:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Divol, Vincent, Guérin, Hélène, Nguyen, Dinh-Toan, Tran, Viet Chi
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability 60F17, 05C81, 62G07
Online Access:	https://arxiv.org/abs/2410.11777
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A functional Hungarian construction for sums of independent random variables
by: Grama, Ion, et al.
Published: (2024)

Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
by: Amorino, Chiara, et al.
Published: (2024)

Bilateral Gamma Approximation in Weiner Space
by: Barman, Kalyan, et al.
Published: (2024)

Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)

Wide stable neural networks: Sample regularity, functional convergence and Bayesian inverse problems
by: Soto, Tomás
Published: (2024)

Beyond the Central Limit: Universality of the Gamma Distribution from Padé-Enhanced Large Deviations
by: Castro, Mario, et al.
Published: (2026)

Poisson and Gaussian approximations of the power divergence family of statistics
by: Daly, Fraser
Published: (2023)

Modified wavelet variation for the Hermite processes
by: Loosveldt, Laurent, et al.
Published: (2024)

Parametric Estimation of Tempered Stable Laws
by: Massing, Till
Published: (2023)

Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
by: Hoffmann, Marc, et al.
Published: (2022)

High-dimensional bootstrap and asymptotic expansion
by: Koike, Yuta
Published: (2024)

Detecting practically significant dependencies in metric spaces via distance correlations
by: Dette, Holger, et al.
Published: (2024)

Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures
by: Daly, Fraser
Published: (2025)

Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes
by: Chudasama, Priyanka, et al.
Published: (2025)

Estimation of the invariant measure of a multidimensional diffusion from noisy observations
by: Maillet, Raphaël, et al.
Published: (2024)

Statistical inference for a multiscale stochastic model of enzyme kinetics via propagation of chaos
by: Ganguly, Arnab, et al.
Published: (2024)

A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)

Quantitative Error Bounds for Scaling Limits of Stochastic Iterative Algorithms
by: Wang, Xiaoyu, et al.
Published: (2025)

Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
by: Derumigny, Alexis, et al.
Published: (2021)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)

Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
by: Altmeyer, Randolf, et al.
Published: (2025)

Rates of convergence to the local time of Oscillating and Skew Brownian Motions
by: Mazzonetto, Sara
Published: (2019)

A diagram-free approach to the stochastic estimates in regularity structures
by: Linares, Pablo, et al.
Published: (2021)

On the Weak Convergence of the Function-Indexed Sequential Empirical Process and its Smoothed Analogue under Nonstationarity
by: Scholze, Florian Alexander, et al.
Published: (2024)

Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)

Functional limit laws for the intensity measure of point processes and applications
by: Francisci, Giacomo, et al.
Published: (2024)

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
by: Tchouanti, Josué, et al.
Published: (2024)

Concentration Inequalities for Statistical Inference
by: Zhang, Huiming, et al.
Published: (2020)

Limit theorems for compensated weighted sums and application to numerical approximations
by: Liu, Yanghui
Published: (2024)

Note on the Weak Convergence of Hyperplane $α$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology
by: Sparago, Pietro Maria
Published: (2026)

Feature Learning in Wide Neural Networks under $μ$P: Identifiability and Sparse-Dictionary Decomposition of the Mean-Field Limit
by: Xodarev, Akmal
Published: (2026)

Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
by: Barczy, Matyas
Published: (2022)

Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022)

Decay of correlations in stochastic quantization: the exponential Euclidean field in two dimensions
by: Gubinelli, Massimiliano, et al.
Published: (2023)

Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)

Asymptotic theory and statistical inference for the samples problems with heavy-tailed data using the functional empirical process
by: Camara, Abdoulaye, et al.
Published: (2025)

Linear combination of bilateral gamma random variables: distributional theory and approximations
by: Barman, Kalyan, et al.
Published: (2026)

LDP for the covariance process in fully connected neural networks
by: Andreis, Luisa, et al.
Published: (2025)

M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
by: Shimizu, Yasutaka
Published: (2025)

Nonparametric estimation of trawl processes: Theory and applications
by: Sauri, Orimar, et al.
Published: (2022)