Sommaire du Fascicule no. 3

Hitting, occupation and inverse local times of one-dimensional diffusions: martingale and excursion approaches

Pitman, Jim ; Yor, Marc

Text on Project Euclid
PDF
Alt PDF
p. 1-24

Project Euclid
Explicit formulae for time-space Brownian chaos

Peccati, Giovanni

Text on Project Euclid
PDF
Alt PDF
p. 25-48

Project Euclid
A note on the Laplace--Varadhan integral lemma

Del Moral, P. ; Zajic, T.

Text on Project Euclid
PDF
Alt PDF
p. 49-65

Project Euclid
Moderate deviations for mean-field Gibbs measures

Eichelsbacher, Peter ; Zajic, Tim

Text on Project Euclid
PDF
Alt PDF
p. 67-95

Project Euclid
Wavelet analysis of conservative cascades

Resnick, Sidney ; Samorodnitsky, Gennady ; Gilbert, Anna ; Willinger, Walter

Text on Project Euclid
PDF
Alt PDF
p. 97-135

Project Euclid
Semi-parametric efficiency, distribution-freeness and invariance

Hallin, Marc ; Werker, Bas J.M.

Text on Project Euclid
PDF
Alt PDF
p. 137-165

Project Euclid
Parametrization-invariant Wald tests

Larsen, P.V. ; Jupp, P.E.

Text on Project Euclid
PDF
Alt PDF
p. 167-182

Project Euclid
Upper bounds and importance sampling of p-values for DNA and protein sequence alignments

Peng Chan, Hock

Text on Project Euclid
PDF
Alt PDF
p. 183-199

Project Euclid
GARCH processes: structure and estimation

Berkes, Istv\'an ; Horv\'ath, Lajos ; Kokoszka, Piotr

Text on Project Euclid
PDF
Alt PDF
p. 201-227

Project Euclid
Polynomial covariance functions on intervals

Mitra, Sinjini ; Gneiting, Tilmann ; Sasv\'ari, Zolt\'an

Text on Project Euclid
PDF
Alt PDF
p. 229-241

Project Euclid
Realized power variation and stochastic volatility models

Barndorff-Nielsen, Ole E. ; Shephard, Neil

Text on Project Euclid
PDF
Alt PDF
p. 243-265

Project Euclid
Empirical likelihood based hypothesis testing

Einmahl, John H.J. ; Mckeague, Ian W.

Text on Project Euclid
PDF
Alt PDF
p. 267-290

Project Euclid
Posterior consistency for semi-parametric regression problems

Amewou-Atisso, Messan ; Ghosal, Subhashis ; Ghosh, Jayanta K. ; Ramamoorthi, R.V.

Text on Project Euclid
PDF
Alt PDF
p. 291-312

Project Euclid
A survey and some generalizations of Bessel processes

Göing-Jaeschke, Anja ; Yor, Marc

Text on Project Euclid
PDF
Alt PDF
p. 313-349

Project Euclid
Monotonicity of the difference between median and mean of gamma distributions and of a related Ramanujan sequence

Erick Alm, Sven

Text on Project Euclid
PDF
Alt PDF
p. 351-371

Project Euclid
Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo

De Gunst, Mathisca C.M. ; Schouten, Barry

Text on Project Euclid
PDF
Alt PDF
p. 373-393

Project Euclid
Self-regenerative Markov chain Monte Carlo with adaptation

Sahu, Sujit K. ; Zhigljavsky, Anatoly A.

Text on Project Euclid
PDF
Alt PDF
p. 395-422

Project Euclid
Optimal confidence bands for shape-restricted curves

Dümbgen, Lutz

Text on Project Euclid
PDF
Alt PDF
p. 423-449

Project Euclid
Nonparametric volatility density estimation

Van Es, Bert ; Spreij, Peter ; Van Zanten, Harry

Text on Project Euclid
PDF
Alt PDF
p. 451-465

Project Euclid
Regular variation in the mean and stable limits for Poisson shot noise

Klüppelberg, Claudia ; Mikosch, Thomas ; Schärf, Anette

Text on Project Euclid
PDF
Alt PDF
p. 467-496

Project Euclid
Compound Poisson limit theorems for high-level exceedances of some non-stationary processes

Bellanger, Lise ; Perera, Gonzalo

Text on Project Euclid
PDF
Alt PDF
p. 497-515

Project Euclid
Multidimensional backward stochastic differential equations with uniformly continuous coefficients

Hamadène, Saïd

Text on Project Euclid
PDF
Alt PDF
p. 517-534

Project Euclid
Tail probability via tube formula when the critical radius is zero

Takemura, Akimichi ; Kuriki, Satoshi

Text on Project Euclid
PDF
Alt PDF
p. 535-558

Project Euclid
Necessary conditions for geometric and polynomial ergodicity of random-walk-type

Jarner, Søren F. ; Tweedie, Richard L.

Text on Project Euclid
PDF
Alt PDF
p. 559-578

Project Euclid
Local polynomial fitting based on empirical likelihood

Zhang, Jian ; Liu, Anna

Text on Project Euclid
PDF
Alt PDF
p. 579-605

Project Euclid
Stationary covariances associated with exponentially convex functions

Ehm, Werner ; Genton, Marc G. ; Gneiting, Tilmann

Text on Project Euclid
PDF
Alt PDF
p. 607-615

Project Euclid
Extreme quantile estimation for dependent data, with applications to finance

Drees, Holger

Text on Project Euclid
PDF
Alt PDF
p. 617-657

Project Euclid
Optimizing a portfolio of power-producing plants

Hinz, Juri

Text on Project Euclid
PDF
Alt PDF
p. 659-669

Project Euclid
Convergence of scaled renewal processes and a packet arrival model

Gaigalas, Raimundas ; Kaj, Ingemar

Text on Project Euclid
PDF
Alt PDF
p. 671-703

Project Euclid
Directed polymers in a random environment: path localization and strong disorder

Comets, Francis ; Shiga, Tokuzo ; Yoshida, Nobuo

Text on Project Euclid
PDF
Alt PDF
p. 705-723

Project Euclid
Geometric ergodicity of discrete-time approximations to multivariate diffusions

Richard Hansen, Niels

Text on Project Euclid
PDF
Alt PDF
p. 725-743

Project Euclid
Likelihood inference for a discretely observed stable processde

Markussen, Bo

Text on Project Euclid
PDF
Alt PDF
p. 745-762

Project Euclid
Decaying correlations for the supercritical contact process conditioned on survival

Fiocco, Marta ; Van Zwet, Willem R.

Text on Project Euclid
PDF
Alt PDF
p. 763-781

Project Euclid
On adaptive inverse estimation of linear functionals in Hilbert scales

Goldenshluger, Alexander ; Pereverzev, Sergei V.

Text on Project Euclid
PDF
Alt PDF
p. 783-807

Project Euclid
Empirical processes of long-memory sequences

Biao Wu, Wei

Text on Project Euclid
PDF
Alt PDF
p. 809-831

Project Euclid
Central limit theorems for partial sums of bounded functionals of infinite-variance\\moving averages

Pipiras, Vladas ; Taqqu, Murad S.

Text on Project Euclid
PDF
Alt PDF
p. 833-855

Project Euclid
Semigroup stationary processes and spectral representation

Girardin, Valerie ; Senoussi, Rachid

Text on Project Euclid
PDF
Alt PDF
p. 857-876

Project Euclid
Which negative multinomial distributions are infinitely divisible?

Bernardoff, Philippe

Text on Project Euclid
PDF
Alt PDF
p. 877-893

Project Euclid
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling

Tsai, Henghsiu ; Chan, K.S.

Text on Project Euclid
PDF
Alt PDF
p. 895-919

Project Euclid