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Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Note sur le paradoxe du conducteur distrait (The Absent-Minded Driver)
(2014-12-29)Document de travail - Pré-publication -
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
(2012-01-17)Document de travail - Pré-publication -
STOCHASTIC APPROXIMATION ALGORITHMS FOR SUPERQUANTILES ESTIMATION
Document de travail - Pré-publication -
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