Sommaire du Fascicule no. 1

Time–space harmonic polynomials relative to a Lévy process

Solé, Josep Lluís ; Utzet, Frederic

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p. 1-13

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Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations

Neumann, Michael H. ; Paparoditis, Efstathios

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p. 14-46

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A simple adaptive estimator of the integrated square of a density

Giné, Evarist ; Nickl, Richard

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p. 47-61

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Lévy-based growth models

Jónsdóttir, Kristjana Ýr ; Schmiegel, Jürgen ; Jensen, Eva B. Vedel

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p. 62-90

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Multiple integral representation for functionals of Dirichlet processes

Peccati, Giovanni

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p. 91-124

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Selection from a stable box

Aue, Alexander ; Berkes, István ; Horváth, Lajos

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p. 125-139

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Uniform saddlepoint approximations for ratios of quadratic forms

Butler, Ronald W. ; Paolella, Marc S.

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p. 140-154

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Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models

Olsson, Jimmy ; Cappé, Olivier ; Douc, Randal ; Moulines, Éric

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p. 155-179

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The adjusted Viterbi training for hidden Markov models

Lember, Jüri ; Koloydenko, Alexey

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p. 180-206

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Statistics of extremes under random censoring

Einmahl, John H.J. ; Fils-Villetard, Amélie ; Guillou, Armelle

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p. 207-227

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On the asymptotic joint distribution of sample space–time covariance estimators

Li, Bo ; Genton, Marc G. ; Sherman, Michael

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p. 228-248

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Laws of the single logarithm for delayed sums of random fields

Gut, Allan ; Stadtmüller, Ulrich

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p. 249-276

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Small value probabilities via the branching tree heuristic

Mörters, Peter ; Ortgiese, Marcel

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p. 277-299

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On Berry–Esseen bounds for non-instantaneous filters of linear processes

Cheng, Tsung-Lin ; Ho, Hwai-Chung

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p. 301-321

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The Feynman graph representation of convolution semigroups and its applications to Lévy statistics

Gottschalk, Hanno ; Smii, Boubaker ; Thaler, Horst

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p. 322-351

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On randomized stopping

Gyöngy, István ; Šiška, David

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p. 352-361

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Symmetric measures via moments

Koloydenko, Alexey

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p. 362-390

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On lower limits and equivalences for distribution tails of randomly stopped sums

Denisov, Denis ; Foss, Serguei ; Korshunov, Dmitry

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p. 391-404

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Sample autocovariances of long-memory time series

Horváth, Lajos ; Kokoszka, Piotr

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p. 405-418

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Limit distributions for the problem of collecting pairs

Mladenović, Pavle

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p. 419-439

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A unifying framework for k-statistics, polykays and their multivariate generalizations

Di Nardo, Elvira ; Guarino, Giuseppe ; Senato, Domenico

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p. 440-468

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Estimation of the Brownian dimension of a continuous Itô process

Jacod, Jean ; Lejay, Antoine ; Talay, Denis

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p. 469-498

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Stochastic calculus for convoluted Lévy processes

Bender, Christian ; Marquardt, Tina

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p. 499-518

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GARCH modelling in continuous time for irregularly spaced time series data

Maller, Ross A. ; Müller, Gernot ; Szimayer, Alex

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p. 519-542

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Augmented GARCH sequences: Dependence structure and asymptotics

Hörmann, Siegfried

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p. 543-561

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Density estimation with heteroscedastic error

Delaigle, Aurore ; Meister, Alexander

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p. 562-579

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Consistency of the α-trimming of a probability. Applications to central regions

Cascos, Ignacio ; López-Díaz, Miguel

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p. 580-592

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Marginal likelihood for parallel series

McCullagh, Peter

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p. 593-603

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The central limit theorem under random truncation

Stute, Winfried ; Wang, Jane-Ling

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p. 604-622

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Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model

Hu, Jianhua ; Yan, Guohua

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p. 623-636

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Testing for changes in polynomial regression

Aue, Alexander ; Horváth, Lajos ; Hušková, Marie ; Kokoszka, Piotr

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p. 637-660

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Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process

Leeb, Hannes

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p. 661-690

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Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes

Bardet, Jean-Marc ; Bibi, Hatem ; Jouini, Abdellatif

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p. 691-724

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Smoothed weighted empirical likelihood ratio confidence intervals for quantiles

Ren, Jian-Jian

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p. 725-748

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Kshirsagar–Tan independence property of beta matrices and related characterizations

Bobecka, Konstancja ; Wesołowski, Jacek

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p. 749-763

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Probability measures, Lévy measures and analyticity in time

Barndorff-Nielsen, Ole E. ; Hubalek, Friedrich

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p. 764-790

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Central limit theorems for double Poisson integrals

Peccati, Giovanni ; Taqqu, Murad S.

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p. 791-821

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Asymptotic expansions at any time for scalar fractional SDEs with Hurst index H>1/2

Darses, Sébastien ; Nourdin, Ivan

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p. 822-837

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Tail probabilities for infinite series of regularly varying random vectors

Hult, Henrik ; Samorodnitsky, Gennady

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p. 838-864

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Local times of multifractional Brownian sheets

Meerschaert, Mark ; Wu, Dongsheng ; Xiao, Yimin

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p. 865-898

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Level sets of the stochastic wave equation driven by a symmetric Lévy noise

Khoshnevisan, Davar ; Nualart, Eulalia

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p. 899-925

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Concentration for norms of infinitely divisible vectors with independent components

Houdré, Christian ; Marchal, Philippe ; Reynaud-Bouret, Patricia

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p. 926-948

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General branching processes in discrete time as random trees

Jagers, Peter ; Sagitov, Serik

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p. 949-962

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Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line

Yano, Kouji

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p. 963-987

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Gibbs fragmentation trees

McCullagh, Peter ; Pitman, Jim ; Winkel, Matthias

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p. 988-1002

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A method of moments estimator of tail dependence

Einmahl, John H.J. ; Krajina, Andrea ; Segers, Johan

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p. 1003-1026

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Estimating the multivariate extremal index function

Robert, Christian Y.

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p. 1027-1064

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Estimation of bivariate excess probabilities for elliptical models

Abdous, Belkacem ; Fougères, Anne-Laure ; Ghoudi, Kilani ; Soulier, Philippe

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p. 1065-1088

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Mixing least-squares estimators when the variance is unknown

Giraud, Christophe

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p. 1089-1107

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Uniform in bandwidth consistency of conditional U-statistics

Dony, Julia ; Mason, David M.

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p. 1108-1133

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The Dagum family of isotropic correlation functions

Berg, Christian ; Mateu, Jorge ; Porcu, Emilio

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p. 1134-1149

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Universal pointwise selection rule in multivariate function estimation

Goldenshluger, Alexander ; Lepski, Oleg

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p. 1150-1190

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