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
Doukhan, Paul; Wintenberger, Olivier Weakly dependent chains with infinite memory. (English) Zbl 1166.60031 Stochastic Processes Appl. 118, No. 11, 1997-2013 (2008). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G99 62M10 91B62 60K35 60F05 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{O. Wintenberger}, Stochastic Processes Appl. 118, No. 11, 1997--2013 (2008; Zbl 1166.60031) Full Text: DOI arXiv
Doukhan, Paul; Wintenberger, Olivier An invariance principle for weakly dependent stationary general models. (English) Zbl 1124.60031 Probab. Math. Stat. 27, No. 1, 45-73 (2007). MSC: 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{O. Wintenberger}, Probab. Math. Stat. 27, No. 1, 45--73 (2007; Zbl 1124.60031) Full Text: arXiv