Edit Profile (opens in new tab) Doukhan, Paul Compute Distance To: Compute 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: 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 Co-Authors 11 single-authored 17 León, José Rafael R. 15 Lang, Gabriel 7 Portal, Frederic 7 Surgailis, Donatas 6 Ango Nze, Patrick 6 Fokianos, Konstantinos 6 Neumann, Michael H. 4 Bardet, Jean-Marc 4 Dedecker, Jérôme 4 Louhichi, Sana 3 Alquier, Pierre 3 Ghindes, Marcel 3 Klesov, Oleg I. 3 Li, Xiaoyin 3 Pommeret, Denys 3 Rynkiewicz, Joseph 3 Tjøstheim, Dag B. 2 Brandière, Odile 2 Bulinskiĭ, Aleksandr Vadimovich 2 Fan, Xiequan 2 Gamboa, Fabrice 2 Jakubowski, Adam 2 Leucht, Anne 2 Massart, Pascal 2 Prohl, Silika 2 Reboul, Laurence 2 Rio, Emmanuel 2 Robert, Christian Yann 2 Soulier, Philippe 2 Steinebach, Josef G. 2 Teyssière, Gilles 2 Truquet, Lionel 2 Wintenberger, Olivier 2 Ycart, Bernard 1 Bahamonde, Natalia 1 Ben Hariz, Samir 1 Bertail, Patrice 1 Bertin, Karine 1 Bühlmann, Peter 1 Collomb, Gerard 1 Coulon-Prieur, Clémentine 1 Coupier, David 1 Douc, Randal 1 Fermanian, Jean-David 1 Feugeas, Jean-Paul 1 Garnier, Rémy 1 Gassiat, Elisabeth 1 Grublyt, Ieva 1 Grublytė, Ieva 1 Guyon, Xavier 1 Jakubowicz, Jérémie 1 Kengne, William Charky 1 Khan, Naushad Mamode 1 Khezour, Abdelali 1 Lopes, Sílvia R. C. 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 Salhi, Yahia 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 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 all top 5 Fields 85 Probability theory and stochastic processes (60-XX) 79 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 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 94 Publications have been cited 1,920 times in 1,349 Documents Cited by ▼ Year ▼ Mixing: Properties and examples. Zbl 0801.60027Doukhan, 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 0996.60020Doukhan, P.; Louhichi, S. 158 1999 Weak dependence. With examples and applications. Zbl 1165.62001Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine 102 2007 Invariance principles for absolutely regular empirical processes. Zbl 0817.60028Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 78 1995 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 64 1994 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 57 2012 A new covariance inequality and applications. Zbl 1075.60513Dedecker, Jérôme; Doukhan, Paul 49 2003 Weakly dependent chains with infinite memory. Zbl 1166.60031Doukhan, Paul; Wintenberger, Olivier 39 2008 Weak dependence: models and applications to econometrics. Zbl 1069.62070Nze, Patrick Ango; Doukhan, Paul 34 2004 Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018Doukhan, Paul; Neumann, Michael H. 33 2007 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006Coulon-Prieur, Clémentine; Doukhan, Paul 29 2000 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 27 2002 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104Douc, R.; Doukhan, P.; Moulines, E. 23 2013 A simple integer-valued bilinear time series model. Zbl 1096.62082Doukhan, 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 0515.62037Doukhan, Paul; Ghindes, Marcel 20 1983 Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030Doukhan, 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 0651.60042Doukhan, Paul; Portal, Frederic 18 1987 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035Doukhan, Paul; Léon, José Rafael 18 1990 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031Doukhan, Paul; Wintenberger, Olivier 18 2007 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043Doukhan, 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 0948.60012Doukhan, Paul; Surgailis, Donatas 16 1998 Models, inequalities, and limit theorems for stationary sequences. Zbl 1032.62081Doukhan, Paul 15 2003 An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel 13 2009 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, 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 0529.62037Collomb, Gerard; Doukhan, Paul 12 1983 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074Ango Nze, P.; Doukhan, P. 10 1998 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397Doukhan, Paul; Kengne, William 10 2015 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 9 2013 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036Doukhan, 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 0557.60006Doukhan, Paul; Leon, José; Portal, Frédéric 9 1984 Sparsity considerations for dependent variables. Zbl 1274.62462Alquier, 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 0684.60027Doukhan, P.; León, J. R. 9 1989 A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 9 2006 Dependent wild bootstrap for the empirical process. Zbl 1325.62065Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 9 2015 Multivariate count autoregression. Zbl 1456.62155Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul 8 2020 Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024Ango Nze, P.; Doukhan, P. 8 1996 A fixed point approach to model random fields. Zbl 1140.60029Doukhan, Paul; Truquet, Lionel 8 2007 Moments de variables aléatoires mélangeantes. Zbl 0544.62022Doukhan, Paul; Portal, Frédéric 7 1983 Superresolution rates in Prokhorov metric. Zbl 0861.60005Doukhan, P.; Gamboa, F. 7 1996 Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016Doukhan, Paul; Lang, Gabriel 7 2002 Weak dependence, models and some applications. Zbl 1433.60017Doukhan, 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 1198.62087Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 7 2008 Discrete-time trawl processes. Zbl 07062617Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 6 2019 Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070Doukhan, Paul; Ghindes, Marcel 6 1980 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Phantom distribution functions for some stationary sequences. Zbl 1337.60049Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 6 2015 Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035Doukhan, Paul; Lang, Gabriel 6 2009 Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029Doukhan, Paul; Neumann, Michael H. 5 2019 Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019Doukhan, Paul 5 1988 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 5 2012 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 4 2017 Zero-one laws for binary random fields. Zbl 1104.60017Coupier, David; Doukhan, Paul; Ycart, Bernard 4 2006 Functional estimation for mixing time series. (Estimation fonctionnelle de séries temporelles mélangeantes.) Zbl 0779.62072Ango Nze, Patrick; Doukhan, Paul 4 1993 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Stochastic models for time series. Zbl 1401.62007Doukhan, Paul 4 2018 Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069Doukhan, Paul; Ghindes, Marcel 4 1980 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155Bardet, Jean-Marc; Doukhan, Paul 4 2018 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263Doukhan, P.; Pommeret, D.; Reboul, L. 4 2015 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036Doukhan, 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 0607.60019Doukhan, P.; Leon, J.; Portal, F. 3 1985 High-dimensional VAR with low-rank transition. Zbl 1448.62130Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 3 2020 Nonparametric recursive estimation in nonlinear ARX-models. Zbl 0804.62041Doukhan, 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 0719.60020Bulinskii, Alexandre V.; Doukhan, Paul 3 1990 Mixing of linear spatial random fields. (Mélange pour des processus linéaires spatiaux.) Zbl 0734.60054Doukhan, Paul; Guyon, Xavier 3 1991 Dependence in probability and statistics. Zbl 1196.60011 3 2010 Weak dependence: Models and applications. Zbl 1030.60016Ango Nze, Patrick; Doukhan, Paul 3 2002 Subsampling weakly dependent time series and application to extremes. Zbl 1274.62586Doukhan, 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 0919.62029Doukhan, Paul; Louhichi, Sana 2 1998 Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). Zbl 1039.60013Doukhan, 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 0596.60037Doukhan, 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 0599.62043Doukhan, P.; Leon, J.; Portal, F. 2 1986 Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029Doukhan, 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 0529.60029Doukhan, Paul; Portal, Frederic 2 1983 Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. Zbl 0874.60046Doukhan, P.; León, J. R. 2 1996 Randomly fractionally integrated processes. Zbl 1144.60026Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 2 2008 Variance estimation with applications. Zbl 1310.62043Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 2 2010 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 2 2010 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 2 2019 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 2 2019 Inégalités de mélange fort utilisant des normes d’Orlicz. (Strong mixing moment inequalities using Orlicz norms). Zbl 0659.60009Bulinskii, Alexandre; Doukhan, Paul 1 1987 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080Doukhan, Paul; León, José R. 1 2004 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052Doukhan, 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 1451.62099Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Dependent noise for stochastic algorithms. Zbl 1067.62085Doukhan, Paul; Brandière, Odile 1 2004 Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph 1 2021 Mixing properties of integer-valued GARCH processes. Zbl 1464.62380Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. 1 2021 Quadratic deviation of projection density estimates. Zbl 0812.62043Doukhan, Paul; León, José Rafael 1 1993 Spectral estimation in the presence of missing data. Zbl 1411.62249Bahamonde, Natalia; Doukhan, Paul 1 2017 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph 1 2021 Mixing properties of integer-valued GARCH processes. Zbl 1464.62380Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. 1 2021 Multivariate count autoregression. Zbl 1456.62155Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul 8 2020 High-dimensional VAR with low-rank transition. Zbl 1448.62130Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 3 2020 Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Discrete-time trawl processes. Zbl 07062617Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 6 2019 Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029Doukhan, Paul; Neumann, Michael H. 5 2019 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 2 2019 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 2 2019 Stochastic models for time series. Zbl 1401.62007Doukhan, Paul 4 2018 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155Bardet, Jean-Marc; Doukhan, Paul 4 2018 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 4 2017 Spectral estimation in the presence of missing data. Zbl 1411.62249Bahamonde, Natalia; Doukhan, Paul 1 2017 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397Doukhan, Paul; Kengne, William 10 2015 Dependent wild bootstrap for the empirical process. Zbl 1325.62065Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 9 2015 Phantom distribution functions for some stationary sequences. Zbl 1337.60049Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 6 2015 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263Doukhan, P.; Pommeret, D.; Reboul, L. 4 2015 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104Douc, R.; Doukhan, P.; Moulines, E. 23 2013 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 9 2013 Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 2 2013 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 57 2012 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 9 2012 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 5 2012 Sparsity considerations for dependent variables. Zbl 1274.62462Alquier, Pierre; Doukhan, Paul 9 2011 Subsampling weakly dependent time series and application to extremes. Zbl 1274.62586Doukhan, Paul; Prohl, Silika; Robert, Christian Y. 3 2011 Dependence in probability and statistics. Zbl 1196.60011 3 2010 Variance estimation with applications. Zbl 1310.62043Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 2 2010 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 2 2010 An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel 13 2009 Weak dependence, models and some applications. Zbl 1433.60017Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel 7 2009 Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035Doukhan, Paul; Lang, Gabriel 6 2009 Weakly dependent chains with infinite memory. Zbl 1166.60031Doukhan, Paul; Wintenberger, Olivier 39 2008 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043Doukhan, Paul; Neumann, Michael H. 17 2008 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, 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 1198.62087Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 7 2008 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 2 2008 Weak dependence. With examples and applications. Zbl 1165.62001Dedecker, 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 1117.60018Doukhan, Paul; Neumann, Michael H. 33 2007 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031Doukhan, Paul; Wintenberger, Olivier 18 2007 A fixed point approach to model random fields. Zbl 1140.60029Doukhan, Paul; Truquet, Lionel 8 2007 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 Randomly fractionally integrated processes. Zbl 1144.60026Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 A simple integer-valued bilinear time series model. Zbl 1096.62082Doukhan, 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 1113.60038Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 9 2006 Zero-one laws for binary random fields. Zbl 1104.60017Coupier, David; Doukhan, Paul; Ycart, Bernard 4 2006 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude 3 2005 Weak dependence: models and applications to econometrics. Zbl 1069.62070Nze, Patrick Ango; Doukhan, Paul 34 2004 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080Doukhan, Paul; León, José R. 1 2004 Dependent noise for stochastic algorithms. Zbl 1067.62085Doukhan, Paul; Brandière, Odile 1 2004 Theory and applications of long-range dependence. Zbl 1005.00017 211 2003 A new covariance inequality and applications. Zbl 1075.60513Dedecker, Jérôme; Doukhan, Paul 49 2003 Models, inequalities, and limit theorems for stationary sequences. Zbl 1032.62081Doukhan, Paul 15 2003 Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). Zbl 1039.60013Doukhan, Paul; Brandière, Odile 2 2003 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 27 2002 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016Doukhan, Paul; Lang, Gabriel 7 2002 Weak dependence: Models and applications. Zbl 1030.60016Ango Nze, Patrick; Doukhan, Paul 3 2002 Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030Doukhan, Paul; Louhichi, Sana 19 2001 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006Coulon-Prieur, Clémentine; Doukhan, Paul 29 2000 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, 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 0948.60012Doukhan, Paul; Surgailis, Donatas 16 1998 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074Ango 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 0919.62029Doukhan, Paul; Louhichi, Sana 2 1998 Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024Ango Nze, P.; Doukhan, P. 8 1996 Superresolution rates in Prokhorov metric. Zbl 0861.60005Doukhan, P.; Gamboa, F. 7 1996 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. Zbl 0874.60046Doukhan, P.; León, J. R. 2 1996 Invariance principles for absolutely regular empirical processes. Zbl 0817.60028Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 78 1995 Mixing: Properties and examples. Zbl 0801.60027Doukhan, Paul 496 1994 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 64 1994 Functional estimation for mixing time series. (Estimation fonctionnelle de séries temporelles mélangeantes.) Zbl 0779.62072Ango Nze, Patrick; Doukhan, Paul 4 1993 Nonparametric recursive estimation in nonlinear ARX-models. Zbl 0804.62041Doukhan, P.; Tsybakov, A. B. 3 1993 Quadratic deviation of projection density estimates. Zbl 0812.62043Doukhan, Paul; León, José Rafael 1 1993 Mixing of linear spatial random fields. (Mélange pour des processus linéaires spatiaux.) Zbl 0734.60054Doukhan, Paul; Guyon, Xavier 3 1991 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035Doukhan, 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 0719.60020Bulinskii, Alexandre V.; Doukhan, Paul 3 1990 Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027Doukhan, P.; León, J. R. 9 1989 Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019Doukhan, 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 0651.60042Doukhan, 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 0596.60037Doukhan, 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 0659.60009Bulinskii, Alexandre; Doukhan, Paul 1 1987 Une mesure de la déviation quadratique d’estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators). Zbl 0599.62043Doukhan, 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 0607.60019Doukhan, 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 0557.60006Doukhan, 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 0515.62037Doukhan, 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 0529.62037Collomb, Gerard; Doukhan, Paul 12 1983 Moments de variables aléatoires mélangeantes. Zbl 0544.62022Doukhan, Paul; Portal, Frédéric 7 1983 Principe d’invariance faible avec vitesse pour un processus empirique dans un cadre multidimensionnel et fortement melangeant. Zbl 0529.60029Doukhan, Paul; Portal, Frederic 2 1983 Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070Doukhan, Paul; Ghindes, Marcel 6 1980 Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069Doukhan, Paul; Ghindes, Marcel 4 1980 all cited Publications top 5 cited Publications 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. 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Mathematics ...and 88 more Serials all top 5 Cited in 36 Fields 1,039 Statistics (62-XX) 643 Probability theory and stochastic processes (60-XX) 99 Numerical analysis (65-XX) 69 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Dynamical systems and ergodic theory (37-XX) 30 Harmonic analysis on Euclidean spaces (42-XX) 15 Computer science (68-XX) 15 Biology and other natural sciences (92-XX) 14 Statistical mechanics, structure of matter (82-XX) 11 Systems theory; control (93-XX) 11 Information and communication theory, circuits (94-XX) 10 Operations research, mathematical programming (90-XX) 9 Partial differential equations (35-XX) 8 Geophysics (86-XX) 7 Functional analysis (46-XX) 5 General and overarching topics; collections (00-XX) 5 Combinatorics (05-XX) 4 Measure and integration (28-XX) 3 Special functions (33-XX) 3 Ordinary differential equations (34-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Astronomy and astrophysics (85-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-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