Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey Variance reduction for dependent sequences with applications to stochastic gradient MCMC. (English) Zbl 1478.60206 SIAM/ASA J. Uncertain. Quantif. 9, 507-535 (2021). MSC: 60J20 65C40 PDFBibTeX XMLCite \textit{D. Belomestny} et al., SIAM/ASA J. Uncertain. Quantif. 9, 507--535 (2021; Zbl 1478.60206) Full Text: DOI arXiv
Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. (English) Zbl 1334.62050 Electron. J. Stat. 9, No. 2, 3120-3145 (2015). MSC: 62G07 45Q05 62M05 60G10 PDFBibTeX XMLCite \textit{P. Ilhe} et al., Electron. J. Stat. 9, No. 2, 3120--3145 (2015; Zbl 1334.62050) Full Text: DOI arXiv Euclid
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
Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. (English) Zbl 1290.62082 J. Time Ser. Anal. 32, No. 2, 135-156 (2011). MSC: 62M10 60G15 60F05 62M09 62G35 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., J. Time Ser. Anal. 32, No. 2, 135--156 (2011; Zbl 1290.62082) Full Text: DOI arXiv Link
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. Large sample behaviour of some well-known robust estimators under long-range dependence. (English) Zbl 1291.62108 Statistics 45, No. 1, 59-71 (2011). MSC: 62G35 62G20 60G10 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., Statistics 45, No. 1, 59--71 (2011; Zbl 1291.62108) Full Text: DOI Link
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. On the properties of the periodogram of a stationary long-memory process over different epochs with applications. (English) Zbl 1224.62078 J. Time Ser. Anal. 31, No. 1, 20-36 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M15 65T50 62M10 60G10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Time Ser. Anal. 31, No. 1, 20--36 (2010; Zbl 1224.62078) Full Text: DOI
Douc, R.; Fort, G.; Moulines, E.; Priouret, P. Forgetting the initial distribution for hidden Markov models. (English) Zbl 1159.93357 Stochastic Processes Appl. 119, No. 4, 1235-1256 (2009). MSC: 93E11 60B10 60G35 PDFBibTeX XMLCite \textit{R. Douc} et al., Stochastic Processes Appl. 119, No. 4, 1235--1256 (2009; Zbl 1159.93357) Full Text: DOI arXiv
Moulines, Eric; Priouret, Pierre; Roueff, François On recursive estimation for time varying autoregressive processes. (English) Zbl 1084.62089 Ann. Stat. 33, No. 6, 2610-2654 (2005). MSC: 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{E. Moulines} et al., Ann. Stat. 33, No. 6, 2610--2654 (2005; Zbl 1084.62089) Full Text: DOI arXiv
Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. Quantitative bounds on convergence of time-inhomogeneous Markov chains. (English) Zbl 1072.60059 Ann. Appl. Probab. 14, No. 4, 1643-1665 (2004). Reviewer: Xianping Guo (Guangzhou) MSC: 60J27 60J22 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Appl. Probab. 14, No. 4, 1643--1665 (2004; Zbl 1072.60059) Full Text: DOI arXiv Euclid
Fort, G.; Moulines, E. Polynomial ergodicity of Markov transition kernels. (English) Zbl 1075.60547 Stochastic Processes Appl. 103, No. 1, 57-99 (2003). Reviewer: Jan Seidler (Praha) MSC: 60J10 60J22 65C40 PDFBibTeX XMLCite \textit{G. Fort} and \textit{E. Moulines}, Stochastic Processes Appl. 103, No. 1, 57--99 (2003; Zbl 1075.60547) Full Text: DOI
Delyon, Bernard; Lavielle, Marc; Moulines, Eric Convergence of a stochastic approximation version of the EM algorithm. (English) Zbl 0932.62094 Ann. Stat. 27, No. 1, 94-128 (1999). MSC: 62L20 65C60 62F10 62M30 PDFBibTeX XMLCite \textit{B. Delyon} et al., Ann. Stat. 27, No. 1, 94--128 (1999; Zbl 0932.62094) Full Text: DOI