.:. Browse > By laboratory > ALEA .:.

91 documents ordered by : Date Title first author name document type Submit date

1 - 2 - 3 - 4 - 5 - 6 - 7

A new statistical procedure for testing the presence of a significative correlation in the residuals of stable autoregressive processes Proia F. [hal-00677600 - version 1] (08/03/2012)

Limit theorems for bifurcating integer-valued autoregressive processes Blandin V. [hal-00696297 - version 1] (11/05/2012)

Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process Bitseki Penda V. et al [hal-00661075 - version 1] (2012-01-18)

Reliability sensitivity analysis based on probability distribution perturbation with application to CO2 storage Sergienko E. et al [hal-00806560 - version 1] (2013-04-01)

Snell envelope with small probability criteria Del Moral P. et al Applied Mathematics and Optimization 66, 3 (2012) 309-330 [hal-00758905 - version 1]

On the Concentration Properties of Interacting Particle Processes Del Moral P. et al (2012) 167 [hal-00758901 - version 1]

MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY Del Moral P. et al Dans Numerical Methods in Finance - Numerical Methods in Finance, Bordeaux June 2011, France (2011) [hal-00755423 - version 1]

On the asymptotic behavior of the Nadaraya-Watson estimator associated with the recursive SIR method Bercu B. et al [hal-00673832 - version 1] (24/02/2012)

Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process Bercu B. et al Stochastic Processes and their Applications 122 (2012) 3393-3424 [hal-00645074 - version 1]

Large deviations for Gaussian stationary processes and semi-classical analysis Bercu B. et al Séminaire de Probabilités 44 (2012) 409-428 [hal-00642658 - version 1]

Classification de données EEG par algorithme évolutionnaire pour l'étude d'états de vigilance Vezard L. et al REVUE DES NOUVELLES TECHNOLOGIES DE L'INFORMATION (2012) [hal-00643438 - version 1]

A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process Bercu B. et al ESAIM: Probability and Statistics 16 (2012) 1-29 [hal-00642634 - version 1]

A new approach on recursive and non-recursive SIR methods Bercu B. et al Journal of the Korean Statistical Society 41 (2012) 17-36 [hal-00642653 - version 1]

Discrete Time Markovian Agents Interacting Through a Potential Budhiraja A. et al Journal ESAIM Probability & Statistics (2012) 22 p. [hal-00601151 - version 1]

A Robbins-Monro procedure for estimation in semiparametric regression models Bercu B. et al Annals of Statistics 40, 2 (2012) 666-693 [hal-00551832 - version 1]