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A sufficiency property arising from the characterization of extremes of Markov chains

Bortot, Paola ; Coles, Stuart

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p. 183-190

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Skewing methods for two-parameter locally parametric density estimation

Cheng, Ming-Yen ; Choi, Edwin ; Fan, Jianqing ; Hall, Peter

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p. 169-182

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Random matrix approximation of spectra of integral operators

Koltchinskii, Vladimir ; Giné, Evarist

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p. 113-167

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Asymptotic behaviour for interacting diffusion processes with space-time random birth

Fernández, Begoña ; Méléard, Sylvie

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p. 91-111

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Stochastic differential delay equations with Markovian switching

Mao, Xuerong ; Matasov, Alexander ; Piunovskiy, Aleksey B.

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p. 73-90

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Some measure-valued Markov processes attached to occupation times of Brownian motion

Donati-Martin, Catherine ; Yor, Marc

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p. 63-72

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Weighted sums for i.i.d. random variables with relatively thin tails

Lanzinger, Hartmut ; Stadtmüller, Ulrich

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p. 45-61

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Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards

Levy, Joshua B. ; Taqqu, Murad S.

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p. 23-44

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A self-similar invariance of critical binary Galton-Watson trees

Burd, Gregory A. ; Waymire, Edward C. ; Winn, Ronald D.

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p. 1-21

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Approximation of the Ornstein-Uhlenbeck local time by harmonic oscillators

León, José R. ; Perera, Gonzalo

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p. 357-379

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Large deviations for stochastic Volterra equations

Nualart, David ; Rovira, Carles

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p. 339-355

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Change of measures for Markov chains and the LlogL theorem for branching processes

Athreya, Krishna B.

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p. 323-338

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Rare events simulation for heavy-tailed distributions

Asmussen, Søren ; Binswanger, Klemens ; Højgaard, Bjarne

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p. 303-322

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Resampling and exchangeable arrays

Mccullagh, Peter

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p. 285-301

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Likelihood-based inference with singular information matrix

Rotnitzky, Andrea ; Cox, David R. ; Bottai, Matteo ; Robins, James

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p. 243-284

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Estimating the second largest eigenvalue of a Markov transition matrix

Garren, Steven T. ; Smith, Richard L.

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p. 215-242

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Tail probabilities for the null distribution of scanning statistics

Siegmund, David ; Yakir, Benjamin

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p. 191-213

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A study of serial ranks via random graphs

Haeusler, Erich ; Mason, David M. ; Turova, Tatyana S.

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p. 541-570

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Change-point estimation in ARCH models

Kokoszka, Piotr ; Leipus, Remigijus

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p. 513-539

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Quantile estimation under a two-sample semi-parametric model

Zhang, Biao

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p. 491-511

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The stochastic EM algorithm: estimation and asymptotic results

Feodor Nielsen, Søren

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p. 457-489

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On the semi-parametric efficiency of logistic regression under case-control sampling

Breslow,, Norman E. ; Robins, James M. ; Wellner, Jon A.

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p. 447-455

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On some inequalities of local times for Azéma

Chao, Tsung-Ming ; Chou, Ching-Sung

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p. 435-445

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Stochastic integral equations without probability

Mikosch, Thomas ; Norvaiša, Rimas

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p. 401-434

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Computing pointwise fractal dimension by conditioning in multivariate distributions and time series

Cutler, Colleen D.

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p. 381-399

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An Edgeworth expansion for finite-population U-statistics

Bloznelis, Mindaugas ; Götze, Friedrich

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p. 729-760

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Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram

Ludeña, Carenne

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p. 709-728

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Can adaptive estimators for Fourier series be of interest to wavelets?

Efromovich, Sam

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p. 699-708

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Sampling from a stationary process and detecting a change in the mean of a stationary distribution

Greenshtein, Eitan ; Ritov, Ya'Acov

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p. 679-697

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Panel data, local cuts and orthogeodesic models

Jesper Christensen, Bent ; Kiefer, Nicholas M.

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p. 667-678

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Weak approximation of the Brownian sheet from a Poisson process in the plane

Bardina, Xavier ; Jolis, Maria

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p. 653-665

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Chaotic Kabanov formula for the Azéma martingales

Privault, Nicolas ; Lluís Solé, Josep ; Vives, Josep

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p. 633-651

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Weak dimension-free concentration of measure

Bobkov, Sergey G. ; Houdré, Christian

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p. 621-632

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An extension of P. Lévy's distributional

Erik Graversen, Svend ; Shiryaev, Albert N.

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p. 615-620

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The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion

Pipiras, Vladas ; Taqqu, Murad S.

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p. 607-614

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Signed Poisson approximation: a possible alternative to normal and Poisson laws

Cekanavicius, Vydas ; Kruopis, Julius

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p. 591-606

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Estimating Stein's constants for compound Poisson approximation

Barbour, A. D. ; Xia, Aihua

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p. 581-590

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The first crossing-time density for Brownian motion with a perturbed linear boundary

Daniels, Henry E.

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p. 571-580

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Krein condition in probabilistic moment problems

Stoyanov, Jordan

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p. 939-949

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Z-theorems: limits of stochastic equations

Anisimov, Vladimir V. ; Pflug, Georg CH.

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p. 917-938

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Approximation and support theorem for a wave equation in two space dimensions

Millet, Annie ; Sanz-Solé, Marta

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p. 887-915

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On local times of a symmetric stable process as a doubly indexed process

Eisenbaum, Nathalie

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p. 871-886

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The multiple change-points problem for the spectral distribution

Lavielle, Marc ; Ludeña, Carenne

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p. 845-869

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Distribution and dependence-function estimation for bivariate extreme-value distributions

Hall, Peter ; Tajvidi, Nader

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p. 835-844

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Bootstrap relative errors and sub-exponential distributions

Wood, Andrew T.A.

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p. 809-834

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Time-invariance estimating equations

Baddeley, A.J.

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p. 783-808

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Inhomogeneous Markov point processes by transformation

Vedel Jensen, Eva B. ; Stougaard Nielsen, Linda

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p. 761-782

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Minimal sufficient statistics in location-scale parameter models

Mattner, Lutz

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p. 1121-1134

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The central limit theorem under censoring

Akritas, Michael G.

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p. 1109-1120

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Exponential-polynomial families and the term structure of interest rates

Filipovic, Damir

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p. 1081-1107

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Stochastic volatility models as hidden Markov models and statistical applications

Genon-Catalot, Valentine ; Jeantheau, Thierry ; Larédo, Catherine

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p. 1051-1079

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On reduction of finite-sample variance by extended Latin hypercube sampling

Hoshino, Nobuaki ; Takemura, Akimichi

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p. 1035-1050

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A large-deviation principle for Dirichlet posteriors

Ganesh, Ayalvadi J. ; O'connell, Neil

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p. 1021-1034

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A note on hyperbolic von Mises distributions

Gruet, Jean-Claude

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p. 1007-1020

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Comparison of stochastic Volterra equations

Ferreyra, Guillermo ; Sundar, Padamanbhan

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p. 1001-1006

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A large-deviation principle for random evolution equations

Mellouk, Mohamed

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p. 977-999

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Favourite sites, favourite values and jump sizes for random walk and Brownian motion

Csáki,, Endre ; Révész, Pál ; Shi, Zhan

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p. 951-975

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