| Publication | Date of Publication | Type |
|---|
MODELING EXPERIMENTAL DATA WITH POLYNOMIALS CHAOS
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
An efficient spectral method for the numerical solution to some classes of stochastic differential equations
Mathematical Methods in the Applied Sciences | 2021-08-27 | Paper |
Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps
Journal of Theoretical Probability | 2018-10-26 | Paper |
Estimation of the realized (co-)volatility vector: large deviations approach
Stochastic Processes and their Applications | 2017-09-07 | Paper |
Moderate deviations for bipower variation of general function and Hayashi-Yoshida estimators
| 2016-09-13 | Paper |
Moderate deviations of functional of Markov Processes
ESAIM: Proceedings | 2015-11-17 | Paper |
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Large deviations of the realized (co-)volatility vector
| 2014-11-19 | Paper |
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-09-05 | Paper |
Large and moderate deviations of realized covolatility
Statistics \& Probability Letters | 2014-06-05 | Paper |
Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
The Annals of Applied Probability | 2014-04-04 | Paper |
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-10-05 | Paper |
Moderate deviations for Markov chains with atom.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
The Annals of Probability | 2004-12-10 | Paper |
Moderate deviations for non-linear functionals and empirical spectral density of moving average processes
| 2004-05-27 | Paper |
Moderate deviations for martingale differences and applications to φ -mixing sequences
Stochastics and Stochastic Reports | 2003-02-19 | Paper |
Large and moderate deviations for moving average processes
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2003-01-01 | Paper |
Principe de déviations modérées pour le processus empirique fonctionnel d'une chaı̂ne de Markov
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-07-25 | Paper |
Large and moderate deviations for estimators of quadratic variational processes of diffusions.
Statistical Inference for Stochastic Processes | 1999-01-01 | Paper |
