Preprints
  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. K. Barigou, P.-O. Goffard, S. Loisel, Y. Salhi. Bayesian model averaging for mortality forecasting using leave-future-out validation. Hal-03175212.
  3. H. Cherrat, J.-L. Prigent On the Hedging of Interest Rate Margins on Bank Demand Deposits. Preprint.
  4. V. Czellar, D. T. Frazier, E. Renault (2020). Approximate Maximum Likelihood for Complex Structural Models. Preprint.
  5. Z. M. Debaly, L. Truquet (2020). Iterations of dependent random maps and exogeneity in nonlinear dynamics. Arxiv-1908.00845.
  6. V. de la Pena, P. Doukhan, Y. Sahli (2020). A Dynamic Taylor's Law. Hal-02973189, and Arxiv-2010.10598.
  7. M. L. Diop, W. Kengne (2021). Epidemic change-point detection in general integer-valued time series. Arxiv-2103.13336.
  8. M. L. Diop, W. Kengne (2021). Inference and model selection in general causal time series with exogenous covariates. Arxiv-2102.02870.
  9. P. Doukhan, M. H. Neumann, L. Truquet (2020). Stationarity and ergodic properties for some observation-driven models in random environments. Arxiv-2007.07623.
  10. X. Fan, P. Alquier, P. Doukhan (2021). Deviation inequalities for stochastic approximation by averaging. https://arxiv.org/abs/2102.08685.
  11. R. Garnier (2020). Modelisation of competition between time series. Arxiv-2009.14610.
  12. B. Goncalves, T. Huillet, E. Löcherbach (2020). On population growth with catastrophes. Arxiv-2007.03277.
  13. B. Goncalves, T. Huillet, E. Löcherbach (2020). On decay-surge population models. Arxiv-2012.00716.
  14. X. Milhaud, D. Pommeret, Y. Salhi, P. Vandekerkhove (2021). Shape constraint free two-sample contamination model testing. Hal-03201760.

Preprints may be found on Arxiv and Hal.

Publications
  1. P. Doukhan, A. Leucht, M. H. Neumann (2021). Mixing properties of non-stationary INGARCH(1,1) processes. Bernoulli Journal (accepted), Arxiv-2011.05854v2
  2. 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.
  3. 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.
  4. 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).
  5. 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.
  6. T. Huillet (2020). Statistics of Branched Populations Split into Different Types. Vol. 15, Issue 2, pp. 764 – 800. Appl. Appl. Math. ISSN: 1932-466.
  7. 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.
  8. 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.
  9. 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
A special volume will be submitted to Springer on June 1st 2021, expected publication is 2021.
Interested contributors may send submission proposals.
Templates for this volume may be found on: Springer Templates for monographs.

Requirements

In order to be included in the current page, please mention:
This work was funded by CY Initiative of Excellence
(grant "Investissements d'Avenir" ANR-16-IDEX-0008),
Project "EcoDep" PSI-AAP2020-0000000013.