Sommaire du Fascicule no. 1

Correction to: The scaling limit behaviour of periodic stable-like processes

Franke, Brice

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Trade-offs between global and local risks in nonparametric function estimation

Cai, T. Tony ; Low, Mark G. ; Zhao, Linda H.

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p. 1-19

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Occupation time fluctuations of an infinite-variance branching system in large dimensions

Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna

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p. 20-39

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Hausdorff–Besicovitch dimension of graphs and p-variation of some Lévy processes

Manstavičius, Martynas

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p. 40-53

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Inequalities for dominated martingales

Osękowski, Adam

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p. 54-79

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One-dimensional backward stochastic differential equations whose coefficient is monotonic in y and non-Lipschitz in z

Briand, Philippe ; Relepeltier, Jean-Pier ; San Martín, Jaime

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p. 80-91

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Estimation of absolutely continuous distributions for censored variables in two-sample nonparametric and semi-parametric models

Pons, Odile

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p. 92-113

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A unifying class of Skorokhod embeddings: connecting the Azéma–Yor and Vallois embeddings

Cox, A.M.G. ; Hobson, D.G.

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p. 114-130

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Gambler’s ruin estimates for random walks with symmetric spatially inhomogeneous increments

Mustapha, Sami

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p. 131-147

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Characterizations of subclasses of type G distributions on ℝ d by stochastic integral representations

Aoyama, Takahiro ; Maejima, Makoto

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p. 148-160

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Ergodicity and invertibility of threshold moving-average models

Ling, Shiqing ; Tong, Howell ; Li, Dong

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p. 161-168

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On Gauss’s characterization of the normal distribution

Azzalini, Adelchi ; Genton, Marc G.

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p. 169-174

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Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator

Haeusler, Erich ; Segers, Johan

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p. 175-194

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Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes

Cohen, Serge ; Rosinski, Jan

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p. 195-210

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Asymptotics for the small fragments of the fragmentation at nodes

Abraham, Romain ; Delmas, Jean-François

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p. 211-228

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Estimating the tail dependence function of an elliptical distribution

Klüppelberg, Claudia ; Kuhn, Gabriel ; Peng, Liang

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p. 229-251

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On layered stable processes

Houdré, Christian ; Kawai, Reiichiro

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p. 252-278

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Estimating optimal step-function approximations to instantaneous hazard rates

Banerjee, Moulinath ; McKeague, Ian W.

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p. 279-299

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Multivariate wavelet-based shape-preserving estimation for dependent observations

Cosma, Antonio ; Scaillet, Olivier ; von Sachs, Rainer

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p. 301-329

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Exponential and gamma distributions on positive semigroups, with applications to Dirichlet distributions

Siegrist, Kyle

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p. 330-345

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Limiting distributions of the non-central t-statistic and their applications to the power of t-tests under non-normality

Bentkus, Vidmantas ; Jing, Bing-Yi ; Shao, Qi-Man ; Zhou, Wang

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p. 346-364

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Nonparametric inference of photon energy distribution from indirect measurement

Moulines, E. ; Roueff, F. ; Souloumiac, A. ; Trigano, T.

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p. 365-388

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A recursive online algorithm for the estimation of time-varying ARCH parameters

Dahlhaus, Rainer ; Subba Rao, Suhasini

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p. 389-422

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Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

Boufoussi, Brahim ; Van Casteren, Jan ; Mrhardy, N.

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p. 423-446

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Exploring spatial nonlinearity using additive approximation

Lu, Zudi ; Lundervold, Arvid ; Tjøstheim, Dag ; Yao, Qiwei

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p. 447-472

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Estimation of the memory parameter of the infinite-source Poisson process

Faÿ, Gilles ; Roueff, François ; Soulier, Philippe

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p. 473-491

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Estimation in hidden Markov models via efficient importance sampling

Fuh, Cheng-Der ; Hu, Inchi

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p. 492-513

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Penalized nonparametric mean square estimation of the coefficients of diffusion processes

Comte, Fabienne ; Genon-Catalot, Valentine ; Rozenholc, Yves

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p. 514-543

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Characterization of count data distributions involving additivity and binomial subsampling

Puig, Pedro ; Valero, Jordi

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p. 544-555

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The Laguerre process and generalized Hartman–Watson law

Demni, Nizar

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p. 556-580

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Normal approximation for nonlinear statistics using a concentration inequality approach

Chen, Louis H.Y. ; Shao, Qi-Man

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p. 581-599

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Are volatility estimators robust with respect to modeling assumptions?

Li, Yingying ; Mykland, Per A.

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p. 601-622

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Local mixture models of exponential families

Anaya-Izquierdo, Karim ; Marriott, Paul

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p. 623-640

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When is Eaton’s Markov chain irreducible?

Hobert, James P. ; Tan, Aixin ; Liu, Ruitao

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p. 641-652

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High-resolution product quantization for Gaussian processes under sup-norm distortion

Luschgy, Harald ; Pagès, Gilles

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p. 653-671

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A kernel type nonparametric density estimator for decompounding

van Es, Bert ; Gugushvili, Shota ; Spreij, Peter

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p. 672-694

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Correcting Newton–Côtes integrals by Lévy areas

Nourdin, Ivan ; Simon, Thomas

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p. 695-711

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Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes

Begyn, Arnaud

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p. 712-753

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Asymptotic normality for the counting process of weak records and δ-records in discrete models

Gouet, Raúl ; López, F. Javier ; Sanz, Gerardo

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p. 754-781

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Poisson-type deviation inequalities for curved continuous-time Markov chains

Joulin, Aldéric

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p. 782-798

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Consistency and robustness of kernel-based regression in convex risk minimization

Christmann, Andreas ; Steinwart, Ingo

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p. 799-819

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On Itô’s formula for elliptic diffusion processes

Bardina, Xavier ; Rovira, Carles

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p. 820-830

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Computable convergence rates for sub-geometric ergodic Markov chains

Douc, Randal ; Moulines, Eric ; Soulier, Philippe

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p. 831-848

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Sample path properties of the local time of multifractional Brownian motion

Boufoussi, Brahim ; Dozzi, Marco ; Guerbaz, Raby

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p. 849-867

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Limit theorems for functionals on the facets of stationary random tessellations

Heinrich, Lothar ; Schmidt, Hendrik ; Schmidt, Volker

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p. 868-891

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Conjunctive Bayesian networks

Beerenwinkel, Niko ; Eriksson, Nicholas ; Sturmfels, Bernd

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p. 893-909

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Semi-parametric second-order efficient estimation of the period of a signal

Castillo, I.

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p. 910-932

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Moment estimation for ergodic diffusion processes

Kutoyants, Yury A. ; Yoshida, Nakahiro

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p. 933-951

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Monotonicity, asymptotic normality and vertex degrees in random graphs

Janson, Svante

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p. 952-965

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Random environment on coloured trees

Menshikov, Mikhail ; Petritis, Dimitri ; Volkov, Stanislav

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p. 966-980

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Exact convergence rates in the central limit theorem for a class of martingales

Machkouri, M. El ; Ouchti, L.

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p. 981-999

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Optimal rates of aggregation in classification under low noise assumption

Lecué, Guillaume

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p. 1000-1022

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Sample path properties of bifractional Brownian motion

Tudor, Ciprian A. ; Xiao, Yimin

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p. 1023-1052

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Recurrent extensions of self-similar Markov processes and Cramér’s condition II

Rivero, Víctor

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p. 1053-1070

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Bahadur–Kiefer theory for sample quantiles of weakly dependent linear processes

Kulik, Rafał

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p. 1071-1090

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Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation

Pipiras, Vladas ; Taqqu, Murad S. ; Abry, Patrice

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p. 1091-1123

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Laws of large numbers in stochastic geometry with statistical applications

Penrose, Mathew D.

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p. 1124-1150

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Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure

Synowiecki, Rafal

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p. 1151-1178

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The delta method for analytic functions of random operators with application to functional data

Cupidon, J. ; Gilliam, D.S. ; Eubank, R. ; Ruymgaart, F.

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p. 1179-1194

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