| Publication | Date of Publication | Type |
|---|
Deviation inequalities for contractive infinite memory processes
Stochastic Processes and their Applications | 2025-11-17 | Paper |
An irregularly spaced ARMA(1,1) model and an application to contamination data
Statistics | 2025-01-20 | Paper |
Stationarity and ergodic properties for some observation-driven models in random environments
The Annals of Applied Probability | 2024-01-19 | Paper |
| scientific article; zbMATH DE number 7709548 (Why is no real title available?) | 2023-07-10 | Paper |
Cramér moderate deviations for a supercritical Galton-Watson process
Statistics & Probability Letters | 2022-12-02 | Paper |
Deviation inequalities for stochastic approximation by averaging
Stochastic Processes and their Applications | 2022-08-29 | Paper |
Contrast estimation of time-varying infinite memory processes
Stochastic Processes and their Applications | 2022-08-29 | Paper |
A Dynamic Taylor’s law
Journal of Applied Probability | 2022-07-08 | Paper |
Mixing properties of non-stationary INGARCH(1, 1) processes
Bernoulli | 2022-02-01 | Paper |
Mixing properties of non-stationary INGARCH(1, 1) processes
Bernoulli | 2022-02-01 | Paper |
Cram\'{e}r moderate deviations for a supercritical Galton-Watson process
(available as arXiv preprint) | 2021-09-25 | Paper |
Mixtures of nonlinear Poisson autoregressions
Journal of Time Series Analysis | 2021-06-30 | Paper |
Comparing the marginal densities of two strictly stationary linear processes
Annals of the Institute of Statistical Mathematics | 2021-05-25 | Paper |
| Mixing properties of integer-valued GARCH processes | 2021-03-26 | Paper |
Mixing properties of non-stationary INGARCH(1,1) processes
(available as arXiv preprint) | 2020-11-11 | Paper |
Spectral estimation for non-linear long range dependent discrete time trawl processes
Electronic Journal of Statistics | 2020-09-14 | Paper |
Spectral estimation for non-linear long range dependent discrete time trawl processes
Electronic Journal of Statistics | 2020-09-14 | Paper |
High-dimensional VAR with low-rank transition
Statistics and Computing | 2020-08-27 | Paper |
| Contrast estimation of general locally stationary processes using coupling | 2020-05-15 | Paper |
Exponential inequalities for nonstationary Markov chains
Dependence Modeling | 2020-05-12 | Paper |
Multivariate count autoregression
Bernoulli | 2019-12-05 | Paper |
Multivariate count autoregression
Bernoulli | 2019-12-05 | Paper |
Deviation inequalities for separately Lipschitz functionals of composition of random functions
Journal of Mathematical Analysis and Applications | 2019-08-21 | Paper |
Absolute regularity of semi-contractive GARCH-type processes
Journal of Applied Probability | 2019-07-15 | Paper |
Discrete-time trawl processes
Stochastic Processes and their Applications | 2019-06-04 | Paper |
Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
Electronic Journal of Statistics | 2018-08-14 | Paper |
Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
Electronic Journal of Statistics | 2018-08-14 | Paper |
Stochastic models for time series
Mathématiques & Applications (Berlin) | 2018-05-29 | Paper |
Spectral estimation in the presence of missing data
Theory of Probability and Mathematical Statistics | 2018-03-09 | Paper |
A class of random field memory models for mortality forecasting
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Statistical inference for DNA sequences of promoters: a non-stationary qualitative model
Statistics | 2017-07-14 | Paper |
Weak dependence of point processes and application to second-order statistics
Statistics | 2017-01-11 | Paper |
A nonlinear model for long-memory conditional heteroscedasticity
Lithuanian Mathematical Journal | 2016-10-19 | Paper |
| Discrete-time trawl processes with long memory | 2016-10-16 | Paper |
Phantom distribution functions for some stationary sequences
Extremes | 2015-12-08 | Paper |
Weak dependence, models and some applications
Metrika | 2015-10-14 | Paper |
Inference and testing for structural change in general Poisson autoregressive models
Electronic Journal of Statistics | 2015-08-25 | Paper |
Inference and testing for structural change in general Poisson autoregressive models
Electronic Journal of Statistics | 2015-08-25 | Paper |
| Probabilistic and statistical tools for modeling time series. Paper from the 30th Brazilian mathematics colloquium -- 30\(^{\text o}\) Colóquio Brasileiro de Matemática, Rio de Janeiro, Brazil, July 26--31, 2015 | 2015-08-07 | Paper |
| Empirical central limit theorem for cluster functionals without mixing | 2015-07-22 | Paper |
Strong Laws of Large Numbers in an $$F^\alpha $$-Scheme
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
Data driven smooth test of comparison for dependent sequences
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Dependent wild bootstrap for the empirical process
Journal of Time Series Analysis | 2015-05-20 | Paper |
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Correction to ``On weak dependence conditions for Poisson autoregressions''
Statistics & Probability Letters | 2013-12-06 | Paper |
Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme
Extremes | 2013-06-25 | Paper |
Sparsity considerations for dependent variables
Electronic Journal of Statistics | 2013-05-28 | Paper |
Sparsity considerations for dependent variables
Electronic Journal of Statistics | 2013-05-28 | Paper |
Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes''
Statistics & Probability Letters | 2013-05-13 | Paper |
Comments on: Some recent theory for autoregressive count time series
Test | 2013-02-05 | Paper |
Subsampling weakly dependent time series and application to extremes
Test | 2012-11-15 | Paper |
Rejoinder on: Subsampling weakly dependent time series and application to extremes
Test | 2012-11-15 | Paper |
On weak dependence conditions: the case of discrete valued processes
Statistics & Probability Letters | 2012-10-17 | Paper |
On weak dependence conditions for Poisson autoregressions
Statistics & Probability Letters | 2012-07-05 | Paper |
Rates of convergence in the strong invariance principle under projective criteria
Electronic Journal of Probability | 2012-06-22 | Paper |
| scientific article; zbMATH DE number 5990555 (Why is no real title available?) | 2011-12-19 | Paper |
| Variance estimation with applications | 2011-03-09 | Paper |
An empirical central limit theorem with applications to copulas under weak dependence
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Evaluation for moments of a ratio with application to regression estimation
Bernoulli | 2010-11-15 | Paper |
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
Probability Surveys | 2010-06-29 | Paper |
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
Probability Surveys | 2010-06-29 | Paper |
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Journal of Time Series Analysis | 2010-04-22 | Paper |
Dependent Lindeberg central limit theorem and some applications
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Dependent Lindeberg central limit theorem and some applications
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Weakly dependent chains with infinite memory
Stochastic Processes and their Applications | 2008-11-14 | Paper |
scientific article; zbMATH DE number 5348099 (Why is no real title available?)
(available as arXiv preprint) | 2008-09-29 | Paper |
Randomly fractionally integrated processes
Lithuanian Mathematical Journal | 2008-02-18 | Paper |
Weak dependence for infinite ARCH-type bilinear models
Statistics | 2007-12-03 | Paper |
| A fixed point approach to model random fields | 2007-10-29 | Paper |
An invariance principle for weakly dependent stationary general models
(available as arXiv preprint) | 2007-10-22 | Paper |
Weak dependence. With examples and applications.
Lecture Notes in Statistics | 2007-08-22 | Paper |
Probability and moment inequalities for sums of weakly dependent random variables, with applications
Stochastic Processes and their Applications | 2007-06-26 | Paper |
A LARCH(∞) Vector Valued Process
Lecture Notes in Statistics | 2007-01-09 | Paper |
Zero-one laws for binary random fields
(available as arXiv preprint) | 2007-01-02 | Paper |
A simple integer-valued bilinear time series model
Advances in Applied Probability | 2006-07-25 | Paper |
A new covariance inequality and applications.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
Econometric Theory | 2005-09-05 | Paper |
| scientific article; zbMATH DE number 2188835 (Why is no real title available?) | 2005-07-27 | Paper |
Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory
Journal of Theoretical Probability | 2005-05-20 | Paper |
Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion
ESAIM: Probability and Statistics | 2005-04-26 | Paper |
Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion
ESAIM: Probability and Statistics | 2005-04-26 | Paper |
| scientific article; zbMATH DE number 1944315 (Why is no real title available?) | 2004-02-04 | Paper |
| scientific article; zbMATH DE number 1944305 (Why is no real title available?) | 2004-01-20 | Paper |
Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms).
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-12-04 | Paper |
| scientific article; zbMATH DE number 1944027 (Why is no real title available?) | 2003-10-13 | Paper |
Asymptotics of weighted empirical processes of linear fields with long-range dependence
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
Asymptotics of weighted empirical processes of linear fields with long-range dependence
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
Weak dependence beyond mixing and asymptotics for nonparametric regression
The Annals of Statistics | 2002-11-14 | Paper |
A new weak dependence condition and applications to moment inequalities
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Rates in the empirical central limit theorem for stationary weakly dependent random fields.
Statistical Inference for Stochastic Processes | 2002-01-01 | Paper |
Functional estimation of a density under a new weak dependence condition
Scandinavian Journal of Statistics | 2001-09-16 | Paper |
Nonparametric estimation for mixing random sequences
Acta Cientifica Venezolana | 2001-07-16 | Paper |
A triangular central limit theorem under a new weak dependence condition
Statistics & Probability Letters | 2001-03-01 | Paper |
| scientific article; zbMATH DE number 1342035 (Why is no real title available?) | 2000-07-05 | Paper |
| scientific article; zbMATH DE number 1294014 (Why is no real title available?) | 1999-12-13 | Paper |
Estimation de la densité d'une suite faiblement dépendante
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-09-05 | Paper |
Functional estimation for time series: Uniform convergence properties
Journal of Statistical Planning and Inference | 1999-08-23 | Paper |
Functional central limit theorem for the empirical process of short memory linear processes
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-04-26 | Paper |
Functional estimation for time series. I: Quadratic convergence properties
Mathematical Methods of Statistics | 1998-08-24 | Paper |
| scientific article; zbMATH DE number 1053613 (Why is no real title available?) | 1998-02-10 | Paper |
Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field
Acta Mathematica Hungarica | 1997-11-10 | Paper |
Superresolution Rates in Prokhorov Metric
Canadian Journal of Mathematics | 1997-04-22 | Paper |
| scientific article; zbMATH DE number 681296 (Why is no real title available?) | 1995-05-15 | Paper |
Invariance principles for absolutely regular empirical processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1995-04-04 | Paper |
Invariance principles for absolutely regular empirical processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1995-04-04 | Paper |
Nonparametric recursive estimation in nonlinear ARX-models
Problems of Information Transmission | 1994-12-05 | Paper |
| scientific article; zbMATH DE number 639231 (Why is no real title available?) | 1994-10-13 | Paper |
The functional central limit theorem for strongly mixing processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-06-20 | Paper |
The functional central limit theorem for strongly mixing processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-06-20 | Paper |
Mixing: Properties and examples
Lecture Notes in Statistics | 1994-04-24 | Paper |
| scientific article; zbMATH DE number 447043 (Why is no real title available?) | 1994-01-19 | Paper |
Quadratic deviation of penalized mean squares regression estimates
Journal of Multivariate Analysis | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 4215078 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4215064 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4151523 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4186735 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4121135 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4080117 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4078342 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4062265 (Why is no real title available?) | 1987-01-01 | Paper |
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)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3956118 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3992659 (Why is no real title available?) | 1986-01-01 | Paper |
Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1986-01-01 | Paper |
Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982161 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3888596 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3841066 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3866370 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3793273 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3840958 (Why is no real title available?) | 1983-01-01 | Paper |
Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
Stochastic Processes and their Applications | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3675085 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3721930 (Why is no real title available?) | 1980-01-01 | Paper |
