Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier Contrast estimation of time-varying infinite memory processes. (English) Zbl 07577018 Stochastic Processes Appl. 152, 32-85 (2022). MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stochastic Processes Appl. 152, 32--85 (2022; Zbl 07577018) Full Text: DOI
Bardet, J. -M.; Doukhan, P.; Wintenberger, O. Contrast estimation of general locally stationary processes using coupling. arXiv:2005.07397 Preprint, arXiv:2005.07397 [math.ST] (2020). MSC: 62-XX 05-XX 62-XX 20-XX 62-XX 05-XX BibTeX Cite \textit{J. M. Bardet} et al., ``Contrast estimation of general locally stationary processes using coupling'', Preprint, arXiv:2005.07397 [math.ST] (2020) Full Text: arXiv OA License
Bardet, Jean-Marc; Doukhan, Paul Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. (English) Zbl 1403.62155 Electron. J. Stat. 12, No. 2, 2323-2354 (2018). MSC: 62M10 62G05 60F05 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{P. Doukhan}, Electron. J. Stat. 12, No. 2, 2323--2354 (2018; Zbl 1403.62155) Full Text: DOI arXiv Euclid
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. (English) Zbl 1204.60026 Stat. Inference Stoch. Process. 11, No. 3, 265-280 (2008). MSC: 60F05 62F12 62M10 60F17 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stat. Inference Stoch. Process. 11, No. 3, 265--280 (2008; Zbl 1204.60026) Full Text: DOI HAL
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. (English) Zbl 1198.62087 J. Time Ser. Anal. 29, No. 5, 906-945 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M09 60F05 60F15 62M15 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., J. Time Ser. Anal. 29, No. 5, 906--945 (2008; Zbl 1198.62087) Full Text: DOI arXiv HAL
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas Dependent Lindeberg central limit theorem and some applications. (English) Zbl 1187.60013 ESAIM, Probab. Stat. 12, 154-172 (2008). MSC: 60F05 62G07 62M10 62G09 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., ESAIM, Probab. Stat. 12, 154--172 (2008; Zbl 1187.60013) Full Text: DOI arXiv EuDML