P. Doukhan

发表

Invariance principles for absolutely regular empirical processes

P. Massart, E. Rio, P. Doukhan, 1995 .

Weak Dependence: With Examples and Applications

P. Doukhan, J. Dedecker, R. León, 2007 .

Probability and moment inequalities for sums of weakly dependent random variables, with applications

Michael H. Neumann, P. Doukhan, 2007 .

A new weak dependence condition and applications to moment inequalities

P. Doukhan, S. Louhichi, 1999 .

A triangular central limit theorem under a new weak dependence condition

P. Doukhan, Clémentine Coulon-Prieur, 2000 .

WEAKLY DEPENDENT CHAINS WITH INFINITE MEMORY

P. Doukhan, O. Wintenberger, 2007, 0712.3231.

Sparsity considerations for dependent variables

Pierre Alquier, P. Doukhan, 2011, 1102.1615.

Mixing: Properties and Examples

P. Doukhan, 1994 .

The notion of ψ -weak dependence and its applications to bootstrapping time series

Michael H. Neumann, P. Doukhan, 2008, 0806.4263.

Rejoinder on: Subsampling weakly dependent time series and application to extremes

Paul Doukhan, Christian Y. Robert, P. Doukhan, 2011 .

WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS

Paul Doukhan, P. Doukhan, P. A. Nze, 2004, Econometric Theory.

Mixtures of Nonlinear Poisson Autoregressions

P. Doukhan, K. Fokianos, Joseph Rynkiewicz, 2020, Journal of Time Series Analysis.

Poisson Models for Mixtures of Count Time Series

P. Doukhan, K. Fokianos, Joseph Rynkiewicz, 2018 .

Dependent Wild Bootstrap for the Empirical Process

Anne Leucht, Michael H. Neumann, Gabriel Lang, 2015 .

The functional central limit theorem for strongly mixing processes

Pascal Massart, Paul Doukhan, Emmanuel Rio, 1994 .

A ug 2 02 0 Mixing properties of integer-valued GARCH processes

P. Doukhan, 2020 .

Discrete-time trawl processes

P. Doukhan, D. Surgailis, A. Jakubowski, 2019, Stochastic Processes and their Applications.

Non-parametric estimation of time varying AR(1)--processes with local stationarity and periodicity

P. Doukhan, Jean-Marc Bardet, J. Bardet, 2017, 1705.10140.

Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

P. Doukhan, Jean-Marc Bardet, J. León, 2007, math/0701739.

Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator

Eric Moulines, Randal Douc, Paul Doukhan, 2012, 1210.4739.

Subsampling weakly dependent time series and application to extremes

P. Doukhan, C. Robert, Silika Prohl, 2011 .

Subsampling Weakly Dependent Times Series and Application to Extremes

C. Robert, P. Doukhan, Silika Prohl, 2010, 1009.0805.

Dependent Lindeberg central limit theorem and some applications

Jean-Marc Bardet, Gabriel Lang, Paul Doukhan, 2007, math/0701872.

submitted WEAKLY DEPENDENT CHAINS WITH INFINITE MEMORY By

P. Doukhan, 2006 .

Dependence in Statistics with applications

P. Doukhan, 2010 .

Evaluation for moments of a ratio with application to regression estimation

P. Doukhan, Gabriel Lang, G. Lang, 2008, 0805.0228.

Discrete-time trawl processes with long memory

P. Doukhan, D. Surgailis, A. Jakubowski, 2016, 1610.04880.

Stationarity and ergodic properties for some observation-driven models in random environments

Michael H. Neumann, P. Doukhan, L. Truquet, 2020, The Annals of Applied Probability.

Inference and testing for structural change in general Poisson autoregressive models

P. Doukhan, William Kengne, 2015 .

Inference and testing for structural change in time series of counts model

P. Doukhan, William Kengne, 2013, 1305.1751.

Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality

P. Doukhan, Yahia Salhi, J. Rynkiewicz, 2021, Stats.

Best attainable rates of convergence for the estimation of the memory parameter

P. Doukhan, Gabriel Lang, D. Surgailis, 2019 .

Theory and applications of long-range dependence

Murad S. Taqqu, Georges Oppenheim, Paul Doukhan, 2003 .

AN INVARIANCE PRINCIPLE FOR WEAKLY DEPENDENT STATIONARY GENERAL MODELS

P. Doukhan, O. Wintenberger, 2006, math/0603221.

Contrast estimation of time-varying infinite memory processes

P. Doukhan, Jean-Marc Bardet, O. Wintenberger, 2022, Stochastic Processes and their Applications.

Weakly dependent random fields with infinite interactions

P. Doukhan, L. Truquet, 2008 .

A functional central limit theorem for interacting particle systems on transitive graphs

P. Doukhan, Gabriel Lang, B. Ycart, 2005, math-ph/0509041.

Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948]

D. Tjøstheim, P. Doukhan, K. Fokianos, 2013 .

Convergence rates for density estimators of weakly dependent time series

P. Doukhan, P. Soulier, 2018 .

On weak dependence conditions: The case of discrete valued processes

P. Doukhan, Xiaoyin Li, K. Fokianos, 2012 .

Zero-one Laws for Binary Random Fields

P. Doukhan, B. Ycart, D. Coupier, 2006, math/0605502.

A nonlinear model for long-memory conditional heteroscedasticity*

P. Doukhan, D. Surgailis, Ieva Grublyt˙, 2016, Lithuanian Mathematical Journal.

Limit theorems for record counts and times in the Fα-scheme

J. Steinebach, P. Doukhan, A. Pakes, 2012, Extremes.

High-dimensional VAR with low-rank transition

Pierre Alquier, P. Doukhan, Karine Bertin, 2020, Statistics and Computing.

Statistical inference for DNA sequences of promoters: a non-stationary qualitative model

P. Doukhan, Xiaoyin Li, J. Feugeas, 2017 .

Deviation inequalities for separately Lipschitz functionals of composition of random functions

P. Doukhan, J. Dedecker, X. Fan, 2019, Journal of Mathematical Analysis and Applications.

Randomly fractionally integrated processes

P. Doukhan, D. Surgailis, G. Lang, 2007 .

Weak dependence beyond mixing and asymptotics for nonparametric regression

P. Bühlmann, P. Doukhan, P. A. Nze, 2002 .

Functional Estimation of a Density Under a New Weak Dependence Condition

P. Doukhan, S. Louhichi, 2001 .

Functional estimation for time series: Uniform convergence properties

P. Doukhan, P. A. Nze, 1998 .

Superresolution Rates in Prokhorov Metric

Fabrice Gamboa, Paul Doukhan, P. Doukhan, 1996, Canadian Journal of Mathematics.

A class of random field memory models for mortality forecasting

P. Doukhan, Yahia Salhi, D. Pommeret, 2017 .

A new covariance inequality and applications

Jérôme Dedecker, Paul Doukhan, P. Doukhan, 2003 .

Rates of convergence in the strong invariance principle under projective criteria

P. Doukhan, J. Dedecker, F. Merlevède, 2011, 1102.5061.

High-dimensional VAR with low-rank transition

Pierre Alquier, R'emy Garnier, Karine Bertin, 2019, Statistics and Computing.

A Dynamic Taylor’s law

P. Doukhan, Yahia Salhi, V. H. De La Peña, 2020, Journal of Applied Probability.

Moments and Cumulants

P. Doukhan, 2018 .

On weak dependence conditions for Poisson autoregressions

Dag Tjøstheim, Konstantinos Fokianos, Paul Doukhan, 2012 .

Mixing properties of non-stationary INGARCH(1,1) processes

Michael H. Neumann, P. Doukhan, Anne Leucht, 2020, Bernoulli.

Absolute regularity of semi-contractive GARCH-type processes

Michael H. Neumann, Paul Doukhan, P. Doukhan, 2017, Journal of Applied Probability.

Mixing properties of integer-valued GARCH processes

Michael H. Neumann, Naushad Mamode Khan, Paul Doukhan, 2021 .

Multivariate count autoregression

Konstantinos Fokianos, Paul Doukhan, Baard Stove, 2017, Bernoulli.

A nonlinear model for long-memory conditional heteroscedasticity*

P. Doukhan, D. Surgailis, Ieva Grublyt˙, 2015, 1502.00095.

Stochastic Models for Time Series

Paul Doukhan, P. Doukhan, 2018 .

Contrast estimation of general locally stationary processes using coupling

P. Doukhan, O. Wintenberger, J. Bardet, 2020, 2005.07397.

Exponential inequalities for nonstationary Markov chains

Pierre Alquier, Xiequan Fan, Paul Doukhan, 2018, Dependence Modeling.

Phantom distribution functions for some stationary sequences

P. Doukhan, G. Lang, Adam Jakubowski, 2015, 1509.05449.

Empirical central limit theorem for cluster functionals without mixing

P. Doukhan, Jos'e Gregorio G'omez, 2015, 1507.06184.

Limit theorems for record counts and times in the Fα-scheme

J. Steinebach, P. Doukhan, A. Pakes, 2013 .

A functional limit theorem for η-weakly dependent processes and its applications

P. Doukhan, J. León, Jean‐Marc Bardet, 2008 .

Cramér moderate deviations for a supercritical Galton–Watson process

P. Doukhan, Zhi-Qiang Gao, Xiequan Fan, 2021, Statistics & Probability Letters.

Spectral estimation in the presence of missing data

P. Doukhan, Natalia Bahamonde, 2018 .

Estimation of the autocovariance function with missing observations

É. Moulines, P. Doukhan, Natalia Bahamonde, 2010, 1004.3717.

Weak Dependence: Models and Applications

P. Doukhan, P. A. Nze, 2002 .

A Larch Vector Valued Process

P. Doukhan, Gilles Teyssière, Pablo E. Winant, 2006 .

A simple integer-valued bilinear time series model

Alain Latour, Paul Doukhan, P. Doukhan, 2006, Advances in Applied Probability.