All Episodes
Limit theorems and applications (SAMSOS, 2008) — 20 episodes
01 - Estimating the Degree of Activity of jumps in High Frequency Data - Jean JACOD
02 - Rates of convergence for minimal distances in the central limit theorem under projective criteria - Emmanuel RIO
03 - Stein's method and weak convergence on Wiener space - Giovanni PECCATI
04 - Asymptotic results for empirical measures of weighted sums of independant random variables- Bernard BERCU
05 - Group Representations and High-Resolution Central Limit Theorems for Subordinated Spherical Random Fields - Domenico MARINUCCI
06 - Weighted power variations of fractional and iterated Brownian motions - Ivan NOURDIN
01 - Inverse problems for regular variation, linear filters, functional equations and a cancellation property for $\sigma$-finite measures - Gennady SAMORODNITSKY
07 - On the existence of some ARCH($\infty$) processes - Philippe SOULIER
02 - An estimator for the quadratic variation of mixed Brownian fractional - Esko VALKEILA
03 - Central limit theorem for sampled sums of dependent random variables - Clémentine PRIEUR
04 - Lévy-stable behavior of squares - Donatas SURGAILIS
05 - Weak dependence, Models and Some Applications - Paul DOUKHAN
06 - Multifractional random walk as fractional integral - Laure COUTIN
08 - Contraction rates of posteriors based on Gaussian - Harry VAN ZANTEN
01 - Approximations and limit theory for quadratic forms of linear processes - Liudas GIRAITIS
02 - Numerical scheme for RBSDE - Soledad TORRES
03 - Self-similar random fields and rescaled random balls models - Hermine BIERME
04 - Local continuity - Tommi SOTTINEN
05 - Asymptotics for posterior hazards - Igor PRUNSTER
06 - Invariance principle, multifractional Gaussian processes and long-range dependence - Renaud MARTY