OOIR: Observatory of International Research

Papers

(The TQCC of Bernoulli is 3. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-04-01 to 2025-04-01.)

Article	Citations
Directional phantom distribution functions for stationary random fields	57
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	48
A unified construction for series representations and finite approximations of completely random measures	40
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	19
Limit theorems for integral functionals of Hermite-driven processes	18
On eigenvalues of a high-dimensional spatial-sign covariance matrix	18
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	16
On μ-Dvoretzky random covering of the circle	16
Partial generalized four moment theorem revisited	16
Asymptotics for sliding blocks estimators of rare events	15
Rates and coverage for monotone densities using projection-posterior	15
On the measure of anchored Gaussian simplices, with applications to multivariate medians	15
Asymptotics and renewal approximation in the online selection of increasing subsequence	14
Precise asymptotics of longest cycles in random permutations without macroscopic cycles	13
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	13
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	13
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	12
Degenerate competing three-particle systems	12
Template matching with ranks	12
A note on the phase transition for independent alignment percolation	12
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	11
Concentration of measure bounds for matrix-variate data with missing values	11
Multivariate self-exciting jump processes with applications to financial data	11
Almost-sure asymptotics for Riemannian random waves	11
Low-rank matrix recovery under heavy-tailed errors	10

Degrees of freedom for off-the-grid sparse estimation	10
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	10
Loop-erased random walk branch of uniform spanning tree in topological polygons	10
Estimating the inter-occurrence time distribution from superposed renewal processes	10
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	9
A note on one-dimensional Poincaré inequalities by Stein-type integration	9
Invariance principle for fragmentation processes derived from conditioned stable Galton–Watson trees	9
A Riemann–Stein kernel method	8
Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators	8
Oracle lower bounds for stochastic gradient sampling algorithms	8
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model	8
Multivariate time series models for mixed data	8
Optimal false discovery control of minimax estimators	8
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	8
Variational formulas for asymptotic variance of general discrete-time Markov chains	8
Bootstrap inference for a class of non-regular estimators	8
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism	7
Compound Poisson disorder problem with uniformly distributed disorder time	7
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	6
Mixing properties of non-stationary INGARCH(1,1) processes	6
Pure-jump semimartingales	6
On a projection-based class of uniformity tests on the hypersphere	6
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	6
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	6
Nonstationary fractionally integrated functional time series	6
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	6
Towards standard imsets for maximal ancestral graphs	6
Asymptotics for densities of exponential functionals of subordinators	6
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	6
Equidistribution of random walks on compact groups II. The Wasserstein metric	6
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	6
Optimal tests for elliptical symmetry: Specified and unspecified location	6
Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression	6
On the law of the iterated logarithm and strong invariance principles in stochastic geometry	6
Exact detection thresholds and minimax optimality of Chatterjee’s correlation coefficient	5
Adaptive inference over Besov spaces in the white noise model using p-exponential priors	5
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	5
Measuring association with Wasserstein distances	5
Stability of the Poincaré constant	5
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	5
Adaptive Bayesian density estimation in sup-norm	5
An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models	5
Learning with tree tensor networks: Complexity estimates and model selection	5
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations	5
Infinite-color randomly reinforced urns with dominant colors	5
When scattering transform meets non-Gaussian random processes, a double scaling limit result	5
Estimation of functional ARMA models	5
Rearranged dependence measures	5
Nonparametric estimation of locally stationary Hawkes processes	5
Matrix means and a novel high-dimensional shrinkage phenomenon	5

Phase transitions in non-linear urns with interacting types	4
Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary	4
Bayes-optimal prediction with frequentist coverage control	4
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	4
Density estimation under local differential privacy and Hellinger loss	4
New approach to greedy vector quantization	4
A Berry-Esseen bound with (almost) sharp dependence conditions	4
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	4
Estimation of a pure-jump stable Cox-Ingersoll-Ross process	4
Spectral-free estimation of Lévy densities in high-frequency regime	4
Yule’s “nonsense correlation”: Moments and density	4
Asymptotic confidence regions for density ridges	4
Stability and sample complexity of divergence regularized optimal transport	4
Rank-based change-point analysis for long-range dependent time series	4
Dynamic principal component analysis from a global perspective	4
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices	4
Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line	4
Some new concentration inequalities for the Itô stochastic integral	4
Central limit theorems for semi-discrete Wasserstein distances	4
Optimal stopping of the stable process with state-dependent killing	4
Quadratic variation and quadratic roughness	4
Independence preserving property of Kummer laws	4
Precise large deviations for dependent subexponential variables	4
Sharp detection boundaries on testing dense subhypergraph	3
Comparison principle for stochastic heat equations driven by α-stable white noises	3
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme	3
Empirical process theory for locally stationary processes	3
Limit theorems for random Motzkin paths near boundary	3
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	3
Element-wise estimation error of generalized Fused Lasso	3
Central limit theorems for high dimensional dependent data	3
Detecting a planted community in an inhomogeneous random graph	3
Minimum information dependence modeling	3
A unifying approach to distributional limits for empirical optimal transport	3
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	3
Limit theorems for Fréchet mean sets	3
Mean stationarity test in time series: A signal variance-based approach	3
Pivotal tests for relevant differences in the second order dynamics of functional time series	3
On the Bahadur representation of sample quantiles for score functionals	3
Convergence rates of two-component MCMC samplers	3
Compound Poisson approximation for regularly varying fields with application to sequence alignment	3
Conditional regression for single-index models	3
Defective Galton-Watson processes in a varying environment	3
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	3
A recursive distributional equation for the stable tree	3
Adaptation bounds for confidence bands under self-similarity	3
Percolation threshold for metric graph loop soup	3
Random normal matrices in the almost-circular regime	3
Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions	3
Detecting long-range dependence for time-varying linear models	3
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	3
An adaptive multiple-try Metropolis algorithm	3
Deep stable neural networks: Large-width asymptotics and convergence rates	3
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	3
Graphical modeling of stochastic processes driven by correlated noise	3
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs	3
Model-free bootstrap for a general class of stationary time series	3
Information geometry approach to parameter estimation in hidden Markov model	3
Gibbs posterior concentration rates under sub-exponential type losses	3
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	3
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	3
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	3
The coupling method in extreme value theory	3
On the joint distribution of the area and the number of peaks for Bernoulli excursions	3
Supermartingale shadow couplings: The decreasing case	3
A flexible approach for normal approximation of geometric and topological statistics	3
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices	3
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method	3
Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures	3
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	3