| Publication | Date of Publication | Type |
|---|
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
Electronic Journal of Statistics | 2024-11-12 | Paper |
A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model
Stochastic Processes and their Applications | 2024-11-12 | Paper |
Sharp large deviations and concentration inequalities for the number of descents in a random permutation
Journal of Applied Probability | 2024-10-11 | Paper |
A stochastic Gauss–Newton algorithm for regularized semi-discrete optimal transport
Information and Inference: A Journal of the IMA | 2023-02-20 | Paper |
Further results on the minimal random walk
Journal of Physics A: Mathematical and Theoretical | 2023-02-06 | Paper |
Sharp large deviations and concentration inequalities for the number of descents in a random permutation
| 2022-10-19 | Paper |
On the elephant random walk with stops playing hide and seek with the Mittag-Leffler distribution
Journal of Statistical Physics | 2022-09-12 | Paper |
Erratum to: ``Asymptotic results for empirical measures of weighted sums of independent random variables
Electronic Communications in Probability | 2022-05-09 | Paper |
A nonparametric statistical procedure for the detection of marine pollution
Journal of Applied Statistics | 2022-02-23 | Paper |
How to estimate the memory of the Elephant Random Walk
| 2021-12-20 | Paper |
New insights on the minimal random walk
| 2021-12-17 | Paper |
Asymptotic analysis of random walks on ice and graphite
Journal of Mathematical Physics | 2021-11-08 | Paper |
Stochastic approximation algorithms for superquantiles estimation
Electronic Journal of Probability | 2021-07-21 | Paper |
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
| 2021-07-12 | Paper |
Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
The Annals of Statistics | 2021-07-05 | Paper |
On the center of mass of the elephant random walk
Stochastic Processes and their Applications | 2021-02-18 | Paper |
On the almost sure central limit theorem for ARX processes in adaptive tracking
International Journal of Adaptive Control and Signal Processing | 2020-10-26 | Paper |
An efficient stochastic Newton algorithm for parameter estimation in logistic regressions
SIAM Journal on Control and Optimization | 2020-01-24 | Paper |
New insights on concentration inequalities for self-normalized martingales
Electronic Communications in Probability | 2019-11-06 | Paper |
Hypergeometric identities arising from the elephant random walk
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
On the multi-dimensional elephant random walk
Journal of Statistical Physics | 2019-08-01 | Paper |
Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
Statistical Inference for Stochastic Processes | 2019-05-31 | Paper |
A martingale approach for the elephant random walk
Journal of Physics A: Mathematical and Theoretical | 2018-03-01 | Paper |
Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Adaptive control of parametric nonlinear autoregressive models via a new martingale approach
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Large deviations for the Ornstein-Uhlenbeck process without tears
Statistics & Probability Letters | 2017-02-21 | Paper |
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
International Journal of Adaptive Control and Signal Processing | 2016-04-22 | Paper |
A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
International Journal of Control | 2016-04-08 | Paper |
Large deviations and concentration inequalities for the Ornstein-Uhlenbeck process without tears
| 2016-02-05 | Paper |
Large deviations for the Ornstein-Uhlenbeck process with shift
Advances in Applied Probability | 2015-11-06 | Paper |
Concentration inequalities for sums and martingales
SpringerBriefs in Mathematics | 2015-07-29 | Paper |
On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
Statistics | 2015-07-20 | Paper |
Limit theorems for bifurcating integer-valued autoregressive processes
Statistical Inference for Stochastic Processes | 2015-03-31 | Paper |
A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
Stochastic Processes and their Applications | 2015-02-27 | Paper |
A new approach on recursive and non-recursive SIR methods
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Statistics & Probability Letters | 2014-04-17 | Paper |
A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Stochastic Processes and their Applications | 2012-09-12 | Paper |
Large deviations for Gaussian stationary processes and semi-classical analysis
Lecture Notes in Mathematics | 2012-08-29 | Paper |
A Robbins-Monro procedure for estimation in semiparametric regression models
The Annals of Statistics | 2012-08-29 | Paper |
Fluctuations of interacting Markov chain Monte Carlo methods
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Sharp large deviations for the fractional Ornstein-Uhlenbeck process
Theory of Probability and its Applications | 2012-05-04 | Paper |
A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
Automatica | 2011-01-19 | Paper |
Almost sure central limit theorems on the Wiener space
Stochastic Processes and their Applications | 2010-08-18 | Paper |
A moment approach for the almost sure central limit theorem for martingales
Studia Scientiarum Mathematicarum Hungarica | 2010-08-13 | Paper |
On the usefulness of persistent excitation in ARX adaptive tracking
International Journal of Control | 2010-07-20 | Paper |
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Electronic Journal of Probability | 2009-11-20 | Paper |
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods
Electronic Journal of Probability | 2009-11-20 | Paper |
Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking
SIAM Journal on Control and Optimization | 2009-09-29 | Paper |
On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
Journal of Applied Probability | 2009-04-14 | Paper |
A multiple stochastic integral criterion for almost sure limit theorems
| 2009-04-14 | Paper |
Exponential inequalities for self-normalized martingales with applications
The Annals of Applied Probability | 2008-11-27 | Paper |
Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain
| 2008-07-09 | Paper |
Spectrum of the product of Toeplitz matrices with application in probability
| 2007-12-10 | Paper |
An exponential inequality for autoregressive processes in adaptive tracking
Journal of Systems Science and Complexity | 2007-11-27 | Paper |
Asymptotic results for empirical measures of weighted sums of independent random variables
Electronic Communications in Probability | 2007-11-19 | Paper |
SPECTRAL PROPERTIES OF CHAOTIC PROCESSES
Stochastics and Dynamics | 2007-02-07 | Paper |
On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Concentration inequalities, large and moderate deviations for self-normalized empirical processes
The Annals of Probability | 2003-05-06 | Paper |
Estimation of marginal and spectral modes
Journal of Nonparametric Statistics | 2003-03-26 | Paper |
Weighted estimation and tracking for branching processes with immigration
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
Sharp Large Deviations for the Ornstein--Uhlenbeck Process
Theory of Probability & Its Applications | 2002-04-25 | Paper |
On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases
Bernoulli | 2002-03-26 | Paper |
scientific article; zbMATH DE number 1850757 (Why is no real title available?)
| 2002-01-01 | Paper |
Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control
Statistics & Probability Letters | 2000-07-03 | Paper |
Large deviations for quadratic forms of stationary Gaussian processes
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Sharp large deviations for Gaussian quadratic forms with applications
ESAIM: Probability and Statistics | 2000-02-29 | Paper |
Central Limit Theorem And Law Of Iterated Logarithm For Least Squares Algorithms In Adaptive Tracking
SIAM Journal on Control and Optimization | 1998-05-10 | Paper |
scientific article; zbMATH DE number 878618 (Why is no real title available?)
| 1996-07-08 | Paper |
scientific article; zbMATH DE number 817372 (Why is no real title available?)
| 1996-05-27 | Paper |
Weighted Estimation and Tracking for ARMAX Models
SIAM Journal on Control and Optimization | 1995-05-18 | Paper |
Weighted least squares and prediction
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1993-01-17 | Paper |
scientific article; zbMATH DE number 63054 (Why is no real title available?)
| 1992-09-27 | Paper |
On the generalized least squares estimator of an ARMAX model. Application to the identification of ARMA models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-27 | Paper |
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles
| N/A | Paper |
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
| N/A | Paper |
A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model
| N/A | Paper |
