Doukhan, Paul; Neumann, Michael H.; Truquet, Lionel Stationarity and ergodic properties for some observation-driven models in random environments. (English) Zbl 07791532 Ann. Appl. Probab. 33, No. 6B, 5145-5170 (2023). MSC: 60K37 62M10 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Appl. Probab. 33, No. 6B, 5145--5170 (2023; Zbl 07791532) Full Text: DOI arXiv
Doukhan, Paul; Leucht, Anne; Neumann, Michael H. Mixing properties of non-stationary INGARCH(1, 1) processes. (English) Zbl 07467737 Bernoulli 28, No. 1, 663-688 (2022). MSC: 62Mxx 62Fxx 60Fxx PDFBibTeX XMLCite \textit{P. Doukhan} et al., Bernoulli 28, No. 1, 663--688 (2022; Zbl 07467737) Full Text: DOI arXiv Link
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. Mixing properties of integer-valued GARCH processes. (English) Zbl 1464.62380 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401-420 (2021). MSC: 62M10 60J10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401--420 (2021; Zbl 1464.62380) Full Text: Link
Doukhan, Paul; Neumann, Michael H. Absolute regularity of semi-contractive GARCH-type processes. (English) Zbl 1418.60029 J. Appl. Probab. 56, No. 1, 91-115 (2019). MSC: 60G10 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, J. Appl. Probab. 56, No. 1, 91--115 (2019; Zbl 1418.60029) Full Text: DOI arXiv
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. Dependent wild bootstrap for the empirical process. (English) Zbl 1325.62065 J. Time Ser. Anal. 36, No. 3, 290-314 (2015). MSC: 62F40 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 36, No. 3, 290--314 (2015; Zbl 1325.62065) Full Text: DOI Link
Doukhan, Paul; Neumann, Michael H. The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. (English) Zbl 1189.60043 Probab. Surv. 5, 146-168 (2008). MSC: 60E15 62E99 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, Probab. Surv. 5, 146--168 (2008; Zbl 1189.60043) Full Text: DOI arXiv EuDML
Doukhan, Paul; Neumann, Michael H. Probability and moment inequalities for sums of weakly dependent random variables, with applications. (English) Zbl 1117.60018 Stochastic Processes Appl. 117, No. 7, 878-903 (2007). MSC: 60E15 62E99 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, Stochastic Processes Appl. 117, No. 7, 878--903 (2007; Zbl 1117.60018) Full Text: DOI HAL