Recherche
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Large deviations for the Ornstein-Uhlenbeck process with shift
(Advances in Applied Probability. vol. 47, n° 3, pp. 1--22, 2015-09-01)Article de revue -
A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
(2014)Document de travail - Pré-publication -
A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
(2014)Document de travail - Pré-publication -
Large deviations for the Ornstein-Uhlenbeck process with shift
(2014)Document de travail - Pré-publication -
On the Multi-dimensional Elephant Random Walk
(Journal of Statistical Physics. vol. 175, n° 6, pp. 1146-1163, 2019-06)Article de revue -
Hypergeometric identities arising from the elephant random walk
(Journal of Mathematical Analysis and Applications. vol. 480, n° 1, pp. 123360, 2019-12)Article de revue