Preprints
- Z. M. Debaly, L. Truquet (2020).
Iterations of dependent random maps and exogeneity in nonlinear
dynamics.
Arxiv-1908.00845.
- S. Nakakita, P. Alquier, M. Imaizumi (2022).
Dimension-free Bounds for Sum of Dependent Matrices and Operators with Heavy-Tailed Distribution.
Arxiv-2210.09756.
- 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
- 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.
- 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.
- 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.
- 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.
- W. Kengne (2020).
Strongly consistent model selection for general causal time series.
Statistics.
Doi j.spl.2020.109000.
- 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.
- 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.
- 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.
- T. Huillet (2020).
Statistics of Branched Populations Split into Different Types.
Applications and Applied Mathematics, 15 (2) 764 – 800.
ISSN: 1932-466.
- 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.
-
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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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".
- B. Bobbia, P. Doukhan, X. Fan (2022).
Selected topics on weak dependence condition.
Graduate J. Math. Volume 7, Issue 2, 76-94.
Hal-03325994.
- 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.
- F. Maddanu, T. Proietti (2022)
Modelling Persistent Cycles in Solar Activity.
Solar Physics, 297-13.
Doi 11207-021-01943.
- 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.
- T. Huillet (2022).
Chance Mechanisms Involving SIBUYA Distributions and its relatives.
Sankhya B volume 84, 722–764.
-
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,
- Y. Jiao, Y. Salhi, S. Wang (2022). Dynamic Bivariate Mortality Modelling.
Methodology and Computing in Applied Probability.
Doi 10.1007/s11009-022-09955-0.
- 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.
- F. Maddanu (2022). Forecasting highly persistent time series with bounded spectrum processes.
Statistical Papers. DOI s00362-022-01321-z
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
-
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.
- 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.
- W. Kengne (2023).
On consistency for time series model selection
Stat Inference Stoch Process, December 2022.
Doi s11203-022-09284-6.
- 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.
- 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.
- 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.
- F. Maddanu, T. Proietti (2023).
Trends in atmospheric ethane.
Climatic Change 176.
Doi 10.1007/s10584-023-03508-1.
- M. L. Diop, W. Kengne (2023).
A general procedure for change-point detection in multivariate time series.
Test.
Arxiv-2103.13336.
- X. Milhaud, D. Pommeret, Y. Salhi, P. Vandekerkhove (2023).
Shape constraint free two-sample contamination model testing. Bernouilli.
Hal-03201760.
- T. Huillet, M. Möhle (2023).
On Bernoulli trials with unequal harmonic success probabilities. Metrika.
Arxiv-2211.17044.
- H. Wu, Z.Q. Gao, Y. Ye, X. Fan (2023).
Wasserstein-1 distance and nonuniform Berry-Esseen bound for a supercritical
branching process in a random environment.
J. Math. Research Appl.
Doi to come.
-
R. J. Sternberg, C. H. Wong, B. Baydil (2023).
Understanding and Assessing Scientific Wisdom.
Accepted for publication in Roeper Review.
Doi to come.
Springer Ecodep Volume
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This work was funded by CY Initiative of Excellence
(grant "Investissements d'Avenir" ANR-16-IDEX-0008),
Project "EcoDep" PSI-AAP2020-0000000013.