Preprints
  1. Z. M. Debaly, L. Truquet (2020). Iterations of dependent random maps and exogeneity in nonlinear dynamics. Arxiv-1908.00845.
  2. S. Nakakita, P. Alquier, M. Imaizumi (2022). Dimension-free Bounds for Sum of Dependent Matrices and Operators with Heavy-Tailed Distribution. Arxiv-2210.09756.
  3. P. Alquier (2022). User-friendly introduction to PAC-Bayes bounds, This publication is a collaborative work and it does not mention ECODEP.

Preprints may be found on Arxiv and Hal.

Publications
  1. P. Doukhan, F. Roueff, J. Rynkiewicz (2020). Spectral estimation for non-linear long range dependent discrete time trawls. Electronic Journal of Statistics (14) 3157–3191. ISSN: 1935-7524. Doi 20-EJS1742.
  2. P. Alquier, K. Bertin, P. Doukhan, R. Garnier (2020). High-dimensional VAR with low-rank transition. Statistics and Computing 30, 1139–1153. Doi s11222-020-09929-7.
  3. A. Fernández-Fontelo, D. Moriña, A. Cabaña, A. Arratia, P. Puig (2020). Estimating the real burden of disease under a pandemic situation: The SARS-CoV2 case. PLoS ONE 15(12): e0242956. Doi journal.pone.0242956. Arxiv-2008.00262.
  4. N. Mamode Khan, H. Bakouch, A. D. Soobhug, M. G. Scotto (2020). Insights on the trend of the Novel Coronavirus 2019 series in some Small Island Developing States: A Thinning-based Modelling Approach. Alexandria Engineering Journal. Pdf file. Doi j.aej.2020.12.047.
  5. W. Kengne (2020). Strongly consistent model selection for general causal time series. Statistics. Doi j.spl.2020.109000.
  6. P. Doukhan, N. Mamode Khan, M. H. Neumann (2021). Mixing properties of integer-valued Skellam GARCH processes. ALEA, Lat. Am. J. Probab. Math. Stat. 18, 401–420. Doi 10.30757/ALEA.v18-18.
  7. B. Goncalves, T. Huillet (2021). A generating function approach to Markov chains undergoing binomial catastrophes. Journal of Statistical Mechanics: Theory and Experiments 033402 Doi 1742-5468/abdfcb., Arxiv-2101.03851.
  8. P. Doukhan, K. Fokianos, J. Rynkiewicz (2021). Mixtures of nonlinear Poisson autoregressions. Doi 10.1111/jtsa.12558. J. Time Ser. Anal. 42: 107–135. Doi 20-EJS1742.
  9. T. Huillet (2020). Statistics of Branched Populations Split into Different Types. Applications and Applied Mathematics, 15 (2) 764 – 800. ISSN: 1932-466.
  10. T. Huillet, S. Martinez (2021). Revisiting John Lamperti's maximal branching process, Stochastics, 94:2, 277-310 Doi 10.1080/17442508.2021.1935949. Arxiv version.
  11. G. Pang, D. Alemayehu, V. de la Peña, M. J. Klass (2021). On the bias and variance of odds ratio, relative risk and false discovery proportion, Communications in Statistics - Theory and Methods. Doi 03610926.2020.1867744.
  12. B. Goncalves, T. Huillet (2021). Keeping random walks safe from extinction and overpopulation in the presence of life-taking disasters. Mathematical Population Studies. Doi 08898480.2021.1976476.
  13. X. Milhaud, D. Pommeret, Y. Salhi, P. Vandekerkhove (2021). R-Project. admix: Package Admix for Admixture Models. Shape constraint free two-sample contamination model testing: explanatory document. Hal-03201760.
  14. B. Goncalves, T. Huillet, E. Löcherbach (2022). On population growth with catastrophes. Stochastic Models Volume 38, Issue 2. Doi 10.1080/15326349.2021.2020660. Arxiv-2007.03277.
  15. R. Garnier (2022). Concurrent neural network: a model of competition between times series. Annals of Operation Research 313, 945–964. Doi 10.1007/s10479-021-04253-3. Arxiv-2009.14610.
  16. P. Doukhan, A. Leucht, M. H. Neumann (2022). Mixing properties of non-stationary INGARCH(1,1) processes. Bernoulli 28 (1), 663-688. Doi 10.3150/21-BEJ1362. Arxiv-2011.05854v2.
  17. P. Doukhan, J. Rynkiewicz, Y. Sahli (2022). Optimal Neighborhoods Selection for AR-ARCH Random Fields with Application to Mortality. Stats., Special Issue "Modern Time Series Analysis".
  18. B. Bobbia, P. Doukhan, X. Fan (2022). Selected topics on weak dependence condition. Graduate J. Math. Volume 7, Issue 2, 76-94. Hal-03325994.
  19. M. L. Diop, W. Kengne (2022). Inference and model selection in general causal time series with exogenous covariates. Electronic Journal of Statistics 16(1): 116-157.
  20. F. Maddanu, T. Proietti (2022) Modelling Persistent Cycles in Solar Activity. Solar Physics, 297-13. Doi 11207-021-01943.
  21. R. Garnier, R. Langhendries (2022). Concentration inequalities for non-causal random fields. Electronic Journal of Statistics 16(1): 1681-1725. Doi 10.1214/22-EJS1992.
  22. T. Huillet (2022). Chance Mechanisms Involving SIBUYA Distributions and its relatives. Sankhya B volume 84, 722–764.
  23. K. Barigou, P.-O. Goffard, S. Loisel, Y. Salhi (2022). Bayesian model averaging for mortality forecasting using leave-future-out validation. Arxiv 2103.15434, available online 18 March, International Journal of Forecasting,
  24. Y. Jiao, Y. Salhi, S. Wang (2022). Dynamic Bivariate Mortality Modelling. Methodology and Computing in Applied Probability. Doi 10.1007/s11009-022-09955-0.
  25. T. Proietti, F., Maddanu (2022). Modelling cycles in climate series: The fractional sinusoidal waveform process. Doi j.jeconom.2022.04.008, Journal of Econometrics, ISSN 0304-4076.
  26. F. Maddanu (2022). Forecasting highly persistent time series with bounded spectrum processes. Statistical Papers. DOI s00362-022-01321-z
  27. P. Alquier, N. Marie, A. Rosier (2022). Tight risk bound for high dimensional time series completion. Electron. J. Statist. 16(1): 3001-3035. Doi 10.1214/22-EJS2015.
  28. V. de la Pena, P. Doukhan, Y. Sahli (2022). A Dynamic Taylor's Law. Journal of Applied Probability, 59-2 , pp. 584 - 607, Doi 10.1017/jpr.2021.40.
  29. J. M. Bardet, P. Doukhan, O. Wintenberger (2022). Contrast estimation of time-varying infinite memory processes. Arxiv-2005.07397, Stochastic Processes and their Applications, Doi j.spa.2022.06.005.
  30. J. Cohen, T. Huillet (2022). Taylor's Law for some infinitely divisible probability distributions from population models. Journal of Statistical Physics 188, 33. Doi 10.1007/s1095.
  31. X. Fan, P. Alquier, P. Doukhan (2022). Deviation inequalities for stochastic approximation by averaging. https://arxiv.org/abs/2102.08685. Stochastic Processes and their applications, Doi j.spa.2022.07.002.
  32. V. Czellar, D. T. Frazier, E. Renault (2022). Approximate Maximum Likelihood for Complex Structural Models. Journal of Econometrics. 231, 432–456. Doi .jeconom.2021.05.009.
  33. H. Cherrat, J.-L. Prigent (2022). On the Hedging of Interest Rate Margins on Bank Demand Deposits. Computational Economics, Doi 10.1007/s10614-022-10287-x.
  34. P. Doukhan, X. Fan, Z.-Q. Gao (2023). Cramér moderate deviations for a supercritical Galton-Watson process. Statistics & Probability Letters, Volume 192. Doi j.spl.2022.109711. Arxiv-2109.12374.
  35. W. Kengne (2023). On consistency for time series model selection Stat Inference Stoch Process, December 2022. Doi s11203-022-09284-6.
  36. B. Goncalves, T. Huillet, E. Löcherbach (2023). On decay-surge population models. Doi 10.1017/apr.2022.30. Advances in Applied Probability Volume 55 , Issue 2 , 444 - 472.
  37. P. Doukhan, M. H. Neumann, L. Truquet (2023). Stationarity and ergodic properties for some observation-driven models in random environments. Accepted for publication in Advances in Applied Probability. Arxiv-2007.07623.
  38. R. Garnier, R. Langhendries, J. Rynkiewicz (2023). Hold-out estimates of prediction models for Markov processes. Statistics, Volume 57, Issue 2. Doi 10.1080/02331888.2023.2183203.
  39. F. Maddanu, T. Proietti (2023). Trends in atmospheric ethane. Climatic Change 176. Doi 10.1007/s10584-023-03508-1.
  40. M. L. Diop, W. Kengne (2023). A general procedure for change-point detection in multivariate time series. Test. Arxiv-2103.13336.
  41. X. Milhaud, D. Pommeret, Y. Salhi, P. Vandekerkhove (2023). Shape constraint free two-sample contamination model testing. Bernouilli. Hal-03201760.
  42. T. Huillet, M. Möhle (2023). On Bernoulli trials with unequal harmonic success probabilities. Metrika. Arxiv-2211.17044.

Springer Ecodep Volume
A special volume will be submitted to Springer.
Interested contributors may send submission proposals.
Templates for this volume may be found on: Springer Templates for monographs.

Requirements

In order to be included in the current page, please mention:
This work was funded by CY Initiative of Excellence
(grant "Investissements d'Avenir" ANR-16-IDEX-0008),
Project "EcoDep" PSI-AAP2020-0000000013.