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
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; Bertin, Karine; Doukhan, Paul; Garnier, Rémy High-dimensional VAR with low-rank transition. (English) Zbl 1448.62130 Stat. Comput. 30, No. 4, 1139-1153 (2020). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Stat. Comput. 30, No. 4, 1139--1153 (2020; Zbl 1448.62130) Full Text: DOI arXiv
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid
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
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
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
Bahamonde, Natalia; Doukhan, Paul Spectral estimation in the presence of missing data. (English) Zbl 1411.62249 Theory Probab. Math. Stat. 95, 59-79 (2017) and Teor. Jmovirn. Mat. Stat. 95, 55-74 (2016). MSC: 62M10 62M15 62F12 PDFBibTeX XMLCite \textit{N. Bahamonde} and \textit{P. Doukhan}, Theory Probab. Math. Stat. 95, 59--79 (2017; Zbl 1411.62249) 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
Li, Xiaoyin; Doukhan, Paul; Feugeas, Jean-Paul Statistical inference for DNA sequences of promoters: a non-stationary qualitative model. (English) Zbl 1369.62296 Statistics 51, No. 1, 154-166 (2017). MSC: 62P10 62M10 62G10 62G20 92D20 PDFBibTeX XMLCite \textit{X. Li} et al., Statistics 51, No. 1, 154--166 (2017; Zbl 1369.62296) Full Text: DOI
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; 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, P.; Pommeret, D.; Reboul, L. Data driven smooth test of comparison for dependent sequences. (English) Zbl 1328.62263 J. Multivariate Anal. 139, 147-165 (2015). MSC: 62G10 62E20 62M07 62M10 62P05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Multivariate Anal. 139, 147--165 (2015; Zbl 1328.62263) Full Text: DOI
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
Douc, R.; Doukhan, P.; Moulines, E. Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. (English) Zbl 1285.62104 Stochastic Processes Appl. 123, No. 7, 2620-2647 (2013). MSC: 62M10 62B10 62F10 PDFBibTeX XMLCite \textit{R. Douc} et al., Stochastic Processes Appl. 123, No. 7, 2620--2647 (2013; Zbl 1285.62104) Full Text: DOI arXiv
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100 Stat. Probab. Lett. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 8, 1926--1927 (2013; Zbl 1412.62100) 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 Comments on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62166 Test 21, No. 3, 447-450 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{P. Doukhan}, Test 21, No. 3, 447--450 (2012; Zbl 1362.62166) 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
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109 Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 5, 942--948 (2012; Zbl 1241.62109) Full Text: DOI
Alquier, Pierre; Doukhan, Paul Sparsity considerations for dependent variables. (English) Zbl 1274.62462 Electron. J. Stat. 5, 750-774 (2011). MSC: 62J07 62M10 62J05 62G07 62G08 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{P. Doukhan}, Electron. J. Stat. 5, 750--774 (2011; Zbl 1274.62462) Full Text: DOI arXiv Euclid
Doukhan, Paul; Prohl, Silika; Robert, Christian Y. Rejoinder on: Subsampling weakly dependent time series and application to extremes. (English) Zbl 1367.62253 Test 20, No. 3, 499-502 (2011). MSC: 62M10 62G30 62G32 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Test 20, No. 3, 499--502 (2011; Zbl 1367.62253) Full Text: DOI
Doukhan, Paul; Prohl, Silika; Robert, Christian Y. Subsampling weakly dependent time series and application to extremes. (English) Zbl 1274.62586 Test 20, No. 3, 447-479 (2011). MSC: 62M10 62G30 62G32 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Test 20, No. 3, 447--479 (2011; Zbl 1274.62586) Full Text: DOI arXiv
Doukhan, Paul (ed.) Editorial (Special Issue: Statistics on Dependent Data). (English) Zbl 1279.00046 Statistics 45, No. 1, 1-2 (2011). MSC: 00B25 62-06 PDFBibTeX XMLCite \textit{P. Doukhan} (ed.), Statistics 45, No. 1, 1--2 (2011; Zbl 1279.00046) Full Text: DOI
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.; 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)
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, 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
Nze, Patrick Ango; Doukhan, Paul Weak dependence: models and applications to econometrics. (English) Zbl 1069.62070 Econom. Theory 20, No. 6, 995-1045 (2004). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{P. A. Nze} and \textit{P. Doukhan}, Econom. Theory 20, No. 6, 995--1045 (2004; Zbl 1069.62070) Full Text: DOI
Doukhan, Paul; Brandière, Odile Dependent noise for stochastic algorithms. (English) Zbl 1067.62085 Probab. Math. Stat. 24, No. 2, 381-399 (2004). MSC: 62L20 62J05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{O. Brandière}, Probab. Math. Stat. 24, No. 2, 381--399 (2004; Zbl 1067.62085)
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
Doukhan, Paul; Khezour, Abdelali; Lang, Gabriel Nonparametric estimation for long-range dependent sequences. (English) Zbl 1029.62035 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 303-311 (2003). MSC: 62G07 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{P. Doukhan} et al., in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 303--311 (2003; Zbl 1029.62035)
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)
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
Doukhan, Paul; Louhichi, Sana Functional estimation of a density under a new weak dependence condition. (English) Zbl 0973.62030 Scand. J. Stat. 28, No. 2, 325-341 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62G07 62M10 62G20 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{S. Louhichi}, Scand. J. Stat. 28, No. 2, 325--341 (2001; Zbl 0973.62030) Full Text: DOI
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; Louhichi, Sana Functional estimation of a density under a weak dependence condition. (Estimation de la densité d’une suite faiblement dépendante.) (French) Zbl 0919.62029 C. R. Acad. Sci., Paris, Sér. I, Math. 327, No. 12, 989-992 (1998). MSC: 62G07 62M99 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{S. Louhichi}, C. R. Acad. Sci., Paris, Sér. I, Math. 327, No. 12, 989--992 (1998; Zbl 0919.62029) 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
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; 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; 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, P.; Tsybakov, A. B. Nonparametric recursive estimation in nonlinear ARX-models. (English. Russian original) Zbl 0804.62041 Probl. Inf. Transm. 29, No. 4, 318-327 (1993); translation from Probl. Pereda. Inf. 29, No. 4, 24-34 (1993). MSC: 62G07 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{A. B. Tsybakov}, Probl. Inf. Transm. 29, No. 4, 1 (1993; Zbl 0804.62041); translation from Probl. Pereda. Inf. 29, No. 4, 24--34 (1993)
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; Gassiat, Elisabeth Quadratic deviation of penalized mean squares regression estimates. (English) Zbl 0799.62041 J. Multivariate Anal. 41, No. 1, 89-101 (1992). Reviewer: E.Khmaladze (Moskva) MSC: 62G10 62G20 62G07 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{E. Gassiat}, J. Multivariate Anal. 41, No. 1, 89--101 (1992; Zbl 0799.62041) Full Text: DOI
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)
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.; 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 Nonparametric estimation for mixing random sequences. (English) Zbl 0964.62503 Acta Cient. Venez. 38, No. 5-6, 585-590 (1987). Reviewer: Friedrich Liese (Rostock) MSC: 62G07 62G08 PDFBibTeX XMLCite \textit{P. Doukhan}, Acta Cient. Venez. 38, 585--590 (1987; Zbl 0964.62503)
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.; Portal, F. Une mesure de la déviation quadratique d’estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators). (French) Zbl 0599.62043 Ann. Inst. Henri Poincaré, Probab. Stat. 22, 37-66 (1986). Reviewer: A.Berlinet MSC: 62G05 62E20 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 22, 37--66 (1986; Zbl 0599.62043) Full Text: Numdam EuDML
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)
Collomb, Gerard; Doukhan, Paul Estimation non paramètrique de la fonction d’autoregression d’un processus stationnaire et phi melangeant: risques quadratiques pour la méthode du noyau. (French) Zbl 0529.62037 C. R. Acad. Sci., Paris, Sér. I 296, 859-862 (1983). MSC: 62G05 62M10 PDFBibTeX XMLCite \textit{G. Collomb} and \textit{P. Doukhan}, C. R. Acad. Sci., Paris, Sér. I 296, 859--862 (1983; Zbl 0529.62037)
Doukhan, Paul; Ghindes, Marcel Estimation de la transition de probabilité d’une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d’ordre 1. (French) Zbl 0515.62037 Stochastic Processes Appl. 15, 271-293 (1983). MSC: 62G05 62M05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. Ghindes}, Stochastic Processes Appl. 15, 271--293 (1983; Zbl 0515.62037) Full Text: DOI
Doukhan, Paul Simulation in the general first order autoregressive process (unidimensional normal case). (English) Zbl 0503.62085 Specifying statistical models, Proc. 2nd Franco-Belgian Meet. Stat., Louvain-la-Neuve/Belg. 1981, Lect. Notes Stat. 16, 50-68 (1983). MSC: 62M10 62G05 65C99 65C05 PDFBibTeX XML
Doukhan, Paul; Ghindes, Marcel Estimations dans le processus “\(X_{n+1}=f(X_ n)+\varepsilon_n\)”. (French) Zbl 0461.62070 C. R. Acad. Sci., Paris, Sér. A 291, 61-64 (1980). MSC: 62M05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. Ghindes}, C. R. Acad. Sci., Paris, Sér. A 291, 61--64 (1980; Zbl 0461.62070)