Jérôme Dedecker

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotic confidence interval for R ² in multiple linear regression Statistics	2025-01-20	Paper
Rates in almost sure invariance principle for nonuniformly hyperbolic maps Communications in Mathematical Physics	2024-10-08	Paper
Erratum to: ``Rates of convergence in the central limit theorem for martingales in the non stationary setting Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2024-10-08	Paper
Adaptive directional estimator of the density in $\mathbb{R}^d$ for independent and mixing sequences Journal of Multivariate Analysis	2024-09-02	Paper
Strong approximations for a class of dependent random variables with semi-exponential tails Journal of Theoretical Probability	2024-08-24	Paper
Deviation inequalities for dependent sequences with applications to strong approximations Stochastic Processes and their Applications	2024-07-10	Paper
Rates of convergence in the central limit theorem for the elephant random walk with random step sizes Journal of Statistical Physics	2023-11-06	Paper
Quadratic transportation cost in the conditional central limit theorem for dependent sequences Annales Henri Lebesgue	2023-10-09	Paper
Rates in almost sure invariance principle for nonuniformly hyperbolic maps	2023-07-24	Paper
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations Stochastics and Dynamics	2023-07-17	Paper
Deviation inequalities for dependent sequences with applications to strong approximations	2023-07-05	Paper
Strong approximations for a class of dependent random variables with semi exponential tails	2023-05-22	Paper
Adaptive directional estimator of the density in R^d for independent and mixing sequences	2023-05-22	Paper
Berry-Esseen type bounds for the left random walk on ${\mathrm{GL}_d}(\mathbb{R})$ under polynomial moment conditions The Annals of Probability	2023-05-10	Paper
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences (available as arXiv preprint)	2023-01-13	Paper
Limit theorems for iid products of positive matrices	2023-01-05	Paper
Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (available as arXiv preprint)	2022-11-01	Paper
Rates of convergence in the central limit theorem for martingales in the non stationary setting Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2022-07-15	Paper
Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on $\mathrm{GL}_d(\mathbb{R})$ Comptes Rendus. Mathématique. Académie des Sciences, Paris	2022-05-31	Paper
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case Statistics	2022-03-17	Paper
Gaussian linear model selection in a dependent context Electronic Journal of Statistics	2021-10-11	Paper
Gaussian linear model selection in a dependent context Electronic Journal of Statistics	2021-10-11	Paper
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences Statistics & Probability Letters	2021-03-18	Paper
Rates of convergence in invariance principles for random walks on linear groups via martingale methods Transactions of the American Mathematical Society	2020-12-18	Paper
Deviation inequalities for separately Lipschitz functionals of composition of random functions Journal of Mathematical Analysis and Applications	2019-08-21	Paper
Behavior of the empirical Wasserstein distance in ${\mathbb R}^d$ under moment conditions Electronic Journal of Probability	2019-02-14	Paper
Behavior of the empirical Wasserstein distance in ${\mathbb R}^d$ under moment conditions Electronic Journal of Probability	2019-02-14	Paper
An alternative to the coupling of Berkes-Liu-Wu for strong approximations Chaos, Solitons and Fractals	2018-07-30	Paper
On the Komlós, Major and Tusnády strong approximation for some classes of random iterates Stochastic Processes and their Applications	2018-04-13	Paper
Limit theorems for the left random walk on $\mathrm{GL}_{d}(\mathbb{R})$ Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2018-03-05	Paper
Limit theorems for the left random walk on $\mathrm{GL}_{d}(\mathbb{R})$ Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2018-03-05	Paper
Large and moderate deviations for bounded functions of slowly mixing Markov chains Stochastics and Dynamics	2017-12-21	Paper
The Mann-Whitney $U$-statistic for $\alpha$-dependent sequences Mathematical Methods of Statistics	2017-11-17	Paper
Large and moderate deviations for the left random walk on $GL_d(\mathbb{R})$	2017-06-08	Paper
Large and moderate deviations for the left random walk on $GL_d(\mathbb{R})$ (available as arXiv preprint)	2017-06-08	Paper
Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary $\alpha$-dependent sequences Bernoulli	2017-05-11	Paper
Density estimation for $\tilde{\beta}$-dependent sequences Electronic Journal of Statistics	2017-04-07	Paper
Density estimation for $\tilde{\beta}$-dependent sequences Electronic Journal of Statistics	2017-04-07	Paper
A functional CLT for fields of commuting transformations via martingale approximation Journal of Mathematical Sciences (New York)	2017-01-24	Paper
A deviation bound for $\alpha$-dependent sequences with applications to intermittent maps Stochastics and Dynamics	2017-01-10	Paper
Subgaussian concentration inequalities for geometrically ergodic Markov chains Electronic Communications in Probability	2015-12-01	Paper
Limit theorems and inequalities via martingale methods ESAIM: Proceedings	2015-11-17	Paper
Moment bounds for dependent sequences in smooth Banach spaces Stochastic Processes and their Applications	2015-08-19	Paper
On the optimality of McLeish's conditions for the central limit theorem Comptes Rendus. Mathématique. Académie des Sciences, Paris	2015-06-26	Paper
Weak convergence of the empirical process of intermittent maps in 𝕃² under long-range dependence Stochastics and Dynamics	2015-05-22	Paper
Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one Electronic Journal of Statistics	2015-03-04	Paper
Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one Electronic Journal of Statistics	2015-03-04	Paper
Estimation in autoregressive model with measurement error ESAIM: Probability and Statistics	2015-02-17	Paper
Deviation inequalities for separately Lipschitz functionals of iterated random functions Stochastic Processes and their Applications	2014-11-07	Paper
A quenched weak invariance principle Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2014-09-05	Paper
A quenched weak invariance principle Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2014-09-05	Paper
Rates in the strong invariance principle for ergodic automorphisms of the torus Stochastics and Dynamics	2014-05-16	Paper
Deconvolution for the Wasserstein metric and geometric inference Lecture Notes in Computer Science	2014-04-16	Paper
McDiarmid's martingale for a class of iterated random functions	2014-02-17	Paper
Strong approximation of the empirical distribution function for absolutely regular sequences in ${\mathbb R}^d$ Electronic Journal of Probability	2014-02-14	Paper
Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension Journal of Multivariate Analysis	2014-01-13	Paper
Empirical central limit theorems for ergodic automorphisms of the torus ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-09	Paper
Empirical central limit theorems for ergodic automorphisms of the torus ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-09	Paper
The almost sure invariance principle for unbounded functions of expanding maps ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-04	Paper
The almost sure invariance principle for unbounded functions of expanding maps ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-04	Paper
Strong approximation results for the empirical process of stationary sequences The Annals of Probability	2013-11-12	Paper
Strong approximation results for the empirical process of stationary sequences The Annals of Probability	2013-11-12	Paper
Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus Progress in Probability	2013-07-18	Paper
Deconvolution for the Wasserstein metric and geometric inference Electronic Journal of Statistics	2013-05-28	Paper
Erratum to: An empirical central limit theorem for intermittent maps Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2013-03-04	Paper
Weak invariance principle and exponential bounds for some special functions of intermittent maps Institute of Mathematical Statistics Collections	2012-07-26	Paper
Rates of convergence in the strong invariance principle under projective criteria Electronic Journal of Probability	2012-06-22	Paper
Invariance principles for linear processes with application to isotonic regression Bernoulli	2011-09-02	Paper
Rates of convergence in the central limit theorem for linear statistics of martingale differences Stochastic Processes and their Applications	2011-06-15	Paper
On the almost sure invariance principle for stationary sequences of Hilbert-valued random variables	2011-03-09	Paper
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2010-10-04	Paper
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2010-10-04	Paper
An empirical central limit theorem for intermittent maps Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2010-09-16	Paper
Adaptive density estimation for general ARCH models Econometric Theory	2010-04-08	Paper
Rates of convergence for minimal distances in the central limit theorem under projective criteria Electronic Journal of Probability	2009-11-20	Paper
Rates of convergence for minimal distances in the central limit theorem under projective criteria Electronic Journal of Probability	2009-11-20	Paper
Rates of convergence for minimal distances in the central limit theorem under projective criteria Electronic Journal of Probability	2009-11-20	Paper
On mean central limit theorems for stationary sequences Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-10-08	Paper
On mean central limit theorems for stationary sequences Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-10-08	Paper
Moderate deviations for stationary sequences of bounded random variables Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-08-24	Paper
Moderate deviations for stationary sequences of bounded random variables Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-08-24	Paper
Erratum to ``An empirical central limit theorem for dependent sequences [Stochastic Proc. Appl. 117 (2007) 121-142] Stochastic Processes and their Applications	2009-06-04	Paper
Adaptive density deconvolution with dependent inputs Mathematical Methods of Statistics	2009-06-02	Paper
Some unbounded functions of intermittent maps for which the central limit theorem holds (available as arXiv preprint)	2009-04-27	Paper
Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables Theory of Probability & Its Applications	2008-11-03	Paper
On the weak invariance principle for non-adapted sequences under projective criteria Journal of Theoretical Probability	2008-02-18	Paper
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ ESAIM: Probability and Statistics	2007-11-30	Paper
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ ESAIM: Probability and Statistics	2007-11-30	Paper
Weak dependence. With examples and applications. Lecture Notes in Statistics	2007-08-22	Paper
An empirical central limit theorem for dependent sequences Stochastic Processes and their Applications	2007-03-29	Paper
Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables Lecture Notes in Statistics	2007-01-09	Paper
A new covariance inequality and applications. Stochastic Processes and their Applications	2005-11-29	Paper
The conditional central limit theorem in Hilbert spaces. Stochastic Processes and their Applications	2005-11-29	Paper
Conditional convergence to infinitely divisible distributions with finite variance Stochastic Processes and their Applications	2005-08-05	Paper
New dependence coefficients. Examples and applications to statistics Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2005-06-06	Paper
Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences ESAIM: Probability and Statistics	2005-04-26	Paper
Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences ESAIM: Probability and Statistics	2005-04-26	Paper
Coupling for $\tau$-dependent sequences and applications Journal of Theoretical Probability	2005-04-07	Paper
Convergence rates in the strong law of large numbers for Hilbert valued dependent variables Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-02-23	Paper
Covariance inequalities Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-01-13	Paper
Coupling for minimal distance Comptes Rendus. Mathématique. Académie des Sciences, Paris	2004-08-20	Paper
Necessary and sufficient conditions for the conditional central limit theorem The Annals of Probability	2003-05-06	Paper
Exponential inequalities and functional central limit theorems for random fields ESAIM: Probability and Statistics	2002-06-11	Paper
Exponential inequalities and functional central limit theorems for random fields ESAIM: Probability and Statistics	2002-06-11	Paper
scientific article; zbMATH DE number 1944028 (Why is no real title available?)	2002-01-01	Paper
On the functional central limit theorem for stationary processes Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2000-12-03	Paper
On the functional central limit theorem for stationary processes Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2000-12-03	Paper
A central limit theorem for stationary random fields Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1998-12-15	Paper
Asymptotic confidence interval for R2 in multiple linear regression (available as arXiv preprint)	N/A	Paper
Rates in the central limit theorem for random projections of Martingales (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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