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A functional limit theorem for [eta]-weakly dependent processes and its applications

Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael - 2005

Persistent link: https://www.econbiz.de/10003357223

Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

Bardet, Jean-Marc; Doukhan, Paul; León, José-Raphael - 2005

Persistent link: https://www.econbiz.de/10003333894

Asymptotics for the Lp-deviation of the variance estimator of a diffusion

Doukhan, Paul; León, José R. - 2002

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Non linear ARX-models : probabilistic properties and consistent recursive estimation

Doukhan, Paul - 1992

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Subsampling Weakly Dependent Times Series and Application to Extremes

Doukhan, Paul - 2010

This paper provides extensions of the work on subsampling by Bertail et al. (2004) for strongly mixing case to weakly dependent case by application of the results of Doukhan and Louhichi (1999). We investigate properties of smooth and rough subsampling estimators for distributions of converging...

Persistent link: https://www.econbiz.de/10013137537

Subsampling under weak dependence conditions

Ango Nze, Patrick; Dupoiron, Stéphanie; Rios, Ricardo - 2003

Persistent link: https://www.econbiz.de/10001900001

Estimation of the density and of the regression functions of an absolutely regular stationary process

Ango Nze, Patrick - In: Publications de l'Institut de Statistique de … 38 (1994) 2, pp. 59-88

Persistent link: https://www.econbiz.de/10001165292