Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises D. FourdrinierV. KonevS. Pergamenshchikov OriginalPaper 28 March 2009 Pages: 43 - 58
Estimation of the distribution of random shifts deformation I. CastilloJ. -M. Loubes OriginalPaper 28 March 2009 Pages: 21 - 42
Testing hypotheses on the “drift” of parameters in ARMA and ARCH models M. V. BoldinI. G. Erlikh OriginalPaper 28 March 2009 Pages: 1 - 20
Models with a Kronecker product covariance structure: Estimation and testing M. S. SrivastavaT. von RosenD. von Rosen OriginalPaper 08 January 2009 Pages: 357 - 370
Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels M. C. M. de GunstO. Shcherbakova OriginalPaper 08 January 2009 Pages: 342 - 356
Monotone nonparametric regression with random design C. Durot OriginalPaper 08 January 2009 Pages: 327 - 341
Some theoretical results on the Grouped Variables Lasso Ch. ChesneauM. Hebiri OriginalPaper 08 January 2009 Pages: 317 - 326
On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity A. BibiA. Aknouche OriginalPaper 08 January 2009 Pages: 305 - 316
PAC-Bayesian bounds for randomized empirical risk minimizers P. Alquier OriginalPaper 08 January 2009 Pages: 279 - 304
K n -nearest neighbor estimators of entropy R. M. MnatsakanovN. MisraE. J. Harner OriginalPaper 05 October 2008 Pages: 261 - 277
Empirical likelihood estimators for the error distribution in nonparametric regression models S. KiwittE. -R. NagelN. Neumeyer OriginalPaper 05 October 2008 Pages: 241 - 260
A general autoregressive model with Markov switching: Estimation and consistency Y. XieJ. YuB. Ranneby OriginalPaper 05 October 2008 Pages: 228 - 240
Statistical specification of jumps under semiparametric semimartingale models Ya. Shimizu OriginalPaper 05 October 2008 Pages: 209 - 227
Image reconstruction in multi-channel model under Gaussian noise V. HoldaiA. Korostelev OriginalPaper 05 October 2008 Pages: 198 - 208
On a multi-channel change-point problem A. KorostelevO. Lepski OriginalPaper 05 October 2008 Pages: 187 - 197
Shift permutation invariance in linear random factor models T. NahtmanD. von Rosen OriginalPaper 04 July 2008 Pages: 173 - 185
Large and moderate deviations principles for kernel estimators of the multivariate regression A. MokkademM. PelletierB. Thiam OriginalPaper 04 July 2008 Pages: 146 - 172
Asymptotic expansions of the Robbins-Monro process J. Dippon OriginalPaper 04 July 2008 Pages: 138 - 145
A test of independence in some copula models S. BouzebdaA. Keziou OriginalPaper 04 July 2008 Pages: 123 - 137
Adaptation on the space of finite signed measures E. GinéR. Nickl OriginalPaper 04 July 2008 Pages: 113 - 122
Adaptive density deconvolution with dependent inputs F. ComteJ. DedeckerM. L. Taupin OriginalPaper 04 July 2008 Pages: 87 - 112
A test for independence of two multivariate samples E. M. Sukhanova OriginalPaper 07 June 2008 Pages: 74 - 86
Generalized variance estimators in the multivariate gamma models Ph. BernardoffC. KokonendjiB. Puig OriginalPaper 07 June 2008 Pages: 66 - 73
Edgeworth expansions for stochastic approximation theory J. Dippon OriginalPaper 07 June 2008 Pages: 44 - 65
Nonparametric estimation of ruin probabilities given a random sample of claims R. MnatsakanovL. L. RuymgaartF. H. Ruymgaart OriginalPaper 07 June 2008 Pages: 35 - 43
Cardinal splines in nonparametric regression J. ChoB. Levit OriginalPaper 07 June 2008 Pages: 19 - 34
Empirical bayesian test of the smoothness E. BelitserF. Enikeeva OriginalPaper 07 June 2008 Pages: 1 - 18
Nonparametric tests for a change in the coefficient of variation E. -E. Aly OriginalPaper Pages: 369 - 375
Nonparametric estimation of the purity of a quantum state in quantum homodyne tomography with noisy data K. Méziani OriginalPaper Pages: 354 - 368
Estimation and detection of high-variable functions from Sloan—Woźniakowski space Yu. IngsterI. Suslina OriginalPaper Pages: 318 - 353
Kernel regression estimation for continuous spatial processes S. Dabo-NiangA. -F. Yao OriginalPaper Pages: 298 - 317
A Bayesian approach to the estimation of maps between Riemannian manifolds L. T. ButlerB. Levit OriginalPaper Pages: 281 - 297
Linear and convex aggregation of density estimators Ph. RigolletA. B. Tsybakov OriginalPaper Pages: 260 - 280
Nonparametric hypothesis testing for intensity of the poisson process Yu. I. IngsterYu. A. Kutoyants OriginalPaper Pages: 217 - 245
Nonparametric estimation for censored lifetimes suffering from unknown selection bias A. Guilloux OriginalPaper Pages: 202 - 216
Two tests for multivariate normality based on the characteristic function M. A. Arcones OriginalPaper Pages: 177 - 201
On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean N. V. GribkovaR. Helmers OriginalPaper Open access Pages: 142 - 176
Test for uniformity by empirical Fourier expansion Kh. DjeddourA. MokkademM. Pelletier OriginalPaper Pages: 124 - 141
Testing strict monotonicity in nonparametric regression M. BirkeH. Dette OriginalPaper Pages: 110 - 123
Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF’s S. K. Bar-Lev OriginalPaper Pages: 96 - 109
Stein shrinkage and second-order efficiency for semiparametric estimation of the shift A. S. Dalalyan OriginalPaper Pages: 42 - 62
Change point estimation by local linear smoothing under a weak dependence condition C. Prieur OriginalPaper Pages: 25 - 41
Lilliefors test for exponentiality: Large deviations, asymptotic efficiency, and conditions of local optimality Ya. Yu. NikitinA. V. Tchirina OriginalPaper Pages: 16 - 24
Minimax estimation of the Wigner function in quantum homodyne tomography with ideal detectors M. GuţăL. Artiles OriginalPaper Pages: 1 - 15