Edit Profile (opens in new tab) Wintenberger, Olivier Co-Author Distance Author ID: wintenberger.olivier Published as: Wintenberger, Olivier; Wintenberger, O. External Links: MGP Documents Indexed: 50 Publications since 2006, including 14 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 44 Co-Authors with 44 Joint Publications 639 Co-Co-Authors all top 5 Co-Authors 6 single-authored 8 Mikosch, Thomas 5 Bardet, Jean-Marc 4 Doukhan, Paul 3 Alquier, Pierre 3 Buriticá, Gloria 3 Meyer, Nicolas 2 Francq, Christian 2 Godichon-Baggioni, Antoine 2 Mentemeier, Sebastian 2 Tillier, Charles 2 Werge, Nicklas 2 Zakoïan, Jean-Michel 1 Baeriswyl, Fabien 1 Bartkiewicz, Katarzyna 1 Basrak, Bojan 1 Baudry, Jean-Patrick 1 Blasques, Francisco 1 Cai, Sixiang 1 Chavez-Demoulin, Valérie 1 de Vilmarest, Joseph 1 Dombry, Clément 1 Gannaz, Irène 1 Gorgi, Paolo 1 Guedj, Benjamin 1 Guilloux, Frédéric 1 Haddouche, Maxime 1 Igel, Christian 1 Jakubowski, Adam 1 Kengne, William Chakry 1 Koopman, Siem Jan 1 Kulik, Rafał 1 Li, Xiaoyin 1 Maillard, Pascal 1 Margot, Vincent 1 Matsui, Muneya 1 Passeggeri, Riccardo 1 Pedersen, Rasmus Søndergaard 1 Ragache, Nicolas 1 Rezapour, Mohsen 1 Seldin, Yevgeny 1 Soulier, Philippe 1 Thiemann, Niklas 1 Trashorras, José 1 Žugec, Petra all top 5 Serials 5 Stochastic Processes and their Applications 4 Probability Theory and Related Fields 3 Extremes 3 Electronic Journal of Statistics 2 Advances in Applied Probability 2 Bernoulli 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Journal of Econometrics 1 Journal of Time Series Analysis 1 Probability and Mathematical Statistics 1 Statistics 1 Machine Learning 1 The Annals of Applied Probability 1 Test 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Journal of Machine Learning Research (JMLR) 1 Dependence Modeling all top 5 Fields 28 Statistics (62-XX) 26 Probability theory and stochastic processes (60-XX) 5 Computer science (68-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Difference and functional equations (39-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Group theory and generalizations (20-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 32 Publications have been cited 399 times in 301 Documents Cited by ▼ Year ▼ Weakly dependent chains with infinite memory. Zbl 1166.60031 Doukhan, Paul; Wintenberger, Olivier 56 2008 Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. Zbl 1173.62063 Bardet, Jean-Marc; Wintenberger, Olivier 53 2009 Stable limits for sums of dependent infinite variance random variables. Zbl 1231.60017 Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier 30 2011 Continuous invertibility and stable QML estimation of the EGARCH(1,1) model. Zbl 1283.62190 Wintenberger, Olivier 27 2013 GARCH models without positivity constraints: exponential or log GARCH? Zbl 1285.62105 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 23 2013 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031 Doukhan, Paul; Wintenberger, Olivier 22 2007 Precise large deviations for dependent regularly varying sequences. Zbl 1276.60029 Mikosch, Thomas; Wintenberger, Olivier 19 2013 The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains. Zbl 1304.60034 Mikosch, Thomas; Wintenberger, Olivier 17 2014 Model selection for weakly dependent time series forecasting. Zbl 1243.62117 Alquier, Pierre; Wintenberger, Olivier 17 2012 Multiple breaks detection in general causal time series using penalized quasi-likelihood. Zbl 1337.62210 Bardet, Jean-Marc; Kengne, William; Wintenberger, Olivier 17 2012 A large deviations approach to limit theory for heavy-tailed time series. Zbl 1350.60024 Mikosch, Thomas; Wintenberger, Olivier 16 2016 Feasible invertibility conditions and maximum likelihood estimation for observation-driven models. Zbl 1473.62301 Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier 13 2018 The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Zbl 1448.60114 Kulik, Rafał; Soulier, Philippe; Wintenberger, Olivier 12 2019 Prediction of time series by statistical learning: general losses and fast rates. Zbl 06297673 Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier 10 2013 Deviation inequalities for sums of weakly dependent time series. Zbl 1225.60034 Wintenberger, Olivier 9 2010 Convergence rates for density estimators of weakly dependent time series. Zbl 1113.62055 Ragache, Nicolas; Wintenberger, Olivier 8 2006 Adaptive density estimation under weak dependence. Zbl 1209.62056 Gannaz, Irène; Wintenberger, Olivier 8 2010 Goodness-of-fit tests for Log-GARCH and EGARCH models. Zbl 06852281 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 6 2018 Regular variation of a random length sequence of random variables and application to risk assessment. Zbl 1391.60120 Tillier, Charles; Wintenberger, Olivier 5 2018 On the tail behavior of a class of multivariate conditionally heteroskedastic processes. Zbl 1396.60061 Pedersen, Rasmus Søndergaard; Wintenberger, Olivier 4 2018 Optimal learning with Bernstein online aggregation. Zbl 1412.68196 Wintenberger, Olivier 4 2017 Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms. Zbl 1370.60037 Wintenberger, Olivier 4 2017 Large deviations for bootstrapped empirical measures. Zbl 1321.62026 Trashorras, José; Wintenberger, Olivier 4 2014 On the total claim amount for marked Poisson cluster models. Zbl 1430.91073 Basrak, Bojan; Wintenberger, Olivier; Žugec, Petra 4 2019 Weak transport inequalities and applications to exponential and oracle inequalities. Zbl 1328.60057 Wintenberger, Olivier 3 2015 A strongly quasiconvex PAC-Bayesian bound. Zbl 1403.68102 Thiemann, Niklas; Igel, Christian; Wintenberger, Olivier; Seldin, Yevgeny 2 2017 Editorial: Special issue on the extreme value analysis conference challenge “prediction of extremal precipitation”. Zbl 1427.00081 1 2018 Heavy tails for an alternative stochastic perpetuity model. Zbl 1448.60115 Mikosch, Thomas; Rezapour, Mohsen; Wintenberger, Olivier 1 2019 Sparse regular variation. Zbl 1479.62032 Meyer, Nicolas; Wintenberger, Olivier 1 2021 Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference. Zbl 1524.60058 Buriticá, Gloria; Mikosch, Thomas; Wintenberger, Olivier 1 2023 Hidden regular variation for point processes and the single/multiple large point heuristic. Zbl 1492.60145 Dombry, Clément; Tillier, Charles; Wintenberger, Olivier 1 2022 Contrast estimation of time-varying infinite memory processes. Zbl 07577018 Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier 1 2022 Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference. Zbl 1524.60058 Buriticá, Gloria; Mikosch, Thomas; Wintenberger, Olivier 1 2023 Hidden regular variation for point processes and the single/multiple large point heuristic. Zbl 1492.60145 Dombry, Clément; Tillier, Charles; Wintenberger, Olivier 1 2022 Contrast estimation of time-varying infinite memory processes. Zbl 07577018 Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier 1 2022 Sparse regular variation. Zbl 1479.62032 Meyer, Nicolas; Wintenberger, Olivier 1 2021 The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Zbl 1448.60114 Kulik, Rafał; Soulier, Philippe; Wintenberger, Olivier 12 2019 On the total claim amount for marked Poisson cluster models. Zbl 1430.91073 Basrak, Bojan; Wintenberger, Olivier; Žugec, Petra 4 2019 Heavy tails for an alternative stochastic perpetuity model. Zbl 1448.60115 Mikosch, Thomas; Rezapour, Mohsen; Wintenberger, Olivier 1 2019 Feasible invertibility conditions and maximum likelihood estimation for observation-driven models. Zbl 1473.62301 Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier 13 2018 Goodness-of-fit tests for Log-GARCH and EGARCH models. Zbl 06852281 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 6 2018 Regular variation of a random length sequence of random variables and application to risk assessment. Zbl 1391.60120 Tillier, Charles; Wintenberger, Olivier 5 2018 On the tail behavior of a class of multivariate conditionally heteroskedastic processes. Zbl 1396.60061 Pedersen, Rasmus Søndergaard; Wintenberger, Olivier 4 2018 Editorial: Special issue on the extreme value analysis conference challenge “prediction of extremal precipitation”. Zbl 1427.00081 1 2018 Optimal learning with Bernstein online aggregation. Zbl 1412.68196 Wintenberger, Olivier 4 2017 Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms. Zbl 1370.60037 Wintenberger, Olivier 4 2017 A strongly quasiconvex PAC-Bayesian bound. Zbl 1403.68102 Thiemann, Niklas; Igel, Christian; Wintenberger, Olivier; Seldin, Yevgeny 2 2017 A large deviations approach to limit theory for heavy-tailed time series. Zbl 1350.60024 Mikosch, Thomas; Wintenberger, Olivier 16 2016 Weak transport inequalities and applications to exponential and oracle inequalities. Zbl 1328.60057 Wintenberger, Olivier 3 2015 The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains. Zbl 1304.60034 Mikosch, Thomas; Wintenberger, Olivier 17 2014 Large deviations for bootstrapped empirical measures. Zbl 1321.62026 Trashorras, José; Wintenberger, Olivier 4 2014 Continuous invertibility and stable QML estimation of the EGARCH(1,1) model. Zbl 1283.62190 Wintenberger, Olivier 27 2013 GARCH models without positivity constraints: exponential or log GARCH? Zbl 1285.62105 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 23 2013 Precise large deviations for dependent regularly varying sequences. Zbl 1276.60029 Mikosch, Thomas; Wintenberger, Olivier 19 2013 Prediction of time series by statistical learning: general losses and fast rates. Zbl 06297673 Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier 10 2013 Model selection for weakly dependent time series forecasting. Zbl 1243.62117 Alquier, Pierre; Wintenberger, Olivier 17 2012 Multiple breaks detection in general causal time series using penalized quasi-likelihood. Zbl 1337.62210 Bardet, Jean-Marc; Kengne, William; Wintenberger, Olivier 17 2012 Stable limits for sums of dependent infinite variance random variables. Zbl 1231.60017 Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier 30 2011 Deviation inequalities for sums of weakly dependent time series. Zbl 1225.60034 Wintenberger, Olivier 9 2010 Adaptive density estimation under weak dependence. Zbl 1209.62056 Gannaz, Irène; Wintenberger, Olivier 8 2010 Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. Zbl 1173.62063 Bardet, Jean-Marc; Wintenberger, Olivier 53 2009 Weakly dependent chains with infinite memory. Zbl 1166.60031 Doukhan, Paul; Wintenberger, Olivier 56 2008 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031 Doukhan, Paul; Wintenberger, Olivier 22 2007 Convergence rates for density estimators of weakly dependent time series. Zbl 1113.62055 Ragache, Nicolas; Wintenberger, Olivier 8 2006 all cited Publications top 5 cited Publications all top 5 Cited by 405 Authors 24 Doukhan, Paul 22 Wintenberger, Olivier 14 Francq, Christian 11 Bardet, Jean-Marc 11 Mikosch, Thomas 10 Fokianos, Konstantinos 9 Koopman, Siem Jan 8 Alquier, Pierre 8 Blasques, Francisco 8 Zakoïan, Jean-Michel 7 Basrak, Bojan 7 Kengne, William Charky 7 Kulik, Rafał 7 Zhu, Fukang 6 Jiménez-Gamero, María Dolores 6 Soulier, Philippe 5 Damek, Ewa 5 Li, Qi 5 Stelzer, Robert 4 Diop, Mamadou Lamine 4 Gorgi, Paolo 4 Lucas, André 4 Meintanis, Simos G. 4 Tjøstheim, Dag B. 4 Truquet, Lionel 3 Aknouche, Abdelhakim 3 Bertail, Patrice 3 Buraczewski, Dariusz 3 Chen, Huaping 3 Chesneau, Christophe 3 Christou, Vasiliki 3 Curato, Imma Valentina 3 Fan, Xiequan 3 Garnier, Rémy 3 Guedj, Benjamin 3 Hashorva, Enkelejd 3 Janßen, Anja 3 Jirak, Moritz 3 Kadmiri, Othman 3 Kamila, Kare 3 Krizmanić, Danijel 3 Lee, Sangyeol 3 Li, Dong 3 Linton, Oliver Bruce 3 Liu, Mengya 3 Luati, Alessandra 3 Mainassara, Yacouba Boubacar 3 Matsui, Muneya 3 Pedersen, Rasmus Søndergaard 3 Planinić, Hrvoje 3 Saussereau, Bruno 3 Wu, Wei Biao 3 Zhao, Yuwei 3 Zhu, Ke 3 Ziel, Florian 2 Allaoui, Soumaya 2 Arvanitis, Stelios 2 Barczy, Mátyás 2 Bertin, Karine 2 Bilayi-Biakana, Clémonell 2 Boularouk, Yakoub 2 Bouzebda, Salim 2 Buriticá, Gloria 2 Ciołek, Gabriela 2 Cissokho, Youssouph 2 Das, Bikramjit 2 Davis, Richard A. 2 D’Innocenzo, Enzo 2 Dombry, Clément 2 Drees, Holger 2 El Ghourabi, Mohamed 2 Henze, Norbert 2 Hörmann, Siegfried 2 Hüsler, Jürg 2 Kang, Jiwon 2 Kuznetsov, Vitalii A. 2 Lang, Gabriel 2 Langhendries, Raphaël 2 Laurent, Sébastien-Yves 2 Lee, Oesook 2 León, José Rafael R. 2 Lerasle, Matthieu 2 Li, Xiaoyin 2 Ling, Shiqing 2 Liu, Jicheng 2 Markovich, Natalia M. 2 Martig, Lukas 2 Mohri, Mehryar 2 Nedényi, Fanni K. 2 Neumann, Michael H. 2 Ngatchou Wandji, Joseph 2 Pap, Gyula 2 Portier, François 2 Pourahmadi, Mohsen 2 Prohl, Silika 2 Robert, Christian-Yann 2 Rynkiewicz, Joseph 2 Sang, Hailin 2 Segers, Johan 2 Song, Junmo ...and 305 more Authors all top 5 Cited in 75 Serials 24 Journal of Econometrics 24 Stochastic Processes and their Applications 18 Bernoulli 18 Electronic Journal of Statistics 17 Journal of Time Series Analysis 16 Extremes 12 Statistics & Probability Letters 10 Test 9 Econometric Theory 7 The Annals of Statistics 6 Journal of Statistical Planning and Inference 5 Journal of Applied Probability 5 Journal of Multivariate Analysis 5 Journal of Theoretical Probability 5 Machine Learning 5 Computational Statistics and Data Analysis 4 Lithuanian Mathematical Journal 4 Probability Theory and Related Fields 4 The Annals of Applied Probability 4 Communications in Statistics. Theory and Methods 4 Statistical Papers 4 Statistical Inference for Stochastic Processes 3 Advances in Applied Probability 3 Scandinavian Journal of Statistics 3 The Annals of Probability 3 Statistics 3 Econometric Reviews 3 Communications in Statistics. Simulation and Computation 3 Journal of Statistical Computation and Simulation 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Machine Learning Research (JMLR) 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Metrika 2 Annals of the Institute of Statistical Mathematics 2 Economics Letters 2 Theory of Probability and Mathematical Statistics 2 Annals of Mathematics and Artificial Intelligence 2 Brazilian Journal of Probability and Statistics 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Statistical Methods and Applications 2 Journal of the Korean Statistical Society 2 AStA. Advances in Statistical Analysis 2 Dependence Modeling 1 Rocky Mountain Journal of Mathematics 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Mathematics and Computers in Simulation 1 Insurance Mathematics & Economics 1 Probability and Mathematical Statistics 1 Annals of Operations Research 1 Neural Computation 1 Potential Analysis 1 Journal of Mathematical Sciences (New York) 1 Fractals 1 Journal of Difference Equations and Applications 1 Electronic Journal of Probability 1 Journal of Nonparametric Statistics 1 Journal of Inequalities and Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 Far East Journal of Theoretical Statistics 1 Acta Mathematica Sinica. English Series 1 CEJOR. Central European Journal of Operations Research 1 Scandinavian Actuarial Journal 1 Stochastic Models 1 Statistical Modelling 1 Stochastics 1 Journal of Mathematical Inequalities 1 Afrika Statistika 1 Statistics and Computing 1 Communications in Mathematics and Statistics 1 Journal of Time Series Econometrics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Graduate Journal of Mathematics all top 5 Cited in 20 Fields 238 Statistics (62-XX) 141 Probability theory and stochastic processes (60-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Computer science (68-XX) 15 Numerical analysis (65-XX) 7 Dynamical systems and ergodic theory (37-XX) 3 Operations research, mathematical programming (90-XX) 2 General and overarching topics; collections (00-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year