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authFullName_s : Paul Doukhan
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Evaluation for moments of a ratio with application to regression estimation

Paul Doukhan , Gabriel Lang
Bernoulli, 2009, 15 (4), pp.1259-1286. ⟨10.3150/09-BEJ190⟩
Journal articles hal-01197594v1
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A Class of Random Field Memory Models for Mortality Forecasting

Paul Doukhan , Denys Pommeret , Joseph Rynkiewicz , Yahia Salhi
Insurance: Mathematics and Economics, 2017, 77, pp.97-110. ⟨10.1016/j.insmatheco.2017.08.010⟩
Journal articles hal-01367308v1

Weak dependence of point processes and application to second-order statistics

Paul Doukhan , Gabriel Lang
Statistics, 2016, 50 (6), pp.1221-1235. ⟨10.1080/02331888.2016.1153097⟩
Journal articles hal-01532625v1
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A Review on some weak dependence conditions

Benjamin Bobbia , Paul Doukhan , Xiequan Fan
2022
Preprints, Working Papers, ... hal-03325994v2

Phantom distribution functions for some stationary sequences

Paul Doukhan , Adam Jakubowski , Gabriel Lang
Extremes, 2015, 18 (4), pp.697-725. ⟨10.1007/s10687-015-0228-y⟩
Journal articles hal-01232648v1
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Spectral estimation for non-linear long range dependent discrete time trawl processes

Paul Doukhan , François Roueff , Joseph Rynkiewicz
Electronic Journal of Statistics , 2021
Journal articles hal-02429681v1

Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality

Paul Doukhan , Joseph Rynkiewicz , Yahia Salhi
Stats, 2022, 5 (1), pp.26-51. ⟨10.3390/stats5010003⟩
Journal articles hal-03926279v1
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Contrast estimation of time-varying infinite memory processes

Jean-Marc Bardet , Paul Doukhan , Olivier Wintenberger
Stochastic Processes and their Applications, 2022
Journal articles hal-02586009v3

Dependent wild bootstrap for the empirical process

Paul Doukhan , Gabriel Lang , Anne Leucht , Michael H. Neumann
Journal of Time Series Analysis, 2015, 36 (3), pp.290-314. ⟨10.1111/jtsa.12106⟩
Journal articles hal-01594127v1
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Deviation inequalities for separately Lipschitz functionals of composition of random functions

Jérôme Dedecker , Paul Doukhan , Xiequan Fan
Journal of Mathematical Analysis and Applications, 2019, 479 (2), pp.1549-1568. ⟨10.1016/j.jmaa.2019.07.011⟩
Journal articles hal-02176147v1
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Sparsity considerations for dependent variables

Pierre Alquier , Paul Doukhan
Electronic Journal of Statistics , 2011, 5, pp 750-774. ⟨10.1214/11-EJS626⟩
Journal articles hal-00564291v5

Mixtures of Nonlinear Poisson Autoregressions

Paul Doukhan , Konstantinos Fokianos , Joseph Rynkiewicz
Journal of Time Series Analysis, 2021, 42 (1), pp.107-135. ⟨10.1111/jtsa.12558⟩
Journal articles hal-03928094v1

Rates in the empirical central limit theorem for stationary weakly dependent random fields

Paul Doukhan , Gabriel Lang
Statistical Inference for Stochastic Processes, 2002, 5 (2), pp.199-228. ⟨10.1023/A:1016396906927⟩
Journal articles istex hal-02677505v1

Inference and testing for structural change in general Poisson autoregressive models

William Kengne , Paul Doukhan
Electronic Journal of Statistics , 2015, pp.1267-1314
Journal articles hal-02979913v1

Inference and testing for structural change in general Poisson autoregressive models

Paul Doukhan , William Kengne
Electronic Journal of Statistics , 2015, 1, pp.1267-1314. ⟨10.1214/15-EJS1038⟩
Journal articles hal-02979929v1
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Optimal Neighborhoods Selection for AR-ARCH Random Fields with Application to Mortality

Paul Doukhan , Joseph Rynkiewicz , Yahia Salhi
2020
Preprints, Working Papers, ... hal-02455803v1
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Rates in strong laws of large numbers in nonparametric statistics

Paul Doukhan , Oleg Klesov , Gabriel Lang
Acta Scientiarum Mathematicarum, 2010, 76 (3-4), pp.683-695
Journal articles hal-01197608v1
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Weak dependence of point processes and application to second order statistics

Paul Doukhan , Gabriel Lang
Statistics, 2016, 6
Journal articles hal-03470919v1

Spectral estimation for non-linear long range dependent discrete time trawl processes

Paul Doukhan , François Roueff , Joseph Rynkiewicz
Electronic Journal of Statistics , 2020, 14 (2), pp.3157 - 3191. ⟨10.1214/20-EJS1742⟩
Journal articles hal-03928091v1

Rates of convergence in the strong invariance principle under projective criteria

Jérôme Dedecker , Paul Doukhan , Florence Merlevède
Electronic Journal of Probability, 2012, 17, pp.1-31. ⟨10.1214/EJP.v17-1849⟩
Journal articles hal-00686034v1
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Non-parametric estimation of time varying AR(1)–processes with local stationarity and periodicity

Jean-Marc Bardet , Paul Doukhan
Electronic Journal of Statistics , 2018, 12 (2), pp.2323 - 2354. ⟨10.1214/18-EJS1459⟩
Journal articles hal-01527749v3

Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator

Randal Douc , Paul Doukhan , Éric Moulines
Stochastic Processes and their Applications, 2013, 123 (7), pp.2620-2647. ⟨10.1016/j.spa.2013.04.010⟩
Journal articles hal-00833432v1