Edit Profile (opens in new tab) Doukhan, Paul Compute Distance To: Compute Author ID: doukhan.paul Published as: Doukhan, Paul; Doukhan, P. Homepage: https://doukhan.u-cergy.fr/ External Links: MGP · dblp · GND · IdRef · theses.fr Documents Indexed: 113 Publications since 1980, including 4 Books 4 Contributions as Editor Biographic References: 1 Publication Co-Authors: 75 Co-Authors with 106 Joint Publications 1,342 Co-Co-Authors all top 5 Co-Authors 11 single-authored 17 León, José Rafael R. 15 Lang, Gabriel 7 Portal, Frederic 7 Surgailis, Donatas 6 Ango Nze, Patrick 6 Fokianos, Konstantinos 6 Neumann, Michael H. 5 Bardet, Jean-Marc 5 Louhichi, Sana 4 Alquier, Pierre 4 Dedecker, Jérôme 4 Fan, Xiequan 3 Ghindes, Marcel 3 Klesov, Oleg I. 3 Li, Xiaoyin 3 Pommeret, Denys 3 Rynkiewicz, Joseph 3 Tjøstheim, Dag B. 3 Wintenberger, Olivier 2 Brandière, Odile 2 Bulinskiĭ, Aleksandr Vadimovich 2 Gamboa, Fabrice 2 Jakubowski, Adam 2 Leucht, Anne 2 Massart, Pascal 2 Prohl, Silika 2 Reboul, Laurence 2 Rio, Emmanuel 2 Robert, Christian Yann 2 Salhi, Yahia 2 Soulier, Philippe 2 Steinebach, Josef G. 2 Teyssière, Gilles 2 Truquet, Lionel 2 Ycart, Bernard 1 Bahamonde, Natalia 1 Ben Hariz, Samir 1 Bertail, Patrice 1 Bertin, Karine 1 Bühlmann, Peter 1 Collomb, Gerard 1 Coulon-Prieur, Clémentine 1 Coupier, David 1 de la Peña, Victor H. 1 Douc, Randal 1 Fermanian, Jean-David 1 Feugeas, Jean-Paul 1 Gao, Zhiqiang 1 Garnier, Rémy 1 Gassiat, Elisabeth 1 Grublyt, Ieva 1 Grublytė, Ieva 1 Guyon, Xavier 1 Jakubowicz, Jérémie 1 Kengne, William Charky 1 Khan, Naushad Mamode 1 Khezour, Abdelali 1 Latour, Alain 1 Lopes, Sílvia R. C. 1 Madre, Hélène 1 Mayo, Nathanaël 1 Merlevède, Florence 1 Moulines, Eric 1 Oppenheim, George 1 Oraichi, Driss 1 Pakes, Anthony G. 1 Prieur, Clémentine 1 Ragache, Nicolas 1 Rosenbaum, Mathieu 1 Roueff, François 1 Støve, Bård 1 Taqqu, Murad S. 1 Tsybakov, Alexandre B. 1 Viano, Marie-Claude 1 Winant, Pablo E. all top 5 Serials 12 Comptes Rendus de l’Académie des Sciences. Série I 9 Stochastic Processes and their Applications 6 Statistics & Probability Letters 5 Probability and Mathematical Statistics 4 Statistics 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Lecture Notes in Statistics 4 Electronic Journal of Statistics 3 Journal of Time Series Analysis 3 Test 3 Bernoulli 3 Statistical Inference for Stochastic Processes 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Acta Cientifica Venezolana 2 Lithuanian Mathematical Journal 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 REBRAPE 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 Extremes 2 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 Problems of Information Transmission 1 Scandinavian Journal of Statistics 1 Acta Scientiarum Mathematicarum 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Cahiers du Centre d’Études de Recherche Opérationnelle 1 Canadian Journal of Mathematics 1 Journal of Statistical Planning and Inference 1 Insurance Mathematics & Economics 1 Acta Mathematica Hungarica 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Theory of Probability and Mathematical Statistics 1 Mathematical Methods of Statistics 1 Electronic Journal of Probability 1 Markov Processes and Related Fields 1 Econometric Theory 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Mathématiques & Applications (Berlin) 1 Probability Surveys 1 Statistics and Computing 1 Dependence Modeling 1 Publicações Matemáticas do IMPA all top 5 Fields 89 Probability theory and stochastic processes (60-XX) 82 Statistics (62-XX) 3 General and overarching topics; collections (00-XX) 2 Numerical analysis (65-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Biology and other natural sciences (92-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 95 Publications have been cited 2,061 times in 1,418 Documents Cited by ▼ Year ▼ Mixing: Properties and examples. Zbl 0801.60027Doukhan, Paul 534 1994 Theory and applications of long-range dependence. Zbl 1005.00017 220 2003 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 166 1999 Weak dependence. With examples and applications. Zbl 1165.62001Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine 113 2007 Invariance principles for absolutely regular empirical processes. Zbl 0817.60028Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 82 1995 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 66 1994 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 65 2012 A new covariance inequality and applications. Zbl 1075.60513Dedecker, Jérôme; Doukhan, Paul 53 2003 Weakly dependent chains with infinite memory. Zbl 1166.60031Doukhan, Paul; Wintenberger, Olivier 44 2008 Weak dependence: models and applications to econometrics. Zbl 1069.62070Nze, Patrick Ango; Doukhan, Paul 35 2004 Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018Doukhan, Paul; Neumann, Michael H. 35 2007 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006Coulon-Prieur, Clémentine; Doukhan, Paul 29 2000 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 27 2002 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104Douc, R.; Doukhan, P.; Moulines, E. 26 2013 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 A simple integer-valued bilinear time series model. Zbl 1096.62082Doukhan, P.; Latour, A.; Oraichi, D. 24 2006 Estimation de la transition de probabilité d’une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d’ordre 1. Zbl 0515.62037Doukhan, Paul; Ghindes, Marcel 20 1983 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031Doukhan, Paul; Wintenberger, Olivier 20 2007 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035Doukhan, Paul; Léon, José Rafael 19 1990 Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030Doukhan, Paul; Louhichi, Sana 19 2001 Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). Zbl 0651.60042Doukhan, Paul; Portal, Frederic 18 1987 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043Doukhan, Paul; Neumann, Michael H. 17 2008 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. (Functional central limit theorem for the empirical process of short memory linear processes.) Zbl 0948.60012Doukhan, Paul; Surgailis, Donatas 16 1998 Models, inequalities, and limit theorems for stationary sequences. Zbl 1032.62081Doukhan, Paul 15 2003 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 14 2008 An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel 13 2009 Estimation non paramètrique de la fonction d’autoregression d’un processus stationnaire et phi melangeant: risques quadratiques pour la méthode du noyau. Zbl 0529.62037Collomb, Gerard; Doukhan, Paul 12 1983 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 12 2012 Multivariate count autoregression. Zbl 1456.62155Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul 12 2020 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397Doukhan, Paul; Kengne, William 12 2015 A fixed point approach to model random fields. Zbl 1140.60029Doukhan, Paul; Truquet, Lionel 11 2007 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 11 2013 Speed of convergence in the central limit theorem for mixing Hilbert space valued random variables. (Vitesse de convergence dans le théorème central limite pour des variables aléatoires mélangeantes à valeurs dans un espace de Hilbert.) Zbl 0557.60006Doukhan, Paul; Leon, José; Portal, Frédéric 10 1984 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074Ango Nze, P.; Doukhan, P. 10 1998 Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. Zbl 1198.62087Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 10 2008 Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027Doukhan, P.; León, J. R. 10 1989 Dependent wild bootstrap for the empirical process. Zbl 1325.62065Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 9 2015 Sparsity considerations for dependent variables. Zbl 1274.62462Alquier, Pierre; Doukhan, Paul 9 2011 Dependence in probability and statistics. Zbl 1092.60002 9 2006 A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 9 2006 Moments de variables aléatoires mélangeantes. Zbl 0544.62022Doukhan, Paul; Portal, Frédéric 8 1983 Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024Ango Nze, P.; Doukhan, P. 8 1996 Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016Doukhan, Paul; Lang, Gabriel 8 2002 Weak dependence, models and some applications. Zbl 1433.60017Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel 8 2009 Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070Doukhan, Paul; Ghindes, Marcel 7 1980 Phantom distribution functions for some stationary sequences. Zbl 1337.60049Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 7 2015 Superresolution rates in Prokhorov metric. Zbl 0861.60005Doukhan, P.; Gamboa, F. 7 1996 Discrete-time trawl processes. Zbl 1488.60243Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 7 2019 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Stochastic models for time series. Zbl 1401.62007Doukhan, Paul 6 2018 Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035Doukhan, Paul; Lang, Gabriel 6 2009 Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019Doukhan, Paul 5 1988 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 5 2012 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155Bardet, Jean-Marc; Doukhan, Paul 5 2018 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 5 2019 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 5 2017 Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029Doukhan, Paul; Neumann, Michael H. 5 2019 High-dimensional VAR with low-rank transition. Zbl 1448.62130Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 4 2020 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 4 2019 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Functional estimation for mixing time series. (Estimation fonctionnelle de séries temporelles mélangeantes.) Zbl 0779.62072Ango Nze, Patrick; Doukhan, Paul 4 1993 Zero-one laws for binary random fields. Zbl 1104.60017Coupier, David; Doukhan, Paul; Ycart, Bernard 4 2006 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263Doukhan, P.; Pommeret, D.; Reboul, L. 4 2015 Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069Doukhan, Paul; Ghindes, Marcel 4 1980 Calcul de la vitesse de convergence dans le théorème central limite vis a vis des distances de Prohorov, Dudley et Levy dans le cas de variables aléatoires depéndantes. (Speed of convergence in the central limit theorem with respect to Prokhorov, Dudley and Levy distances in the case of dependent random variables). Zbl 0607.60019Doukhan, P.; Leon, J.; Portal, F. 3 1985 Subsampling weakly dependent time series and application to extremes. Zbl 1274.62586Doukhan, Paul; Prohl, Silika; Robert, Christian Y. 3 2011 Weak dependence: Models and applications. Zbl 1030.60016Ango Nze, Patrick; Doukhan, Paul 3 2002 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 3 2010 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude 3 2005 Variance estimation with applications. Zbl 1310.62043Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 3 2010 Dependence in probability and statistics. Zbl 1196.60011 3 2010 Vitesse de convergence dans le théorème de limite centrale pour des champs mélangeants satisfaisant des hypothèses de moment faibles. (Rates in the central limit theorem for mixing random fields satisfying low moment assumptions). Zbl 0719.60020Bulinskii, Alexandre V.; Doukhan, Paul 3 1990 Mixing of linear spatial random fields. (Mélange pour des processus linéaires spatiaux.) Zbl 0734.60054Doukhan, Paul; Guyon, Xavier 3 1991 Nonparametric recursive estimation in nonlinear ARX-models. Zbl 0804.62041Doukhan, P.; Tsybakov, A. B. 3 1993 Principe d’invariance faible avec vitesse pour un processus empirique dans un cadre multidimensionnel et fortement melangeant. Zbl 0529.60029Doukhan, Paul; Portal, Frederic 2 1983 Principes d’invariance faible pour la mesure empirique d’une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables). Zbl 0596.60037Doukhan, P.; Leon, J. R.; Portal, F. 2 1987 Une mesure de la déviation quadratique d’estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators). Zbl 0599.62043Doukhan, P.; Leon, J.; Portal, F. 2 1986 Randomly fractionally integrated processes. Zbl 1144.60026Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. Zbl 0874.60046Doukhan, P.; León, J. R. 2 1996 Functional estimation of a density under a weak dependence condition. (Estimation de la densité d’une suite faiblement dépendante.) Zbl 0919.62029Doukhan, Paul; Louhichi, Sana 2 1998 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 2 2008 Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). Zbl 1039.60013Doukhan, Paul; Brandière, Odile 2 2003 Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 2 2013 Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph 2 2021 Simulation in the general first order autoregressive process (unidimensional normal case). Zbl 0503.62085Doukhan, Paul 1 1983 Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Inégalités de mélange fort utilisant des normes d’Orlicz. (Strong mixing moment inequalities using Orlicz norms). Zbl 0659.60009Bulinskii, Alexandre; Doukhan, Paul 1 1987 Dependent noise for stochastic algorithms. Zbl 1067.62085Doukhan, Paul; Brandière, Odile 1 2004 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080Doukhan, Paul; León, José R. 1 2004 Spectral estimation in the presence of missing data. Zbl 1411.62249Bahamonde, Natalia; Doukhan, Paul 1 2017 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Quadratic deviation of projection density estimates. Zbl 0812.62043Doukhan, Paul; León, José Rafael 1 1993 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 Mixing properties of integer-valued GARCH processes. Zbl 1464.62380Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. 1 2021 Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph 2 2021 Mixing properties of integer-valued GARCH processes. Zbl 1464.62380Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. 1 2021 Multivariate count autoregression. Zbl 1456.62155Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul 12 2020 High-dimensional VAR with low-rank transition. Zbl 1448.62130Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 4 2020 Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Discrete-time trawl processes. Zbl 1488.60243Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 7 2019 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 5 2019 Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029Doukhan, Paul; Neumann, Michael H. 5 2019 Deviation inequalities for separately Lipschitz functionals of composition of random functions. Zbl 1479.60041Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan 4 2019 Stochastic models for time series. Zbl 1401.62007Doukhan, Paul 6 2018 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155Bardet, Jean-Marc; Doukhan, Paul 5 2018 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 5 2017 Spectral estimation in the presence of missing data. Zbl 1411.62249Bahamonde, Natalia; Doukhan, Paul 1 2017 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Inference and testing for structural change in general Poisson autoregressive models. Zbl 1349.62397Doukhan, Paul; Kengne, William 12 2015 Dependent wild bootstrap for the empirical process. Zbl 1325.62065Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. 9 2015 Phantom distribution functions for some stationary sequences. Zbl 1337.60049Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel 7 2015 Data driven smooth test of comparison for dependent sequences. Zbl 1328.62263Doukhan, P.; Pommeret, D.; Reboul, L. 4 2015 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104Douc, R.; Doukhan, P.; Moulines, E. 26 2013 Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 11 2013 Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 2 2013 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 65 2012 On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin 12 2012 Rates of convergence in the strong invariance principle under projective criteria. Zbl 1245.60040Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence 5 2012 Sparsity considerations for dependent variables. Zbl 1274.62462Alquier, Pierre; Doukhan, Paul 9 2011 Subsampling weakly dependent time series and application to extremes. Zbl 1274.62586Doukhan, Paul; Prohl, Silika; Robert, Christian Y. 3 2011 Rates of convergence in some SLLN under weak dependence conditions. Zbl 1240.60060Doukhan, Paul; Klesov, Oleg; Lang, Gabriel 3 2010 Variance estimation with applications. Zbl 1310.62043Doukhan, Paul; Jakubowicz, Jérémie; León, José Rafael 3 2010 Dependence in probability and statistics. Zbl 1196.60011 3 2010 An empirical central limit theorem with applications to copulas under weak dependence. Zbl 1333.62207Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel 13 2009 Weak dependence, models and some applications. Zbl 1433.60017Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel 8 2009 Evaluation for moments of a ratio with application to regression estimation. Zbl 1200.62035Doukhan, Paul; Lang, Gabriel 6 2009 Weakly dependent chains with infinite memory. Zbl 1166.60031Doukhan, Paul; Wintenberger, Olivier 44 2008 The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043Doukhan, Paul; Neumann, Michael H. 17 2008 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 14 2008 Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. Zbl 1198.62087Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 10 2008 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 2 2008 Weak dependence. With examples and applications. Zbl 1165.62001Dedecker, Jérôme; Doukhan, Paul; Lang, Gabriel; León, José Rafael R.; Louhichi, Sana; Prieur, Clémentine 113 2007 Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018Doukhan, Paul; Neumann, Michael H. 35 2007 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031Doukhan, Paul; Wintenberger, Olivier 20 2007 A fixed point approach to model random fields. Zbl 1140.60029Doukhan, Paul; Truquet, Lionel 11 2007 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 Randomly fractionally integrated processes. Zbl 1144.60026Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 A simple integer-valued bilinear time series model. Zbl 1096.62082Doukhan, P.; Latour, A.; Oraichi, D. 24 2006 Dependence in probability and statistics. Zbl 1092.60002 9 2006 A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038Doukhan, Paul; Teyssière, Gilles; Winant, Pablo 9 2006 Zero-one laws for binary random fields. Zbl 1104.60017Coupier, David; Doukhan, Paul; Ycart, Bernard 4 2006 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude 3 2005 Weak dependence: models and applications to econometrics. Zbl 1069.62070Nze, Patrick Ango; Doukhan, Paul 35 2004 Dependent noise for stochastic algorithms. Zbl 1067.62085Doukhan, Paul; Brandière, Odile 1 2004 Asymptotics for the \(L^p\)-deviation of the variance estimator under diffusion. Zbl 1186.60080Doukhan, Paul; León, José R. 1 2004 Theory and applications of long-range dependence. Zbl 1005.00017 220 2003 A new covariance inequality and applications. Zbl 1075.60513Dedecker, Jérôme; Doukhan, Paul 53 2003 Models, inequalities, and limit theorems for stationary sequences. Zbl 1032.62081Doukhan, Paul 15 2003 Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). Zbl 1039.60013Doukhan, Paul; Brandière, Odile 2 2003 Weak dependence beyond mixing and asymptotics for nonparametric regression. Zbl 1012.62037Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul 27 2002 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 Rates in the empirical central limit theorem for stationary weakly dependent random fields. Zbl 1061.60016Doukhan, Paul; Lang, Gabriel 8 2002 Weak dependence: Models and applications. Zbl 1030.60016Ango Nze, Patrick; Doukhan, Paul 3 2002 Functional estimation of a density under a new weak dependence condition. Zbl 0973.62030Doukhan, Paul; Louhichi, Sana 19 2001 A triangular central limit theorem under a new weak dependence condition. Zbl 0956.60006Coulon-Prieur, Clémentine; Doukhan, Paul 29 2000 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 166 1999 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. (Functional central limit theorem for the empirical process of short memory linear processes.) Zbl 0948.60012Doukhan, Paul; Surgailis, Donatas 16 1998 Functional estimation for time series: Uniform convergence properties. Zbl 0951.62074Ango Nze, P.; Doukhan, P. 10 1998 Functional estimation of a density under a weak dependence condition. (Estimation de la densité d’une suite faiblement dépendante.) Zbl 0919.62029Doukhan, Paul; Louhichi, Sana 2 1998 Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024Ango Nze, P.; Doukhan, P. 8 1996 Superresolution rates in Prokhorov metric. Zbl 0861.60005Doukhan, P.; Gamboa, F. 7 1996 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field. Zbl 0874.60046Doukhan, P.; León, J. R. 2 1996 Invariance principles for absolutely regular empirical processes. Zbl 0817.60028Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 82 1995 Mixing: Properties and examples. Zbl 0801.60027Doukhan, Paul 534 1994 The functional central limit theorem for strongly mixing processes. Zbl 0790.60037Doukhan, Paul; Massart, Pascal; Rio, Emmanuel 66 1994 Functional estimation for mixing time series. (Estimation fonctionnelle de séries temporelles mélangeantes.) Zbl 0779.62072Ango Nze, Patrick; Doukhan, Paul 4 1993 Nonparametric recursive estimation in nonlinear ARX-models. Zbl 0804.62041Doukhan, P.; Tsybakov, A. B. 3 1993 Quadratic deviation of projection density estimates. Zbl 0812.62043Doukhan, Paul; León, José Rafael 1 1993 Mixing of linear spatial random fields. (Mélange pour des processus linéaires spatiaux.) Zbl 0734.60054Doukhan, Paul; Guyon, Xavier 3 1991 Déviation quadratique d’estimateurs de densité par projections orthogonales. (Quadratic deviation of projection density estimates). Zbl 0702.60035Doukhan, Paul; Léon, José Rafael 19 1990 Vitesse de convergence dans le théorème de limite centrale pour des champs mélangeants satisfaisant des hypothèses de moment faibles. (Rates in the central limit theorem for mixing random fields satisfying low moment assumptions). Zbl 0719.60020Bulinskii, Alexandre V.; Doukhan, Paul 3 1990 Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027Doukhan, P.; León, J. R. 10 1989 Formes de Toeplitz associées à une analyse multi-échelle. (Toeplitz forms associated to a multiscale analysis). Zbl 0661.42019Doukhan, Paul 5 1988 Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). Zbl 0651.60042Doukhan, Paul; Portal, Frederic 18 1987 Principes d’invariance faible pour la mesure empirique d’une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables). Zbl 0596.60037Doukhan, P.; Leon, J. R.; Portal, F. 2 1987 Inégalités de mélange fort utilisant des normes d’Orlicz. (Strong mixing moment inequalities using Orlicz norms). Zbl 0659.60009Bulinskii, Alexandre; Doukhan, Paul 1 1987 Une mesure de la déviation quadratique d’estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators). Zbl 0599.62043Doukhan, P.; Leon, J.; Portal, F. 2 1986 Calcul de la vitesse de convergence dans le théorème central limite vis a vis des distances de Prohorov, Dudley et Levy dans le cas de variables aléatoires depéndantes. (Speed of convergence in the central limit theorem with respect to Prokhorov, Dudley and Levy distances in the case of dependent random variables). Zbl 0607.60019Doukhan, P.; Leon, J.; Portal, F. 3 1985 Speed of convergence in the central limit theorem for mixing Hilbert space valued random variables. (Vitesse de convergence dans le théorème central limite pour des variables aléatoires mélangeantes à valeurs dans un espace de Hilbert.) Zbl 0557.60006Doukhan, Paul; Leon, José; Portal, Frédéric 10 1984 Estimation de la transition de probabilité d’une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d’ordre 1. Zbl 0515.62037Doukhan, Paul; Ghindes, Marcel 20 1983 Estimation non paramètrique de la fonction d’autoregression d’un processus stationnaire et phi melangeant: risques quadratiques pour la méthode du noyau. Zbl 0529.62037Collomb, Gerard; Doukhan, Paul 12 1983 Moments de variables aléatoires mélangeantes. Zbl 0544.62022Doukhan, Paul; Portal, Frédéric 8 1983 Principe d’invariance faible avec vitesse pour un processus empirique dans un cadre multidimensionnel et fortement melangeant. Zbl 0529.60029Doukhan, Paul; Portal, Frederic 2 1983 Simulation in the general first order autoregressive process (unidimensional normal case). Zbl 0503.62085Doukhan, Paul 1 1983 Estimations dans le processus ”X//(n+1)=f(\(X_ n)\)+epsilon//n”. Zbl 0461.62070Doukhan, Paul; Ghindes, Marcel 7 1980 Étude du processus: “\(X_{n+1}=f(X_n)\cdot\varepsilon_n\)”. Zbl 0433.60069Doukhan, Paul; Ghindes, Marcel 4 1980 all cited Publications top 5 cited Publications all top 5 Cited by 1,568 Authors 52 Doukhan, Paul 27 Liang, Hanying 24 Surgailis, Donatas 22 Dedecker, Jérôme 20 Leonenko, Nikolai N. 19 Fokianos, Konstantinos 18 Merlevède, Florence 18 Neumann, Michael H. 17 Lee, Sangyeol 17 Peligrad, Magda 16 Bardet, Jean-Marc 15 Wu, Wei Biao 14 Prieur, Clémentine 14 Wang, Lihong 13 León, José Rafael R. 13 Taqqu, Murad S. 13 Truquet, Lionel 12 Harel, Michel 12 Hwang, Eunju 12 Lahiri, Soumendra Nath 12 Ould-Saïd, Elias 12 Pipiras, Vladas 12 Zhu, Fukang 11 Mikosch, Thomas 11 Shin, Dongwan 11 Wang, Dehui 11 Wintenberger, Olivier 10 Alquier, Pierre 10 Kengne, William Charky 10 Linton, Oliver Bruce 10 Moulines, Eric 10 Politis, Dimitris Nicolas 10 Puri, Madan Lal 10 Quintela-Del-Río, Alejandro 10 Tjøstheim, Dag B. 10 Vieu, Philippe 9 Chesneau, Christophe 9 Horváth, Lajos 9 Lang, Gabriel 8 Comte, Fabienne 8 Davis, Richard A. 8 de Uña-Álvarez, Jacobo 8 Olenko, Andriy Yakovych 8 Roueff, François 8 Sancetta, Alessio 8 Tatachak, Abdelkader 7 Aneiros-Pérez, Germán 7 Berkes, István 7 Bühlmann, Peter 7 Chan, Ngai Hang 7 Dabo-Niang, Sophie 7 Hill, Jonathan B. 7 Jakubowski, Adam 7 Koul, Hira Lal 7 Reisen, Valdério Anselmo 7 Stelzer, Robert 6 Bücher, Axel 6 Coeurjolly, Jean-François 6 Douc, Randal 6 Fan, Guoliang 6 Fan, Xiequan 6 Hörmann, Siegfried 6 Laksaci, Ali 6 Lavancier, Frédéric 6 Lee, Oesook 6 Louhichi, Sana 6 Nordman, Daniel J. 6 Paparoditis, Efstathios 6 Rio, Emmanuel 6 Whang, Yoon-Jae 6 Zähle, Henryk 5 Aknouche, Abdelhakim 5 Ango Nze, Patrick 5 Beran, Jan 5 Cattiaux, Patrick 5 Cuny, Christophe 5 Dehling, Herold G. 5 Didier, Gustavo 5 Durieu, Olivier 5 Fried, Roland 5 Gamboa, Fabrice 5 Ivanov, Aleksandr Vladimirovich 5 Jirak, Moritz 5 Kang, Jiwon 5 Khardani, Salah 5 Kokoszka, Piotr S. 5 Leucht, Anne 5 Liebscher, Eckhard 5 Maume-Deschamps, Véronique 5 McElroy, Tucker S. 5 Palma, Wilfredo 5 Pommeret, Denys 5 Prakasa Rao, B. L. S. 5 Saikkonen, Pentti 5 Segers, Johan 5 Shao, Xiaofeng 5 Sorensen, Michael 5 Vilar Fernandez, Juan Manuel 5 Weiß, Christian H. 5 Wyłomańska, Agnieszka ...and 1,468 more Authors all top 5 Cited in 200 Serials 85 Stochastic Processes and their Applications 78 Statistics & Probability Letters 70 Journal of Statistical Planning and Inference 62 Bernoulli 56 Journal of Econometrics 55 The Annals of Statistics 53 Journal of Time Series Analysis 51 Electronic Journal of Statistics 49 Communications in Statistics. 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Simulation and Computation 11 Journal of the Korean Statistical Society 10 Lithuanian Mathematical Journal 10 Mathematical Methods of Statistics 10 Extremes 9 Scandinavian Journal of Statistics 8 Advances in Applied Probability 8 Econometric Reviews 8 Methodology and Computing in Applied Probability 8 Statistical Methods and Applications 8 Stochastics 7 Stochastic Analysis and Applications 7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 7 Statistics and Computing 6 Journal of Statistical Physics 6 Physica A 6 Journal of the American Statistical Association 6 Economics Letters 6 Theory of Probability and Mathematical Statistics 6 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Brazilian Journal of Probability and Statistics 6 Stochastics and Dynamics 6 Journal of Statistical Theory and Practice 6 AStA. Advances in Statistical Analysis 6 Sankhyā. Series A 5 Computational Statistics 5 Journal of Applied Statistics 5 Stochastic Models 4 Statistical Science 4 Dependence Modeling 3 Rocky Mountain Journal of Mathematics 3 Chaos, Solitons and Fractals 3 Theory of Probability and its Applications 3 Automatica 3 Transactions of the American Mathematical Society 3 Insurance Mathematics & Economics 3 Acta Applicandae Mathematicae 3 Trabajos de Estadistica 3 Machine Learning 3 Applied Mathematics. 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Armenian Academy of Sciences 2 Proceedings of the National Academy of Sciences of the United States of America 2 Applied and Computational Harmonic Analysis 2 Statistica Sinica 2 The Journal of Fourier Analysis and Applications 2 Mathematical Finance 2 Nonlinear Dynamics 2 Journal of Inequalities and Applications 2 Studies in Nonlinear Dynamics and Econometrics 2 Far East Journal of Theoretical Statistics 2 Discrete Dynamics in Nature and Society 2 Stochastic Environmental Research and Risk Assessment 2 Applied Stochastic Models in Business and Industry 2 Journal of Systems Science and Complexity 2 Journal of Machine Learning Research (JMLR) 2 International Journal of Wavelets, Multiresolution and Information Processing 2 Statistical Methodology ...and 100 more Serials all top 5 Cited in 37 Fields 1,094 Statistics (62-XX) 678 Probability theory and stochastic processes (60-XX) 99 Numerical analysis (65-XX) 76 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Dynamical systems and ergodic theory (37-XX) 31 Harmonic analysis on Euclidean spaces (42-XX) 16 Computer science (68-XX) 15 Biology and other natural sciences (92-XX) 13 Statistical mechanics, structure of matter (82-XX) 12 Systems theory; control (93-XX) 11 Partial differential equations (35-XX) 11 Information and communication theory, circuits (94-XX) 10 Operations research, mathematical programming (90-XX) 9 Geophysics (86-XX) 7 Functional analysis (46-XX) 5 Combinatorics (05-XX) 5 Measure and integration (28-XX) 5 Ordinary differential equations (34-XX) 4 General and overarching topics; collections (00-XX) 3 Special functions (33-XX) 3 Operator theory (47-XX) 3 Quantum theory (81-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 2 Astronomy and astrophysics (85-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year