Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas Discrete-time trawl processes. (English) Zbl 1488.60243 Stochastic Processes Appl. 129, No. 4, 1326-1348 (2019). MSC: 60K99 60G22 60G52 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stochastic Processes Appl. 129, No. 4, 1326--1348 (2019; Zbl 1488.60243) Full Text: DOI
Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas A nonlinear model for long-memory conditional heteroscedasticity. (English) Zbl 1350.60032 Lith. Math. J. 56, No. 2, 164-188 (2016). MSC: 60F17 60G10 60G22 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Lith. Math. J. 56, No. 2, 164--188 (2016; Zbl 1350.60032) Full Text: DOI arXiv
Doukhan, Paul; Lopes, Silvia; Jakubowski, Adam; Surgailis, Donatas Discrete-time trawl processes with long memory. arXiv:1610.04880 Preprint, arXiv:1610.04880 [math.PR] (2016). MSC: 60G22 60G51 60G99 60K99 BibTeX Cite \textit{P. Doukhan} et al., ``Discrete-time trawl processes with long memory'', Preprint, arXiv:1610.04880 [math.PR] (2016) Full Text: arXiv OA License
Doukhan, Paul (ed.); Lang, Gabriel (ed.); Surgailis, Donatas (ed.); Teyssière, Gilles (ed.) Dependence in probability and statistics. (English) Zbl 1196.60011 Lecture Notes in Statistics 200. Berlin: Springer (ISBN 978-3-642-14103-4/pbk; 978-3-642-14104-1/ebook). xv, 205 p. (2010). MSC: 60-06 62-06 PDFBibTeX XMLCite \textit{P. Doukhan} (ed.) et al., Dependence in probability and statistics. Berlin: Springer (2010; Zbl 1196.60011) Full Text: DOI arXiv
Doukhan, P.; Lang, G.; Surgailis, D. Randomly fractionally integrated processes. (English) Zbl 1144.60026 Lith. Math. J. 47, No. 1, 1-23 (2007); and Liet. Mat. Rink. 47, No. 1, 3-28 (2007). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G10 60F05 60G18 60G12 60G15 60G35 62M20 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Lith. Math. J. 47, No. 1, 1--23 (2007; Zbl 1144.60026) Full Text: DOI HAL
Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. (English) Zbl 1073.60036 J. Theor. Probab. 18, No. 1, 161-186 (2005). Reviewer: Erich Häusler (Gießen) MSC: 60F17 60G18 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Theor. Probab. 18, No. 1, 161--186 (2005; Zbl 1073.60036) Full Text: DOI
Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas Asymptotics of weighted empirical processes of linear fields with long-range dependence. (English) Zbl 1016.60059 Ann. Inst. Henri Poincaré, Probab. Stat. 38, No. 6, 879-896 (2002). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 60G60 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 38, No. 6, 879--896 (2002; Zbl 1016.60059) Full Text: DOI Numdam EuDML
Doukhan, Paul; Surgailis, Donatas Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. (Functional central limit theorem for the empirical process of short memory linear processes.) (English. Abridged French version) Zbl 0948.60012 C. R. Acad. Sci., Paris, Sér. I, Math. 326, No. 1, 87-92 (1998). Reviewer: Y.Wu (North York) MSC: 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{D. Surgailis}, C. R. Acad. Sci., Paris, Sér. I, Math. 326, No. 1, 87--92 (1998; Zbl 0948.60012) Full Text: DOI