The following pages link to Paul Doukhan (Q327172):
Displaying 50 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
- Rates of convergence in the strong invariance principle under projective criteria (Q428622) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series (Q980775) (← links)
- Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1 (Q1052009) (← links)
- (Q1078904) (redirect page) (← links)
- Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
- Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators) (Q1080581) (← links)
- Quadratic deviation of penalized mean squares regression estimates (Q1186775) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- The functional central limit theorem for strongly mixing processes (Q1316641) (← links)
- Mixing: Properties and examples (Q1320432) (← links)
- Nonparametric recursive estimation in nonlinear ARX-models (Q1337932) (← links)
- Invariance principles for absolutely regular empirical processes (Q1347273) (← links)
- Functional estimation for time series. I: Quadratic convergence properties (Q1366481) (← links)
- Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). (Q1415531) (← links)
- A new weak dependence condition and applications to moment inequalities (Q1613665) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- A class of random field memory models for mortality forecasting (Q1681090) (← links)
- Stochastic models for time series (Q1753980) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
- Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory (Q1776120) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Rates in the empirical central limit theorem for stationary weakly dependent random fields. (Q1857355) (← links)
- Asymptotics of weighted empirical processes of linear fields with long-range dependence (Q1863426) (← links)
- Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field (Q1912701) (← links)
- Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes'' (Q1950685) (← links)
- Sparsity considerations for dependent variables (Q1952207) (← links)
- A triangular central limit theorem under a new weak dependence condition (Q1975354) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Cramér moderate deviations for a supercritical Galton-Watson process (Q2107587) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Deviation inequalities for stochastic approximation by averaging (Q2169079) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Deviation inequalities for separately Lipschitz functionals of composition of random functions (Q2320152) (← links)
