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. Ha. Cherrat¤ J.-L. Prigent On the Hedging of Interest Rate Margins on Bank Demand Deposits Preprint
  3. Z. M. Debaly, L. Truquet (2020). Iterations of dependent random maps and exogeneity in nonlinear dynamics. Arxiv-1908.00845.
  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.
  9. R. Garnier (2020). Modelisation of competition between time series. Arxiv-2009.14610.
  10. B. Goncalves, T. Huillet, E. Löcherbach (2020). On population growth with catastrophes. Arxiv-2007.03277.

Preprints may be found on Arxiv and Hal.

Publications
  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. https://doi.org/10.1214/20-EJS1742.

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