| Publication | Date of Publication | Type |
|---|
Yesterday, Today, and Tomorrow. Evolution of a Sleeping Beauty: The Freundlich Isotherm
Langmuir | 2023-02-16 | Paper |
Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces
Statistical Inference for Stochastic Processes | 2022-09-28 | Paper |
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
Statistical Papers | 2022-04-07 | Paper |
Invariance principles for change-point problems under dependent random variables
Far East Journal of Theoretical Statistics | 2022-02-23 | Paper |
Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
Statistical Inference for Stochastic Processes | 2019-10-23 | Paper |
Testing nonstationary and absolutely regular nonlinear time series models
Statistical Inference for Stochastic Processes | 2019-10-23 | Paper |
A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2016-10-13 | Paper |
Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields
Journal of Nonparametric Statistics | 2016-06-10 | Paper |
Asymptotic normality of binned kernel density estimators for non-stationary dependent random variables
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
Asymptotic behavior of nonparametric estimator for the renewal function associated with stationary \(\beta\)-mixing positive random variables
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2014-03-05 | Paper |
A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
Statistical Inference for Stochastic Processes | 2013-11-19 | Paper |
Asymptotic behavior of the nonparametric estimator for the renewal function associated with independent and nonstationary positive random variables
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-10-18 | Paper |
The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular
Statistics | 2012-06-25 | Paper |
A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-10-22 | Paper |
Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-20 | Paper |
The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-05-08 | Paper |
| scientific article; zbMATH DE number 5233195 (Why is no real title available?) | 2008-02-07 | Paper |
Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models
Annals of the Institute of Statistical Mathematics | 2006-01-13 | Paper |
Asymptotic behavior of the perturbed empirical distribution functions for nonstationary absolutely regular processes
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-05-12 | Paper |
La convergence faible des \(U\)-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate \(U\)-statistics for nonstationary processes)
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
Asymptotic behaviour of the perturbed multivariate empirical distribution function of dependent variables
Bulletin of the Belgian Mathematical Society - Simon Stevin | 2003-11-27 | Paper |
Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model)
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-09-15 | Paper |
Universally consistent conditional \(U\)-statistics for hidden Markov models
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2003-01-29 | Paper |
Conditional empirical processes defined by nonstationary absolutely regular sequences
Journal of Multivariate Analysis | 1999-10-25 | Paper |
Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
Journal of Statistical Planning and Inference | 1998-01-01 | Paper |
Nonparametric density estimators based on nonstationary absolutely regular random sequences
Journal of Applied Mathematics and Stochastic Analysis | 1996-11-18 | Paper |
Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations
American Journal of Mathematical and Management Sciences | 1996-11-18 | Paper |
Conditional \(U\)-statistics for dependent random variables
Journal of Multivariate Analysis | 1996-07-15 | Paper |
Weak convergence of the corrected empirical \(U\)-statistics under mixing condition
Bulletin of the Belgian Mathematical Society - Simon Stevin | 1996-07-15 | Paper |
| scientific article; zbMATH DE number 806584 (Why is no real title available?) | 1996-03-05 | Paper |
Asymptotics of the sample renewal function
Journal of Mathematical Analysis and Applications | 1995-06-18 | Paper |
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
Journal of Theoretical Probability | 1995-05-14 | Paper |
| scientific article; zbMATH DE number 512562 (Why is no real title available?) | 1994-11-29 | Paper |
Weak convergence of weighted empirical \(U\)-statistics processes for dependent random variables
Journal of Multivariate Analysis | 1994-04-21 | Paper |
| scientific article; zbMATH DE number 97778 (Why is no real title available?) | 1993-01-17 | Paper |
Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes
Journal of Statistical Planning and Inference | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 8728 (Why is no real title available?) | 1992-06-25 | Paper |
Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes
Journal of Statistical Planning and Inference | 1991-01-01 | Paper |
Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
Journal of Multivariate Analysis | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4178228 (Why is no real title available?) | 1991-01-01 | Paper |
Weak invariance of generalized U-statistics for nonstationary absolutely regular processes
Stochastic Processes and their Applications | 1990-01-01 | Paper |
Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes
The Annals of Probability | 1990-01-01 | Paper |
Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions
Journal of Statistical Planning and Inference | 1990-01-01 | Paper |
The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing
Advances in Applied Mathematics | 1990-01-01 | Paper |
Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
Journal of Multivariate Analysis | 1989-01-01 | Paper |
Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
Journal of Multivariate Analysis | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4117547 (Why is no real title available?) | 1989-01-01 | Paper |
Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions
Journal of Statistical Planning and Inference | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050643 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4111803 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4054696 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4092467 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4070097 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4026441 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4064129 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4007452 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3909424 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3846673 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3846673 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3716500 (Why is no real title available?) | 1980-01-01 | Paper |
