Recherche
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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 -
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 -
Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain
(IEEE Transactions on Automatic Control. vol. 54, pp. 1-25, 2009-09-20)Article de revue -
On the center of mass of the elephant random walk
(Stochastic Processes and their Applications. vol. 133, pp. 111-128, 2021-03)Article de revue -
Asymptotic behavior of bifurcating autoregressive processes
Communication dans un congrès -
How to estimate the memory of the Elephant Random Walk
(Communications in Statistics - Theory and Methods. pp. 1-21, 2022-11-01)Article de revue