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Author ID: doukhan.paul Recent zbMATH articles by "Doukhan, Paul"
Published as: Doukhan, Paul; Doukhan, P.
Homepage: https://doukhan.u-cergy.fr/
External Links: MGP · dblp · GND · IdRef · theses.fr
Documents Indexed: 109 Publications since 1980, including 4 Books
4 Contributions as Editor
Biographic References: 1 Publication
Co-Authors: 73 Co-Authors with 101 Joint Publications
1,230 Co-Co-Authors
all top 5

Serials

12 Comptes Rendus de l’Académie des Sciences. Série I
7 Stochastic Processes and their Applications
5 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 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 Applied Probability
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 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

Publications by Year

Citations contained in zbMATH Open

94 Publications have been cited 1,920 times in 1,349 Documents Cited by Year
Mixing: Properties and examples. Zbl 0801.60027
Doukhan, Paul
496
1994
Theory and applications of long-range dependence. Zbl 1005.00017
211
2003
A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020
Doukhan, P.; Louhichi, S.
158
1999
Weak dependence. With examples and applications. Zbl 1165.62001
Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine
102
2007
Invariance principles for absolutely regular empirical processes. Zbl 0817.60028
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
78
1995
The functional central limit theorem for strongly mixing processes. Zbl 0790.60037
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
64
1994
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
57
2012
A new covariance inequality and applications. Zbl 1075.60513
Dedecker, Jérôme; Doukhan, Paul
49
2003
Weakly dependent chains with infinite memory. Zbl 1166.60031
Doukhan, Paul; Wintenberger, Olivier
39
2008
Weak dependence: models and applications to econometrics. Zbl 1069.62070
Nze, Patrick Ango; Doukhan, Paul
34
2004
Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018
Doukhan, Paul; Neumann, Michael H.
33
2007
A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006
Coulon-Prieur, Clémentine; Doukhan, Paul
29
2000
Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037
Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul
27
2002
Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059
Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas
24
2002
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104
Douc, R.; Doukhan, P.; Moulines, E.
23
2013
A simple integer-valued bilinear time series model. Zbl 1096.62082
Doukhan, P.; Latour, A.; Oraichi, D.
21
2006
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
20
1983
Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030
Doukhan, Paul; Louhichi, Sana
19
2001
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
Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035
Doukhan, Paul; Léon, José Rafael
18
1990
An invariance principle for weakly dependent stationary general models. Zbl 1124.60031
Doukhan, Paul; Wintenberger, Olivier
18
2007
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043
Doukhan, Paul; Neumann, Michael H.
17
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
An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel
13
2009
Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas
13
2008
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
Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074
Ango Nze, P.; Doukhan, P.
10
1998
Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397
Doukhan, Paul; Kengne, William
10
2015
Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
9
2013
On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
9
2012
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
9
1984
Sparsity considerations for dependent variables. Zbl 1274.62462
Alquier, Pierre; Doukhan, Paul
9
2011
Dependence in probability and statistics. Zbl 1092.60002
9
2006
Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027
Doukhan, P.; León, J. R.
9
1989
A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038
Doukhan, Paul; Teyssière, Gilles; Winant, Pablo
9
2006
Dependent wild bootstrap for the empirical process. Zbl 1325.62065
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H.
9
2015
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
8
2020
Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024
Ango Nze, P.; Doukhan, P.
8
1996
A fixed point approach to model random fields. Zbl 1140.60029
Doukhan, Paul; Truquet, Lionel
8
2007
Moments de variables aléatoires mélangeantes. Zbl 0544.62022
Doukhan, Paul; Portal, Frédéric
7
1983
Superresolution rates in Prokhorov metric. Zbl 0861.60005
Doukhan, P.; Gamboa, F.
7
1996
Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016
Doukhan, Paul; Lang, Gabriel
7
2002
Weak dependence, models and some applications. Zbl 1433.60017
Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel
7
2009
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
7
2008
Discrete-time trawl processes. Zbl 07062617
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas
6
2019
Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070
Doukhan, Paul; Ghindes, Marcel
6
1980
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
Phantom distribution functions for some stationary sequences. Zbl 1337.60049
Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel
6
2015
Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035
Doukhan, Paul; Lang, Gabriel
6
2009
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
5
2019
Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019
Doukhan, Paul
5
1988
Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040
Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence
5
2012
Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100
Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu
5
2007
A class of random field memory models for mortality forecasting. Zbl 1422.62309
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia
4
2017
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
A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032
Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas
4
2016
Stochastic models for time series. Zbl 1401.62007
Doukhan, Paul
4
2018
Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069
Doukhan, Paul; Ghindes, Marcel
4
1980
Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155
Bardet, Jean-Marc; Doukhan, Paul
4
2018
Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263
Doukhan, P.; Pommeret, D.; Reboul, L.
4
2015
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
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
High-dimensional VAR with low-rank transition. Zbl 1448.62130
Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy
3
2020
Nonparametric recursive estimation in nonlinear ARX-models. Zbl 0804.62041
Doukhan, P.; Tsybakov, A. B.
3
1993
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
Dependence in probability and statistics. Zbl 1196.60011
3
2010
Weak dependence: Models and applications. Zbl 1030.60016
Ango Nze, Patrick; Doukhan, Paul
3
2002
Subsampling weakly dependent time series and application to extremes. Zbl 1274.62586
Doukhan, Paul; Prohl, Silika; Robert, Christian Y.
3
2011
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
Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
2
2013
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
Randomly fractionally integrated processes. Zbl 1144.60026
Doukhan, P.; Lang, G.; Surgailis, D.
2
2007
A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael
2
2008
Variance estimation with applications. Zbl 1310.62043
Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael
2
2010
Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060
Doukhan, Paul; Klesov, Oleg; Lang, Gabriel
2
2010
Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041
Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan
2
2019
Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan
2
2019
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
Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080
Doukhan, Paul; León, José R.
1
2004
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
Dependent noise for stochastic algorithms. Zbl 1067.62085
Doukhan, Paul; Brandière, Odile
1
2004
Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph
1
2021
Mixing properties of integer-valued GARCH processes. Zbl 1464.62380
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H.
1
2021
Quadratic deviation of projection density estimates. Zbl 0812.62043
Doukhan, Paul; León, José Rafael
1
1993
Spectral estimation in the presence of missing data. Zbl 1411.62249
Bahamonde, Natalia; Doukhan, Paul
1
2017
Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059
Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G.
1
2015
Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph
1
2021
Mixing properties of integer-valued GARCH processes. Zbl 1464.62380
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H.
1
2021
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
8
2020
High-dimensional VAR with low-rank transition. Zbl 1448.62130
Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy
3
2020
Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099
Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph
1
2020
Discrete-time trawl processes. Zbl 07062617
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas
6
2019
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
5
2019
Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041
Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan
2
2019
Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan
2
2019
Stochastic models for time series. Zbl 1401.62007
Doukhan, Paul
4
2018
Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155
Bardet, Jean-Marc; Doukhan, Paul
4
2018
A class of random field memory models for mortality forecasting. Zbl 1422.62309
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia
4
2017
Spectral estimation in the presence of missing data. Zbl 1411.62249
Bahamonde, Natalia; Doukhan, Paul
1
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
10
2015
Dependent wild bootstrap for the empirical process. Zbl 1325.62065
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H.
9
2015
Phantom distribution functions for some stationary sequences. Zbl 1337.60049
Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel
6
2015
Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263
Doukhan, P.; Pommeret, D.; Reboul, L.
4
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.
23
2013
Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
9
2013
Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
2
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
57
2012
On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
9
2012
Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040
Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence
5
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
3
2010
Variance estimation with applications. Zbl 1310.62043
Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael
2
2010
Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060
Doukhan, Paul; Klesov, Oleg; Lang, Gabriel
2
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
7
2009
Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035
Doukhan, Paul; Lang, Gabriel
6
2009
Weakly dependent chains with infinite memory. Zbl 1166.60031
Doukhan, Paul; Wintenberger, Olivier
39
2008
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043
Doukhan, Paul; Neumann, Michael H.
17
2008
Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas
13
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
7
2008
A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael
2
2008
Weak dependence. With examples and applications. Zbl 1165.62001
Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine
102
2007
Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018
Doukhan, Paul; Neumann, Michael H.
33
2007
An invariance principle for weakly dependent stationary general models. Zbl 1124.60031
Doukhan, Paul; Wintenberger, Olivier
18
2007
A fixed point approach to model random fields. Zbl 1140.60029
Doukhan, Paul; Truquet, Lionel
8
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.
21
2006
Dependence in probability and statistics. Zbl 1092.60002
9
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
34
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
211
2003
A new covariance inequality and applications. Zbl 1075.60513
Dedecker, Jérôme; Doukhan, Paul
49
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
27
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
7
2002
Weak dependence: Models and applications. Zbl 1030.60016
Ango Nze, Patrick; Doukhan, Paul
3
2002
Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030
Doukhan, Paul; Louhichi, Sana
19
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.
158
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
78
1995
Mixing: Properties and examples. Zbl 0801.60027
Doukhan, Paul
496
1994
The functional central limit theorem for strongly mixing processes. Zbl 0790.60037
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
64
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
18
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.
9
1989
Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019
Doukhan, Paul
5
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
9
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
20
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
7
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
Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070
Doukhan, Paul; Ghindes, Marcel
6
1980
Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069
Doukhan, Paul; Ghindes, Marcel
4
1980
all top 5

Cited by 1,485 Authors

49 Doukhan, Paul
26 Liang, Hanying
24 Surgailis, Donatas
21 Dedecker, Jérôme
19 Leonenko, Nikolai N.
18 Fokianos, Konstantinos
18 Neumann, Michael H.
17 Merlevède, Florence
17 Peligrad, Magda
16 Lee, Sangyeol
15 Bardet, Jean-Marc
15 Wu, Wei Biao
14 Wang, Lihong
13 León, José Rafael R.
12 Harel, Michel
12 Hwang, Eunju
12 Lahiri, Soumendra Nath
12 Ould-Saïd, Elias
12 Prieur, Clémentine
12 Taqqu, Murad S.
12 Zhu, Fukang
11 Pipiras, Vladas
11 Shin, Dongwan
11 Truquet, Lionel
10 Linton, Oliver Bruce
10 Mikosch, Thomas
10 Moulines, Eric
10 Politis, Dimitris Nicolas
10 Puri, Madan Lal
10 Quintela-Del-Río, Alejandro
10 Tjøstheim, Dag B.
10 Vieu, Philippe
10 Wang, Dehui
10 Wintenberger, Olivier
9 Alquier, Pierre
9 Kengne, William Charky
8 Comte, Fabienne
8 de Uña-Álvarez, Jacobo
8 Horváth, Lajos
8 Lang, Gabriel
8 Olenko, Andriy Yakovych
8 Roueff, François
8 Sancetta, Alessio
7 Aneiros-Pérez, Germán
7 Berkes, István
7 Bühlmann, Peter
7 Chesneau, Christophe
7 Dabo-Niang, Sophie
7 Davis, Richard A.
7 Hill, Jonathan B.
7 Jakubowski, Adam
7 Koul, Hira Lal
7 Reisen, Valdério Anselmo
7 Tatachak, Abdelkader
6 Bücher, Axel
6 Chan, Ngai Hang
6 Coeurjolly, Jean-François
6 Douc, Randal
6 Hörmann, Siegfried
6 Laksaci, Ali
6 Lavancier, Frédéric
6 Nordman, Daniel J.
6 Paparoditis, Efstathios
6 Whang, Yoon-Jae
6 Zähle, Henryk
5 Ango Nze, Patrick
5 Beran, Jan
5 Cattiaux, Patrick
5 Cuny, Christophe
5 Dehling, Herold G.
5 Didier, Gustavo
5 Durieu, Olivier
5 Fan, Guoliang
5 Fan, Xiequan
5 Fried, Roland
5 Gamboa, Fabrice
5 Ivanov, Aleksandr Vladimirovich
5 Jirak, Moritz
5 Kang, Jiwon
5 Kokoszka, Piotr S.
5 Lee, Oesook
5 Leucht, Anne
5 Liebscher, Eckhard
5 Louhichi, Sana
5 Maume-Deschamps, Véronique
5 McElroy, Tucker S.
5 Palma, Wilfredo
5 Pommeret, Denys
5 Rio, Emmanuel
5 Segers, Johan
5 Shao, Xiaofeng
5 Sorensen, Michael
5 Stelzer, Robert
5 Vilar Fernandez, Juan Manuel
5 Weiß, Christian H.
5 Zhang, Shibin
4 Aknouche, Abdelhakim
4 Anh, Vo V.
4 Arcones, Miguel A.
4 Avram, Florin
...and 1,385 more Authors
all top 5

Cited in 188 Serials

79 Stochastic Processes and their Applications
77 Statistics & Probability Letters
70 Journal of Statistical Planning and Inference
60 Bernoulli
55 Journal of Econometrics
53 The Annals of Statistics
53 Journal of Time Series Analysis
49 Electronic Journal of Statistics
45 Journal of Multivariate Analysis
43 Communications in Statistics. Theory and Methods
31 Statistics
28 The Annals of Probability
28 Journal of Theoretical Probability
27 Statistical Inference for Stochastic Processes
27 Econometric Theory
26 Annals of the Institute of Statistical Mathematics
25 Test
24 Journal of Nonparametric Statistics
21 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
20 Statistical Papers
19 Computational Statistics and Data Analysis
17 Metrika
16 Probability Theory and Related Fields
14 Journal of Statistical Computation and Simulation
14 Comptes Rendus. Mathématique. Académie des Sciences, Paris
12 Journal of Mathematical Analysis and Applications
11 Journal of Applied Probability
11 The Annals of Applied Probability
11 Journal of the Korean Statistical Society
10 Lithuanian Mathematical Journal
10 Extremes
9 Scandinavian Journal of Statistics
9 Mathematical Methods of Statistics
8 Advances in Applied Probability
8 Communications in Statistics. Simulation and Computation
8 Methodology and Computing in Applied Probability
8 Statistical Methods and Applications
7 Stochastic Analysis and Applications
6 Journal of Statistical Physics
6 Econometric Reviews
6 Economics Letters
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Theory of Probability and Mathematical Statistics
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
6 Brazilian Journal of Probability and Statistics
6 Stochastics and Dynamics
6 AStA. Advances in Statistical Analysis
6 Sankhyā. Series A
6 Statistics and Computing
5 Physica A
5 Journal of the American Statistical Association
5 Computational Statistics
5 Journal of Applied Statistics
5 Stochastic Models
5 Stochastics
5 Journal of Statistical Theory and Practice
4 Statistical Science
4 Dependence Modeling
3 Rocky Mountain Journal of Mathematics
3 Theory of Probability and its Applications
3 Automatica
3 Transactions of the American Mathematical Society
3 Insurance Mathematics & Economics
3 Acta Applicandae Mathematicae
3 Trabajos de Estadistica
3 Machine Learning
3 Applied Mathematics. Series B (English Edition)
3 Electronic Journal of Probability
3 Australian & New Zealand Journal of Statistics
3 The Annals of Applied Statistics
2 Bulletin of the Australian Mathematical Society
2 The Canadian Journal of Statistics
2 Chaos, Solitons and Fractals
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 The Journal of Fourier Analysis and Applications
2 Mathematical Finance
2 Nonlinear Dynamics
2 Journal of Inequalities and Applications
2 Far East Journal of Theoretical Statistics
2 Discrete Dynamics in Nature and Society
2 Stochastic Environmental Research and Risk Assessment
2 Applied Stochastic Models in Business and Industry
2 Journal of Systems Science and Complexity
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Statistical Methodology
2 Bulletin of the Institute of Mathematics. Academia Sinica. New Series
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 SIAM Journal on Financial Mathematics
2 Probability Surveys
2 Science China. Mathematics
...and 88 more Serials

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