Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph Spectral estimation for non-linear long range dependent discrete time trawl processes. (English) Zbl 1451.62099 Electron. J. Stat. 14, No. 2, 3157-3191 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62M15 62F12 60K35 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Electron. J. Stat. 14, No. 2, 3157--3191 (2020; Zbl 1451.62099) Full Text: DOI arXiv Euclid
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia A class of random field memory models for mortality forecasting. (English) Zbl 1422.62309 Insur. Math. Econ. 77, 97-110 (2017). MSC: 62P05 62M40 62F12 91B30 60G60 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Insur. Math. Econ. 77, 97--110 (2017; Zbl 1422.62309) Full Text: DOI HAL