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Weak dependence beyond mixing for infinite ARCH-type bilinear models

Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu - 2005

Persistent link: https://www.econbiz.de/10003334735

An invariance principle for new weakly dependent stationary models using sharp moment assumptions

Doukhan, Paul; Wintenberger, Olivier - 2006

Persistent link: https://www.econbiz.de/10003334737

Weak dependence : models and applications to econometrics

Ango Nze, Patrick; Doukhan, Paul - In: Econometric theory 20 (2004) 6, pp. 995-1045

Persistent link: https://www.econbiz.de/10002424835

Weak dependence : models and applications

Ango Nze, Patrick; Doukhan, Paul - 2001

Persistent link: https://www.econbiz.de/10001637944

A new covariance inequality and applications

Dedecker, J.; Doukhan, Paul - 2002

Persistent link: https://www.econbiz.de/10001714382

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

Doukhan, Paul; León, José R. - 2002

Persistent link: https://www.econbiz.de/10001714386

Dependent noise for stochastic algorithms

Doukhan, Paul; Brandière, Odile - 2003

Persistent link: https://www.econbiz.de/10001762375

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

Doukhan, Paul - 1992

Persistent link: https://www.econbiz.de/10000852961

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

Functional Estimation of a Density Under a New Weak Dependence Condition

Doukhan, Paul - In: Scandinavian Journal of Statistics 28 (2001) 2, pp. 325-341

Persistent link: https://www.econbiz.de/10005290246

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