Preprints
- J. M. Bardet, P. Doukhan, O. Wintenberger (2020).
Contrast estimation of general locally stationary processes using coupling.
Hal-02586009v2, and
Arxiv-2005.07397.
-
H. Cherrat, J.-L. Prigent
On the Hedging of Interest Rate Margins on Bank Demand Deposits.
Preprint.
- V. Czellar, D. T. Frazier, E. Renault (2020).
Approximate Maximum Likelihood for Complex Structural Models.
Preprint.
- Z. M. Debaly, L. Truquet (2020).
Iterations of dependent random maps and exogeneity in nonlinear
dynamics.
Arxiv-1908.00845.
- V. de la Pena, P. Doukhan, Y. Sahli (2020).
A Dynamic Taylor's Law.
Hal-02973189, and
Arxiv-2010.10598.
- P. Doukhan, A. Leucht, M. H. Neumann (2020).
Mixing properties of non-stationary INGARCH(1,1) processes.
Arxiv-2011.05854.
- P. Doukhan, M. H. Neumann, L. Truquet (2020).
Stationarity and ergodic properties for some observation-driven
models in random environments.
Arxiv-2007.07623.
- X. Fan, P. Alquier, P. Doukhan (2021).
Deviation inequalities for stochastic approximation by averaging.
https://arxiv.org/abs/2102.08685.
- R. Garnier (2020).
Modelisation of competition between time series.
Arxiv-2009.14610.
- B. Goncalves, T. Huillet, E. Löcherbach (2020).
On population growth with catastrophes.
Arxiv-2007.03277.
- B. Goncalves, T. Huillet, E. Löcherbach (2020).
On decay-surge population models.
Arxiv-2012.00716.
Preprints may be found on
Arxiv
and
Hal.
Publications
- P. Doukhan, N. Mamode Khan, M. H. Neumann (2021).
Mixing properties of integer-valued Skellam GARCH processes.
ALEA, Lat. Am. J. Probab. Math. Stat. 18, 401–420.
DOI: 10.30757/ALEA.v18-18.
- P. Doukhan, F. Roueff, J. Rynkiewicz (2020).
Spectral estimation for non-linear long range dependent discrete time trawls.
Electronic Journal of Statistics (14) 3157–3191. ISSN: 1935-7524. https://doi.org/10.1214/20-EJS1742.
- A. Fernández-Fontelo, D. Moriña, A. Cabaña, A. Arratia, P. Puig (2020).
Estimating the real burden of disease under a pandemic situation: The SARS-CoV2 case.
PLoS ONE 15(12): e0242956. https://doi.org/10.1371/journal.pone.0242956.
(Arxiv-2008.00262).
- B. Goncalves, T. Huillet (2021).
A generating function approach to Markov chains undergoing binomial catastrophes.
Journal of Statistical Mechanics: Theory and Experiments 033402
http://dx.doi.org/10.1088/1742-5468/abdfcb.,
Arxiv-2101.03851.
- T. Huillet (2020).
Statistics of Branched Populations Split into Different Types. Vol. 15, Issue 2, pp. 764 – 800.
Appl. Appl. Math. ISSN: 1932-466.
- W. Kengne (2020).
Strongly consistent model selection for general causal time series.
Statistics.
Link to the journal.
https://doi.org/10.1016/j.spl.2020.109000.
- N. Mamode Khan, H. Bakouch, A. D. Soobhug, M. G. Scotto (2020).
Insights on the trend of the Novel Coronavirus 2019 series in some Small Island Developing States: A Thinning-based Modelling Approach.
Alexandria Engineering Journal.
Pdf file.
https://doi.org/10.1016/j.aej.2020.12.047.
-
G. Pang, D. Alemayehu, V. de la Peña, M. J. Klass (2021).
On the bias and variance of odds ratio, relative risk and false discovery proportion,
Communications in Statistics - Theory and Methods.
https://doi.org/10.1080/03610926.2020.1867744.
Abstract.
Springer Ecodep Volume
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This work was funded by CY Initiative of Excellence
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