Edit Profile Doukhan, Paul Compute Distance To: Compute Author ID: doukhan.paul Published as: Doukhan, P.; Doukhan, Paul Homepage: https://doukhan.u-cergy.fr/ External Links: MGP · Wikidata · dblp · GND Documents Indexed: 109 Publications since 1980, including 7 Books Biographic References: 1 Publication 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 5 Fokianos, Konstantinos 5 Louhichi, Sana 4 Bardet, Jean-Marc 4 Dedecker, Jérôme 4 Neumann, Michael H. 3 Alquier, Pierre 3 Ghindes, Marcel 3 Klesov, Oleg I. 3 Li, Xiaoyin 3 Tjøstheim, Dag B. 2 Brandière, Odile 2 Bulinskiĭ, Aleksandr Vadimovich 2 Fan, Xiequan 2 Gamboa, Fabrice 2 Jakubowski, Adam 2 Massart, Pascal 2 Pommeret, Denys 2 Prohl, Silika 2 Rio, Emmanuel 2 Robert, Christian Yann 2 Rynkiewicz, Joseph 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 Guyon, Xavier 1 Jakubowicz, Jérémie 1 Kengne, William Charky 1 Khezour, Abdelali 1 Latour, Alain 1 Leucht, Anne 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 Reboul, Laurence 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 Test 3 Statistical Inference for Stochastic Processes 2 Acta Cientifica Venezolana 2 Lithuanian Mathematical Journal 2 Journal of Multivariate Analysis 2 Journal of Time Series Analysis 2 REBRAPE 2 Bernoulli 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 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 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 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 80 Probability theory and stochastic processes (60-XX) 75 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) 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) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 89 Publications have been cited 1,806 times in 1,266 Documents Cited by ▼ Year ▼ Mixing: Properties and examples. Zbl 0801.60027Doukhan, Paul 510 1994 Theory and applications of long-range dependence. Zbl 1005.00017Doukhan, Paul (ed.); Oppenheim, George (ed.); Taqqu, Murad S. (ed.) 216 2003 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 143 1999 Weak dependence. With examples and applications. Zbl 1165.62001Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine 106 2007 Invariance principles for absolutely regular empirical processes. Zbl 0817.60028Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 70 1995 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 59 1994 A new covariance inequality and applications. Zbl 1075.60513Dedecker, Jérôme; Doukhan, Paul 47 2003 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 45 2012 Weakly dependent chains with infinite memory. Zbl 1166.60031Doukhan, Paul; Wintenberger, Olivier 31 2008 Weak dependence: models and applications to econometrics. Zbl 1069.62070Nze, Patrick Ango; Doukhan, Paul 30 2004 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006Coulon-Prieur, Clémentine; Doukhan, Paul 28 2000 Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018Doukhan, Paul; Neumann, Michael H. 26 2007 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 25 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. 20 2013 Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030Doukhan, Paul; Louhichi, Sana 18 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 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 18 1983 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035Doukhan, Paul; Léon, José Rafael 17 1990 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031Doukhan, Paul; Wintenberger, Olivier 15 2007 A simple integer-valued bilinear time series model. Zbl 1096.62082Doukhan, P.; Latour, A.; Oraichi, D. 15 2006 Models, inequalities, and limit theorems for stationary sequences. Zbl 1032.62081Doukhan, Paul 15 2003 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. Zbl 0948.60012Doukhan, Paul; Surgailis, Donatas 15 1998 An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel 13 2009 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043Doukhan, Paul; Neumann, Michael H. 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 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 11 2008 A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 10 2006 Sparsity considerations for dependent variables. Zbl 1274.62462Alquier, Pierre; Doukhan, Paul 9 2011 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074Ango Nze, P.; Doukhan, P. 9 1998 Speed of convergence in the central limit theorem for mixing Hilbert space valued random variables. Zbl 0557.60006Doukhan, Paul; Leon, José; Portal, Frédéric 9 1984 Dependent wild bootstrap for the empirical process. Zbl 1325.62065Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 8 2015 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 8 2012 Dependence in probability and statistics. Zbl 1092.60002Bertail, Patrice (ed.); Doukhan, Paul (ed.); Soulier, Philippe (ed.) 8 2006 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 7 2007 Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016Doukhan, Paul; Lang, Gabriel 7 2002 Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027Doukhan, P.; León, J. R. 7 1989 Moments de variables aléatoires mélangeantes. Zbl 0544.62022Doukhan, Paul; Portal, Frédéric 7 1983 Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070Doukhan, Paul; Ghindes, Marcel 7 1980 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 6 2012 Weak dependence, models and some applications. Zbl 1433.60017Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel 6 2009 Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035Doukhan, Paul; Lang, Gabriel 6 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 6 2008 Superresolution rates in Prokhorov metric. Zbl 0861.60005Doukhan, P.; Gamboa, F. 6 1996 Phantom distribution functions for some stationary sequences. Zbl 1337.60049Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 5 2015 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397Doukhan, Paul; Kengne, William 5 2015 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 5 2013 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 Functional estimation for mixing time series. Zbl 0779.62072Ango Nze, Patrick; Doukhan, Paul 5 1993 Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019Doukhan, Paul 5 1988 Discrete-time trawl processes. Zbl 07062617Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 4 2019 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Zero-one laws for binary random fields. Zbl 1104.60017Coupier, David; Doukhan, Paul; Ycart, Bernard 4 2006 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023Doukhan, Paul; León, Jose R.; Soulier, Philippe 4 1996 Mixing of linear spatial random fields. Zbl 0734.60054Doukhan, Paul; Guyon, Xavier 4 1991 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 3 2018 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 1196.60011Doukhan, Paul (ed.); Lang, Gabriel (ed.); Surgailis, Donatas (ed.); Teyssière, Gilles (ed.) 3 2010 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. Zbl 1030.60016Ango Nze, Patrick; Doukhan, Paul 3 2002 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 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 Stochastic models for time series. Zbl 1401.62007Doukhan, Paul 2 2018 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 2 2017 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263Doukhan, P.; Pommeret, D.; Reboul, L. 2 2015 Corrigendum to “on weak dependence conditions: the case of discrete valued processes” [Statist. Probab. lett. 82 (2012) 1941-1948]. Zbl 06162723Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 2 2013 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 2 2008 Randomly fractionally integrated processes. Zbl 1144.60026Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 Functional estimation of a density under a weak dependence condition. Zbl 0919.62029Doukhan, Paul; Louhichi, Sana 2 1998 Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. Zbl 0874.60046Doukhan, P.; León, J. R. 2 1996 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 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 1 2019 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 07096905Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 1 2019 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 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 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 1 2010 Variance estimation with applications. Zbl 1310.62043Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 1 2010 Dependent noise for stochastic algorithms. Zbl 1067.62085Doukhan, Paul; Brandière, Odile 1 2004 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080Doukhan, Paul; León, José R. 1 2004 Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). Zbl 1039.60013Doukhan, Paul; Brandière, Odile 1 2003 Quadratic deviation of projection density estimates. Zbl 0812.62043Doukhan, Paul; León, José Rafael 1 1993 Inégalités de mélange fort utilisant des normes d’Orlicz. (Strong mixing moment inequalities using Orlicz norms). Zbl 0659.60009Bulinskii, Alexandre; Doukhan, Paul 1 1987 Principe d’invariance faible avec vitesse pour un processus empirique dans un cadre multidimensionnel et fortement melangeant. Zbl 0529.60029Doukhan, Paul; Portal, Frederic 1 1983 Simulation in the general first order autoregressive process (unidimensional normal case). Zbl 0503.62085Doukhan, Paul 1 1983 Discrete-time trawl processes. Zbl 07062617Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 4 2019 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 1 2019 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 07096905Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 1 2019 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155Bardet, Jean-Marc; Doukhan, Paul 3 2018 Stochastic models for time series. Zbl 1401.62007Doukhan, Paul 2 2018 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 2 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 Dependent wild bootstrap for the empirical process. Zbl 1325.62065Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 8 2015 Phantom distribution functions for some stationary sequences. Zbl 1337.60049Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 5 2015 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397Doukhan, Paul; Kengne, William 5 2015 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263Doukhan, P.; Pommeret, D.; Reboul, L. 2 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. 20 2013 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 5 2013 Corrigendum to “on weak dependence conditions: the case of discrete valued processes” [Statist. Probab. lett. 82 (2012) 1941-1948]. Zbl 06162723Doukhan, 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 45 2012 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 8 2012 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 6 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 1196.60011Doukhan, Paul (ed.); Lang, Gabriel (ed.); Surgailis, Donatas (ed.); Teyssière, Gilles (ed.) 3 2010 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 1 2010 Variance estimation with applications. Zbl 1310.62043Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 1 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 6 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 31 2008 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043Doukhan, Paul; Neumann, Michael H. 13 2008 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 11 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 6 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 106 2007 Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018Doukhan, Paul; Neumann, Michael H. 26 2007 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031Doukhan, Paul; Wintenberger, Olivier 15 2007 A fixed point approach to model random fields. Zbl 1140.60029Doukhan, Paul; Truquet, Lionel 7 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. 15 2006 A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 10 2006 Dependence in probability and statistics. Zbl 1092.60002Bertail, Patrice (ed.); Doukhan, Paul (ed.); Soulier, Philippe (ed.) 8 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 30 2004 Dependent noise for stochastic algorithms. Zbl 1067.62085Doukhan, Paul; Brandière, Odile 1 2004 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080Doukhan, Paul; León, José R. 1 2004 Theory and applications of long-range dependence. Zbl 1005.00017Doukhan, Paul (ed.); Oppenheim, George (ed.); Taqqu, Murad S. (ed.) 216 2003 A new covariance inequality and applications. Zbl 1075.60513Dedecker, Jérôme; Doukhan, Paul 47 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 1 2003 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 25 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 18 2001 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006Coulon-Prieur, Clémentine; Doukhan, Paul 28 2000 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 143 1999 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. Zbl 0948.60012Doukhan, Paul; Surgailis, Donatas 15 1998 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074Ango Nze, P.; Doukhan, P. 9 1998 Functional estimation of a density under a weak dependence condition. 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. 6 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 4 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 70 1995 Mixing: Properties and examples. Zbl 0801.60027Doukhan, Paul 510 1994 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 59 1994 Functional estimation for mixing time series. Zbl 0779.62072Ango Nze, Patrick; Doukhan, Paul 5 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. Zbl 0734.60054Doukhan, Paul; Guyon, Xavier 4 1991 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035Doukhan, Paul; Léon, José Rafael 17 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. 7 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. 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 18 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 1 1983 Simulation in the general first order autoregressive process (unidimensional normal case). Zbl 0503.62085Doukhan, Paul 1 1983 Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070Doukhan, Paul; Ghindes, Marcel 7 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 1,399 Authors 46 Doukhan, Paul 30 Liang, Hanying 23 Surgailis, Donatas 20 Dedecker, Jérôme 20 Leonenko, Nikolai N. 17 Bardet, Jean-Marc 17 Fokianos, Konstantinos 17 Peligrad, Magda 16 Merlevède, Florence 15 Neumann, Michael H. 15 Wu, Wei Biao 14 Lee, Sangyeol 13 León, José Rafael R. 13 Pipiras, Vladas 13 Prieur, Clémentine 13 Wang, Lihong 12 Harel, Michel 12 Lahiri, Soumendra Nath 12 Ould-Saïd, Elias 12 Taqqu, Murad S. 11 de Uña-Álvarez, Jacobo 11 Hwang, Eunju 11 Mikosch, Thomas 11 Shin, Dongwan 10 Politis, Dimitris Nicolas 10 Puri, Madan Lal 10 Quintela-Del-Río, Alejandro 10 Tjøstheim, Dag B. 10 Wintenberger, Olivier 9 Moulines, Eric 9 Truquet, Lionel 9 Vieu, Philippe 9 Zhu, Fukang 8 Comte, Fabienne 8 Davis, Richard A. 8 Horváth, Lajos 8 Lang, Gabriel 8 Olenko, Andriy Yakovych 8 Sancetta, Alessio 8 Zähle, Henryk 7 Alquier, Pierre 7 Aneiros-Pérez, Germán 7 Berkes, István 7 Bühlmann, Peter 7 Chesneau, Christophe 7 Dabo-Niang, Sophie 7 Koul, Hira Lal 7 Linton, Oliver Bruce 7 Reisen, Valdério Anselmo 7 Roueff, François 6 Beran, Jan 6 Bücher, Axel 6 Cuny, Christophe 6 Hill, Jonathan B. 6 Hörmann, Siegfried 6 Jakubowski, Adam 6 Lavancier, Frédéric 6 Nordman, Daniel J. 6 Palma, Wilfredo 6 Paparoditis, Efstathios 6 Tatachak, Abdelkader 5 Ango Nze, Patrick 5 Anh, Vo V. 5 Cattiaux, Patrick 5 Chan, Ngai Hang 5 Coeurjolly, Jean-François 5 Didier, Gustavo 5 Douc, Randal 5 Durieu, Olivier 5 Fan, Xiequan 5 Gamboa, Fabrice 5 Guessoum, Zohra 5 Ivanov, Aleksandr Vladimirovich 5 Jirak, Moritz 5 Kengne, William Charky 5 Kokoszka, Piotr S. 5 Laksaci, Ali 5 Lee, Oesook 5 Liebscher, Eckhard 5 Louhichi, Sana 5 Maume-Deschamps, Véronique 5 McElroy, Tucker S. 5 Rio, Emmanuel 5 Segers, Johan 5 Sorensen, Michael 5 Stelzer, Robert 5 Vilar Fernandez, Juan Manuel 5 Whang, Yoon-Jae 4 Arcones, Miguel A. 4 Avram, Florin 4 Baek, Changryong 4 Bertail, Patrice 4 Beutner, Eric 4 Bosq, Denis 4 Bouezmarni, Taoufik 4 Boutahar, Mohamed 4 Bradley, Richard C. jun. 4 Chen, Xiaohong 4 Corradi, Valentina 4 Dehling, Herold G. ...and 1,299 more Authors all top 5 Cited in 170 Serials 89 Statistics & Probability Letters 87 Stochastic Processes and their Applications 78 Journal of Statistical Planning and Inference 55 Journal of Multivariate Analysis 54 Bernoulli 53 Journal of Econometrics 53 Journal of Time Series Analysis 50 The Annals of Statistics 39 Electronic Journal of Statistics 31 Communications in Statistics. Theory and Methods 28 The Annals of Probability 28 Journal of Theoretical Probability 26 Statistics 25 Test 23 Econometric Theory 22 Annals of the Institute of Statistical Mathematics 22 Journal of Nonparametric Statistics 22 Statistical Inference for Stochastic Processes 20 Computational Statistics and Data Analysis 20 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 19 Statistical Papers 15 Probability Theory and Related Fields 15 Comptes Rendus. Mathématique. Académie des Sciences, Paris 14 Metrika 12 Journal of Mathematical Analysis and Applications 11 The Annals of Applied Probability 11 Journal of Statistical Computation and Simulation 11 Journal of the Korean Statistical Society 10 Extremes 9 Lithuanian Mathematical Journal 9 Scandinavian Journal of Statistics 9 Journal of Applied Probability 9 Mathematical Methods of Statistics 8 Statistical Methods and Applications 7 Advances in Applied Probability 7 Stochastic Analysis and Applications 7 Methodology and Computing in Applied Probability 6 Journal of Statistical Physics 6 Economics Letters 6 Communications in Statistics. Simulation and Computation 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 Stochastics and Dynamics 6 Sankhyā. Series A 6 Statistics and Computing 5 Journal of the American Statistical Association 5 Stochastic Models 5 Stochastics 5 AStA. Advances in Statistical Analysis 4 Insurance Mathematics & Economics 4 Statistical Science 4 Computational Statistics 4 Journal of Applied Statistics 4 Brazilian Journal of Probability and Statistics 4 Journal of Statistical Theory and Practice 3 Rocky Mountain Journal of Mathematics 3 Automatica 3 Transactions of the American Mathematical Society 3 Trabajos de Estadistica 3 Applied Mathematics. Series B (English Edition) 3 Australian & New Zealand Journal of Statistics 3 Dependence Modeling 2 The Canadian Journal of Statistics 2 Physica A 2 Chaos, Solitons and Fractals 2 Proceedings of the American Mathematical Society 2 Acta Applicandae Mathematicae 2 Sequential Analysis 2 Econometric Reviews 2 Mathematical and Computer Modelling 2 Signal Processing 2 Machine Learning 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 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 The Annals of Applied Statistics 2 SIAM Journal on Financial Mathematics 2 Science China. Mathematics 2 Sankhyā. Series B 2 ISRN Probability and Statistics 1 Bulletin of the Australian Mathematical Society 1 Computers & Mathematics with Applications 1 Letters in Mathematical Physics 1 Mathematical Methods in the Applied Sciences 1 Mathematical Notes 1 Nonlinearity 1 Periodica Mathematica Hungarica 1 Physics Reports 1 Ukrainian Mathematical Journal 1 Theory of Probability and its Applications ...and 70 more Serials all top 5 Cited in 36 Fields 966 Statistics (62-XX) 620 Probability theory and stochastic processes (60-XX) 99 Numerical analysis (65-XX) 68 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Dynamical systems and ergodic theory (37-XX) 28 Harmonic analysis on Euclidean spaces (42-XX) 13 Computer science (68-XX) 13 Biology and other natural sciences (92-XX) 12 Statistical mechanics, structure of matter (82-XX) 11 Systems theory; control (93-XX) 10 Operations research, mathematical programming (90-XX) 10 Information and communication theory, circuits (94-XX) 8 Partial differential equations (35-XX) 8 Geophysics (86-XX) 7 Functional analysis (46-XX) 5 Measure and integration (28-XX) 4 General and overarching topics; collections (00-XX) 4 Combinatorics (05-XX) 3 Special functions (33-XX) 2 Number theory (11-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 2 Ordinary differential equations (34-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Astronomy and astrophysics (85-XX) 1 History and biography (01-XX) 1 Functions of a complex variable (30-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-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 Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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