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STATISTICS (Total: 130 journals)
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Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems (Followers: 10) Advances in Data Analysis and Classification (Followers: 61) Annals of Applied Statistics (Followers: 39) Applied Categorical Structures (Followers: 4) Argumentation et analyse du discours (Followers: 10) Asian Journal of Mathematics & Statistics (Followers: 8) AStA Advances in Statistical Analysis (Followers: 4) Australian & New Zealand Journal of Statistics (Followers: 13) Bernoulli (Followers: 9) Biometrical Journal (Followers: 10) Biometrics (Followers: 51) British Journal of Mathematical and Statistical Psychology (Followers: 18) Building Simulation (Followers: 1) Bulletin of Statistics (Followers: 4) CHANCE (Followers: 5) Communications in Statistics - Simulation and Computation (Followers: 9) Communications in Statistics - Theory and Methods (Followers: 11) Computational Statistics (Followers: 14) Computational Statistics & Data Analysis (Followers: 37) Current Research in Biostatistics (Followers: 8) Decisions in Economics and Finance (Followers: 11) Demographic Research (Followers: 16) Electronic Journal of Statistics (Followers: 8) Engineering With Computers (Followers: 5) Environmental and Ecological Statistics (Followers: 7) ESAIM: Probability and Statistics (Followers: 5) Extremes (Followers: 2) Fuzzy Optimization and Decision Making (Followers: 8) Geneva Papers on Risk and Insurance - Issues and Practice (Followers: 13) Handbook of Numerical Analysis (Followers: 5) Handbook of Statistics (Followers: 7) IEA World Energy Statistics and Balances - (Followers: 2) International Journal of Computational Economics and Econometrics (Followers: 6) International Journal of Quality, Statistics, and Reliability (Followers: 17) International Journal of Stochastic Analysis (Followers: 3) International Statistical Review (Followers: 12) International Trade by Commodity Statistics - Statistiques du commerce international par produit Journal of Algebraic Combinatorics (Followers: 4) Journal of Applied Statistics (Followers: 20) Journal of Biopharmaceutical Statistics (Followers: 20) Journal of Business & Economic Statistics (Followers: 39, SJR: 3.664, CiteScore : Journal of Combinatorial Optimization (Followers: 7) Journal of Computational & Graphical Statistics (Followers: 20) Journal of Econometrics (Followers: 82) Journal of Educational and Behavioral Statistics (Followers: 6) Journal of Forecasting (Followers: 17) Journal of Global Optimization (Followers: 7) Journal of Interactive Marketing (Followers: 10) Journal of Mathematics and Statistics (Followers: 8) Journal of Nonparametric Statistics (Followers: 6) Journal of Probability and Statistics (Followers: 10) Journal of Risk and Uncertainty (Followers: 32) Journal of Statistical and Econometric Methods (Followers: 5) Journal of Statistical Physics (Followers: 13) Journal of Statistical Planning and Inference (Followers: 8) Journal of Statistical Software (Followers: 20, SJR: 13.802, CiteScore : Journal of the American Statistical Association (Followers: 72, SJR: 3.746, CiteScore : Journal of the Korean Statistical Society (Followers: 1) Journal of the Royal Statistical Society Series C (Applied Statistics) (Followers: 31) Journal of the Royal Statistical Society, Series A (Statistics in Society) (Followers: 26) Journal of the Royal Statistical Society, Series B (Statistical Methodology) (Followers: 43) Journal of Theoretical Probability (Followers: 3) Journal of Time Series Analysis (Followers: 16) Journal of Urbanism: International Research on Placemaking and Urban Sustainability (Followers: 30) Law, Probability and Risk (Followers: 8) Lifetime Data Analysis (Followers: 7) Mathematical Methods of Statistics (Followers: 4) Measurement Interdisciplinary Research and Perspectives (Followers: 1) Metrika (Followers: 4) Modelling of Mechanical Systems (Followers: 1) Monte Carlo Methods and Applications (Followers: 6) Monthly Statistics of International Trade - Statistiques mensuelles du commerce international (Followers: 2) Multivariate Behavioral Research (Followers: 5) Optimization Letters (Followers: 2) Optimization Methods and Software (Followers: 8) Oxford Bulletin of Economics and Statistics (Followers: 34) Pharmaceutical Statistics (Followers: 17) Probability Surveys (Followers: 4) Queueing Systems (Followers: 7) Research Synthesis Methods (Followers: 7) Review of Economics and Statistics (Followers: 124) Review of Socionetwork Strategies Risk Management (Followers: 15) Sankhya A (Followers: 2) Scandinavian Journal of Statistics (Followers: 9) Sequential Analysis: Design Methods and Applications Significance (Followers: 7) Sociological Methods & Research (Followers: 37) SourceOCDE Comptes nationaux et Statistiques retrospectives SourceOCDE Statistiques : Sources et methodes SourceOECD Bank Profitability Statistics - SourceOCDE Rentabilite des banques (Followers: 1) SourceOECD Insurance Statistics - SourceOCDE Statistiques d'assurance (Followers: 2) SourceOECD Main Economic Indicators - SourceOCDE Principaux indicateurs economiques (Followers: 1) SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques SourceOECD Monthly Statistics of International Trade (Followers: 1) SourceOECD National Accounts & Historical Statistics SourceOECD OECD Economic Outlook Database - SourceOCDE Statistiques des Perspectives economiques de l'OCDE (Followers: 2) SourceOECD Science and Technology Statistics - SourceOCDE Base de donnees des sciences et de la technologie SourceOECD Statistics Sources & Methods (Followers: 1) SourceOECD Taxing Wages Statistics - SourceOCDE Statistiques des impots sur les salaires Stata Journal (Followers: 9) Statistica Neerlandica (Followers: 1) Statistical Applications in Genetics and Molecular Biology (Followers: 5) Statistical Communications in Infectious Diseases Statistical Inference for Stochastic Processes (Followers: 3) Statistical Methodology (Followers: 7) Statistical Methods and Applications (Followers: 6) Statistical Methods in Medical Research (Followers: 27) Statistical Modelling (Followers: 19) Statistical Papers (Followers: 4) Statistical Science (Followers: 13) Statistics & Probability Letters (Followers: 13) Statistics & Risk Modeling (Followers: 2) Statistics and Computing (Followers: 13) Statistics and Economics (Followers: 1) Statistics in Medicine (Followers: 191) Statistics, Politics and Policy (Followers: 6) Statistics: A Journal of Theoretical and Applied Statistics (Followers: 14) Stochastic Models (Followers: 3) Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports (Followers: 2) Structural and Multidisciplinary Optimization (Followers: 12) Teaching Statistics (Followers: 7) Technology Innovations in Statistics Education (TISE) (Followers: 2) TEST (Followers: 3) The American Statistician (Followers: 24) The Annals of Applied Probability (Followers: 8) The Annals of Probability (Followers: 10) The Annals of Statistics (Followers: 34) The Canadian Journal of Statistics / La Revue Canadienne de Statistique (Followers: 11) Wiley Interdisciplinary Reviews - Computational Statistics (Followers: 1)
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Estimation of the multifractional function and the stability index of Authors: Thi-To-Nhu Dang First page: 1Abstract: Keywords: Stable processes; multifractional processes; negative power variations; multifractional function; 60G18; 60G15; 60G52Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-01-20DOI: 10.1051/ps/2019012Issue No: Vol. 24 (2020) The Berry-Esseen bound of a wavelet estimator in non-randomly designed Authors: Xufei Tang, Xuejun Wang, Yi Wu, Fei Zhang First page: 21Abstract: Keywords: Nonparametric regression model; asymptotically negatively associated random variables; wavelet estimator; Berry-Esseen bound; 62E20; 62G05Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-01-20DOI: 10.1051/ps/2019017Issue No: Vol. 24 (2020) On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded Authors: Julyan Arbel, Olivier Marchal, Hien D. Nguyen First page: 39Abstract: Keywords: Sub-Gaussian; beta distribution; Kumaraswamy distribution; triangular distribution; 97K50Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-01-20DOI: 10.1051/ps/2019018Issue No: Vol. 24 (2020) On the generalized Kesten–McKay distributions* Authors: Paweł J. Szabłowski First page: 56Abstract: Keywords: Kesten–McKay; Bernstein-Szegö distributions; Chebyshev polynomials; orthogonal polynomials; Askey–Wilson polynomials; moments; symmetric rational functions; multivariate distributions; Cauchy (Hilbert) transform; 60E05; 05E05; 62H05; 60J10Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-02-27DOI: 10.1051/ps/2019029Issue No: Vol. 24 (2020) An adaptive multiclass nearest neighbor classifier* Authors: Nikita Puchkin, Vladimir Spokoiny First page: 69Abstract: Keywords: Multiclass classification; k nearest neighbors; adaptive procedures; 62H30; 62G08Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-02-27DOI: 10.1051/ps/2019021Issue No: Vol. 24 (2020) Continuous-time Markov processes, orthogonal polynomials and Lancaster Authors: Ramsés H. Mena, Freddy Palma First page: 100Abstract: Keywords: Continuous-time reversible Markov process; Lancaster probabilities; orthogonal polynomials; spectral expansion; 60J25; 60J35; 33C45Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-03DOI: 10.1051/ps/2020004Issue No: Vol. 24 (2020) Tightness and exponential tightness of Gaussian probabilities* Authors: Paolo Baldi First page: 113Abstract: Keywords: Gaussian probabilities; large deviations; 60F10; 60B12Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-03DOI: 10.1051/ps/2020003Issue No: Vol. 24 (2020) Empirical processes for recurrent and transient random walks in random Authors: Nadine Guillotin-Plantard, Françoise Pène, Martin Wendler First page: 127Abstract: Keywords: Random walk; random scenery; empirical process; 60G50; 60F17; 62G30Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-03DOI: 10.1051/ps/2019030Issue No: Vol. 24 (2020) A note on perfect simulation for Exponential Random Graph Models Authors: Andressa Cerqueira, Aurélien Garivier, Florencia Leonardi First page: 138Abstract: Keywords: Exponential Random Graph; perfect simulation; coupling from the past; MCMC; Glauber dynamics; 60K35; 60J22Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-03DOI: 10.1051/ps/2019024Issue No: Vol. 24 (2020) Large deviations of the exit measure through a characteristic boundary for Authors: Etienne Pardoux, Brice Samegni-Kepgnou First page: 148Abstract: Keywords: Poisson process driven SDE; law of large numbers; large deviations principle; 60F10; 60H10; 92C60Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-06DOI: 10.1051/ps/2019031Issue No: Vol. 24 (2020) On Bernstein–Kantorovich invariance principle in Hölder spaces and Authors: Alfredas Račkauskas, Charles Suquet First page: 186Abstract: Keywords: Fonctional central limit theorem; Hölder space; moments; quantile process; regular variation; scan statistics; Wasserstein distance; 60F17; 62G30Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-06DOI: 10.1051/ps/2019027Issue No: Vol. 24 (2020) A probabilistic approach to quasilinear parabolic PDEs with obstacle and Authors: Lishun Xiao, Shengjun Fan, Dejian Tian First page: 207Abstract: Keywords: Quasilinear PDE; viscosity solution; Neumann boundary condition; obstacle problem; forward-backward stochastic differential equation; 60H30; 60H10; 35K59Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-18DOI: 10.1051/ps/2019023Issue No: Vol. 24 (2020) Rescaled weighted determinantal random balls Authors: Adrien Clarenne First page: 227Abstract: Keywords: Determinantal point processes; generalized random fields; limit theorem; point processes; stable fields; 60G55; 60F05; 60G60; 60G10; 60G52Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-24DOI: 10.1051/ps/2020005Issue No: Vol. 24 (2020) Location and scale behaviour of the quantiles of a natural exponential Authors: Mauro Piccioni, Bartosz Kołodziejek, Gérard Letac First page: 244Abstract: Keywords: Characterization of normal and gamma laws; one-dimensional exponential families; quantiles of a distribution; Deny equations; 62E10; 60E05; 45E10Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-03-24DOI: 10.1051/ps/2019009Issue No: Vol. 24 (2020) On the excursion area of perturbed Gaussian fields Authors: Elena Di Bernardino, Anne Estrade, Maurizia Rossi First page: 252Abstract: Keywords: LK curvatures; Gaussian fields; perturbed fields; quantitative limit theorems; sojourn times; sparse inference for random fields; spatial-invariant random perturbations; 60G60; 60F05; 60G15; 62M40; 62F12Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-04-23DOI: 10.1051/ps/2020002Issue No: Vol. 24 (2020) The logarithmic Zipf law in a general urn problem Authors: Aristides V. Doumas, Vassilis G. Papanicolaou First page: 275Abstract: Keywords: Generalized Zipf law; Urn problems; coupon collector’s problem; double Dixie cup problem; Gumbel distribution; Laplace method for integrals – determination of higher order terms; Eulerian logarithmic integral; 60F05; 60F99; 60G70Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-04-23DOI: 10.1051/ps/2020011Issue No: Vol. 24 (2020) Very fat geometric Galton-Watson trees Authors: Romain Abraham, Aymen Bouaziz, Jean-François Delmas First page: 294Abstract: Keywords: Galton-Watson tree; random discrete tree; local limit; non extinction; branching process; geometric Galton-Watson process; 60J80; 60F15; 05C05Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-07-27DOI: 10.1051/ps/2019026Issue No: Vol. 24 (2020) Non-central limit theorems for functionals of random fields on Authors: Andriy Olenko, Volodymyr Vaskovych First page: 315Abstract: Keywords: Non-central limit theorems; random field; long-range dependence; hermite-type distribution; sojourn measures; 60G60; 60F05; 60G12Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-07-27DOI: 10.1051/ps/2020006Issue No: Vol. 24 (2020) Uniform LSI for the canonical ensemble on the 1D-lattice with strong, Authors: Younghak Kwon, Georg Menz First page: 341Abstract: Keywords: Canonical ensemble; logarithmic Sobolev inequality; Poincaré inequality; one-dimensional lattice; mixing condition; strong interaction; 26D10; 82B05; 82B20Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-09-22DOI: 10.1051/ps/2020001Issue No: Vol. 24 (2020) Large deviations for Brownian motion in a random potential Authors: Daniel Boivin, Thi Thu Hien Lê First page: 374Abstract: Keywords: Brownian motion; long-range random potential; Lyapunov exponents; shape theorem; large deviations; 82B41; 60K37Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-09-25DOI: 10.1051/ps/2020007Issue No: Vol. 24 (2020) Exit-time of mean-field particles system Authors: Julian Tugaut First page: 399Abstract: Keywords: Exit-problem; large deviations; interacting particle systems; mean-field systems; 60F10; 60J60; 60H10Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-09-25DOI: 10.1051/ps/2019028Issue No: Vol. 24 (2020) Empirical measures: regularity is a counter-curse to dimensionality Authors: Benoît R. Kloeckner First page: 408Abstract: Keywords: Concentration; dual norms; empirical measure; Markov chains; non-asymptotic bounds; Wasserstein metric; 60B10; 60J05; 62E17; 49Q20Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-09-25DOI: 10.1051/ps/2019025Issue No: Vol. 24 (2020) Raking-ratio empirical process with auxiliary information learning Authors: Mickael Albertus First page: 435Abstract: Keywords: Uniform central limit theorems; nonparametric statistics; empirical processes; raking ratio process; auxiliary information; learning; 62G09; 62G20; 60F17; 60F05Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-10-06DOI: 10.1051/ps/2020017Issue No: Vol. 24 (2020) The W, Z scale functions kit for first passage problems of spectrally Authors: Florin Avram, Danijel Grahovac, Ceren Vardar-Acar First page: 454Abstract: Keywords: Spectrally negative processes; scale functions; Gerber-Shiu functions; Skorokhod regulation; dividend optimization; capital injections; processes with Poissonian/Parisian observations; generalized drawdown stopping; 60G51; 60G40; 60J45Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-10-06DOI: 10.1051/ps/2019022Issue No: Vol. 24 (2020) Invariant measures of interacting particle systems: Algebraic aspects Authors: Luis Fredes, Jean-François Marckert First page: 526Abstract: Keywords: Particle systems; invariant distributions; 60J27; 60K35Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-10-09DOI: 10.1051/ps/2020008Issue No: Vol. 24 (2020) The probabilities of large deviations for a certain class of statistics Authors: Sherzod M. Mirakhmedov First page: 581Abstract: Keywords: Chi-square statistic; count statistics; log-likelihood ration statistic; large deviations; multinomial distribution; Poisson distribution; power divergence statistics; 60F10; 62E20; 62G20Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-10-09DOI: 10.1051/ps/2020020Issue No: Vol. 24 (2020) About the Stein equation for the generalized inverse Gaussian and Kummer Authors: Essomanda Konzou, Angelo Efoevi Koudou First page: 607Abstract: Keywords: Generalized inverse Gaussian distribution; Kummer distribution; Stein characterization; 60F05; 60E05Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-04DOI: 10.1051/ps/2020009Issue No: Vol. 24 (2020) Redundancy in Gaussian random fields Authors: Valentin De Bortoli, Agnès Desolneux, Bruno Galerne, Arthur Leclaire First page: 627Abstract: Keywords: Random fields; spatial redundancy; central limit theorem; law of large numbers; eigenvalues approximation, moment methods; 60F05; 60F15; 60G15; 60G60; 62H15; 62H35Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-04DOI: 10.1051/ps/2020010Issue No: Vol. 24 (2020) Quasi-stationarity for one-dimensional renormalized Brownian motion Authors: William Ocafrain First page: 661Abstract: Keywords: Quasi-stationary distribution; Q-process; quasi-limiting distribution; quasi-ergodic distribution; Brownian motion; 60B10; 60F99; 60J50; 60J65Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-04DOI: 10.1051/ps/2020012Issue No: Vol. 24 (2020) Inference robust to outliers with ℓ1-norm penalization* Authors: Jad Beyhum First page: 688Abstract: Keywords: Robust regression; ℓ1-norm penalization; unknown variance; 62F35; 62J05; 62J07Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-04DOI: 10.1051/ps/2020014Issue No: Vol. 24 (2020) Squared quadratic Wasserstein distance: optimal couplings and Lions Authors: Aurélien Alfonsi, Benjamin Jourdain First page: 703Abstract: Keywords: Optimal transport; Wasserstein distance; differentiability; couplings of probability measures; convex order; 90C08; 60G42; 60E15; 58B10; 49J50Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-16DOI: 10.1051/ps/2020013Issue No: Vol. 24 (2020) Chain-referral sampling on stochastic block models* Authors: Thi Phuong Thuy Vo First page: 718Abstract: Keywords: Chain-referral sampling; random graph; social network; stochastic block model; exploration process; large graph limit; respondent driven sampling; 05C80; 60J05; 60F17; 90B15; 92D30; 91D30Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-16DOI: 10.1051/ps/2020025Issue No: Vol. 24 (2020) A framework of BSDEs with stochastic Lipschitz coefficients Authors: Hun O, Mun-Chol Kim, Chol-Kyu Pak First page: 739Abstract: Keywords: Backward stochastic differential equations (BSDEs); time-change; stochastic Lipschitz coefficient; random terminal time; Markov chain; 60H05; 60H20Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-19DOI: 10.1051/ps/2020016Issue No: Vol. 24 (2020) Set estimation under biconvexity restrictions Authors: Alejandro Cholaquidis, Antonio Cuevas First page: 770Abstract: Keywords: Set estimation; biconvex sets, biconvex hull; Hausdorff metric; 62G05; 62G99Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-20DOI: 10.1051/ps/2020019Issue No: Vol. 24 (2020) A basic model of mutations Authors: Maxime Berger, Raphaël Cerf First page: 789Abstract: Keywords: Markov chain; generating function; genetics; potential theory; 60J10; 60J45; 92D10Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-20DOI: 10.1051/ps/2020024Issue No: Vol. 24 (2020) Random forests for time-dependent processes Authors: Benjamin Goehry First page: 801Abstract: Keywords: Statistics; random forests; time-dependent processes; 62M10Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-24DOI: 10.1051/ps/2020015Issue No: Vol. 24 (2020) One-step estimation for the fractional Gaussian noise at high-frequency Authors: Alexandre Brouste, Marius Soltane, Irene Votsi First page: 827Abstract: Keywords: Fractional Gaussian noise; infill asymptotics; efficient estimation; Fisher scoring; 62F12; 62M09; 65U05Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-24DOI: 10.1051/ps/2020022Issue No: Vol. 24 (2020) Semi-parametric estimation of the variogram scale parameter of a Gaussian Authors: Jean-Marc Azaïs, François Bachoc, Agnès Lagnoux, Thi Mong Ngoc Nguyen First page: 842Abstract: Keywords: Gaussian processes; semi-parametric estimation; quadratic variations; scale covariance parameter; asymptotic normality; moment method; minimax upper bounds; aggregation of estimators; 60G15; 62F12Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-24DOI: 10.1051/ps/2020021Issue No: Vol. 24 (2020) Approximation of the invariant distribution for a class of ergodic jump Authors: A. Gloter, I. Honoré, D. Loukianova First page: 883Abstract: Keywords: Invariant distribution; diffusion processes; jump processes; inhomogeneous Markov chains; non-asymptotic Gaussian concentration; 60H35; 60G51; 60E15; 65C30Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-24DOI: 10.1051/ps/2020023Issue No: Vol. 24 (2020) Universal consistency of the k-NN rule in metric spaces and Nagata Authors: Benoît Collins, Sushma Kumari, Vladimir G. Pestov First page: 914Abstract: Keywords: k-NN classifier; universal consistency; geometric Stone lemma; distance ties; Nagata dimension; sigma-finite dimensional metric spaces; 62H30; 54F45Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-27DOI: 10.1051/ps/2020018Issue No: Vol. 24 (2020) ð•ƒp solutions of reflected backward stochastic differential Authors: Song Yao First page: 935Abstract: Keywords: Reflected backward stochastic differential equations with jumps; ð•ƒp solutions; comparison theorem; optimal stopping; Snell envelope; Doob–Meyer decomposition; martingale representation theorem; fixed-point argument; g-evaluations; 60H10; 60F25; 60J76Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-11-27DOI: 10.1051/ps/2020026Issue No: Vol. 24 (2020) Estimating fast mean-reverting jumps in electricity market models Authors: Thomas Deschatre, Olivier Féron, Marc Hoffmann First page: 963Abstract: Keywords: Financial statistics; discrete observations; electricity market modelling; derivatives pricing; 62M86; 60J75; 60G35; 60F05Citation: ESAIM: Probability and Statistics Vol. 24PubDate: 2020-12-15DOI: 10.1051/ps/2020027Issue No: Vol. 24 (2020)
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