Sommaire du Fascicule no. 1

Integral representations and properties of operator fractional Brownian motions

Didier, Gustavo ; Pipiras, Vladas

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p. 1-33

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Explicit identities for Lévy processes associated to symmetric stable processes

Caballero, M.E. ; Pardo, J.C. ; Pérez, J.L.

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p. 34-59

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Nonparametric regression with filtered data

Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Van Keilegom, Ingrid

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p. 60-87

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Invariance principles for linear processes with application to isotonic regression

Dedecker, Jérôme ; Merlevède, Florence ; Peligrad, Magda

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p. 88-113

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On a fractional linear birth–death process

Orsingher, Enzo ; Polito, Federico

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p. 114-137

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Supercritical age-dependent branching Markov processes and their scaling limits

Athreya, Krishna B. ; Athreya, Siva R. ; Iyer, Srikanth K.

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p. 138-154

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Transportation inequalities: From Poisson to Gibbs measures

Ma, Yutao ; Shen, Shi ; Wang, Xinyu ; Wu, Liming

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p. 155-169

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Rice formulae and Gaussian waves

Azaïs, Jean-Marc ; León, José R. ; Wschebor, Mario

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p. 170-193

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Asymptotics of supremum distribution of a Gaussian process over a Weibullian time

Arendarczyk, Marek ; Dȩbicki, Krzysztof

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p. 194-210

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Estimating conditional quantiles with the help of the pinball loss

Steinwart, Ingo ; Christmann, Andreas

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p. 211-225

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Conditioning on an extreme component: Model consistency with regular variation on cones

Das, Bikramjit ; Resnick, Sidney I.

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p. 226-252

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A goodness-of-fit test for bivariate extreme-value copulas

Genest, Christian ; Kojadinovic, Ivan ; Nešlehová, Johanna ; Yan, Jun

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p. 253-275

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On the heavy-tailedness of Student’s t-statistic

Jonsson, Fredrik

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p. 276-289

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Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series

Lenart, Łukasz

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p. 290-319

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Mixing properties of ARCH and time-varying ARCH processes

Fryzlewicz, Piotr ; Subba Rao, Suhasini

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p. 320-346

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Simultaneous critical values for t-tests in very high dimensions

Cao, Hongyuan ; Kosorok, Michael R.

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p. 347-394

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Statistical analysis of self-similar conservative fragmentation chains

Hoffmann, Marc ; Krell, Nathalie

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p. 395-423

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On the functional central limit theorem via martingale approximation

Gordin, Mikhail ; Peligrad, Magda

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p. 424-440

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From Schoenberg to Pick–Nevanlinna: Toward a complete picture of the variogram class

Porcu, Emilio ; Schilling, René L.

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p. 441-455

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Characterization theorems for the Gneiting class of space–time covariances

Zastavnyi, Viktor P. ; Porcu, Emilio

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p. 456-465

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The distribution of the maximal difference between a Brownian bridge and its concave majorant

Balabdaoui, Fadoua ; Pitman, Jim

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p. 466-483

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Fractional Lévy-driven Ornstein–Uhlenbeck processes and stochastic differential equations

Fink, Holger ; Klüppelberg, Claudia

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p. 484-506

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An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds

Afendras, G. ; Papadatos, N. ; Papathanasiou, V.

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p. 507-529

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Poisson process approximation for dependent superposition of point processes

Chen, Louis H.Y. ; Xia, Aihua

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p. 530-544

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Central limit theorems for local empirical processes near boundaries of sets

Einmahl, John H.J. ; Khmaladze, Estáte V.

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p. 545-561

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The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables

Arbenz, Philipp ; Embrechts, Paul ; Puccetti, Giovanni

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p. 562-591

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Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators

Goldstein, Larry ; Rinott, Yosef ; Scarsini, Marco

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p. 592-608

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On the Viterbi process with continuous state space

Chigansky, Pavel ; Ritov, Yaacov

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p. 609-627

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An approximate quantum Cramér–Rao bound based on skew information

Luati, Alessandra

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p. 628-642

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Sieve-based confidence intervals and bands for Lévy densities

Figueroa-López, José E.

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p. 643-670

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Limit theorems for functions of marginal quantiles

Babu, G. Jogesh ; Bai, Zhidong ; Choi, Kwok Pui ; Mangalam, Vasudevan

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p. 671-686

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Margin-adaptive model selection in statistical learning

Arlot, Sylvain ; Bartlett, Peter L.

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p. 687-713

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Adaptivity and optimality of the monotone least-squares estimator

Cator, Eric

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p. 714-735

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Semi-parametric regression: Efficiency gains from modeling the nonparametric part

Yu, Kyusang ; Mammen, Enno ; Park, Byeong U.

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p. 736-748

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Measuring the roughness of random paths by increment ratios

Bardet, Jean-Marc ; Surgailis, Donatas

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p. 749-780

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Nonparametric tests for pathwise properties of semimartingales

Cont, Rama ; Mancini, Cecilia

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p. 781-813

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A refined factorization of the exponential law

Patie, P.

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p. 814-826

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