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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; 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
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