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Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Contribution à la statistique des processus : modélisation et applications
(Université Sciences et Technologies - Bordeaux I)HDR -
Sin título
(ESAIM: Proceedings. vol. 44, pp. 276-290, 2014)Article de revue -
Mean field simulation for Monte Carlo integration
(Chapman&Hall, 2013-06-01)Ouvrage -
Modal parameter estimation using interacting Kalman filter
(Mechanical Systems and Signal Processing. vol. 47, n° 1-2, pp. 139-150, 2014-02-03)Article de revue -
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
(2012-01-17)Document de travail - Pré-publication -
Exponential inequalities for self-normalized martingales with applications
(The Annals of Applied Probability. vol. 18, pp. 1848-1869, 2008)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 -
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