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
Truquet, Lionel Strong mixing properties of discrete-valued time series with exogenous covariates. (English) Zbl 07686798 Stochastic Processes Appl. 160, 294-317 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv
Debaly, Zinsou-Max; Truquet, Lionel Multivariate time series models for mixed data. (English) Zbl 07634408 Bernoulli 29, No. 1, 669-695 (2023). MSC: 62Mxx 62Hxx 62Pxx PDFBibTeX XMLCite \textit{Z.-M. Debaly} and \textit{L. Truquet}, Bernoulli 29, No. 1, 669--695 (2023; Zbl 07634408) Full Text: DOI arXiv Link
Debaly, Zinsou Max; Truquet, Lionel Iterations of dependent random maps and exogeneity in nonlinear dynamics. (English) Zbl 1493.62599 Econom. Theory 37, No. 6, 1135-1172 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Econom. Theory 37, No. 6, 1135--1172 (2021; Zbl 1493.62599) Full Text: DOI arXiv
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI
Truquet, Lionel Coupling and perturbation techniques for categorical time series. (English) Zbl 1462.62555 Bernoulli 26, No. 4, 3249-3279 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62H20 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 3249--3279 (2020; Zbl 1462.62555) Full Text: DOI arXiv Euclid
Truquet, Lionel A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092 Bernoulli 26, No. 4, 2876-2906 (2020). MSC: 60J05 62G05 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 2876--2906 (2020; Zbl 1455.60092) Full Text: DOI arXiv Euclid
Fokianos, Konstantinos; Truquet, Lionel On categorical time series models with covariates. (English) Zbl 1431.62370 Stochastic Processes Appl. 129, No. 9, 3446-3462 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62J12 60G10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{L. Truquet}, Stochastic Processes Appl. 129, No. 9, 3446--3462 (2019; Zbl 1431.62370) Full Text: DOI arXiv Link
Truquet, Lionel Local stationarity and time-inhomogeneous Markov chains. (English) Zbl 1429.62372 Ann. Stat. 47, No. 4, 2023-2050 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M05 60J10 62G08 62M10 PDFBibTeX XMLCite \textit{L. Truquet}, Ann. Stat. 47, No. 4, 2023--2050 (2019; Zbl 1429.62372) Full Text: DOI arXiv Euclid
Truquet, Lionel Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models. (English) Zbl 1466.62391 Bernoulli 25, No. 3, 2107-2136 (2019). MSC: 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 25, No. 3, 2107--2136 (2019; Zbl 1466.62391) Full Text: DOI arXiv Euclid
Truquet, Lionel On a family of contrasts for parametric inference in degenerate ARCH models. (English) Zbl 1314.62211 Econom. Theory 30, No. 6, 1165-1206 (2014). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{L. Truquet}, Econom. Theory 30, No. 6, 1165--1206 (2014; Zbl 1314.62211) Full Text: DOI
Truquet, Lionel On a nonparametric resampling scheme for Markov random fields. (English) Zbl 1271.62215 Electron. J. Stat. 5, 1503-1536 (2011). MSC: 62M40 62G08 62G09 PDFBibTeX XMLCite \textit{L. Truquet}, Electron. J. Stat. 5, 1503--1536 (2011; Zbl 1271.62215) Full Text: DOI Euclid
Truquet, Lionel A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields. (English) Zbl 1201.60049 Stat. Probab. Lett. 80, No. 21-22, 1673-1679 (2010). MSC: 60G60 60F99 PDFBibTeX XMLCite \textit{L. Truquet}, Stat. Probab. Lett. 80, No. 21--22, 1673--1679 (2010; Zbl 1201.60049) Full Text: DOI
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