Sommaire du Fascicule no. 3

Sieve bootstrap for time series

Bühlmann, Peter

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p. 123-148

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Second-order properties of an extrapolated bootstrap without replacement under weak assumptions

Bertail, Patrice

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p. 149-179

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Estimation of integral functionals of a density and its derivatives

Laurent, Béatrice

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p. 181-211

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Tauber theory for infinitely divisible variance functions

Jørgensen, Bent ; Raúl Martínez, José

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p. 213-224

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A Poisson approximation for the Dirichlet law, the Ewens sampling formula and the Griffiths-Engen-McCloskey law by the Stein-Chen coupling method

Martin Hirth, Ulrich

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p. 225-232

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Stochastic differential equations with random coefficients

Kohatsu-Higa, Arturo ; León, Jorge A. ; Nualart, David

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p. 233-245

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Efficient estimation in nonlinear autoregressive time-series models

Koul, Hira L. ; Schick, Anton

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p. 247-277

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The estimation of the order of a mixture model

Dacunha-Castelle, Didier ; Gassiat, Elisabeth

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p. 279-299

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A spectral method for estimating parameters in rainfall models

Chandler, Richard E.

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p. 301-322

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Spread, estimators and nuisance parameters

Van Den Heuvel, Edwin R. ; Klaassen, Chris A.J.

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p. 323-328

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Berry-Esseen bounds for statistics of weakly dependent samples

Bentkus, V. ; Götze, F. ; Tikhomoirov, A.

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p. 329-349

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Asymptotic normality of least-squares estimators of tail indices

Csörgö, Sándor ; Viharos, László

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p. 351-370

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An example of a non-Markovian stochastic two-point boundary value problem

Ferrante, Marco ; Nualart, David

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p. 371-386

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Extreme lengths in Brownian and Bessel excursions

Hu, Yueyun ; Shi, Zhan

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p. 387-402

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Penalization schemes for reflecting stochastic differential equations

Pettersson, Roger

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p. 403-414

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Stationary distribution of Markov chains in Rd with application to global random optimization

Chung Yu Dorea, Chang

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p. 415-427

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Generalized zero-one laws for large-order statistics

Wang, Hong

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p. 429-444

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Efficiency of the empirical distribution for ergodic diffusion

Kutoyants, Yury A.

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p. 445-456

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Sequential change-point detection in continuous time when the post-change drift is unknown

Beibel, M.

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p. 457-478

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The domain of attraction of the α-sun operator for type II and type III distributions

Hooghiemstra, Gerard ; Greenwood, Priscilla E.

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p. 479-489

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