Bertin, Karine; Klutchnikoff, Nicolas; Léon, Jose R.; Prieur, Clémentine Adaptive density estimation on bounded domains under mixing conditions. (English) Zbl 1442.62076 Electron. J. Stat. 14, No. 1, 2198-2237 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G07 62H12 60G10 62P10 92D50 PDFBibTeX XMLCite \textit{K. Bertin} et al., Electron. J. Stat. 14, No. 1, 2198--2237 (2020; Zbl 1442.62076) Full Text: DOI Euclid
Dalmao, Federico; León, José R.; Mordecki, Ernesto; Mourareau, Stéphane Asymptotic normality of high level-large time crossings of a Gaussian process. (English) Zbl 1486.60042 Stochastic Processes Appl. 129, No. 4, 1349-1370 (2019). Reviewer: Dongsheng Tu (Kingston) MSC: 60F05 60G15 PDFBibTeX XMLCite \textit{F. Dalmao} et al., Stochastic Processes Appl. 129, No. 4, 1349--1370 (2019; Zbl 1486.60042) Full Text: DOI arXiv
León, José R.; Samson, Adeline Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate. (English) Zbl 1406.92087 Ann. Appl. Probab. 28, No. 4, 2243-2274 (2018). MSC: 92C20 62G05 60H30 60J60 62P10 PDFBibTeX XMLCite \textit{J. R. León} and \textit{A. Samson}, Ann. Appl. Probab. 28, No. 4, 2243--2274 (2018; Zbl 1406.92087) Full Text: DOI Euclid
Cattiaux, Patrick; León, José R.; Prieur, Clémentine Invariant density estimation for a reflected diffusion using an Euler scheme. (English) Zbl 1370.60132 Monte Carlo Methods Appl. 23, No. 2, 71-88 (2017). MSC: 60J60 60H35 60H10 62G05 37A25 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Monte Carlo Methods Appl. 23, No. 2, 71--88 (2017; Zbl 1370.60132) Full Text: DOI Link
Cattiaux, Patrick; León, José R.; Prieur, Clémentine Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term. (English) Zbl 1343.62047 Ann. Appl. Probab. 26, No. 3, 1581-1619 (2016). MSC: 62M05 60H10 60F05 62G07 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Ann. Appl. Probab. 26, No. 3, 1581--1619 (2016; Zbl 1343.62047) Full Text: DOI arXiv Euclid
Cattiaux, P.; León, José R.; Prieur, C. Recursive estimation for stochastic damping Hamiltonian systems. (English) Zbl 1326.62083 J. Nonparametric Stat. 27, No. 3, 401-424 (2015). MSC: 62G07 60H10 60F05 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., J. Nonparametric Stat. 27, No. 3, 401--424 (2015; Zbl 1326.62083) Full Text: DOI HAL
Cattiaux, Patrick; León, José R.; Prieur, Clémentine Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density. (English) Zbl 1279.62082 Stochastic Processes Appl. 124, No. 3, 1236-1260 (2014). MSC: 62G07 60H10 60F05 62M05 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Stochastic Processes Appl. 124, No. 3, 1236--1260 (2014; Zbl 1279.62082) Full Text: DOI
Flores, Elvia; León, José R. Deviation of order \(p\) for estimators of the variance in first-order stochastic differential equation (SDE). (English) Zbl 1283.60036 Statistics 44, No. 5, 431-454 (2010). MSC: 60F05 60F25 60J60 60H05 62M02 62M05 PDFBibTeX XMLCite \textit{E. Flores} and \textit{J. R. León}, Statistics 44, No. 5, 431--454 (2010; Zbl 1283.60036) Full Text: DOI
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
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
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, 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
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