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Tail of the stationnary solution of the stochastic equation Y(n+1)=a(n)Y(n)+b(n) with Markovian coefficients
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 340, n° 1, pp. 55-58, 2005)Article de revue -
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
(Electronic Journal of Probability. vol. 14, n° 87, pp. 2492-2526, 2009-11-11)Article de revue