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Weak dependence : models and applications to econometrics
Ango Nze, Patrick; Doukhan, Paul - In: Econometric theory 20 (2004) 6, pp. 995-1045
Persistent link: https://www.econbiz.de/10002424835
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Estimation of the density and of the regression functions of an absolutely regular stationary process
Ango Nze, Patrick - In: Publications de l'Institut de Statistique de … 38 (1994) 2, pp. 59-88
Persistent link: https://www.econbiz.de/10001165292
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Subsampling under weak dependence conditions
Ango Nze, Patrick; Dupoiron, Stéphanie; Rios, Ricardo - 2003
Persistent link: https://www.econbiz.de/10001900001
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Non linear ARX-models : probabilistic properties and consistent recursive estimation
Doukhan, Paul - 1992
Persistent link: https://www.econbiz.de/10000852961
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Empirical CLT for a class of long memory Bernoulli shifts
Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; … - 2003
Persistent link: https://www.econbiz.de/10001762369
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Dependent noise for stochastic algorithms
Doukhan, Paul; Brandière, Odile - 2003
Persistent link: https://www.econbiz.de/10001762375
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A new covariance inequality and applications
Dedecker, J.; Doukhan, Paul - 2002
Persistent link: https://www.econbiz.de/10001714382
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Asymptotics for the Lp-deviation of the variance estimator of a diffusion
Doukhan, Paul; León, José R. - 2002
Persistent link: https://www.econbiz.de/10001714386
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Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Bardet, Jean-Marc; Doukhan, Paul; León, José-Raphael - 2005
Persistent link: https://www.econbiz.de/10003333894
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Zero-one laws for binary random fields
Coupier, David; Doukhan, Paul; Ycart, Bernard - 2005
Persistent link: https://www.econbiz.de/10003333899