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ESAIM: Probability and Statistics
Volume 6 (2002)
Preface
Soulier, Philippe
p. i
Approximation of the Snell envelope and american options prices in dimension one
Bally, Vlad
;
Saussereau, Bruno
p. 1-19
Penultimate approximation for the distribution of the excesses
Worms, Rym
p. 21-31
Averaging method for differential equations perturbed by dynamical systems
Pène, Françoise
p. 33-88
Stationary measures and phase transition for a class of probabilistic cellular automata
Pra, Paolo Dai
;
Louis, Pierre-Yves
;
Rœlly, Sylvie
p. 89-104
On characterizing the Pólya distribution
Ramos, Héctor M.
;
Almorza, David
;
García-Ramos, Juan A.
p. 105-112
Restricted admissibility of batches into an
M
/
G
/1 type bulk queue with modified Bernoulli schedule server vacations
Madan, Kailash C.
;
Abu-Dayyeh, Walid
p. 113-125
Model selection for regression on a random design
Baraud, Yannick
p. 127-146
Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems
Ramírez, Alejandro F.
p. 147-155
Ranked fragmentations
Berestycki, Julien
p. 157-175
On the tails of the distribution of the maximum of a smooth stationary gaussian process
Azaïs, Jean-Marc
;
Bardet, Jean-Marc
;
Wschebor, Mario
p. 177-184
Detecting abrupt changes in random fields
Chambaz, Antoine
p. 189-209
Adaptive estimation of the stationary density of discrete and continuous time mixing processes
Comte, Fabienne
;
Merlevède, Florence
p. 211-238
Goodness-of-fit test for long range dependent processes
Fay, Gilles
;
Philippe, Anne
p. 239-258
Autocovariance structure of powers of switching-regime ARMA processes
Francq, Christian
;
Zakoïan, Jean-Michel
p. 259-270
Semiparametric deconvolution with unknown noise variance
Matias, Catherine
p. 271-292
Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory
Haye, Mohamedou Ould
p. 293-309
Long memory properties and covariance structure of the EGARCH model
Surgailis, Donatas
;
Viano, Marie-Claude
p. 311-329