Most cited
This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
- Cited by 4
Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
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- Published online by Cambridge University Press:
- 08 May 2008, pp. 273-307
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- Cited by 4
Consistent price systems for subfiltrations
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- 01 March 2007, pp. 35-39
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- Cited by 4
Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process
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- 05 January 2012, pp. 197-216
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Density estimation with quadratic loss: a confidence intervals method
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- 25 July 2008, pp. 438-463
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On the asymptotic variance in the central limit theorem for particle filters
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- 03 July 2012, pp. 151-164
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- Cited by 3
Macroscopic non-uniqueness and transversal fluctuation in optimal random sequence alignment
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- 19 June 2007, pp. 281-300
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Polynomial deviation bounds for recurrent Harris processes having general state space
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- 08 February 2013, pp. 195-218
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On the reduction of a random basis
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- 22 September 2009, pp. 437-458
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- Cited by 3
Nonparametric estimation of the density of the alternative hypothesis in a multiple testing setup. Application to local false discovery rate estimation
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- 15 October 2014, pp. 584-612
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Convolution property and exponential bounds for symmetric monotone densities
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- 06 August 2013, pp. 605-613
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Density smoothness estimation problem using a wavelet approach
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- 28 November 2013, pp. 130-144
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Goodness-of-fit test for long range dependent processes
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- 15 November 2002, pp. 239-258
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α-time fractional Brownian motion: PDE connections and local times∗
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- 09 March 2012, pp. 1-24
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On the number of word occurrences in a semi-Markov sequence of letters
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- 21 July 2009, pp. 328-342
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Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation
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- 17 May 2013, pp. 293-306
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On the time constant in a dependent first passage percolation model
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- 27 March 2014, pp. 171-184
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Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients
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- 09 March 2006, pp. 184-205
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On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms
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- 08 February 2013, pp. 179-194
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Interacting Brownian particles and Gibbs fields on pathspaces
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- 15 May 2003, pp. 251-277
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Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet
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- 31 March 2007, pp. 115-146
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