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20022013
most citedCluster expansion for abstract polymer models. New bounds from an old approach

80 citations

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Showing 2010Show all

9 papers · 1 filter

q-fin.RM2010

Ruin probability in the presence of risky investments

Serguei Pergamenchtchikov, Zeitouny Omar

We consider an insurance company in the case when the premium rate is a bounded non-negative random function $c_\zs{t}$ and the capital of the insurance company is invested in a ri…

math.ST2010★ 20 cited

General model selection estimation of a periodic regression with a Gaussian noise

Victor Konev, Serguei Pergamenchtchikov

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation funct…

math.AP2010

Asymptotic behavior of structures made of straight rods

Dominique Blanchard, Georges Griso

This paper is devoted to describe the deformations and the elastic energy for structures made of straight rods of thickness when tends to 0. This analysis relies on the de…

math.ST2010

Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields

Mohamed El Machkouri

We prove the asymptotic normality of the kernel density estimator (introduced by Rosenblatt (1956) and Parzen (1962)) in the context of stationary strongly mixing random fields. Ou…

math.PR2010★ 1 cited

Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space

Mohamed EL Machkouri

Let be a real separable Hilbert space and a sequence of bounded linear operators from to . We consider the linear process defined for any $k…

math.ST2010

Sequential adaptive estimators in nonparametric autoregressive models

Ouerdia Arkoun

We constuct a sequential adaptive procedure for estimating the autoregressive function at a given point in nonparametric autoregression models with Gaussian noise. We make use of t…