1. J. M. Bardet, P. Doukhan, O. Wintenberger (2020). Contrast estimation of general locally stationary processes using coupling. Hal-02586009v2, and Arxiv-2005.07397.
  2. Ha. Cherrat¤ J.-L. Prigent On the Hedging of Interest Rate Margins on Bank Demand Deposits Preprint
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  4. V. de la Pena, P. Doukhan, Y. Sahli (2020). A Dynamic Taylor's Law. Hal-02973189, and Arxiv-2010.10598.
  5. P. Doukhan, A. Leucht, M. H. Neumann (2020). Mixing properties of non-stationary INGARCH(1,1) processes. Arxiv-2011.05854.
  6. P. Doukhan, N. Mamode Khan, M. H. Neumann (2020). Mixing properties of integer-valued Skellam GARCH processes. Arxiv-2005.12093.
  7. P. Doukhan, M. H. Neumann, L. Truquet (2020). Stationarity and ergodic properties for some observation-driven models in random environments. Arxiv-2007.07623.
  8. 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. Arxiv-2008.00262.
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Preprints may be found on Arxiv and Hal.

  1. 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.

Please mention:
This work was funded by CY Initiative of Excellence
(grant "Investissements d'Avenir" ANR-16-IDEX-0008),
Project "EcoDep" PSI-AAP2020-0000000013.