Edit Profile (opens in new tab) Doukhan, Paul Co-Author Distance Author ID: doukhan.paul Published as: Doukhan, Paul; Doukhan, P. Homepage: https://doukhan.u-cergy.fr/ External Links: MGP · dblp · GND · IdRef · theses.fr Documents Indexed: 118 Publications since 1980, including 4 Books and 3 Additional arXiv Preprints 4 Contributions as Editor Biographic References: 1 Publication Co-Authors: 77 Co-Authors with 111 Joint Publications 1,491 Co-Co-Authors all top 5 Co-Authors 11 single-authored 17 León, José Rafael R. 15 Lang, Gabriel 8 Surgailis, Donatas 7 Neumann, Michael H. 7 Portal, Frederic 6 Ango Nze, Patrick 6 Bardet, Jean-Marc 6 Fokianos, Konstantinos 5 Fan, Xiequan 5 Louhichi, Sana 4 Alquier, Pierre 4 Dedecker, Jérôme 4 Wintenberger, Olivier 3 Ghindes, Marcel 3 Jakubowski, Adam 3 Klesov, Oleg I. 3 Li, Xiaoyin 3 Pommeret, Denys 3 Rynkiewicz, Joseph 3 Tjøstheim, Dag B. 3 Truquet, Lionel 2 Brandière, Odile 2 Bulinskiĭ, Aleksandr Vadimovich 2 Gamboa, Fabrice 2 Leucht, Anne 2 Lopes, Sílvia R. C. 2 Massart, Pascal 2 Prohl, Silika 2 Reboul, Laurence 2 Rio, Emmanuel 2 Robert, Christian-Yann 2 Salhi, Yahia 2 Soulier, Philippe 2 Steinebach, Josef G. 2 Teyssière, Gilles 2 Ycart, Bernard 1 Bahamonde, Natalia 1 Ben Hariz, Samir 1 Bertail, Patrice 1 Bertin, Karine 1 Bobbia, Benjamin 1 Bühlmann, Peter 1 Collomb, Gerard 1 Coulon-Prieur, Clémentine 1 Coupier, David 1 de la Peña, Victor H. 1 Douc, Randal 1 Fermanian, Jean-David 1 Feugeas, Jean-Paul 1 Gao, Zhiqiang 1 Garnier, Rémy 1 Gassiat, Elisabeth 1 Gómez, José Gregorio 1 Grublyt, Ieva 1 Grublytė, Ieva 1 Guyon, Xavier 1 Jakubowicz, Jérémie 1 Kengne, William Charky 1 Khan, Naushad Mamode 1 Khezour, Abdelali 1 Latour, Alain 1 Madre, Hélène 1 Mayo, Nathanaël 1 Merlevède, Florence 1 Moulines, Eric 1 Oppenheim, George 1 Oraichi, Driss 1 Pakes, Anthony G. 1 Prieur, Clémentine 1 Ragache, Nicolas 1 Rosenbaum, Mathieu 1 Roueff, François 1 Støve, Bård 1 Taqqu, Murad S. 1 Tsybakov, Alexandre B. 1 Viano, Marie-Claude 1 Winant, Pablo E. all top 5 Serials 12 Comptes Rendus de l’Académie des Sciences. Série I 9 Stochastic Processes and their Applications 6 Statistics & Probability Letters 5 Probability and Mathematical Statistics 4 Statistics 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Lecture Notes in Statistics 4 Electronic Journal of Statistics 3 Journal of Time Series Analysis 3 Test 3 Bernoulli 3 Statistical Inference for Stochastic Processes 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Acta Cientifica Venezolana 2 Lithuanian Mathematical Journal 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 REBRAPE 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 Extremes 2 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 Problems of Information Transmission 1 Scandinavian Journal of Statistics 1 Acta Scientiarum Mathematicarum 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Cahiers du Centre d’Études de Recherche Opérationnelle 1 Canadian Journal of Mathematics 1 Journal of Statistical Planning and Inference 1 Insurance Mathematics & Economics 1 Acta Mathematica Hungarica 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 The Annals of Applied Probability 1 Theory of Probability and Mathematical Statistics 1 Mathematical Methods of Statistics 1 Electronic Journal of Probability 1 Markov Processes and Related Fields 1 Econometric Theory 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Mathématiques & Applications (Berlin) 1 Probability Surveys 1 Statistics and Computing 1 Dependence Modeling 1 Publicações Matemáticas do IMPA 1 Graduate Journal of Mathematics all top 5 Fields 92 Probability theory and stochastic processes (60-XX) 85 Statistics (62-XX) 3 General and overarching topics; collections (00-XX) 2 Numerical analysis (65-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Biology and other natural sciences (92-XX) 1 Combinatorics (05-XX) 1 Group theory and generalizations (20-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 97 Publications have been cited 2,322 times in 1,596 Documents Cited by ▼ Year ▼ Mixing: Properties and examples. Zbl 0801.60027 Doukhan, Paul 611 1994 Theory and applications of long-range dependence. Zbl 1005.00017 244 2003 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020 Doukhan, P.; Louhichi, S. 177 1999 Weak dependence. With examples and applications. Zbl 1165.62001 Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine 144 2007 Invariance principles for absolutely regular empirical processes. Zbl 0817.60028 Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 90 1995 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037 Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 74 1994 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109 Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 67 2012 A new covariance inequality and applications. Zbl 1075.60513 Dedecker, Jérôme; Doukhan, Paul 57 2003 Weakly dependent chains with infinite memory. Zbl 1166.60031 Doukhan, Paul; Wintenberger, Olivier 56 2008 Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018 Doukhan, Paul; Neumann, Michael H. 40 2007 Weak dependence: models and applications to econometrics. Zbl 1069.62070 Nze, Patrick Ango; Doukhan, Paul 37 2004 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104 Douc, R.; Doukhan, P.; Moulines, E. 32 2013 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037 Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 30 2002 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006 Coulon-Prieur, Clémentine; Doukhan, Paul 29 2000 A simple integer-valued bilinear time series model. Zbl 1096.62082 Doukhan, P.; Latour, A.; Oraichi, D. 26 2006 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 Estimation de la transition de probabilité d’une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d’ordre 1. Zbl 0515.62037 Doukhan, Paul; Ghindes, Marcel 22 1983 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031 Doukhan, Paul; Wintenberger, Olivier 22 2007 Multivariate count autoregression. Zbl 1456.62155 Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul 22 2020 Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030 Doukhan, Paul; Louhichi, Sana 21 2001 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035 Doukhan, Paul; Léon, José Rafael 21 1990 Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). Zbl 0651.60042 Doukhan, Paul; Portal, Frederic 18 1987 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043 Doukhan, Paul; Neumann, Michael H. 18 2008 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013 Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 16 2008 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. (Functional central limit theorem for the empirical process of short memory linear processes.) Zbl 0948.60012 Doukhan, Paul; Surgailis, Donatas 16 1998 Models, inequalities, and limit theorems for stationary sequences. Zbl 1032.62081 Doukhan, Paul 15 2003 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397 Doukhan, Paul; Kengne, William 14 2015 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036 Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 14 2012 An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207 Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel 13 2009 Estimation non paramètrique de la fonction d’autoregression d’un processus stationnaire et phi melangeant: risques quadratiques pour la méthode du noyau. Zbl 0529.62037 Collomb, Gerard; Doukhan, Paul 12 1983 Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. Zbl 1198.62087 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 12 2008 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100 Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 12 2013 Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027 Doukhan, P.; León, J. R. 11 1989 A fixed point approach to model random fields. Zbl 1140.60029 Doukhan, Paul; Truquet, Lionel 11 2007 Dependent wild bootstrap for the empirical process. Zbl 1325.62065 Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 11 2015 Speed of convergence in the central limit theorem for mixing Hilbert space valued random variables. (Vitesse de convergence dans le théorème central limite pour des variables aléatoires mélangeantes à valeurs dans un espace de Hilbert.) Zbl 0557.60006 Doukhan, Paul; Leon, José; Portal, Frédéric 10 1984 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074 Ango Nze, P.; Doukhan, P. 10 1998 Dependence in probability and statistics. Zbl 1092.60002 10 2006 A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038 Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 9 2006 Sparsity considerations for dependent variables. Zbl 1274.62462 Alquier, Pierre; Doukhan, Paul 9 2011 Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029 Doukhan, Paul; Neumann, Michael H. 9 2019 Moments de variables aléatoires mélangeantes. Zbl 0544.62022 Doukhan, Paul; Portal, Frédéric 8 1983 Stochastic models for time series. Zbl 1401.62007 Doukhan, Paul 8 2018 Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016 Doukhan, Paul; Lang, Gabriel 8 2002 Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024 Ango Nze, P.; Doukhan, P. 8 1996 Weak dependence, models and some applications. Zbl 1433.60017 Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel 8 2009 Dependence in probability and statistics. Zbl 1196.60011 8 2010 Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035 Doukhan, Paul; Lang, Gabriel 8 2009 Discrete-time trawl processes. Zbl 1488.60243 Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 8 2019 Estimations dans le processus “\(X_{n+1}=f(X_ n)+\varepsilon_n\)”. Zbl 0461.62070 Doukhan, Paul; Ghindes, Marcel 7 1980 Superresolution rates in Prokhorov metric. Zbl 0861.60005 Doukhan, P.; Gamboa, F. 7 1996 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040 Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 7 2012 A class of random field memory models for mortality forecasting. Zbl 1422.62309 Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 7 2017 Phantom distribution functions for some stationary sequences. Zbl 1337.60049 Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 7 2015 Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019 Doukhan, Paul 6 1988 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023 Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155 Bardet, Jean-Marc; Doukhan, Paul 6 2018 Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069 Doukhan, Paul; Ghindes, Marcel 5 1980 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100 Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263 Doukhan, P.; Pommeret, D.; Reboul, L. 5 2015 High-dimensional VAR with low-rank transition. Zbl 1448.62130 Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 5 2020 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171 Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 5 2019 Zero-one laws for binary random fields. Zbl 1104.60017 Coupier, David; Doukhan, Paul; Ycart, Bernard 4 2006 Functional estimation for mixing time series. (Estimation fonctionnelle de séries temporelles mélangeantes.) Zbl 0779.62072 Ango Nze, Patrick; Doukhan, Paul 4 1993 Weak dependence: Models and applications. Zbl 1030.60016 Ango Nze, Patrick; Doukhan, Paul 4 2002 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032 Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334 Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph 4 2021 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041 Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 4 2019 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 3 2008 Variance estimation with applications. Zbl 1310.62043 Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 3 2010 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060 Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 3 2010 Spectral estimation in the presence of missing data. Zbl 1411.62249 Bahamonde, Natalia; Doukhan, Paul 3 2017 Calcul de la vitesse de convergence dans le théorème central limite vis a vis des distances de Prohorov, Dudley et Levy dans le cas de variables aléatoires depéndantes. (Speed of convergence in the central limit theorem with respect to Prokhorov, Dudley and Levy distances in the case of dependent random variables). Zbl 0607.60019 Doukhan, P.; Leon, J.; Portal, F. 3 1985 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude 3 2005 Vitesse de convergence dans le théorème de limite centrale pour des champs mélangeants satisfaisant des hypothèses de moment faibles. (Rates in the central limit theorem for mixing random fields satisfying low moment assumptions). Zbl 0719.60020 Bulinskii, Alexandre V.; Doukhan, Paul 3 1990 Mixing of linear spatial random fields. (Mélange pour des processus linéaires spatiaux.) Zbl 0734.60054 Doukhan, Paul; Guyon, Xavier 3 1991 Nonparametric recursive estimation in nonlinear ARX-models. Zbl 0804.62041 Doukhan, P.; Tsybakov, A. B. 3 1993 Subsampling weakly dependent time series and application to extremes. Zbl 1274.62586 Doukhan, Paul; Prohl, Silika; Robert, Christian Y. 3 2011 Mixing properties of integer-valued GARCH processes. Zbl 1464.62380 Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. 3 2021 Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029 Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 3 2013 Randomly fractionally integrated processes. Zbl 1144.60026 Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 Principe d’invariance faible avec vitesse pour un processus empirique dans un cadre multidimensionnel et fortement melangeant. Zbl 0529.60029 Doukhan, Paul; Portal, Frederic 2 1983 Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. Zbl 0874.60046 Doukhan, P.; León, J. R. 2 1996 Functional estimation of a density under a weak dependence condition. (Estimation de la densité d’une suite faiblement dépendante.) Zbl 0919.62029 Doukhan, Paul; Louhichi, Sana 2 1998 Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). Zbl 1039.60013 Doukhan, Paul; Brandière, Odile 2 2003 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). Zbl 0596.60037 Doukhan, P.; Leon, J. R.; Portal, F. 2 1987 Une mesure de la déviation quadratique d’estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators). Zbl 0599.62043 Doukhan, P.; Leon, J.; Portal, F. 2 1986 Inégalités de mélange fort utilisant des normes d’Orlicz. (Strong mixing moment inequalities using Orlicz norms). Zbl 0659.60009 Bulinskii, Alexandre; Doukhan, Paul 1 1987 Simulation in the general first order autoregressive process (unidimensional normal case). Zbl 0503.62085 Doukhan, Paul 1 1983 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080 Doukhan, Paul; León, José R. 1 2004 Dependent noise for stochastic algorithms. Zbl 1067.62085 Doukhan, Paul; Brandière, Odile 1 2004 Quadratic deviation of projection density estimates. Zbl 0812.62043 Doukhan, Paul; León, José Rafael 1 1993 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059 Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052 Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099 Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Comparing the marginal densities of two strictly stationary linear processes. Zbl 1467.62143 Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence 1 2020 Contrast estimation of time-varying infinite memory processes. Zbl 07577018 Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier 1 2022 Contrast estimation of time-varying infinite memory processes. Zbl 07577018 Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier 1 2022 Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334 Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph 4 2021 Mixing properties of integer-valued GARCH processes. Zbl 1464.62380 Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. 3 2021 Multivariate count autoregression. Zbl 1456.62155 Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul 22 2020 High-dimensional VAR with low-rank transition. Zbl 1448.62130 Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 5 2020 Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099 Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Comparing the marginal densities of two strictly stationary linear processes. Zbl 1467.62143 Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence 1 2020 Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029 Doukhan, Paul; Neumann, Michael H. 9 2019 Discrete-time trawl processes. Zbl 1488.60243 Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 8 2019 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171 Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 5 2019 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041 Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 4 2019 Stochastic models for time series. Zbl 1401.62007 Doukhan, Paul 8 2018 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155 Bardet, Jean-Marc; Doukhan, Paul 6 2018 A class of random field memory models for mortality forecasting. Zbl 1422.62309 Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 7 2017 Spectral estimation in the presence of missing data. Zbl 1411.62249 Bahamonde, Natalia; Doukhan, Paul 3 2017 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032 Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397 Doukhan, Paul; Kengne, William 14 2015 Dependent wild bootstrap for the empirical process. Zbl 1325.62065 Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 11 2015 Phantom distribution functions for some stationary sequences. Zbl 1337.60049 Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 7 2015 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263 Doukhan, P.; Pommeret, D.; Reboul, L. 5 2015 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059 Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104 Douc, R.; Doukhan, P.; Moulines, E. 32 2013 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100 Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 12 2013 Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029 Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 3 2013 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052 Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109 Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 67 2012 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036 Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 14 2012 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040 Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 7 2012 Sparsity considerations for dependent variables. Zbl 1274.62462 Alquier, Pierre; Doukhan, Paul 9 2011 Subsampling weakly dependent time series and application to extremes. Zbl 1274.62586 Doukhan, Paul; Prohl, Silika; Robert, Christian Y. 3 2011 Dependence in probability and statistics. Zbl 1196.60011 8 2010 Variance estimation with applications. Zbl 1310.62043 Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 3 2010 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060 Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 3 2010 An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207 Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel 13 2009 Weak dependence, models and some applications. Zbl 1433.60017 Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel 8 2009 Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035 Doukhan, Paul; Lang, Gabriel 8 2009 Weakly dependent chains with infinite memory. Zbl 1166.60031 Doukhan, Paul; Wintenberger, Olivier 56 2008 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043 Doukhan, Paul; Neumann, Michael H. 18 2008 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013 Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 16 2008 Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. Zbl 1198.62087 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 12 2008 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 3 2008 Weak dependence. With examples and applications. Zbl 1165.62001 Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine 144 2007 Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018 Doukhan, Paul; Neumann, Michael H. 40 2007 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031 Doukhan, Paul; Wintenberger, Olivier 22 2007 A fixed point approach to model random fields. Zbl 1140.60029 Doukhan, Paul; Truquet, Lionel 11 2007 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100 Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 Randomly fractionally integrated processes. Zbl 1144.60026 Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 A simple integer-valued bilinear time series model. Zbl 1096.62082 Doukhan, P.; Latour, A.; Oraichi, D. 26 2006 Dependence in probability and statistics. Zbl 1092.60002 10 2006 A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038 Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 9 2006 Zero-one laws for binary random fields. Zbl 1104.60017 Coupier, David; Doukhan, Paul; Ycart, Bernard 4 2006 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude 3 2005 Weak dependence: models and applications to econometrics. Zbl 1069.62070 Nze, Patrick Ango; Doukhan, Paul 37 2004 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080 Doukhan, Paul; León, José R. 1 2004 Dependent noise for stochastic algorithms. Zbl 1067.62085 Doukhan, Paul; Brandière, Odile 1 2004 Theory and applications of long-range dependence. Zbl 1005.00017 244 2003 A new covariance inequality and applications. Zbl 1075.60513 Dedecker, Jérôme; Doukhan, Paul 57 2003 Models, inequalities, and limit theorems for stationary sequences. Zbl 1032.62081 Doukhan, Paul 15 2003 Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). Zbl 1039.60013 Doukhan, Paul; Brandière, Odile 2 2003 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037 Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 30 2002 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016 Doukhan, Paul; Lang, Gabriel 8 2002 Weak dependence: Models and applications. Zbl 1030.60016 Ango Nze, Patrick; Doukhan, Paul 4 2002 Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030 Doukhan, Paul; Louhichi, Sana 21 2001 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006 Coulon-Prieur, Clémentine; Doukhan, Paul 29 2000 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020 Doukhan, P.; Louhichi, S. 177 1999 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. (Functional central limit theorem for the empirical process of short memory linear processes.) Zbl 0948.60012 Doukhan, Paul; Surgailis, Donatas 16 1998 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074 Ango Nze, P.; Doukhan, P. 10 1998 Functional estimation of a density under a weak dependence condition. (Estimation de la densité d’une suite faiblement dépendante.) Zbl 0919.62029 Doukhan, Paul; Louhichi, Sana 2 1998 Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024 Ango Nze, P.; Doukhan, P. 8 1996 Superresolution rates in Prokhorov metric. Zbl 0861.60005 Doukhan, P.; Gamboa, F. 7 1996 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023 Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. Zbl 0874.60046 Doukhan, P.; León, J. R. 2 1996 Invariance principles for absolutely regular empirical processes. Zbl 0817.60028 Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 90 1995 Mixing: Properties and examples. Zbl 0801.60027 Doukhan, Paul 611 1994 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037 Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 74 1994 Functional estimation for mixing time series. (Estimation fonctionnelle de séries temporelles mélangeantes.) Zbl 0779.62072 Ango Nze, Patrick; Doukhan, Paul 4 1993 Nonparametric recursive estimation in nonlinear ARX-models. Zbl 0804.62041 Doukhan, P.; Tsybakov, A. B. 3 1993 Quadratic deviation of projection density estimates. Zbl 0812.62043 Doukhan, Paul; León, José Rafael 1 1993 Mixing of linear spatial random fields. (Mélange pour des processus linéaires spatiaux.) Zbl 0734.60054 Doukhan, Paul; Guyon, Xavier 3 1991 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035 Doukhan, Paul; Léon, José Rafael 21 1990 Vitesse de convergence dans le théorème de limite centrale pour des champs mélangeants satisfaisant des hypothèses de moment faibles. (Rates in the central limit theorem for mixing random fields satisfying low moment assumptions). Zbl 0719.60020 Bulinskii, Alexandre V.; Doukhan, Paul 3 1990 Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027 Doukhan, P.; León, J. R. 11 1989 Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019 Doukhan, Paul 6 1988 Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). Zbl 0651.60042 Doukhan, Paul; Portal, Frederic 18 1987 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). Zbl 0596.60037 Doukhan, P.; Leon, J. R.; Portal, F. 2 1987 Inégalités de mélange fort utilisant des normes d’Orlicz. (Strong mixing moment inequalities using Orlicz norms). Zbl 0659.60009 Bulinskii, Alexandre; Doukhan, Paul 1 1987 Une mesure de la déviation quadratique d’estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators). Zbl 0599.62043 Doukhan, P.; Leon, J.; Portal, F. 2 1986 Calcul de la vitesse de convergence dans le théorème central limite vis a vis des distances de Prohorov, Dudley et Levy dans le cas de variables aléatoires depéndantes. (Speed of convergence in the central limit theorem with respect to Prokhorov, Dudley and Levy distances in the case of dependent random variables). Zbl 0607.60019 Doukhan, P.; Leon, J.; Portal, F. 3 1985 Speed of convergence in the central limit theorem for mixing Hilbert space valued random variables. (Vitesse de convergence dans le théorème central limite pour des variables aléatoires mélangeantes à valeurs dans un espace de Hilbert.) Zbl 0557.60006 Doukhan, Paul; Leon, José; Portal, Frédéric 10 1984 Estimation de la transition de probabilité d’une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d’ordre 1. Zbl 0515.62037 Doukhan, Paul; Ghindes, Marcel 22 1983 Estimation non paramètrique de la fonction d’autoregression d’un processus stationnaire et phi melangeant: risques quadratiques pour la méthode du noyau. Zbl 0529.62037 Collomb, Gerard; Doukhan, Paul 12 1983 Moments de variables aléatoires mélangeantes. Zbl 0544.62022 Doukhan, Paul; Portal, Frédéric 8 1983 Principe d’invariance faible avec vitesse pour un processus empirique dans un cadre multidimensionnel et fortement melangeant. Zbl 0529.60029 Doukhan, Paul; Portal, Frederic 2 1983 Simulation in the general first order autoregressive process (unidimensional normal case). Zbl 0503.62085 Doukhan, Paul 1 1983 Estimations dans le processus “\(X_{n+1}=f(X_ n)+\varepsilon_n\)”. Zbl 0461.62070 Doukhan, Paul; Ghindes, Marcel 7 1980 Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069 Doukhan, Paul; Ghindes, Marcel 5 1980 all cited Publications top 5 cited Publications all top 5 Cited by 1,759 Authors 55 Doukhan, Paul 34 Liang, Hanying 25 Dedecker, Jérôme 24 Surgailis, Donatas 22 Fokianos, Konstantinos 22 Peligrad, Magda 21 Merlevède, Florence 21 Neumann, Michael H. 20 Leonenko, Nikolai N. 18 Bardet, Jean-Marc 18 Lee, Sangyeol 16 Zhu, Fukang 15 Wu, Wei Biao 14 Prieur, Clémentine 14 Taqqu, Murad S. 14 Truquet, Lionel 14 Wang, Lihong 13 Lahiri, Soumendra Nath 13 León, José Rafael R. 13 Ould-Saïd, Elias 13 Pipiras, Vladas 12 Harel, Michel 12 Hwang, Eunju 12 Linton, Oliver Bruce 12 Mikosch, Thomas 12 Shin, Dongwan 11 Davis, Richard A. 11 de Uña-Álvarez, Jacobo 11 Moulines, Eric 11 Tjøstheim, Dag B. 11 Wang, Dehui 11 Wintenberger, Olivier 10 Alquier, Pierre 10 Chesneau, Christophe 10 Politis, Dimitris Nicolas 10 Puri, Madan Lal 10 Quintela-Del-Río, Alejandro 10 Tatachak, Abdelkader 10 Vieu, Philippe 9 Comte, Fabienne 9 Horváth, Lajos 9 Lang, Gabriel 9 Stelzer, Robert 8 Chan, Ngai Hang 8 Dabo-Niang, Sophie 8 Koul, Hira Lal 8 Laksaci, Ali 8 Olenko, Andriy Yakovych 8 Roueff, François 8 Sancetta, Alessio 8 Zähle, Henryk 7 Aknouche, Abdelhakim 7 Aneiros-Pérez, Germán 7 Berkes, István 7 Bouzebda, Salim 7 Bühlmann, Peter 7 Cuny, Christophe 7 Fan, Xiequan 7 Hafouta, Yeor 7 Hill, Jonathan B. 7 Jakubowski, Adam 7 Louhichi, Sana 7 Nordman, Daniel J. 7 Palma, Wilfredo 7 Reisen, Valdério Anselmo 7 Whang, Yoon-Jae 6 Beran, Jan 6 Bücher, Axel 6 Coeurjolly, Jean-François 6 Douc, Randal 6 Fan, Guoliang 6 Hörmann, Siegfried 6 Jirak, Moritz 6 Kengne, William Charky 6 Khardani, Salah 6 Lavancier, Frédéric 6 Lee, Oesook 6 Leucht, Anne 6 Li, Qi 6 Paparoditis, Efstathios 6 Pommeret, Denys 6 Prakasa Rao, B. L. S. 6 Rio, Emmanuel 6 Weiß, Christian H. 6 Wyłomańska, Agnieszka 5 Ango Nze, Patrick 5 Bertail, Patrice 5 Beutner, Eric 5 Cattiaux, Patrick 5 Dehling, Herold G. 5 Didier, Gustavo 5 Diop, Mamadou Lamine 5 Dudek, Anna E. 5 Durieu, Olivier 5 Fried, Roland 5 Gamboa, Fabrice 5 Guessoum, Zohra 5 Ivanov, Aleksandr Vladimirovich 5 Jentsch, Carsten 5 Kang, Jiwon ...and 1,659 more Authors all top 5 Cited in 223 Serials 94 Stochastic Processes and their Applications 89 Statistics & Probability Letters 79 Journal of Time Series Analysis 77 Journal of Statistical Planning and Inference 69 Journal of Econometrics 64 Bernoulli 58 Communications in Statistics. Theory and Methods 56 The Annals of Statistics 55 Journal of Multivariate Analysis 53 Electronic Journal of Statistics 32 Statistics 31 Statistical Inference for Stochastic Processes 31 Econometric Theory 30 Annals of the Institute of Statistical Mathematics 30 Journal of Theoretical Probability 29 The Annals of Probability 26 Test 25 Journal of Nonparametric Statistics 22 Statistical Papers 22 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 21 Computational Statistics and Data Analysis 20 Metrika 18 Probability Theory and Related Fields 16 Journal of the Korean Statistical Society 14 The Annals of Applied Probability 14 Journal of Statistical Computation and Simulation 14 Comptes Rendus. Mathématique. Académie des Sciences, Paris 13 Journal of Mathematical Analysis and Applications 13 Journal of Applied Probability 13 Communications in Statistics. Simulation and Computation 11 Scandinavian Journal of Statistics 11 Mathematical Methods of Statistics 10 Lithuanian Mathematical Journal 10 Extremes 9 Advances in Applied Probability 9 Stochastics 8 Econometric Reviews 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 8 Methodology and Computing in Applied Probability 8 Statistical Methods and Applications 7 Journal of the American Statistical Association 7 Stochastic Analysis and Applications 7 Brazilian Journal of Probability and Statistics 7 Statistics and Computing 6 Journal of Statistical Physics 6 Physica A 6 Economics Letters 6 Theory of Probability and Mathematical Statistics 6 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Stochastics and Dynamics 6 Journal of Statistical Theory and Practice 6 AStA. Advances in Statistical Analysis 6 Sankhyā. Series A 5 Computational Statistics 5 Journal of Applied Statistics 5 Stochastic Models 4 Insurance Mathematics & Economics 4 Statistical Science 4 Statistica Sinica 4 Electronic Journal of Probability 4 Dependence Modeling 3 The Canadian Journal of Statistics 3 Rocky Mountain Journal of Mathematics 3 Chaos, Solitons and Fractals 3 Theory of Probability and its Applications 3 Automatica 3 Journal of Computational and Applied Mathematics 3 Statistica Neerlandica 3 Transactions of the American Mathematical Society 3 Acta Applicandae Mathematicae 3 Trabajos de Estadistica 3 Machine Learning 3 Applied Mathematics. Series B (English Edition) 3 Fractals 3 Australian & New Zealand Journal of Statistics 3 Far East Journal of Theoretical Statistics 3 Journal of Machine Learning Research (JMLR) 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 The Annals of Applied Statistics 3 Acta Universitatis Sapientiae. Mathematica 3 Journal of Time Series Econometrics 2 Bulletin of the Australian Mathematical Society 2 Mathematics of Operations Research 2 Proceedings of the American Mathematical Society 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Acta Mathematica Hungarica 2 Sequential Analysis 2 Mathematical and Computer Modelling 2 Signal Processing 2 Applications of Mathematics 2 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 2 Proceedings of the National Academy of Sciences of the United States of America 2 Applied and Computational Harmonic Analysis 2 Electronic Communications in Probability 2 The Journal of Fourier Analysis and Applications 2 Mathematical Finance 2 Nonlinear Dynamics 2 Journal of Inequalities and Applications 2 Studies in Nonlinear Dynamics and Econometrics 2 Revista Matemática Complutense ...and 123 more Serials all top 5 Cited in 37 Fields 1,241 Statistics (62-XX) 737 Probability theory and stochastic processes (60-XX) 106 Numerical analysis (65-XX) 94 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Dynamical systems and ergodic theory (37-XX) 38 Harmonic analysis on Euclidean spaces (42-XX) 18 Computer science (68-XX) 16 Biology and other natural sciences (92-XX) 15 Systems theory; control (93-XX) 13 Operations research, mathematical programming (90-XX) 12 Statistical mechanics, structure of matter (82-XX) 11 Geophysics (86-XX) 11 Information and communication theory, circuits (94-XX) 10 Partial differential equations (35-XX) 8 Measure and integration (28-XX) 8 Functional analysis (46-XX) 5 Combinatorics (05-XX) 5 Ordinary differential equations (34-XX) 4 General and overarching topics; collections (00-XX) 3 Special functions (33-XX) 3 Operator theory (47-XX) 3 Quantum theory (81-XX) 2 Number theory (11-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 2 Astronomy and astrophysics (85-XX) 1 History and biography (01-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year