Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael Variance estimation with applications. (English) Zbl 1310.62043 Berkes, István (ed.) et al., Dependence in probability, analysis and number theory. A volume in memory of Walter Philipp. Most papers based on the presentations at the conference, Graz, Austria, June 17–20, 2009. Heber City, UT: Kendrick Press (ISBN 0-9793183-8-6/pbk). 203-231 (2010). MSC: 62G05 60F05 62G20 PDFBibTeX XMLCite \textit{P. Doukhan} et al., in: Dependence in probability, analysis and number theory. A volume in memory of Walter Philipp. Most papers based on the presentations at the conference, Graz, Austria, June 17--20, 2009. Heber City, UT: Kendrick Press. 203--231 (2010; Zbl 1310.62043) Full Text: Link
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
Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine Weak dependence. With examples and applications. (English) Zbl 1165.62001 Lecture Notes in Statistics 190. New York, NY: Springer (ISBN 978-0-387-69951-6/pbk). xiv, 318 p. (2007). Reviewer: Dimitris Karlis (Athens) MSC: 62-02 60-02 60F05 60G99 60F15 60F17 62H20 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Weak dependence. With examples and applications. New York, NY: Springer (2007; Zbl 1165.62001) Full Text: DOI
Doukhan, Paul; León, José R. Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. (English) Zbl 1186.60080 ESAIM, Probab. Stat. 8, 132-149 (2004). MSC: 60J65 62M05 60F05 60F25 60H05 62M02 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{J. R. León}, ESAIM, Probab. Stat. 8, 132--149 (2004; Zbl 1186.60080) Full Text: DOI Numdam EuDML
Hariz, Samir Ben; Doukhan, Paul; Léon, José Rafael Central limit theorem for the local time of a Gaussian process. (English) Zbl 0939.60006 Dalang, Robert C. (ed.) et al., Seminar on Stochastic analysis, random fields and applications. Centro Stefano Franscini, Ascona, Italy, September 1996. Basel: Birkhäuser. Prog. Probab. 45, 25-37 (1999). Reviewer: S.V.Zhulenev (Moskva) MSC: 60F05 60G15 60J55 PDFBibTeX XMLCite \textit{S. B. Hariz} et al., Prog. Probab. 45, 25--37 (1999; Zbl 0939.60006)
Doukhan, P.; León, J. R. Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. (English) Zbl 0874.60046 Acta Math. Hung. 70, No. 4, 329-351 (1996). Reviewer: M.Dozzi (Nancy) MSC: 60G60 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{J. R. León}, Acta Math. Hung. 70, No. 4, 329--351 (1996; Zbl 0874.60046) Full Text: DOI
Doukhan, Paul; León, Jose R.; Soulier, Philippe Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. (English) Zbl 0881.60023 REBRAPE 10, No. 2, 205-223 (1996). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{P. Doukhan} et al., REBRAPE 10, No. 2, 205--223 (1996; Zbl 0881.60023)
Doukhan, Paul; León, José Rafael Quadratic deviation of projection density estimates. (English) Zbl 0812.62043 REBRAPE 7, No. 1, 37-63 (1993). Reviewer: M.Denker (Göttingen) MSC: 62G07 62G20 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{J. R. León}, REBRAPE 7, No. 1, 37--63 (1993; Zbl 0812.62043)
Doukhan, Paul; León, José R. Estimation du spectre d’un processus gaussien fortement dépendant. (Spectral estimation for strongly dependent stationary Gaussian processes). (French) Zbl 0734.60040 C. R. Acad. Sci., Paris, Sér. I 313, No. 8, 523-526 (1991). MSC: 60G10 60B10 62M10 60G15 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{J. R. León}, C. R. Acad. Sci., Paris, Sér. I 313, No. 8, 523--526 (1991; Zbl 0734.60040)
Doukhan, Paul; Léon, José Rafael Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). (French) Zbl 0702.60035 C. R. Acad. Sci., Paris, Sér. I 310, No. 6, 425-430 (1990). MSC: 60F25 62G05 60G42 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{J. R. Léon}, C. R. Acad. Sci., Paris, Sér. I 310, No. 6, 425--430 (1990; Zbl 0702.60035)
Doukhan, P.; León, J. R. Cumulants for stationary mixing random sequences and applications to empirical spectral density. (English) Zbl 0684.60027 Probab. Math. Stat. 10, No. 1, 11-26 (1989). Reviewer: J.Andel MSC: 60G10 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{J. R. León}, Probab. Math. Stat. 10, No. 1, 11--26 (1989; Zbl 0684.60027)
Doukhan, P.; Leon, J. R.; Portal, F. 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). (French) Zbl 0596.60037 Probab. Theory Relat. Fields 76, 51-70 (1987). MSC: 60F17 60G15 62G05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Probab. Theory Relat. Fields 76, 51--70 (1987; Zbl 0596.60037) Full Text: DOI
Doukhan, P.; Leon, J.; Portal, F. Une mesure de la déviation quadratique d’estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators). (French) Zbl 0599.62043 Ann. Inst. Henri Poincaré, Probab. Stat. 22, 37-66 (1986). Reviewer: A.Berlinet MSC: 62G05 62E20 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 22, 37--66 (1986; Zbl 0599.62043) Full Text: Numdam EuDML
Doukhan, P.; Leon, J. R. Invariance principles for the empirical measure of a mixing sequence and for the local time of Markov processes. (English) Zbl 0594.60040 Geometrical and statistical aspects of probability in Banach spaces, Proc. Conf., Strasbourg/France 1985, Lect. Notes Math. 1193, 4-21 (1986). Reviewer: T.Inglot MSC: 60F17 60F15 60J25 60J55 60J60 PDFBibTeX XML
Doukhan, P.; Leon, J.; Portal, F. Calcul de la vitesse de convergence dans le théorème central limite vis a vis des distances de Prohorov, Dudley et Levy dans le cas de variables aléatoires depéndantes. (Speed of convergence in the central limit theorem with respect to Prokhorov, Dudley and Levy distances in the case of dependent random variables). (French) Zbl 0607.60019 Probab. Math. Stat. 6, 19-27 (1985). MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Probab. Math. Stat. 6, 19--27 (1985; Zbl 0607.60019)
Doukhan, Paul; Leon, José; Portal, Frédéric Speed of convergence in the central limit theorem for mixing Hilbert space valued random variables. (Vitesse de convergence dans le théorème central limite pour des variables aléatoires mélangeantes à valeurs dans un espace de Hilbert.) (French) Zbl 0557.60006 C. R. Acad. Sci., Paris, Sér. I 298, 305-308 (1984). MSC: 60B12 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., C. R. Acad. Sci., Paris, Sér. I 298, 305--308 (1984; Zbl 0557.60006)