Sommaire du Fascicule no. 6

Deterministic and stochastic models for coalescence (aggregation and coagulation): a review of the mean-field theory for probabilists

Aldous, David J.

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p. 3-48

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Uniform oscillations of the local time of iterated Brownian motion

Eisenbaum, Nathalie ; Shi, Zhan

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p. 49-65

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On the growth of variances in a central limit theorem for strongly mixing sequences

Bradley, Richard C.

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p. 67-80

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Large deviations and variational theorems for marginal problems

Cattiaux, Patrick ; Gamboa, Fabrice

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p. 81-108

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Reversible Markov chains and optimality of symmetrized empirical estimators

Greenwood, Priscilla E. ; Wefelmeyer, Wolfgang

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p. 109-123

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Prequential probability: principles and properties

Philip Dawid, A. ; Vovk, Vladimir G.

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p. 125-162

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On the relationship between α connections and the asymptotic properties of predictive distributions

Corcuera, José M. ; Giummolè, Federica

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p. 163-176

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Estimating the end-point of a probability distribution using minimum-distance methods

Hall, Peter ; Wang, Julian Z.

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p. 177-189

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Estimation of Rényi exponents in random cascades

Troutman, Brent M. ; Vecchia, Aldo V.

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p. 191-207

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Random-design regression under long-range dependent errors

Csörgö, Sándor ; Mielniczuk, Jan

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p. 209-224

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The p-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure

Grandits, Peter

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p. 225-247

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Laplace transforms related to excursions of a one-dimensional diffusion

Pitman, Jim ; Yor, Marc

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p. 249-255

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Expansion of the density: a Wiener-chaos approach

Márquez-Carreras, David ; Sanz-Solé, Marta

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p. 257-274

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The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation

Morien, Pierre-Luc

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p. 275-298

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Estimating equations based on eigenfunctions for a discretely observed diffusion process

Kessler, Mathieu ; Sørensen, Michael

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p. 299-314

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Asymptotic normality of posterior distributions in high-dimensional linear models

Ghosal, Subhashis

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p. 315-331

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Minimax nonparametric hypothesis testing: the case of an inhomogeneous alternative

Lepski, Oleg V. ; Spokoiny, Vladimir G.

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p. 333-358

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Derivation of equivalent kernel for general spline smoothing: a systematic approach

Abramovich, Felix ; Grinshtein, Vadim

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p. 359-379

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Observed information in semi-parametric models

Murphy, Susan A. ; Van Der Vaart, Aad W.

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p. 381-412

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A new mixing notion and functional central limit theorems for a sieve bootstrap in time series

Bickel, Peter J. ; Bühlmann, Peter

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p. 413-446

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Lp estimation of the diffusion coefficient

Hofmann, Marc

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p. 447-481

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A note on limit theorems for multivariate martingales

Küchler, Uwe ; Sørensen, Michael

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p. 483-493

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Approximate nonlinear filtering by projection on exponential manifolds of densities

Brigo, Damiano ; Hanzon, Bernard ; Le Gland, François

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p. 495-534

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Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications

Aspandiiarov, Sanjar ; Iasnogorodski, Roudolf

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p. 535-569

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An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions

Norros, Ilkka ; Valkeila, Esko ; Virtamo, Jorma

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p. 571-587

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Scale-invariant diffusions: transience and non-polar points

Dante Deblassie, Richard

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p. 589-614

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On the convergence of Dirichlet processes

Coquet, François ; Słomiński, Leszek

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p. 615-639

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Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes

Häggström,, Olle ; Van Lieshout, Marie-Colette N.M. ; Møller, Jesper

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p. 641-658

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Regression rank-scores tests against heavy-tailed alternatives

Jureckova, Jana

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p. 659-676

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Self-similarity of mathematical likelihood

Raymond Chamberlin, Stephen

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p. 677-682

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On multivariate median regression

Chakraborty, Biman

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p. 683-703

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Likelihood ratio tests in contamination models

Lemdani, Mohamed ; Pons, Odile

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p. 705-719

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The exponential statistical manifold: mean parameters, orthogonality and space transformations

Pistone, Giovanni ; Piera Rogantin, Maria

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p. 721-760

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The concept of duality and applications to Markov processes arising in neutral population genetics models

Möhle, Martin

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p. 761-777

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Taylor expansions of curve-crossing probabilities

Hobson, David G. ; Williams, David ; Wood, Andrew T.A.

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p. 779-795

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Point stationarity in d dimensions and Palm theory

Thorisson, Hermann

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p. 797-831

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Consistency and strong inconsistency of group-invariant predictive inferences

Eaton, Morris L. ; Sudderth, William D.

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p. 833-854

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Parameter estimation for discretely observed stochastic volatility models

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

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p. 855-872

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Nonlinear wavelet estimation of time-varying autoregressive processes

Dahlhaus, Rainer ; Neumann, Michael H. ; Von Sachs, Rainer

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p. 873-906

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On pointwise adaptive nonparametric deconvolution

Goldenshluger, Alexander

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p. 907-925

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Nonparametric estimation of quadratic regression functionals

Huang, Li-Shan ; Fan, Jianqing

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p. 927-949

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Limit laws for exponential families

Balkema, August A. ; Klüppelberg, Claudia ; Resnick, Sidney I.

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p. 951-968

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Revisiting conditional limit theorems for the mortal simple branching process

Pakes, Anthony G.

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p. 969-998

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Compound sums and subexponentiality

Schmidli, Hanspeter

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p. 999-1012

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Symmetrization of binary random variables

Kagan, Abram ; Mallows, Colin L. ; Shepp, Larry A. ; Vanderbei, Robert J. ; Vardi, Yehuda

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p. 1013-1020

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Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution

Roos, Bero

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p. 1021-1034

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Some asymptotic properties of the local time of the uniform empirical process

Csörgö, Miklós ; Shi, Zhan ; Yor, Marc

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p. 1035-1058

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Asymptotic inference for a linear stochastic differential equation with time delay

Gushchin, Alexander A. ; Küchler, Uwe

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p. 1059-1098

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The asymptotic minimax constant for sup-norm loss in nonparametric density estimation

Korostelev, Alexander ; Nussbaum, Michael

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p. 1099-1118

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Bayesian smoothing in the estimation of the pair potential function of Gibbs point processes

Heikkinen, Juha ; Penttinen, Antti

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p. 1119-1136

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