Recherche
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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 -
A Robbins-Monro procedure for estimation in semiparametric regression models
(Annals of Statistics. vol. 40, n° 2, pp. 666-693, 2012)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 -
[Sans titre]
(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 -
Level Crossings and Absorption of an Insurance Model
(Wiley, 2018-08-06)Chapitre d'ouvrage -
A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
(International Journal of Control. vol. 88, n° 12, pp. 2611-2618, 2015-07-30)Article de revue -
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