Mixing properties of integer-valued GARCH processes.
- Published in:
- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2021, v. 18, p. 401, doi. 10.30757/ALEA.v18-18
- By:
- Publication type:
- Article
Works by Doukhan, Paul
Results: 18
1
2
Phantom distribution functions for some stationary sequences.
- Published in:
- Extremes, 2015, v. 18, n. 4, p. 697, doi. 10.1007/s10687-015-0228-y
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- Publication type:
- Article
3
Limit theorems for record counts and times in the F-scheme.
- Published in:
- Extremes, 2013, v. 16, n. 2, p. 147, doi. 10.1007/s10687-012-0157-y
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- Publication type:
- Article
4
Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality.
- Published in:
- Stats, 2022, v. 5, n. 1, p. 26, doi. 10.3390/stats5010003
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- Publication type:
- Article
5
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 906, doi. 10.1111/j.1467-9892.2008.00588.x
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- Publication type:
- Article
6
A Dynamic Taylor's law.
- Published in:
- Journal of Applied Probability, 2022, v. 59, n. 2, p. 584, doi. 10.1017/jpr.2021.40
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- Publication type:
- Article
7
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS.
- Published in:
- Econometric Theory, 2004, v. 20, n. 6, p. 995, doi. 10.1017/S0266466604206016
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- Publication type:
- Article
8
Functional Estimation of a Density Under a New Weak Dependence Condition.
- Published in:
- Scandinavian Journal of Statistics, 2001, v. 28, n. 2, doi. 10.1111/1467-9469.00240
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- Publication type:
- Article
9
Pointwise Sharp Moderate Deviations for a Kernel Density Estimator.
- Published in:
- Mathematics (2227-7390), 2024, v. 12, n. 20, p. 3161, doi. 10.3390/math12203161
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- Publication type:
- Article
10
Comparing the marginal densities of two strictly stationary linear processes.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 6, p. 1419, doi. 10.1007/s10463-019-00730-6
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- Publication type:
- Article
11
An irregularly spaced ARMA(1,1) model and an application to contamination data.
- Published in:
- Statistics, 2025, v. 59, n. 1, p. 113, doi. 10.1080/02331888.2024.2423001
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- Publication type:
- Article
12
Statistical inference for DNA sequences of promoters: a non-stationary qualitative model.
- Published in:
- Statistics, 2017, v. 51, n. 1, p. 154, doi. 10.1080/02331888.2016.1261474
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- Publication type:
- Article
13
Weak dependence of point processes and application to second-order statistics.
- Published in:
- Statistics, 2016, v. 50, n. 6, p. 1221, doi. 10.1080/02331888.2016.1153097
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- Publication type:
- Article
14
Editorial.
- Published in:
- Statistics, 2011, v. 45, n. 1, p. 1, doi. 10.1080/02331888.2011.539428
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- Publication type:
- Article
15
Weak dependence for infinite ARCH-type bilinear models.
- Published in:
- Statistics, 2007, v. 41, n. 1, p. 31, doi. 10.1080/02331880601107064
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- Publication type:
- Article
16
Mixtures of Nonlinear Poisson Autoregressions.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 1, p. 107, doi. 10.1111/jtsa.12558
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- Publication type:
- Article
17
Dependent Wild Bootstrap for the Empirical Process.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 3, p. 290, doi. 10.1111/jtsa.12106
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- Publication type:
- Article
18
Absolute regularity of semi-contractive GARCH-type processes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 1, p. 91, doi. 10.1017/jpr.2019.8
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- Publication type:
- Article