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