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An empirical central limit theorem with applications to copulas under weak dependence

Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel - In: Statistical Inference for Stochastic Processes 12 (2009) 1, pp. 65-87

Persistent link: https://www.econbiz.de/10005616034

Distance-based measures of spatial concentration : introducing a relative density function

Lang, Gabriel; Marcon, Eric; Puech, Florence - In: The annals of regional science : an international … 64 (2020) 2, pp. 243-265

Persistent link: https://www.econbiz.de/10012252927

Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend

Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe - In: Journal of the American Statistical Association 100 (2005) September, pp. 853-871

Persistent link: https://www.econbiz.de/10005238599

Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates

Lang, Gabriel; Roueff, François - In: Statistical Inference for Stochastic Processes 4 (2001) 3, pp. 283-306

Persistent link: https://www.econbiz.de/10005184576

Convergence de mesures spectrales aléatoires et applications à des principes d'invariance

Lang, Gabriel; Soulier, Philippe - In: Statistical Inference for Stochastic Processes 3 (2000) 1, pp. 41-51

Persistent link: https://www.econbiz.de/10005391487

Mixtures of Nonlinear Poisson Autoregressions

Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph - In: Journal of Time Series Analysis 42 (2020) 1, pp. 107-135

Persistent link: https://www.econbiz.de/10012410053

Rejoinder on: Subsampling weakly dependent time series and application to extremes

Doukhan, Paul; Prohl, Silika; Robert, Christian - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 499-502

Persistent link: https://www.econbiz.de/10009400193

Subsampling weakly dependent time series and application to extremes

Doukhan, Paul; Prohl, Silika; Robert, Christian - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 447-479

Persistent link: https://www.econbiz.de/10009400199

A functional limit theorem for η-weakly dependent processes and its applications

Bardet, Jean-Marc; Doukhan, Paul; León, José - In: Statistical Inference for Stochastic Processes 11 (2008) 3, pp. 265-280

Persistent link: https://www.econbiz.de/10005169116

A triangular central limit theorem under a new weak dependence condition

Coulon-Prieur, Clémentine; Doukhan, Paul - In: Statistics & Probability Letters 47 (2000) 1, pp. 61-68

We use a new weak dependence condition from Doukhan and Louhichi (Stoch. Process. Appl. 1999, 84, 313-342) to provide a central limit theorem for triangular arrays; this result applies for linear arrays (as in Peligrad and Utev, Ann. Probab. 1997, 25(1), 443-456) and standard kernel density...

Persistent link: https://www.econbiz.de/10005053147