Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise

Asymptotic equivalence for inference on the volatility from noisy observations

Asymptotic equivalence for nonparametric regression with multivariate and random design

Asymptotic Equivalence for Nonparametric Regression with Non-Regular Errors

Asymptotic equivalence of empirical likelihood and Bayesian MAP

Asymptotic equivalence of nonparametric autoregression and nonparametric regression

Asymptotic equivalence of spectral density estimation and gaussian white noise

Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics

Asymptotic expansion for inverse moments of binomial and Poisson distributions

Asymptotic expansion of the minimum covariance determinant estimators

Asymptotic Expansion of the Risk Difference of the Bayesian Spectral Density in the ARMA model

Asymptotic expansions for sums of block-variables under weak dependence

Asymptotic global robustness in bayesian decision theory

Asymptotic inference for high-dimensional data

Asymptotic inference for semiparametric association models

Asymptotic inference in some heteroscedastic regression models with long memory design and errors

Asymptotic Inference of Autocovariances of Stationary Processes

Asymptotic law of likelihood ratio for multilayer perceptron models

Asymptotic local efficiency of Cramér--von Mises tests for multivariate independence

Asymptotic minimax risk of predictive density estimation for non-parametric regression