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
Mikosch, Thomas; Wintenberger, Olivier A large deviations approach to limit theory for heavy-tailed time series. (English) Zbl 1350.60024 Probab. Theory Relat. Fields 166, No. 1-2, 233-269 (2016). Reviewer: Seenith Sivasundaram (Daytona Beach) MSC: 60F10 60F05 60G50 60G70 60G55 62M10 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 166, No. 1--2, 233--269 (2016; Zbl 1350.60024) Full Text: DOI arXiv
Mikosch, Thomas; Wintenberger, Olivier The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains. (English) Zbl 1304.60034 Probab. Theory Relat. Fields 159, No. 1-2, 157-196 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60F10 60J05 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 159, No. 1--2, 157--196 (2014; Zbl 1304.60034) Full Text: DOI arXiv
Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier Prediction of time series by statistical learning: general losses and fast rates. (English) Zbl 06297673 Depend. Model. 1, 65-93 (2013). MSC: 62M20 60G25 62M10 62P20 68Q32 68T05 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 1, 65--93 (2013; Zbl 06297673) Full Text: DOI arXiv
Mikosch, Thomas; Wintenberger, Olivier Precise large deviations for dependent regularly varying sequences. (English) Zbl 1276.60029 Probab. Theory Relat. Fields 156, No. 3-4, 851-887 (2013). MSC: 60F10 60J05 60G70 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 156, No. 3--4, 851--887 (2013; Zbl 1276.60029) Full Text: DOI arXiv
Bardet, Jean-Marc; Kengne, William; Wintenberger, Olivier Multiple breaks detection in general causal time series using penalized quasi-likelihood. (English) Zbl 1337.62210 Electron. J. Stat. 6, 435-477 (2012). MSC: 62M07 62M10 62F12 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Electron. J. Stat. 6, 435--477 (2012; Zbl 1337.62210) Full Text: DOI Euclid
Alquier, Pierre; Wintenberger, Olivier Model selection for weakly dependent time series forecasting. (English) Zbl 1243.62117 Bernoulli 18, No. 3, 883-913 (2012). MSC: 62M20 62M10 60E15 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{O. Wintenberger}, Bernoulli 18, No. 3, 883--913 (2012; Zbl 1243.62117) Full Text: DOI arXiv Euclid
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier Stable limits for sums of dependent infinite variance random variables. (English) Zbl 1231.60017 Probab. Theory Relat. Fields 150, No. 3-4, 337-372 (2011). Reviewer: Pavel Gapeev (London) MSC: 60F05 60G52 60G70 PDFBibTeX XMLCite \textit{K. Bartkiewicz} et al., Probab. Theory Relat. Fields 150, No. 3--4, 337--372 (2011; Zbl 1231.60017) Full Text: DOI arXiv
Gannaz, Irène; Wintenberger, Olivier Adaptive density estimation under weak dependence. (English) Zbl 1209.62056 ESAIM, Probab. Stat. 14, 151-172 (2010). MSC: 62G07 62G20 62M10 42C40 65C60 PDFBibTeX XMLCite \textit{I. Gannaz} and \textit{O. Wintenberger}, ESAIM, Probab. Stat. 14, 151--172 (2010; Zbl 1209.62056) Full Text: DOI arXiv EuDML
Bardet, Jean-Marc; Wintenberger, Olivier Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. (English) Zbl 1173.62063 Ann. Stat. 37, No. 5B, 2730-2759 (2009). MSC: 62M10 62F12 62H12 62G05 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{O. Wintenberger}, Ann. Stat. 37, No. 5B, 2730--2759 (2009; Zbl 1173.62063) Full Text: DOI arXiv
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