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Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims t...
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generali...
In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are es...
For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the H\'ajek formula. The interest of this asymptotic varia...
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model.
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet {\it et al...
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...
Bayesian phylogenetic methods are generating noticeable enthusiasm in the eld of molecular systematics. Several phylogenetic models are often at stake and di erent approaches are used to compare th...
We prove uniqueness of the maximum likelihood estimator for the class of k?monotone densities. AMS 2000 subject classifications: Primary 62G07.
Consider a linear estimator of a parametric vector C@ in the normal Oauss-Markov model Y - N(X/3, aV). The Mean Squared Error of such an estimator may be presented in the form ka + #l'XfKXP and may...
Wc mnf;i&r the paablem of density estimation for m a one-sided linear prosees X, = zt _ , a, Z, , with i.id square iategra- Me kovatims - We prove that under weak contritions on (ai)&, which imply ...
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models。
Role of Regression Estimator Involving Measurement Errors。
Note on the Autoregressive Spectral Estimator

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