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Central limit theorem and convergence to stable laws in Mallows distance

Johnson, Oliver ; Samworth, Richard

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Which multivariate gamma distributions are infinitely divisible?

Bernardoff, Philippe

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p. 169-189

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Multivariate prediction

Manuel Corcuera, José ; Giummolè, Federica

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p. 157-168

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A continuous Gaussian approximation to a nonparametric regression in two dimensions

Carter, Andrew V.

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p. 143-156

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On Kesten's counterexample to the Cramér-Wold device for regular variation

Hult, Henrik ; Lindskog, Filip

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p. 133-142

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Brownian motion in self-similar domains

Deblassie, Dante ; Smits, Robert

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p. 113-132

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The reversible nearest particle system on a finite interval

Chen, Dayue ; Liu, Juxin ; Zhang, Fuxi

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p. 101-111

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Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H>½

Ferrante, Marco ; Rovira, Carles

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p. 85-100

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Large deviations of the kernel density estimator in L1(Rd) for reversible Markov processes

Lei, Liangzhen

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p. 65-83

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The shape of a sequence of dual random triangles

Gates, John

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p. 55-63

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On sampling distributions for coalescent processes with simultaneous multiple collisions

Möhle, M.

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p. 35-53

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Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations

Barndorff-Nielsen, Ole E. ; Maejima, Makoto ; Sato, Ken-Iti

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p. 1-33

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Fractional Lévy processes with an application to long memory moving average processes

Marquardt, Tina

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p. 1099-1126

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Retrospective exact simulation of diffusion sample paths with applications

Beskos, Alexandros ; Papaspiliopoulos, Omiros ; Roberts, Gareth O.

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p. 1077-1098

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Classifiers of support vector machine type with \ell1 complexity regularization

Tarigan, Bernadetta ; Van De Geer, Sara A.

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p. 1045-1076

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Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach

Zhang, Lan

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p. 1019-1043

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Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small

Tanaka, Kentaro ; Takemura, Akimichi

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p. 1003-1017

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Pooling strategies for St Petersburg gamblers

Csörgö, Sandor ; Simons, Gordon

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p. 971-1002

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A complete characterization of local martingales which are functions of Brownian motion and its maximum

Obloj, Jan

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p. 955-969

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On Stein's factors for Poisson approximation in Wasserstein distance

Barbour, A.D. ; Xia, Aihua

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p. 943-954

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Nonparametric inference from the M/G/1 workload

Hansen, Martin B. ; Pitts, Susan M.

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p. 737-759

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Power variation of some integral fractional processes

Manuel Corcuera, José ; Nualart, David ; Woerner, Jeannette H.C.

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p. 713-735

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Regenerative block bootstrap for Markov chains

Bertail, Patrice ; Clémençon, Stéphan

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p. 689-712

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Explicit computation of second-order moments of importance sampling estimators for fractional Brownian motion

Baldi, Paolo ; Pacchiarotti, Barbara

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p. 663-688

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Penalized projection estimators of the Aalen multiplicative intensity

Reynaud-Bouret, Patricia

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p. 633-661

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Nonlinear estimation over weak Besov spaces and minimax Bayes method

Rivoirard, Vincent

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p. 609-632

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Strong approximation for the sums of squares of augmented GARCH sequences

Aue, Alexander ; Berkes, István ; Horváth, Lajos

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p. 583-608

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Quasi-stationary distributions for Lévy processes

Kyprianou, Andreas E. ; Palmowski, Zbigniew

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p. 571-581

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The scaling limit behaviour of periodic stable-like processes

Franke, Rice

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p. 551-570

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On convolution equivalence with applications

Tang, Qihe

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p. 535-549

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Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles

Girardin, Valerie ; Limnios, Nikolaos

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p. 515-533

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Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality

Boutsikas, Michael V.

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p. 501-514

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Saddlepoint approximation in exponential models with boundary points

Del Castillo, Joan ; López-Ratera, Anna

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p. 491-500

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A simple nonparametric estimator of a strictly monotone regression function

Dette, Holger ; Neumeyer, Natalie ; Pilz, Kay F.

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p. 469-490

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On Lα-convergence (1≤α≤2) for a bisexual branching process with population-size dependent mating

Molina, Manuel ; Mota, Manuel ; Ramos, Alfonso

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p. 457-468

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Fractional integral equations and state space transforms

Buchmann, Boris ; Klüppelberg, Claudia

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p. 431-456

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Gaussian maximum likelihood estimation for ARMA models II: Spatial processes

Yao, Qiwei ; Brockwell, Peter J.

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p. 403-429

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Parametric inference for discretely observed non-ergodic diffusions

Jacod, Jean

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p. 383-401

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Erratum: Identification of multifractional Brownian motion

Coeurjolly, Jean-François

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A characterization of Poisson-Gaussian families by generalized variance

Kokonendji, Célestin C. ; Masmoudi, Afif

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p. 371-379

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Adaptive density estimation using the blockwise Stein method

Rigollet, Philippe

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p. 351-370

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An exponential inequality under weak dependence

Kallabis, Raoul S. ; Neumann, Michael H.

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p. 333-350

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Empirical likelihood in some semiparametric models

Bertail, Patrice

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p. 299-331

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Optimal estimation in additive regression models

Horowitz,, Joel ; Klemelä, Jussi ; Mammen, Enno

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p. 271-298

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Hypothesis testing for families of ergodic processes

Nobel, Andrew B.

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p. 251-269

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Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion

Matsuda, Yasumasa ; Yajima, Yoshihiro ; Tong, Howell

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p. 221-249

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Asymptotic error rates in third-generation wireless systems

Klok, Marten J.

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p. 193-219

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