            Etienne Pardoux and   
                      A. B. Sow   Non-binary branching process and
                                  non-Markovian exploration process  . . . 1
                   Mathieu Sart   Estimating the conditional density by
                                  histogram type estimators and model
                                  selection  . . . . . . . . . . . . . . . 34
          Mahamadou Doumbia and   
              Nadia Oudjane and   
                   Xavier Warin   Unbiased Monte Carlo estimate of
                                  stochastic differential equations
                                  expectations . . . . . . . . . . . . . . 56
           Valentin Konakov and   
               Anna Kozhina and   
        Stéphane Menozzi   Stability of Densities for Perturbed
                                  Diffusions and Markov Chains . . . . . . 88
                Beno\^\it Henry   Central limit theorem for supercritical
                                  binary homogeneous Crump--Mode--Jagers
                                  processes  . . . . . . . . . . . . . . . 113
            Beno\^\it Cadre and   
       Nicolas Klutchnikoff and   
                 Gaspar Massiot   Minimax regression estimation for
                                  Poisson coprocess  . . . . . . . . . . . 138
                Jinwen Chen and   
                      Siqi Jian   Quasi-ergodicity for absorbing Markov
                                  processes via deviation inequality . . . 159
                  Jean-Marc Owo   $ L_p $-Solutions of backward doubly
                                  stochastic differential equations with
                                  stochastic Lipschitz condition and $ p
                                  \in (1, 2) $ . . . . . . . . . . . . . . 168
        Elena Di Bernardino and   
              Didier Rulli\`ere   A note on upper-patched generators for
                                  Archimedean copulas  . . . . . . . . . . 183
                Hailin Sang and   
                         Lin Ge   Further refinement of self-normalized
                                  Cramér-type moderate deviations . . . . . 201
              S. Franceschi and   
                 Kilian Raschel   Tutte's invariant approach for Brownian
                                  motion reflected in the quadrant . . . . 220
Jefferson Elbert Simões and   
       Daniel R. Figueiredo and   
              Valmir C. Barbosa   Power-law decay of the degree-sequence
                                  probabilities of multiple random graphs
                                  with application to graph isomorphism    235
              Houman Owhadi and   
                   Clint Scovel   Qualitative Robustness in Bayesian
                                  Inference  . . . . . . . . . . . . . . . 251
                   Van Ha Hoang   Estimating the division kernel of a
                                  size-structured population . . . . . . . 275
                Robert E. Gaunt   A Stein characterisation of the
                                  generalized hyperbolic distribution  . . 303
               Andrey Sarantsev   Two-Sided Infinite Systems of Competing
                                  Brownian Particles . . . . . . . . . . . 317
            Jean-Baptiste Boyer   On the reflected random walk on $ R^+ $  350
             Nelson Antunes and   
             Vladas Pipiras and   
               Patrice Abry and   
                  Darryl Veitch   Small and large scale behavior of
                                  moments of Poisson cluster processes . . 369
           Gabriela Cio\lek and   
                Pawe\l Potorski   Bootstrapping periodically
                                  autoregressive models  . . . . . . . . . 394
             Fabien Navarro and   
                 Adrien Saumard   Slope heuristics and V-Fold model
                                  selection in heteroscedastic regression
                                  using strongly localized bases . . . . . 412
                   Ahmad Younso   On nonparametric classification for
                                  weakly dependent functional processes    452
         Rados\law Adamczak and   
             Witold Bednorz and   
                   Pawe\l Wolff   Moment estimates implied by modified
                                  log-Sobolev inequalities . . . . . . . . 467
        Krzysztof D\cebicki and   
          Enkelejd Hashorva and   
                       Peng Liu   Extremes of $ \gamma $-reflected
                                  Gaussian processes with stationary
                                  increments . . . . . . . . . . . . . . . 495
             Bogdan \'Cmiel and   
                 Teresa Ledwina   Validation of positive expectation
                                  dependence . . . . . . . . . . . . . . . 536


ESAIM: Probability and Statistics
Volume 22, Number ??, 2018

                   Patrik Albin   On extreme value theory for group
                                  stationary Gaussian processes  . . . . . 1
                Nigel J. Newton   Manifolds of differentiable densities    19
Jérémie Bigot and   
                  Thierry Klein   Characterization of barycenters in the
                                  Wasserstein space by averaging optimal
                                  transport maps . . . . . . . . . . . . . 35
  Emmanuelle Clément and   
              Arnaud Gloter and   
                   Huong Nguyen   Asymptotics in small time for the
                                  density of a stochastic differential
                                  equation driven by a stable Lévy process  58
              Roxane Duroux and   
                  Erwan Scornet   Impact of subsampling and tree depth on
                                  random forests . . . . . . . . . . . . . 96
         Nicolas Champagnat and   
              Denis Villemonais   Uniform convergence of penalized
                                  time-inhomogeneous Markov processes  . . 129
              Nicholas Beck and   
          Mélina Mailhot   A consistent estimator to the
                                  orthant-based tail value-at-risk . . . . 163
        Arturo Kohatsu-Higa and   
            Gô Yûki   Stochastic formulations of the
                                  parametrix method  . . . . . . . . . . . 178
         Victor-Emmanuel Brunel   A change-point problem and inference for
                                  segment signals  . . . . . . . . . . . . 210
             Benedikt Funke and   
       Émeline Schmisser   Adaptive nonparametric drift estimation
                                  of an integrated jump diffusion process  236


ESAIM: Probability and Statistics
Volume 23, Number ??, 2019

José Rafael León and   
Luis-Ángel Rodríguez and   
               Roberto Ruggiero   Consistency of a likelihood estimator
                                  for stochastic damping Hamiltonian
                                  systems. Totally observed data . . . . . 1
                Xiequan Fan and   
Jacques Lévy Véhel   Tempered fractional multistable motion
                                  and tempered multifractional stable
                                  motion . . . . . . . . . . . . . . . . . 37
         Alexander Bendikov and   
                 Wojciech Cygan   On the rate of convergence in the
                                  central limit theorem for hierarchical
                                  Laplacians . . . . . . . . . . . . . . . 68
          Julien Letemplier and   
                   Thomas Simon   On the law of homogeneous stable
                                  functionals  . . . . . . . . . . . . . . 82
        X\=ilíng Zh\=ang   A multi-dimensional central limit bound
                                  and its application to the Euler
                                  approximation for Lévy--SDEs  . . . . . . 112
  Emmanuelle Clément and   
              Arnaud Gloter and   
                   Huong Nguyen   LAMN property for the drift and
                                  volatility parameters of a sde driven by
                                  a stable Lévy process . . . . . . . . . . 136
           Sylvain Delattre and   
               Nicolas Fournier   On Monte-Carlo tree search for
                                  deterministic games with alternate moves
                                  and complete information . . . . . . . . 176
                Huy N. Chau and   
               Chaman Kumar and   
Miklós Rásonyi and   
               Sotirios Sabanis   On fixed gain recursive estimators with
                                  discontinuity in the parameters  . . . . 217
       Sophie Marque-Pucheu and   
           Guillaume Perrin and   
               Josselin Garnier   Efficient sequential experimental design
                                  for surrogate modeling of nested codes   245
             Joseph Muré   Optimal compromise between incompatible
                                  conditional probability distributions,
                                  with application to Objective Bayesian
                                  Kriging  . . . . . . . . . . . . . . . . 271
Stephan Clémençon and   
            Patrice Bertail and   
             Emilie Chautru and   
                 Guillaume Papa   Optimal survey schemes for stochastic
                                  gradient descent with applications to
                                  $M$-estimation . . . . . . . . . . . . . 310
                          Yu Gu   The $1$D Schrödinger equation with a
                                  spacetime white noise: the average wave
                                  function . . . . . . . . . . . . . . . . 338
         Alexander Bulinski and   
                Alexey Kozhevin   Statistical estimation of conditional
                                  Shannon entropy  . . . . . . . . . . . . 350
                  A. Cousin and   
                   A. Janon and   
         V. Maume-Deschamps and   
                       I. Niang   On the consistency of Sobol indices with
                                  respect to stochastic ordering of model
                                  parameters . . . . . . . . . . . . . . . 387
                  Laurent Miclo   Complex intertwinings and quantification
                                  of discrete free motions . . . . . . . . 409
        Sandrine Dallaporta and   
               Yohann De Castro   Sparse recovery from extreme eigenvalues
                                  deviation inequalities . . . . . . . . . 430
            Agn\`es Lagnoux and   
       Thi Mong Ngoc Nguyen and   
Frédéric Pro\"\ia   On the Bickel--Rosenblatt test of
                                  goodness-of-fit for the residuals of
                                  autoregressive processes . . . . . . . . 464
               Manuel Diehn and   
                  Axel Munk and   
                  Daniel Rudolf   Maximum likelihood estimation in hidden
                                  Markov models with inhomogeneous noise   492
                   Martin Kroll   Rate optimal estimation of quadratic
                                  functionals in inverse problems with
                                  partially unknown operator and
                                  application to testing problems  . . . . 524
                   Nian Yao and   
               Zhengliang Zhang   Beckner inequalities for Moebius
                                  measures on spheres  . . . . . . . . . . 552
              Antoine Lejay and   
           Ernesto Mordecki and   
                 Soledad Torres   Two consistent estimators for the skew
                                  Brownian motion  . . . . . . . . . . . . 567
       Lo\"\ic Hervé and   
              Sana Louhichi and   
        Françoise P\`ene   Exponential growth of branching
                                  processes in a general context of
                                  lifetimes and birthtimes dependence  . . 584
       Lo\"\ic Hervé and   
              Sana Louhichi and   
        Françoise P\`ene   Multiplicative ergodicity of Laplace
                                  transforms for additive functional of
                                  Markov chains  . . . . . . . . . . . . . 607
                  Aline Marguet   A law of large numbers for branching
                                  Markov processes by the ergodicity of
                                  ancestral lineages . . . . . . . . . . . 638
          Matthias Löffler   Wald Statistics in high-dimensional PCA  662
                Junshan Xie and   
                    Gaoming Sun   A test for block circular symmetric
                                  covariance structure with divergent
                                  dimension  . . . . . . . . . . . . . . . 672
             Tadeusz Inglot and   
             Teresa Ledwina and   
                 Bogdan \'Cmiel   Intermediate efficiency in nonparametric
                                  testing problems with an application to
                                  some weighted statistics . . . . . . . . 697
                   Pawe\l Lorek   Antiduality and Möbius monotonicity:
                                  generalized coupon collector problem . . 739
               Aline Duarte and   
        Eva Löcherbach and   
                  Guilherme Ost   Stability, convergence to equilibrium
                                  and simulation of non-linear Hawkes
                                  processes with memory kernels given by
                                  the sum of Erlang kernels  . . . . . . . 770
          Raphaël Cerf and   
                  Joseba Dalmau   Galton--Watson and branching process
                                  representations of the normalized
                                  Perron--Frobenius eigenvector  . . . . . 797
        Mikkel Slot Nielsen and   
                   Jan Pedersen   Limit theorems for quadratic forms and
                                  related quantities of discretely sampled
                                  continuous-time moving averages  . . . . 803
        Dariusz Buraczewski and   
             Mariusz Ma\'slanka   Large deviation estimates for branching
                                  random walks . . . . . . . . . . . . . . 823
      Antoine Godichon-Baggioni   $ L^p $ and almost sure rates of
                                  convergence of averaged stochastic
                                  gradient algorithms: locally strongly
                                  convex objective . . . . . . . . . . . . 841
                  Guangqu Zheng   A Peccati--Tudor type theorem for
                                  Rademacher chaoses . . . . . . . . . . . 874
                 H. Chraibi and   
                  A. Dutfoy and   
                 T. Galtier and   
                     J. Garnier   On the optimal importance process for
                                  piecewise deterministic Markov process   893
                 Davide Giraudo   Deviation inequalities for Banach space
                                  valued martingales differences sequences
                                  and random fields  . . . . . . . . . . . 922
           Shota Gugushvili and   
       Frank van der Meulen and   
             Moritz Schauer and   
                   Peter Spreij   Bayesian wavelet de-noising with the
                                  caravan prior  . . . . . . . . . . . . . 947
                   Kevin Tanguy   Improved one-sided deviation
                                  inequalities under regularity
                                  assumptions for product measures . . . . 979


ESAIM: Probability and Statistics
Volume 24, Number ??, 2020

                Thi-To-Nhu Dang   Estimation of the multifractional
                                  function and the stability index of
                                  linear multifractional stable processes  1
                 Xufei Tang and   
                Xuejun Wang and   
                      Yi Wu and   
                      Fei Zhang   The Berry--Esseen bound of a wavelet
                                  estimator in non-randomly designed
                                  nonparametric regression model based on
                                  ANA errors . . . . . . . . . . . . . . . 21
               Julyan Arbel and   
            Olivier Marchal and   
                 Hien D. Nguyen   On strict sub-Gaussianity, optimal proxy
                                  variance and symmetry for bounded random
                                  variables  . . . . . . . . . . . . . . . 39
          Pawe\l J. Szab\lowski   On the generalized Kesten--McKay
                                  distributions  . . . . . . . . . . . . . 56
             Nikita Puchkin and   
              Vladimir Spokoiny   An adaptive multiclass nearest neighbor
                                  classifier . . . . . . . . . . . . . . . 69
      Ramsés H. Mena and   
                   Freddy Palma   Continuous-time Markov processes,
                                  orthogonal polynomials and Lancaster
                                  probabilities  . . . . . . . . . . . . . 100
                    Paolo Baldi   Tightness and exponential tightness of
                                  Gaussian probabilities . . . . . . . . . 113
  Nadine Guillotin-Plantard and   
    Françoise P\`ene and   
                 Martin Wendler   Empirical processes for recurrent and
                                  transient random walks in random scenery 127
         Andressa Cerqueira and   
   Aurélien Garivier and   
             Florencia Leonardi   A note on perfect simulation for
                                  Exponential Random Graph Models  . . . . 138
            Etienne Pardoux and   
          Brice Samegni-Kepgnou   Large deviations of the exit measure
                                  through a characteristic boundary for a
                                  Poisson driven SDE . . . . . . . . . . . 148
      Alfredas Ra\vckauskas and   
                 Charles Suquet   On Bernstein--Kantorovich invariance
                                  principle in Hölder spaces and weighted
                                  scan statistics  . . . . . . . . . . . . 186
                Lishun Xiao and   
               Shengjun Fan and   
                    Dejian Tian   A probabilistic approach to quasilinear
                                  parabolic PDEs with obstacle and Neumann
                                  problems . . . . . . . . . . . . . . . . 207
                Adrien Clarenne   Rescaled weighted determinantal random
                                  balls  . . . . . . . . . . . . . . . . . 227
             Mauro Piccioni and   
       Bartosz Ko\lodziejek and   
            Gérard Letac   Location and scale behaviour of the
                                  quantiles of a natural exponential
                                  family . . . . . . . . . . . . . . . . . 244
        Elena Di Bernardino and   
               Anne Estrade and   
                 Maurizia Rossi   On the excursion area of perturbed
                                  Gaussian fields  . . . . . . . . . . . . 252
        Aristides V. Doumas and   
       Vassilis G. Papanicolaou   The logarithmic Zipf law in a general
                                  urn problem  . . . . . . . . . . . . . . 275
             Romain Abraham and   
              Aymen Bouaziz and   
    Jean-François Delmas   Very fat geometric Galton--Watson trees  294
              Andriy Olenko and   
            Volodymyr Vaskovych   Non-central limit theorems for
                                  functionals of random fields on
                                  hypersurfaces  . . . . . . . . . . . . . 315
              Younghak Kwon and   
                     Georg Menz   Uniform LSI for the canonical ensemble
                                  on the $1$D-lattice with strong,
                                  finite-range interaction . . . . . . . . 341
              Daniel Boivin and   
          Thi Thu Hien Lê   Large deviations for Brownian motion in
                                  a random potential . . . . . . . . . . . 374
                  Julian Tugaut   Exit-time of mean-field particles system 399
         Beno\^\it R. Kloeckner   Empirical measures: regularity is a
                                  counter-curse to dimensionality  . . . . 408
               Mickael Albertus   Raking-ratio empirical process with
                                  auxiliary information learning . . . . . 435
               Florin Avram and   
           Danijel Grahovac and   
              Ceren Vardar-Acar   The $W$, $Z$ scale functions kit for
                                  first passage problems of spectrally
                                  negative Lévy processes, and applications
                                  to control problems  . . . . . . . . . . 454
                Luis Fredes and   
  Jean-François Marckert   Invariant measures of interacting
                                  particle systems: Algebraic aspects  . . 526
         Sherzod M. Mirakhmedov   The probabilities of large deviations
                                  for a certain class of statistics
                                  associated with multinomial distribution 581
           Essomanda Konzou and   
           Angelo Efoevi Koudou   About the Stein equation for the
                                  generalized inverse Gaussian and Kummer
                                  distributions  . . . . . . . . . . . . . 607
        Valentin De Bortoli and   
          Agn\`es Desolneux and   
              Bruno Galerne and   
                Arthur Leclaire   Redundancy in Gaussian random fields . . 627
               William Ocafrain   Quasi-stationarity for one-dimensional
                                  renormalized Brownian motion . . . . . . 661
                     Jad Beyhum   Inference robust to outliers with $
                                  \ell_1$-norm penalization  . . . . . . . 688
    Aurélien Alfonsi and   
              Benjamin Jourdain   Squared quadratic Wasserstein distance:
                                  optimal couplings and Lions
                                  differentiability  . . . . . . . . . . . 703
             Thi Phuong Thuy Vo   Chain-referral sampling on stochastic
                                  block models . . . . . . . . . . . . . . 718
                      Hun O and   
               Mun-Chol Kim and   
                   Chol-Kyu Pak   A framework of BSDEs with stochastic
                                  Lipschitz coefficients . . . . . . . . . 739
      Alejandro Cholaquidis and   
                 Antonio Cuevas   Set estimation under biconvexity
                                  restrictions . . . . . . . . . . . . . . 770
              Maxime Berger and   
              Raphaël Cerf   A basic model of mutations . . . . . . . 789
                Benjamin Goehry   Random forests for time-dependent
                                  processes  . . . . . . . . . . . . . . . 801
          Alexandre Brouste and   
             Marius Soltane and   
                    Irene Votsi   One-step estimation for the fractional
                                  Gaussian noise at high-frequency . . . . 827
         Jean-Marc Aza\"\is and   
     François Bachoc and   
            Agn\`es Lagnoux and   
           Thi Mong Ngoc Nguyen   Semi-parametric estimation of the
                                  variogram scale parameter of a Gaussian
                                  process with stationary increments . . . 842
                  A. Gloter and   
           I. Honoré and   
                  D. Loukianova   Approximation of the invariant
                                  distribution for a class of ergodic jump
                                  diffusions . . . . . . . . . . . . . . . 883
          Beno\^\it Collins and   
              Sushma Kumari and   
             Vladimir G. Pestov   Universal consistency of the $k$-NN rule
                                  in metric spaces and Nagata dimension    914
                       Song Yao   $ \mathbb {L}^p $ solutions of reflected
                                  backward stochastic differential
                                  equations with jumps . . . . . . . . . . 935
           Thomas Deschatre and   
       Olivier Féron and   
                  Marc Hoffmann   Estimating fast mean-reverting jumps in
                                  electricity market models  . . . . . . . 963


ESAIM: Probability and Statistics
Volume 25, Number ??, 2021

       Cédric Rommel and   
J. Frédéric Bonnans and   
        Baptiste Gregorutti and   
                Pierre Martinon   Quantifying the closeness to a set of
                                  random curves via the mean marginal
                                  likelihood . . . . . . . . . . . . . . . 1
           Shaul K. Bar-Lev and   
                      Ad Ridder   New exponential dispersion models for
                                  count data: the ABM and LM classes . . . 31
         Sherzod M. Mirakhmedov   Correction: The probabilities of large
                                  deviations for a certain class of
                                  statistics associated with multinomial
                                  distributions  . . . . . . . . . . . . . 53
              Janet Nakarmi and   
                Hailin Sang and   
                         Lin Ge   Variable bandwidth kernel regression
                                  estimation . . . . . . . . . . . . . . . 55
               Nicolas Privault   Cardinality estimation for random
                                  stopping sets based on Poisson point
                                  processes  . . . . . . . . . . . . . . . 87
                 Barbara Dembin   Regularity of the time constant for a
                                  supercritical Bernoulli percolation  . . 109
               Alexandre Popier   Backward stochastic Volterra integral
                                  equations with jumps in a general
                                  filtration . . . . . . . . . . . . . . . 133
        Cristian F. Coletti and   
               Lucas R. de Lima   The asymptotic shape theorem for the
                                  frog model on finitely generated abelian
                                  groups . . . . . . . . . . . . . . . . . 204
              Obayda Assaad and   
               Ciprian A. Tudor   Wavelet analysis for the solution to the
                                  wave equation with fractional noise in
                                  time and white noise in space  . . . . . 220
              Benedetta Cavalli   A probabilistic view on the long-time
                                  behaviour of growth-fragmentation
                                  semigroups with bounded fragmentation
                                  rates  . . . . . . . . . . . . . . . . . 258
     Andreas Basse-O'Connor and   
Thorbjòrn Grònbæk and   
                 Mark Podolskij   Local asymptotic self-similarity for
                                  heavy tailed harmonizable fractional Lévy
                                  motions  . . . . . . . . . . . . . . . . 286
        Eunice Okome Obiang and   
Pascal Jézéquel and   
Frédéric Pro\"\ia   A partial graphical model with a
                                  structural prior on the direct links
                                  between predictors and responses . . . . 298
                Robert E. Gaunt   New error bounds for Laplace
                                  approximation via Stein's method . . . . 325
            Vincent Bansaye and   
          Juan Carlos Pardo and   
                 Charline Smadi   Extinction rate of continuous state
                                  branching processes in critical Lévy
                                  environments . . . . . . . . . . . . . . 346
               Elvan Ceyhan and   
            John C. Wierman and   
                  Pengfei Xiang   Law of large numbers for a
                                  two-dimensional class cover problem  . . 376
        Vianney Debavelaere and   
Stéphanie Allassonni\`ere   On the curved exponential family in the
                                  Stochastic Approximation Expectation
                                  Maximization Algorithm . . . . . . . . . 408
         Baptiste Cerclé   Unit boundary length quantum disk: a
                                  study of two different perspectives and
                                  their equivalence  . . . . . . . . . . . 433


ESAIM: Probability and Statistics
Volume 26, Number ??, 2022

              Lucas Journel and   
        Pierre Monmarché   Convergence of a particle approximation
                                  for the quasi-stationary distribution of
                                  a diffusion process: Uniform estimates
                                  in a compact soft case . . . . . . . . . 1
              Hongshuai Dai and   
           Donald A. Dawson and   
                Yiqiang Q. Zhao   Exact tail asymptotics for a
                                  three-dimensional Brownian-driven tandem
                                  queue with intermediate inputs . . . . . 26
          Amarjit Budhiraja and   
            Nicolas Fraiman and   
                 Adam Waterbury   Approximating quasi-stationary
                                  distributions with interacting
                                  reinforced random walks  . . . . . . . . 69
             Chiara Amorino and   
                Eulalia Nualart   Optimal convergence rates for the
                                  invariant density estimation of
                                  jump-diffusion processes . . . . . . . . 126
                A. Logachov and   
               A. Mogulskii and   
                  A. Yambartsev   Limit theorems for chains with unbounded
                                  variable length memory which satisfy
                                  Cramer condition . . . . . . . . . . . . 152
               Mai Trang Vu and   
     François Bachoc and   
                Edouard Pauwels   Rate of convergence for geometric
                                  inference based on the empirical
                                  Christoffel function . . . . . . . . . . 171
     Clément Mantoux and   
          Stanley Durrleman and   
Stéphanie Allassonni\`ere   Asymptotic Analysis of a Matrix Latent
                                  Decomposition Model  . . . . . . . . . . 208
              Chengfeng Sun and   
                Hongjun Gao and   
                    Hui Liu and   
                      Jie Zhang   Martingale Solutions of the Stochastic
                                  2D Primitive Equations with Anisotropic
                                  Viscosity  . . . . . . . . . . . . . . . 243
          Erik Ekström and   
                   Yuqiong Wang   Bayesian Sequential Composite Hypothesis
                                  Testing in Discrete Time . . . . . . . . 265
        Émilien Joly and   
                Bastien Mallein   A tractable non-adaptative group testing
                                  method for non-binary measurements . . . 283
               Junchao Chen and   
              Noufel Frikha and   
                      Houzhi Li   Probabilistic representation of
                                  integration by parts formulae for some
                                  stochastic volatility models with
                                  unbounded drift  . . . . . . . . . . . . 304
          Victor Bogdanskii and   
          Ilya Pavlyukevich and   
               Andrey Pilipenko   Limit behaviour of random walks on $
                                  \mathbb {Z} $ m with two-sided membrane  352
          Witold M. Bednorz and   
       Rafa\l M. \Lochowski and   
                Rafa\l Martynek   On optimal uniform approximation of Lévy
                                  processes on Banach spaces with finite
                                  variation processes  . . . . . . . . . . 378
       Milica Toma\vsevi\'c and   
            Vincent Bansaye and   
          Amandine Véber   Ergodic Behaviour of a Multi-Type
                                  Growth-Fragmentation Process Modelling
                                  the Mycelial Network of a Filamentous
                                  Fungus . . . . . . . . . . . . . . . . . 397
    Julio Backhoff-Veraguas and   
           Joaquin Fontbona and   
               Gonzalo Rios and   
                   Felipe Tobar   Bayesian learning with Wasserstein
                                  barycenters  . . . . . . . . . . . . . . 436
         Sherzod M. Mirakhmedov   On the intermediate asymptotic
                                  efficiency of goodness-of-fit tests in
                                  multinomial distributions  . . . . . . . 473
                B. Jourdain and   
                  W. Margheriti   One Dimensional Martingale Rearrangement
                                  Couplings  . . . . . . . . . . . . . . . 495


ESAIM: Probability and Statistics
Volume 27, Number ??, 2023

            Mihai Gradinaru and   
                Emeline Luirard   Asymptotic behavior for a
                                  time-inhomogeneous Kolmogorov type
                                  diffusion  . . . . . . . . . . . . . . . 1
            Yushi Hamaguchi and   
                    Dai Taguchi   Approximations for adapted M-solutions
                                  of type-II backward stochastic Volterra
                                  integral equations . . . . . . . . . . . 19
               Quentin Duchemin   Reliable prediction in the Markov
                                  stochastic block model . . . . . . . . . 80
                  Chong Liu and   
       David J. Prömel and   
                Josef Teichmann   A Sobolev rough path extension theorem
                                  via regularity structures  . . . . . . . 136
            Samir Ben Hariz and   
          Alexandre Brouste and   
            Youssef Esstafa and   
                 Marius Soltane   Fast calibration of weak Farima models   156
               Jochen Blath and   
András Tóbiás   Microbial virus epidemics in the
                                  presence of contact-mediated host
                                  dormancy . . . . . . . . . . . . . . . . 174
                Apolline Louvet   Stochastic measure-valued models for
                                  populations expanding in a continuum . . 221
        Pierre Monmarché   Elementary coupling approach for
                                  non-linear perturbation of Markov
                                  processes with mean-field jump
                                  mechanisms and related problems  . . . . 278
               Antoine Bourquin   Persistence in Randomly Switched
                                  Lotka--Volterra Food Chains  . . . . . . 324
               Guodong Pang and   
         Étienne Pardoux   Multi-Patch Epidemic Models with General
                                  Exposed and Infectious Periods . . . . . 345
             Alexandre Lecestre   Robust Estimation in Finite Mixture
                                  Models . . . . . . . . . . . . . . . . . 402