Buscar
-
A martingale approach for the elephant random walk
(Journal of Physics A: Mathematical and Theoretical. vol. 51, n° 1, pp. 015201, 2018-01-05)Article de revue -
On the almost sure central limit theorem for ARX processes in adaptive tracking
(International Journal of Adaptive Control and Signal Processing. vol. 33, n° 12, pp. 1901-1911, 2019-01-09)Article de revue -
STOCHASTIC APPROXIMATION ALGORITHMS FOR SUPERQUANTILES ESTIMATION
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 -
On the Multi-dimensional Elephant Random Walk
(Journal of Statistical Physics. vol. 175, n° 6, pp. 1146-1163, 2019-06)Article de revue -
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 -
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