Sommaire du Fascicule no. 6

A semi-parametric model for censored and passively registered data

Jonker, Marianne A. ; Van Der Vaart, Aad W.

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p. 1-31

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Sample splitting with Markov chains

Schick, Anton

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p. 33-61

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On the problem of local adaptive estimation in tomography

Cavalier, Laurent

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p. 63-78

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Generalized Neyman-Pearson lemma via convex duality

Cvitanic, Jaksa ; Karatzas, Ioannis

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p. 79-97

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On the second-order characteristics of marked point processes

Schlather, Martin

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p. 99-117

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A mixture of the exclusion process and the voter model

Belitsky, Vladimir ; Ferrari, Pablo A. ; Menshikov\2, Mikhail V. ; Popov, Serguei YU.

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p. 119-144

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On stochastic reaction-diffusion equations with singular force term

Alabert, Aureli ; Gyöngy, István

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p. 145-164

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Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps

Fournier, Nicolas

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p. 165-190

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Steady-state distribution of the buffer content for M/G/∞ input fluid queues

Resnick, Sidney ; Samorodnitsky, Gennady

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p. 191-210

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Sufficient conditions for finite dimensionality of filters in discrete time: a Laplace transform-based approach

Runggaldier, Wolfgang J. ; Spizzichino, Fabio

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p. 211-221

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An adaptive Metropolis algorithm

Haario, Heikki ; Saksman, Eero ; Tamminen, Johanna

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p. 223-242

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The information in the marginal law of a Markov chain

Kessler, Mathieu ; Schick, Anton ; Wefelmeyer, Wolfgang

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p. 243-266

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Adaptive estimation of the spectrum of a stationary Gaussian sequence

Comte, Fabienne

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p. 267-298

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On large deviations in the Gaussian autoregressive process: stable, unstable and explosive cases

Bercu, Bernard

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p. 299-316

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Cross-validation for choosing resolution level for nonlinear wavelet curve estimators

Hall, Peter ; Penev, Spiridon

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p. 317-341

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Remarks on the maximum correlation coefficient

Dembo, Amir ; Kagan, Abram ; Shepp, Lawrence A.

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p. 343-350

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Large deviations for the Bessel clock

Yor, Marc ; Zani, Marguerite

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p. 351-362

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A generalized class of Lyons-Zheng processes

Russo, Francesco ; Vallois, Pierre ; Wolf, Jochen

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p. 363-379

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Asymptotics of the maximum likelihood estimator for general hidden Markov models

Douc, Randal ; Matias, Catherine

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p. 381-420

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On the effect of covariance function estimation on the accuracy of kriging predictors

Putter, Hein ; Alastair Young, G.

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p. 421-438

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On Gaussian and Bernoulli covariance representations

Bobkov, Sergey G. ; Götze, Friedrich ; Houdré, Christian

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p. 439-451

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Infinite hierarchies and prior distributions

Roberts, Gareth O. ; Rosenthal, Jeffrey S.

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p. 453-471

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Likelihood computations without Bartlett identities

Aslak Mykland, Per

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p. 473-485

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Analysis of change-point estimators under the null hypothesis

Ferger, Dietmar

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p. 487-506

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Minimax hypothesis testing about the density support

Gayraud, Ghislaine

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p. 507-525

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Optimal harvesting from interacting populations in a stochastic environment

Lungu, Edward ; øksendal, Bernt

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p. 527-539

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Mixed shock models

Gut, Allan

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p. 541-555

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A new fluctuation identity for Lévy processes and some applications

Alili, Larbi ; Chaumont, Loïc

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p. 557-569

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Bias correction and bootstrap methods for a spatial sampling scheme

Hall, Peter ; Melville, Gavin ; Welsh, Alan H.

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p. 829-846

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Asymptotic behaviour of the sample autocovariance and autocorrelation function of the AR(1) process with ARCH(1) errors

Borkovec, Milan

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p. 847-872

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Are classes of deterministic integrands for fractional Brownian motion on an interval complete?

Pipiras, Vladas ; Taqqu, Murad S.

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p. 873-897

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Local asymptotic mixed normality property for elliptic diffusion: a Malliavin calculus approach

Gobet, Emmanuel

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p. 899-912

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Mixed fractional Brownian motion

Cheridito, Patrick

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p. 913-934

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Blocking measures for asymmetric exclusion processes via coupling

Ferrari, Pablo A. ; Lebowitz, Joel L. ; Speer, Eugene

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p. 935-950

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