Sommaire du Fascicule no. 1

Empirical spectral processes for locally stationary time series

Dahlhaus, Rainer ; Polonik, Wolfgang

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p. 1-39

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Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency

Dümbgen, Lutz ; Rufibach, Kaspar

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p. 40-68

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Adaptive estimation of linear functionals in the convolution model and applications

Butucea, C. ; Comte, F.

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p. 69-98

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Nonparametric two-sample tests for increasing convex order

Baringhaus, Ludwig ; Grübel, Rudolf

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p. 99-123

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Optimal designs for dose-finding experiments in toxicity studies

Dette, Holger ; Pepelyshev, Andrey ; Wong, Weng Kee

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p. 124-145

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Approximation of the distribution of a stationary Markov process with application to option pricing

Pagès, Gilles ; Panloup, Fabien

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p. 146-177

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On continuous-time autoregressive fractionally integrated moving average processes

Tsai, Henghsiu

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p. 178-194

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Discrete approximation of a stable self-similar stationary increments process

Dombry, C. ; Guillotin-Plantard, N.

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p. 195-222

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Nonparametric estimation for Lévy processes from low-frequency observations

Neumann, Michael H. ; Reiß, Markus

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p. 223-248

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Random systems of polynomial equations. The expected number of roots under smooth analysis

Armentano, Diego ; Wschebor, Mario

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p. 249-266

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Asymptotics for diffusion first-passage laws

McGill, Paul

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p. 267-278

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Multicolor urn models with reducible replacement matrices

Bose, Arup ; Dasgupta, Amites ; Maulik, Krishanu

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p. 279-295

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The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models

Drost, Feike C. ; van den Akker, Ramon ; Werker, Bas J.M.

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p. 297-324

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Test for tail index change in stationary time series with Pareto-type marginal distribution

Kim, Moosup ; Lee, Sangyeol

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p. 325-356

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A cluster identification framework illustrated by a filtering model for earthquake occurrences

Wu, Zhengxiao

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p. 357-379

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Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues

Hall, Peter ; Lee, Young K. ; Park, Byeong U. ; Paul, Debashis

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p. 380-401

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Toward optimal multistep forecasts in non-stationary autoregressions

Ing, Ching-Kang ; Lin, Jin-Lung ; Yu, Shu-Hui

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p. 402-437

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Subsampling needlet coefficients on the sphere

Baldi, P. ; Kerkyacharian, G. ; Marinucci, D. ; Picard, D.

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p. 438-463

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Portfolio optimization when expected stock returns are determined by exposure to risk

Lindberg, Carl

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p. 464-474

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Estimating the joint distribution of independent categorical variables via model selection

Durot, C. ; Lebarbier, E. ; Tocquet, A.-S.

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p. 475-507

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Multifractal scaling of products of birth–death processes

Anh, Vo V. ; Leonenko, Nikolai N. ; Shieh, Narn-Rueih

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p. 508-531

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A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature

Joulin, Aldéric

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p. 532-549

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Stein’s method and Poisson process approximation for a class of Wasserstein metrics

Schuhmacher, Dominic

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p. 550-568

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Efficiency of the maximum partial likelihood estimator for nested case control sampling

Goldstein, Larry ; Zhang, Haimeng

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p. 569-597

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L2 boosting in kernel regression

Park, B.U. ; Lee, Y.K. ; Ha, S.

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p. 599-613

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Nonparametric “regression” when errors are positioned at end-points

Hall, Peter ; Van Keilegom, Ingrid

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p. 614-633

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Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps

Podolskij, Mark ; Vetter, Mathias

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p. 634-658

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Local linear spatial quantile regression

Hallin, Marc ; Lu, Zudi ; Yu, Keming

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p. 659-686

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Integrated volatility and round-off error

Rosenbaum, Mathieu

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p. 687-720

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Exchangeable lower previsions

de Cooman, Gert ; Quaeghebeur, Erik ; Miranda, Enrique

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p. 721-735

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Discrete chain graph models

Drton, Mathias

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p. 736-753

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On the definition, stationary distribution and second order structure of positive semidefinite Ornstein–Uhlenbeck type processes

Pigorsch, Christian ; Stelzer, Robert

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p. 754-773

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Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets

Sherlock, Chris ; Roberts, Gareth

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p. 774-798

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The Dantzig selector and sparsity oracle inequalities

Koltchinskii, Vladimir

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p. 799-828

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On the number of collisions in beta(2, b)-coalescents

Iksanov, Alex ; Marynych, Alex ; Möhle, Martin

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p. 829-845

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Stochastic differential equations driven by fractional Brownian motions

Jien, Yu-Juan ; Ma, Jin

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p. 846-870

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Sharp weak-type inequalities for differentially subordinated martingales

Osȩkowski, Adam

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p. 871-897

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A distribution for a pair of unit vectors generated by Brownian motion

Kato, Shogo

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p. 898-921

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A note on the Lindeberg condition for convergence to stable laws in Mallows distance

Barbosa, Euro G. ; Dorea, Chang C.Y.

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p. 922-924

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Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces

Geiss, Stefan ; Toivola, Anni

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p. 925-954

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A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression

Chen, Song Xi ; Van Keilegom, Ingrid

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p. 955-976

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The extremogram: A correlogram for extreme events

Davis, Richard A. ; Mikosch, Thomas

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p. 977-1009

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Nonparametric estimation of a convex bathtub-shaped hazard function

Jankowski, Hanna K. ; Wellner, Jon A.

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p. 1010-1035

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Asymptotic optimal designs under long-range dependence error structure

Dette, Holger ; Leonenko, Nikolai ; Pepelyshev, Andrey ; Zhigljavsky, Anatoly

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p. 1036-1056

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On approximate pseudo-maximum likelihood estimation for LARCH-processes

Beran, Jan ; Schützner, Martin

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p. 1057-1081

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The two-parameter Poisson–Dirichlet point process

Handa, Kenji

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p. 1082-1116

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Strong approximations of BSDEs in a domain

Bouchard, Bruno ; Menozzi, Stéphane

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p. 1117-1147

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A note on the backfitting estimation of additive models

Xia, Yingcun

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p. 1148-1153

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Optimal rates for plug-in estimators of density level sets

Rigollet, Philippe ; Vert, Régis

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p. 1154-1178

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Determining full conditional independence by low-order conditioning

Malouche, Dhafer

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p. 1179-1189

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Testing temporal constancy of the spectral structure of a time series

Paparoditis, Efstathios

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p. 1190-1221

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On the approximation of mean densities of random closed sets

Ambrosio, Luigi ; Capasso, Vincenzo ; Villa, Elena

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p. 1222-1242

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A new formulation of asset trading games in continuous time with essential forcing of variation exponent

Takeuchi, Kei ; Kumon, Masayuki ; Takemura, Akimichi

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p. 1243-1258

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Evaluation for moments of a ratio with application to regression estimation

Doukhan, Paul ; Lang, Gabriel

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p. 1259-1286

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Size-biased branching population measures and the multi-type x log x condition

Olofsson, Peter

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p. 1287-1304

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Small deviations of stable processes and entropy of the associated random operators

Aurzada, Frank ; Lifshits, Mikhail ; Linde, Werner

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p. 1305-1334

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On approximation of Markov binomial distributions

Xia, Aihua ; Zhang, Mei

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p. 1335-1350

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Rate of convergence of predictive distributions for dependent data

Berti, Patrizia ; Crimaldi, Irene ; Pratelli, Luca ; Rigo, Pietro

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p. 1351-1367

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Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes

Dereudre, David ; Lavancier, Frédéric

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p. 1368-1396

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