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Approximation of sums of conditionally independent variables by the translated Poisson distribution

Röllin, Adrian

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p. 1115-1128

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Spectral decomposition of score functions in linkage analysis

Hössjer, Ola

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p. 1093-1113

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On the convergence of the spectral empirical process of Wigner matrices

Bai, Z.D. ; Yao, J.

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p. 1059-1092

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Profile likelihood inferences on semiparametric varying-coefficient partially linear models

Fan, Jianqing ; Huang, Tao

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p. 1031-1057

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Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates

Guo, Xianping ; Hernández-Lerma, Onésimo

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p. 1009-1029

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Identification of multifractional Brownian motion

Coeurjolly, Jean-François

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p. 987-1008

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Pointwise universal consistency of nonparametric density estimators

Vidal-Sanz, Jose M.

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p. 971-985

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Estimation of the extreme-value index and generalized quantile plots

Beirlant, J. ; Dierckx, G. ; Guillou, A.

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p. 949-970

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On invariant distribution function estimation for continuous-time stationary processes

Dehay, Dominique

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p. 933-948

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Optimal quantization methods for nonlinear filtering with discrete-time observations

Pagès, Gilles ; Pham, Huyên

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p. 893-932

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An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model

Chang, I-Shou ; Agnes Hsiung, Chao ; Wang, Mei-Chuan ; Wen, Chi-Chung

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p. 863-892

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Binary sequential representations of random partitions

Young, James E.

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p. 847-861

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Central limit theorem and convergence to stable laws in Mallows distance

Johnson, Oliver ; Samworth, Richard

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p. 829-845

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On adaptive Markov chain Monte Carlo algorithms

Atchadé, Yves F. ; Rosenthal, Jeffrey S.

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p. 815-828

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Distance-reducing Markov bases for sampling from a discrete sample space

Takemura, Akimichi ; Aoki, Satoshi

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p. 793-813

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Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes

Jongbloed, G. ; Van Der Meulen, F.H. ; Van Der Vaart, A.W.

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p. 759-791

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Bootstrap prediction and Bayesian prediction under misspecified models

Fushiki, Tadayoshi

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p. 747-758

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Convergence results for conditional expectations

Crimaldi, Irene ; Pratelli, Luca

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p. 737-745

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Empirical likelihood based inference for the derivative of the nonparametric regression function

Qin, Gengsheng ; Tsao, Min

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p. 715-735

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Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws

Jourdain, Benjamin ; Méléard, Sylvie ; Woyczynski, Wojbor A.

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p. 689-714

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New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is α-stable

Nagaev, Alexander ; Zaigraev, Alexander

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p. 665-687

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On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

Van Zanten, Harry

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p. 643-664

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Edgeworth-type expansions for transition densities of Markov chains converging to diffusions

Konakov, Valentin ; Mammen, Enno

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p. 591-641

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Minimax expected measure confidence sets for restricted location parameters

Evans, Steven N. ; Hansen, Ben B. ; Stark, Philip B.

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p. 571-590

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On the unlimited growth of a class of homogeneous multitype Markov chains

González, Miguel ; Martínez, Rodrigo ; Mota, Manuel

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p. 559-570

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On Hipp's compound Poisson approximations via concentration functions

Roos, Bero

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p. 533-557

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On classifying processes

Morvai, Gusztáv ; Weiss, Benjamin

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p. 523-532

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Passage times for a spectrally negative Lévy process with applications to risk theory

Nok Chiu, Sung ; Yin, Chuancun

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p. 511-522

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Recurrent extensions of self-similar Markov processes and Cramér's condition

Rivero, Víctor

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p. 471-509

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Infinite divisibility and generalized subexponentiality

Shimura, Takaaki ; Watanabe, Toshiro

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p. 445-469

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Exact asymptotics for estimating the marginal density of discretely observed diffusion processes

Butucea, Cristina ; Neumann, Michael H.

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p. 411-444

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Extreme value theory for moving average processes with light-tailed innovations

Klüppelberg, Claudia ; Lindner, Alexander

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p. 381-410

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On covariance estimation of non-synchronously observed diffusion processes

Hayashi, Takaki ; Yoshida, Nakahiro

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p. 359-379

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Adaptive estimation of linear functionals under different performance measures

Tony Cai, T. ; Low, Mark G.

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p. 341-358

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Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model

Butucea, Cristina ; Matias, Catherine

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p. 309-340

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Nonparametric bootstrap prediction

Fushiki, Tadayoshi ; Komaki, Fumiyasu ; Aihara, Kazuyuki

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p. 293-307

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Filtered Brownian motions as weak limit of filtered Poisson processes

Decreusefond, Laurent ; Savy, Nicholas

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p. 283-292

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Cramér-Rao revisited

Lenstra, Andries

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p. 263-282

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Large-noise asymptotics for one-dimensional diffusions

Peszat, Szymon ; Russo, Francesco

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p. 247-262

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Wavelet estimation of a multifractal function

Gamboa, Fabrice ; Loubes, Jean-Michel

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p. 221-246

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Diffusion-type models with given marginal distribution and autocorrelation function

Martin Bibby, Bo ; Michael Skovgaard, Ib ; Sørensen, Michael

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p. 191-220

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Asymptotics for L 2 functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances

Del Barrio, Eustasio ; Giné, Evarist ; Utzet, Frederic

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p. 131-189

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Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models

Vandekerkhove, Pierre

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p. 103-129

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Adaptive estimation for affine stochastic delay differential equations

Reiss, Markus

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p. 67-102

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Sharp estimates in signed Poisson approximation of Poisson mixtures

Antonio Adell, José ; Lekuona, Alberto

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p. 47-65

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On L 2 -convergence of controlled branching processes with random control function

González, Miguel ; Molina, Manuel ; Del Puerto, Inés

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p. 37-46

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On the quantiles of Brownian motion and their hitting times

Dassios, Angelos

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p. 29-36

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On data depth and distribution-free discriminant analysis using separating surfaces

Ghosh, Anil K. ; Chaudhuri, Probal

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p. 1-27

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