Sommaire du Fascicule no. 1

Between the LIL and the LSL

Gut, Allan ; Jonsson, Fredrik ; Stadtmüller, Ulrich

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p. 1-22

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Closeness of convolutions of probability measures

Roos, Bero

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p. 23-50

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Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein–Uhlenbeck processes

Fasen, Vicky

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p. 51-79

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Multivariate COGARCH(1, 1) processes

Stelzer, Robert

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p. 80-115

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Limit theorems for some adaptive MCMC algorithms with subgeometric kernels

Atchadé, Yves ; Fort, Gersende

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p. 116-154

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On the posterior distribution of classes of random means

James, Lancelot F. ; Lijoi, Antonio ; Prünster, Igor

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p. 155-180

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Learning gradients on manifolds

Mukherjee, Sayan ; Wu, Qiang ; Zhou, Ding-Xuan

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p. 181-207

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Minimal and minimal invariant Markov bases of decomposable models for contingency tables

Hara, Hisayuki ; Aoki, Satoshi ; Takemura, Akimichi

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p. 208-233

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Large deviations for stochastic flows of diffeomorphisms

Budhiraja, Amarjit ; Dupuis, Paul ; Maroulas, Vasileios

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p. 234-257

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Viscosity solutions for systems of parabolic variational inequalities

Maticiuc, Lucian ; Pardoux, Etienne ; Răşcanu, Aurel ; Zălinescu, Adrian

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p. 258-273

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Variable selection in measurement error models

Ma, Yanyuan ; Li, Runze

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p. 274-300

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A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables

Boutsikas, Michael V. ; Vaggelatou, Eutichia

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p. 301-330

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Copulas for Markovian dependence

Lagerås, Andreas N.

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p. 331-342

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Absolute continuity for some one-dimensional processes

Fournier, Nicolas ; Printems, Jacques

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p. 343-360

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Dirichlet mean identities and laws of a class of subordinators

James, Lancelot F.

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p. 361-388

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Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus

Bender, Christian ; Parczewski, Peter

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p. 389-417

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Strong approximations of level exceedences related to multiple hypothesis testing

Hall, Peter ; Wang, Qiying

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p. 418-434

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Latent diffusion models for survival analysis

Roberts, Gareth O. ; Sangalli, Laura M.

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p. 435-458

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Relative log-concavity and a pair of triangle inequalities

Yu, Yaming

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p. 459-470

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Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity

Breton, Jean-Christophe ; Houdré, Christian

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p. 471-492

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Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling

Mendo, Luis ; Hernando, José M.

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p. 493-513

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Conditional density estimation in a censored single-index regression model

Bouaziz, Olivier ; Lopez, Olivier

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p. 514-542

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Asymptotic minimax risk of predictive density estimation for non-parametric regression

Xu, Xinyi ; Liang, Feng

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p. 543-560

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Uniform error bounds for a continuous approximation of non-negative random variables

Sangüesa, Carmen

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p. 561-584

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A semiparametric efficient estimator in case-control studies

Ma, Yanyuan

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p. 585-603

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Sharper lower bounds on the performance of the empirical risk minimization algorithm

Lecué, Guillaume ; Mendelson, Shahar

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p. 605-613

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Reflected BSDE with a constraint and its applications in an incomplete market

Peng, Shige ; Xu, Mingyu

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p. 614-640

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Construction of Bayesian deformable models via a stochastic approximation algorithm: A convergence study

Allassonnière, Stéphanie ; Kuhn, Estelle ; Trouvé, Alain

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p. 641-678

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Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models

De Blasi, Pierpaolo ; James, Lancelot F. ; Lau, John W.

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p. 679-704

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Functional linear regression via canonical analysis

He, Guozhong ; Müller, Hans-Georg ; Wang, Jane-Ling ; Yang, Wenjing

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p. 705-729

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Varying-coefficient functional linear regression

Wu, Yichao ; Fan, Jianqing ; Müller, Hans-Georg

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p. 730-758

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Asymptotic properties of maximum likelihood estimators in models with multiple change points

He, Heping ; Severini, Thomas A.

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p. 759-779

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Some covariance models based on normal scale mixtures

Schlather, Martin

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p. 780-797

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Group representations and high-resolution central limit theorems for subordinated spherical random fields

Marinucci, Domenico ; Peccati, Giovanni

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p. 798-824

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A self-similar process arising from a random walk with random environment in random scenery

Franke, Brice ; Saigo, Tatsuhiko

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p. 825-857

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Fractional pure birth processes

Orsingher, Enzo ; Polito, Federico

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p. 858-881

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Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances

Madras, Neal ; Sezer, Deniz

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p. 882-908

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Tightness for the interface of the one-dimensional contact process

Andjel, Enrique ; Mountford, Thomas ; Pimentel, Leandro P.R. ; Valesin, Daniel

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p. 909-925

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Hausdorff and packing dimensions of the images of random fields

Shieh, Narn-Rueih ; Xiao, Yimin

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p. 926-952

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Ball throwing on spheres

Estrade, Anne ; Istas, Jacques

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p. 953-970

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Asymptotics of randomly stopped sums in the presence of heavy tails

Denisov, Denis ; Foss, Serguei ; Korshunov, Dmitry

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p. 971-994

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Weak convergence of the function-indexed integrated periodogram for infinite variance processes

Can, Sami Umut ; Mikosch, Thomas ; Samorodnitsky, Gennady

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p. 995-1015

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The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution

Mikosch, Thomas ; Račkauskas, Alfredas

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p. 1016-1038

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Frontier estimation and extreme value theory

Daouia, Abdelaati ; Florens, Jean-Pierre ; Simar, Léopold

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p. 1039-1063

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A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression

Baraud, Yannick

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p. 1064-1085

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Functional CLT for sample covariance matrices

Bai, Zhidong ; Wang, Xiaoying ; Zhou, Wang

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p. 1086-1113

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Compound Poisson and signed compound Poisson approximations to the Markov binomial law

Čekanavičius, V. ; Vellaisamy, P.

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p. 1114-1136

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Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections

Giné, Evarist ; Nickl, Richard

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p. 1137-1163

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Optimal designs for discriminating between dose-response models in toxicology studies

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

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p. 1164-1176

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Asymptotic distributions for a class of generalized L-statistics

Borovskikh, Yuri V. ; Weber, N.C.

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p. 1177-1190

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Multivariate saddlepoint approximations in tail probability and conditional inference

Kolassa, John ; Li, Jixin

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p. 1191-1207

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Second order ancillary: A differential view from continuity

Fraser, Ailana M. ; Fraser, D.A.S. ; Staicu, Ana-Maria

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p. 1208-1223

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Testing composite hypotheses via convex duality

Rudloff, Birgit ; Karatzas, Ioannis

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p. 1224-1239

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On fair pricing of emission-related derivatives

Hinz, Juri ; Novikov, Alex

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p. 1240-1261

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Limit theorems for nonlinear functionals of Volterra processes via white noise analysis

Darses, Sébastien ; Nourdin, Ivan ; Nualart, David

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p. 1262-1293

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Local time and Tanaka formula for a Volterra-type multifractional Gaussian process

Boufoussi, Brahim ; Dozzi, Marco ; Marty, Renaud

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p. 1294-1311

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Passage-time moments and hybrid zones for the exclusion-voter model

MacPhee, Iain M. ; Menshikov, Mikhail V. ; Volkov, Stanislav ; Wade, Andrew R.

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p. 1312-1342

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Criteria for hitting probabilities with applications to systems of stochastic wave equations

Dalang, Robert C. ; Sanz-Solé, Marta

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p. 1343-1368

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Consistent group selection in high-dimensional linear regression

Wei, Fengrong ; Huang, Jian

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p. 1369-1384

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Concentration of empirical distribution functions with applications to non-i.i.d. models

Bobkov, S.G. ; Götze, F.

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p. 1385-1414

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