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A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes
(Stochastic Processes and their Applications. vol. 125, n° 4, pp. 1218-1243, 2015-04)Article de revue -
LARGE DEVIATIONS AND CONCENTRATION INEQUALITIES FOR THE ORNSTEIN-UHLENBECK PROCESS WITHOUT TEARS
(Statistics and Probability Letters. vol. 123, 2017)Article de revue -
Limit theorems for bifurcating integer-valued autoregressive processes
(Statistical Inference for Stochastic Processes. vol. 17, pp. 1-37, 2014)Article de revue -
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 -
On the Multi-dimensional Elephant Random Walk
(Journal of Statistical Physics. vol. 175, n° 6, pp. 1146-1163, 2019-06)Article de revue -
A new approach on recursive and non-recursive SIR methods
(Journal of the Korean Statistical Society. vol. 41, pp. 17-36, 2012)Article de revue -
On the asymptotic behavior of the Nadaraya-Watson estimator associated with the recursive SIR method
(Statistics. pp. 17, 2014)Article de revue -
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
(Stochastic Processes and their Applications. vol. 122, pp. 3393-3424, 2012)Article de revue -
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
(ESAIM: Probability and Statistics. vol. 17, pp. 500-530, 2013)Article de revue -
Large deviations for Gaussian stationary processes and semi-classical analysis
(Séminaire de Probabilités. vol. 44, pp. 409-428, 2012)Article de revue