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; Fan, Xiequan; Gao, Zhi-Qiang Cramér moderate deviations for a supercritical Galton-Watson process. (English) Zbl 1510.60021 Stat. Probab. Lett. 192, Article ID 109711, 10 p. (2023). MSC: 60F10 60G42 60E15 62F03 60J80 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 192, Article ID 109711, 10 p. (2023; Zbl 1510.60021) Full Text: DOI arXiv
Bobbia, Benjamin; Doukhan, Paul; Fan, Xiequan Selected topics on weak dependence conditions. (English) Zbl 07709548 Grad. J. Math. 7, No. 2, 76-94 (2022). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{B. Bobbia} et al., Grad. J. Math. 7, No. 2, 76--94 (2022; Zbl 07709548) Full Text: Link
Fan, Xiequan; Alquier, Pierre; Doukhan, Paul Deviation inequalities for stochastic approximation by averaging. (English) Zbl 1502.60055 Stochastic Processes Appl. 152, 452-485 (2022). MSC: 60G42 60J05 60F10 60E15 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 152, 452--485 (2022; Zbl 1502.60055) Full Text: DOI arXiv
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
De la Pena, Victor; Doukhan, Paul; Salhi, Yahia A dynamic Taylor’s law. (English) Zbl 1490.60134 J. Appl. Probab. 59, No. 2, 584-607 (2022). MSC: 60G99 60F05 62P12 PDFBibTeX XMLCite \textit{V. De la Pena} et al., J. Appl. Probab. 59, No. 2, 584--607 (2022; Zbl 1490.60134) 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; 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; 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; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence Comparing the marginal densities of two strictly stationary linear processes. (English) Zbl 1467.62143 Ann. Inst. Stat. Math. 72, No. 6, 1419-1447 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G10 62M07 60G10 62P10 92B25 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Stat. Math. 72, No. 6, 1419--1447 (2020; Zbl 1467.62143) Full Text: DOI
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
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan Exponential inequalities for nonstationary Markov chains. (English) Zbl 1434.60171 Depend. Model. 7, 150-168 (2019). MSC: 60J05 60E15 62M05 62M10 62M20 68Q32 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 7, 150--168 (2019; Zbl 1434.60171) Full Text: DOI arXiv
Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan Deviation inequalities for separately Lipschitz functionals of composition of random functions. (English) Zbl 1479.60041 J. Math. Anal. Appl. 479, No. 2, 1549-1568 (2019). MSC: 60E15 60J10 62M10 PDFBibTeX XMLCite \textit{J. Dedecker} et al., J. Math. Anal. Appl. 479, No. 2, 1549--1568 (2019; Zbl 1479.60041) Full Text: DOI arXiv
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; 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
Bardet, Jean-Marc; Doukhan, Paul Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. (English) Zbl 1403.62155 Electron. J. Stat. 12, No. 2, 2323-2354 (2018). MSC: 62M10 62G05 60F05 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{P. Doukhan}, Electron. J. Stat. 12, No. 2, 2323--2354 (2018; Zbl 1403.62155) Full Text: DOI arXiv Euclid
Doukhan, Paul Stochastic models for time series. (English) Zbl 1401.62007 Mathématiques & Applications (Berlin) 80. Cham: Springer (ISBN 978-3-319-76937-0/pbk; 978-3-319-76938-7/ebook). xx, 308 p. (2018). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 62-02 62M10 60G10 37M10 62M15 62M20 62M05 PDFBibTeX XMLCite \textit{P. Doukhan}, Stochastic models for time series. Cham: Springer (2018; Zbl 1401.62007) Full Text: DOI
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
Doukhan, Paul; Lang, Gabriel Weak dependence of point processes and application to second-order statistics. (English) Zbl 1355.60063 Statistics 50, No. 6, 1221-1235 (2016). MSC: 60G55 60F05 62M30 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{G. Lang}, Statistics 50, No. 6, 1221--1235 (2016; Zbl 1355.60063) Full Text: DOI Link
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; Jakubowski, Adam; Lang, Gabriel Phantom distribution functions for some stationary sequences. (English) Zbl 1337.60049 Extremes 18, No. 4, 697-725 (2015). MSC: 60G10 60G70 60F99 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Extremes 18, No. 4, 697--725 (2015; Zbl 1337.60049) Full Text: DOI arXiv
Doukhan, Paul; Kengne, William Inference and testing for structural change in general Poisson autoregressive models. (English) Zbl 1349.62397 Electron. J. Stat. 9, No. 1, 1267-1314 (2015). MSC: 62M10 62F12 62F10 62F03 62F05 65C60 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{W. Kengne}, Electron. J. Stat. 9, No. 1, 1267--1314 (2015; Zbl 1349.62397) Full Text: DOI arXiv Euclid
Doukhan, Paul Probabilistic and statistical tools for modeling time series. Paper from the 30th Brazilian mathematics colloquium – 30\(^{\text o}\) Colóquio Brasileiro de Matemática, Rio de Janeiro, Brazil, July 26–31, 2015. (English) Zbl 1335.62006 Publicações Matemáticas do IMPA. Rio de Janeiro: Instituto Nacional de Matemática Pura e Aplicada (IMPA) (ISBN 978-85-244-0411-5/pbk). 272 p., open access (2015). Reviewer: Pedro A. Morettin (São Paulo) MSC: 62-06 62M10 60-01 60G10 60G15 62Fxx PDFBibTeX XMLCite \textit{P. Doukhan}, Probabilistic and statistical tools for modeling time series. Paper from the 30th Brazilian mathematics colloquium -- 30\(^{\text o}\) Colóquio Brasileiro de Matemática, Rio de Janeiro, Brazil, July 26--31, 2015. Rio de Janeiro: Instituto Nacional de Matemática Pura e Aplicada (IMPA) (2015; Zbl 1335.62006) Full Text: Link
Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. Strong laws of large numbers in an \(F^{\alpha}\)-scheme. (English) Zbl 1378.60059 Hallin, Marc (ed.) et al., Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20–21, 2013. Cham: Springer (ISBN 978-3-319-12441-4/hbk; 978-3-319-12442-1/ebook). 287-303 (2015). MSC: 60F15 PDFBibTeX XMLCite \textit{P. Doukhan} et al., in: Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20--21, 2013. Cham: Springer. 287--303 (2015; Zbl 1378.60059) Full Text: DOI
Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. (English) Zbl 1282.60052 Extremes 16, No. 2, 147-171 (2013). Reviewer: Allan Gut (Uppsala) MSC: 60G70 60F15 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Extremes 16, No. 2, 147--171 (2013; Zbl 1282.60052) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. (English) Zbl 1464.60029 Stat. Probab. Lett. 83, No. 2, 674-675 (2013). MSC: 60G09 60F17 62G05 62G09 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 2, 674--675 (2013; Zbl 1464.60029) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin On weak dependence conditions: the case of discrete valued processes. (English) Zbl 1254.60036 Stat. Probab. Lett. 82, No. 11, 1941-1948 (2012); corrigendum ibid. 83, No. 2, 674-675 (2013). MSC: 60G09 60F17 62G05 62G09 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 11, 1941--1948 (2012; Zbl 1254.60036) Full Text: DOI
Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence Rates of convergence in the strong invariance principle under projective criteria. (English) Zbl 1245.60040 Electron. J. Probab. 17, Paper No. 16, 31 p. (2012). MSC: 60F17 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Electron. J. Probab. 17, Paper No. 16, 31 p. (2012; Zbl 1245.60040) Full Text: DOI arXiv
Doukhan, Paul; Klesov, Oleg; Lang, Gabriel Rates of convergence in some SLLN under weak dependence conditions. (English) Zbl 1240.60060 Acta Sci. Math. 76, No. 3-4, 683-695 (2010). Reviewer: Josef Steinebach (Köln) MSC: 60F15 60F99 60G10 62G07 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Acta Sci. Math. 76, No. 3--4, 683--695 (2010; Zbl 1240.60060)
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
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, Paul; Mayo, Nathanaël; Truquet, Lionel Weak dependence, models and some applications. (English) Zbl 1433.60017 Metrika 69, No. 2-3, 199-225 (2009). MSC: 60F17 60F05 60G07 60G60 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Metrika 69, No. 2--3, 199--225 (2009; Zbl 1433.60017) Full Text: DOI
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel An empirical central limit theorem with applications to copulas under weak dependence. (English) Zbl 1333.62207 Stat. Inference Stoch. Process. 12, No. 1, 65-87 (2009). MSC: 62M10 62G07 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Inference Stoch. Process. 12, No. 1, 65--87 (2009; Zbl 1333.62207) Full Text: DOI
Doukhan, Paul; Lang, Gabriel Evaluation for moments of a ratio with application to regression estimation. (English) Zbl 1200.62035 Bernoulli 15, No. 4, 1259-1286 (2009). MSC: 62G08 62M09 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{G. Lang}, Bernoulli 15, No. 4, 1259--1286 (2009; Zbl 1200.62035) Full Text: DOI arXiv
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
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
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
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas Dependent Lindeberg central limit theorem and some applications. (English) Zbl 1187.60013 ESAIM, Probab. Stat. 12, 154-172 (2008). MSC: 60F05 62G07 62M10 62G09 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., ESAIM, Probab. Stat. 12, 154--172 (2008; Zbl 1187.60013) Full Text: DOI arXiv EuDML
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, P.; Lang, G.; Louhichi, S.; Ycart, B. A functional central limit theorem for interacting particle systems on transitive graphs. (English) Zbl 1148.60076 Markov Process. Relat. Fields 14, No. 1, 79-114 (2008). MSC: 60K35 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Markov Process. Relat. Fields 14, No. 1, 79--114 (2008; Zbl 1148.60076) Full Text: 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; Madre, Hélène; Rosenbaum, Mathieu Weak dependence for infinite ARCH-type bilinear models. (English) Zbl 1125.62100 Statistics 41, No. 1, 31-45 (2007). MSC: 62M10 60F17 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Statistics 41, No. 1, 31--45 (2007; Zbl 1125.62100) Full Text: DOI HAL
Doukhan, Paul; Truquet, Lionel A fixed point approach to model random fields. (English) Zbl 1140.60029 ALEA, Lat. Am. J. Probab. Math. Stat. 3, 111-132 (2007). Reviewer: Mihai Gradinaru (Rennes) MSC: 60G60 60B12 60F25 60K35 62M40 60B99 60K99 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{L. Truquet}, ALEA, Lat. Am. J. Probab. Math. Stat. 3, 111--132 (2007; Zbl 1140.60029)
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
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; 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
Doukhan, Paul; Teyssière, Gilles; Winant, Pablo A \(\text{LARCH}(\infty)\) vector valued process. (English) Zbl 1113.60038 Bertail, Patrice (ed.) et al., Dependence in probability and statistics. New York, NY: Springer (ISBN 0-387-31741-4/pbk). Lecture Notes in Statistics 187, 245-258 (2006). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G10 60F05 60G12 60G25 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Lect. Notes Stat. 187, 245--258 (2006; Zbl 1113.60038) Full Text: DOI
Coupier, David; Doukhan, Paul; Ycart, Bernard Zero-one laws for binary random fields. (English) Zbl 1104.60017 ALEA, Lat. Am. J. Probab. Math. Stat. 2, 157-175 (2006). MSC: 60F20 60K35 PDFBibTeX XMLCite \textit{D. Coupier} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 2, 157--175 (2006; Zbl 1104.60017) Full Text: arXiv
Doukhan, P.; Latour, A.; Oraichi, D. A simple integer-valued bilinear time series model. (English) Zbl 1096.62082 Adv. Appl. Probab. 38, No. 2, 559-578 (2006). MSC: 62M10 60G10 62E20 62F10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Adv. Appl. Probab. 38, No. 2, 559--578 (2006; Zbl 1096.62082) Full Text: DOI
Bertail, Patrice (ed.); Doukhan, Paul (ed.); Soulier, Philippe (ed.) Dependence in probability and statistics. (English) Zbl 1092.60002 Lecture Notes in Statistics 187. New York, NY: Springer (ISBN 0-387-31741-4/pbk; 0-387-36062-X/ebook). viii, 492 p. (2006). MSC: 60-06 62-06 00B15 PDFBibTeX XMLCite \textit{P. Bertail} (ed.) et al., Dependence in probability and statistics. New York, NY: Springer (2006; Zbl 1092.60002) Full Text: DOI
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; 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
Dedecker, Jérôme; Doukhan, Paul A new covariance inequality and applications. (English) Zbl 1075.60513 Stochastic Processes Appl. 106, No. 1, 63-80 (2003). Reviewer: Zuzana Prášková (Praha) MSC: 60F17 60G10 60G48 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{P. Doukhan}, Stochastic Processes Appl. 106, No. 1, 63--80 (2003; Zbl 1075.60513) Full Text: DOI
Doukhan, Paul; Brandière, Odile Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). (French) Zbl 1039.60013 C. R., Math., Acad. Sci. Paris 337, No. 7, 473-476 (2003). MSC: 60E15 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{O. Brandière}, C. R., Math., Acad. Sci. Paris 337, No. 7, 473--476 (2003; Zbl 1039.60013) Full Text: DOI
Doukhan, Paul Models, inequalities, and limit theorems for stationary sequences. (English) Zbl 1032.62081 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 43-100 (2003). MSC: 62M10 60F05 60G18 PDFBibTeX XMLCite \textit{P. Doukhan}, in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 43--100 (2003; Zbl 1032.62081)
Doukhan, Paul (ed.); Oppenheim, George (ed.); Taqqu, Murad S. (ed.) Theory and applications of long-range dependence. (English) Zbl 1005.00017 Boston, MA: Birkhäuser. x, 716 p. (2003). MSC: 00B15 60-06 62-06 PDFBibTeX XMLCite \textit{P. Doukhan} (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser (2003; Zbl 1005.00017)
Ango Nze, Patrick; Doukhan, Paul Weak dependence: Models and applications. (English) Zbl 1030.60016 Dehling, Herold (ed.) et al., Empirical process techniques for dependent data. Boston, MA: Birkhäuser. 117-136 (2002). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F05 62G07 PDFBibTeX XMLCite \textit{P. Ango Nze} and \textit{P. Doukhan}, in: Empirical process techniques for dependent data. Boston, MA: Birkhäuser. 117--136 (2002; Zbl 1030.60016)
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; Lang, Gabriel Rates in the empirical central limit theorem for stationary weakly dependent random fields. (English) Zbl 1061.60016 Stat. Inference Stoch. Process. 5, No. 2, 199-228 (2002). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F05 60G60 60F17 60G10 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{G. Lang}, Stat. Inference Stoch. Process. 5, No. 2, 199--228 (2002; Zbl 1061.60016) Full Text: DOI
Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul Weak dependence beyond mixing and asymptotics for nonparametric regression. (English) Zbl 1012.62037 Ann. Stat. 30, No. 2, 397-430 (2002). MSC: 62G08 62M10 60F05 PDFBibTeX XMLCite \textit{P. Ango Nze} et al., Ann. Stat. 30, No. 2, 397--430 (2002; Zbl 1012.62037) Full Text: DOI
Coulon-Prieur, Clémentine; Doukhan, Paul A triangular central limit theorem under a new weak dependence condition. (English) Zbl 0956.60006 Stat. Probab. Lett. 47, No. 1, 61-68 (2000). Reviewer: Birute Kryžienė (Vilnius) MSC: 60F05 60F17 60G10 60G99 60E15 PDFBibTeX XMLCite \textit{C. Coulon-Prieur} and \textit{P. Doukhan}, Stat. Probab. Lett. 47, No. 1, 61--68 (2000; Zbl 0956.60006) Full Text: DOI
Doukhan, P.; Louhichi, S. A new weak dependence condition and applications to moment inequalities. (English) Zbl 0996.60020 Stochastic Processes Appl. 84, No. 2, 313-342 (1999). Reviewer: Zuzana Prášková (Praha) MSC: 60E15 60F17 60G10 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{S. Louhichi}, Stochastic Processes Appl. 84, No. 2, 313--342 (1999; Zbl 0996.60020) Full Text: DOI
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)
Ango Nze, P.; Doukhan, P. Functional estimation for time series: Uniform convergence properties. (English) Zbl 0951.62074 J. Stat. Plann. Inference 68, No. 1, 5-29 (1998). Reviewer: T.Cipra (Praha) MSC: 62M10 62G08 62G05 62J02 60G10 PDFBibTeX XMLCite \textit{P. Ango Nze} and \textit{P. Doukhan}, J. Stat. Plann. Inference 68, No. 1, 5--29 (1998; Zbl 0951.62074) Full Text: DOI
Doukhan, Paul An overview on weak dependence of stationary sequences. (English) Zbl 0927.60007 Acta Cient. Venez. 49, No. 2, 78-93 (1998). Reviewer: K.-i.Yoshihara (Tokyo) MSC: 60-02 60F05 62G05 PDFBibTeX XMLCite \textit{P. Doukhan}, Acta Cient. Venez. 49, No. 2, 78--93 (1998; Zbl 0927.60007)
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
Doukhan, P.; Gamboa, F. Superresolution rates in Prokhorov metric. (English) Zbl 0861.60005 Can. J. Math. 48, No. 2, 316-329 (1996). MSC: 60A10 43A07 62A01 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{F. Gamboa}, Can. J. Math. 48, No. 2, 316--329 (1996; Zbl 0861.60005) Full Text: DOI
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
Ango Nze, P.; Doukhan, P. Functional estimation for time series. I: Quadratic convergence properties. (English) Zbl 0893.62024 Math. Methods Stat. 5, No. 4, 404-423 (1996). MSC: 62G07 62M10 62J02 60G10 60G99 62G20 PDFBibTeX XMLCite \textit{P. Ango Nze} and \textit{P. Doukhan}, Math. Methods Stat. 5, No. 4, 404--423 (1996; Zbl 0893.62024)
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; Massart, Pascal; Rio, Emmanuel Invariance principles for absolutely regular empirical processes. (English) Zbl 0817.60028 Ann. Inst. Henri Poincaré, Probab. Stat. 31, No. 2, 393-427 (1995). Reviewer: K.-i.Yoshihara (Yokohama) MSC: 60F17 62G99 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 31, No. 2, 393--427 (1995; Zbl 0817.60028) Full Text: Numdam EuDML
Doukhan, Paul; Gamboa, Fabrice Superresolution rates in Prokhorov metric. (Vitesses de superrésolution en distance de Prokhorov.) (French. Abridged English version) Zbl 0803.60003 C. R. Acad. Sci., Paris, Sér. I 318, No. 12, 1143-1148 (1994). MSC: 60B05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{F. Gamboa}, C. R. Acad. Sci., Paris, Sér. I 318, No. 12, 1143--1148 (1994; Zbl 0803.60003)
Doukhan, Paul Mixing: Properties and examples. (English) Zbl 0801.60027 Lecture Notes in Statistics (Springer). 85. New York: Springer-Verlag. xii, 142 p. (1994). Reviewer: D.Tasche (Berlin) MSC: 60G05 60F05 60-02 60F10 PDFBibTeX XMLCite \textit{P. Doukhan}, Mixing: Properties and examples. New York: Springer-Verlag (1994; Zbl 0801.60027)
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel The functional central limit theorem for strongly mixing processes. (English) Zbl 0790.60037 Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 1, 63-82 (1994). MSC: 60F17 62G99 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 1, 63--82 (1994; Zbl 0790.60037) Full Text: Numdam EuDML
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)
Ango Nze, Patrick; Doukhan, Paul Functional estimation for mixing time series. (Estimation fonctionnelle de séries temporelles mélangeantes.) (French) Zbl 0779.62072 C. R. Acad. Sci., Paris, Sér. I 317, No. 4, 405-408 (1993). MSC: 62M10 62M09 62G07 62G20 60G10 PDFBibTeX XMLCite \textit{P. Ango Nze} and \textit{P. Doukhan}, C. R. Acad. Sci., Paris, Sér. I 317, No. 4, 405--408 (1993; Zbl 0779.62072)
Doukhan, Paul; Guyon, Xavier Mixing of linear spatial random fields. (Mélange pour des processus linéaires spatiaux.) (French) Zbl 0734.60054 C. R. Acad. Sci., Paris, Sér. I 313, No. 7, 465-470 (1991). MSC: 60G60 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{X. Guyon}, C. R. Acad. Sci., Paris, Sér. I 313, No. 7, 465--470 (1991; Zbl 0734.60054)
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)
Bulinskii, Alexandre V.; Doukhan, Paul Vitesse de convergence dans le théorème de limite centrale pour des champs mélangeants satisfaisant des hypothèses de moment faibles. (Rates in the central limit theorem for mixing random fields satisfying low moment assumptions). (French) Zbl 0719.60020 C. R. Acad. Sci., Paris, Sér. I 311, No. 12, 801-805 (1990). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{A. V. Bulinskii} and \textit{P. Doukhan}, C. R. Acad. Sci., Paris, Sér. I 311, No. 12, 801--805 (1990; Zbl 0719.60020)
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)
Bulinskii, Alexandre; Doukhan, Paul Inégalités de mélange fort utilisant des normes d’Orlicz. (Strong mixing moment inequalities using Orlicz norms). (French) Zbl 0659.60009 C. R. Acad. Sci., Paris, Sér. I 305, 827-830 (1987). MSC: 60B05 60E15 PDFBibTeX XMLCite \textit{A. Bulinskii} and \textit{P. Doukhan}, C. R. Acad. Sci., Paris, Sér. I 305, 827--830 (1987; Zbl 0659.60009)
Doukhan, Paul; Portal, Frederic Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). (French) Zbl 0651.60042 Probab. Math. Stat. 8, 117-132 (1987). Reviewer: B.L.S.Prakasa Rao MSC: 60F17 60G15 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{F. Portal}, Probab. Math. Stat. 8, 117--132 (1987; Zbl 0651.60042)
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, Paul Fonctions d’Hermite et statistiques des processus melangeants. (Hermite functions and statistics of mixing processes). (French) Zbl 0613.62050 Cah. Cent. Étud. Rech. Opér. 28, 99-115 (1986). Reviewer: U.Stadtmüller MSC: 62G05 33C45 60F05 PDFBibTeX XMLCite \textit{P. Doukhan}, Cah. Cent. Étud. Rech. Opér. 28, 99--115 (1986; Zbl 0613.62050)
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)
Doukhan, Paul; Portal, Frédéric Moments de variables aléatoires mélangeantes. (English) Zbl 0544.62022 C. R. Acad. Sci., Paris, Sér. I 297, 129-132 (1983). Reviewer: E.Slud MSC: 62E99 60E15 62G30 62G05 60G12 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{F. Portal}, C. R. Acad. Sci., Paris, Sér. I 297, 129--132 (1983; Zbl 0544.62022)
Doukhan, Paul; Portal, Frederic Principe d’invariance faible avec vitesse pour un processus empirique dans un cadre multidimensionnel et fortement melangeant. (French) Zbl 0529.60029 C. R. Acad. Sci., Paris, Sér. I 297, 505-508 (1983). MSC: 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{F. Portal}, C. R. Acad. Sci., Paris, Sér. I 297, 505--508 (1983; Zbl 0529.60029)
Doukhan, Paul; Ghindes, Marcel Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. (French) Zbl 0433.60069 C. R. Acad. Sci., Paris, Sér. A 290, 921-923 (1980). MSC: 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. Ghindes}, C. R. Acad. Sci., Paris, Sér. A 290, 921--923 (1980; Zbl 0433.60069)