Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Lionel, Truquet"'
Autor:
Lionel Truquet, Zinsou Max Debaly
Publikováno v:
Econometric Theory. 37:1135-1172
We discuss the existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated into the dynamic. To this end, we consider the convergence of the backward iterations of dependent random
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::653d344c8214cf4a4b138bf5bab8cbf9
https://doi.org/10.1017/s0266466620000559
https://doi.org/10.1017/s0266466620000559
Autor:
Lionel Truquet
Publikováno v:
Bernoulli 26, no. 4 (2020), 2876-2906
We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process developed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be84f3602bef40f2caed94ea272afc99
https://projecteuclid.org/euclid.bj/1598493634
https://projecteuclid.org/euclid.bj/1598493634
Autor:
Lionel Truquet
Publikováno v:
Bernoulli 25, no. 3 (2019), 2107-2136
In this paper, we consider the problem of estimating the marginal density in some autoregressive time series models for which the conditional mean and variance have a parametric specification. Under some regularity conditions, we show that a kernel t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::245621d98eecd5ed4b87a17dee04fc29
https://projecteuclid.org/euclid.bj/1560326439
https://projecteuclid.org/euclid.bj/1560326439
Autor:
Lionel Truquet
Publikováno v:
Bernoulli 26, no. 4 (2020), 3249-3279
We present a general approach for studying autoregressive categorical time series models with dependence of infinite order and defined conditional on an exogenous covariate process. To this end, we adapt a coupling approach, developed in the literatu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::070652f88a084283f90bbafd208ec5c8
Autor:
Lionel Truquet
Publikováno v:
Journal of the Royal Statistical Society: Series B
Journal of the Royal Statistical Society: Series B, 2017, 79 (5), pp.1391-1414. ⟨10.1111/rssb.12221⟩
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, 〈10.1111/rssb.12221〉
Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2017, 79 (5), pp.1391-1414. ⟨10.1111/rssb.12221⟩
Journal of the Royal Statistical Society: Series B, 2017, 79 (5), pp.1391-1414. ⟨10.1111/rssb.12221⟩
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, 〈10.1111/rssb.12221〉
Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2017, 79 (5), pp.1391-1414. ⟨10.1111/rssb.12221⟩
Summary We develop a complete methodology for detecting time varying or non-time-varying parameters in auto-regressive conditional heteroscedasticity (ARCH) processes. For this, we estimate and test various semiparametric versions of time varying ARC
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b7acf93ec725f23a0ad23ab674bb2c2
https://doi.org/10.1111/rssb.12221
https://doi.org/10.1111/rssb.12221
Autor:
Lionel Truquet
We study semiparametric inference in some linear regression models with time-varying coefficients, dependent regressors and dependent errors. This problem, which has been considered recently by Zhang and Wu (2012) under the functional dependence meas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ca9237ab9da34ebac1f77ec81ace6d28
https://hal.archives-ouvertes.fr/hal-01579160
https://hal.archives-ouvertes.fr/hal-01579160
Publikováno v:
Journal of Statistical Planning and Inference
Journal of Statistical Planning and Inference, Elsevier, 2017, 184, pp.48-61. 〈10.1016/j.jspi.2016.12.001〉
Journal of Statistical Planning and Inference, Elsevier, 2017, 184, pp.48-61. ⟨10.1016/j.jspi.2016.12.001⟩
Journal of Statistical Planning and Inference, 2017, 184, pp.48-61. ⟨10.1016/j.jspi.2016.12.001⟩
Journal of Statistical Planning and Inference, Elsevier, 2017, 184, pp.48-61. 〈10.1016/j.jspi.2016.12.001〉
Journal of Statistical Planning and Inference, Elsevier, 2017, 184, pp.48-61. ⟨10.1016/j.jspi.2016.12.001⟩
Journal of Statistical Planning and Inference, 2017, 184, pp.48-61. ⟨10.1016/j.jspi.2016.12.001⟩
International audience; In a functional setting, we elaborate and study two test statistics to highlight the Poisson nature of a Cox process when n copies of the process are available. Our approach involves a comparison of the empirical mean and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed84f42ba818e184576cd32a9c699b97
https://hal.archives-ouvertes.fr/hal-01430572
https://hal.archives-ouvertes.fr/hal-01430572
Autor:
Lionel Truquet
Publikováno v:
Ann. Statist. 47, no. 4 (2019), 2023-2050
A primary motivation of this contribution is to define new locally stationary Markov models for categorical or integer-valued data. For this initial purpose, we propose a new general approach for dealing with time-inhomogeneity that extends the local
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5fc803601b8141e1685ca7673ce5fbd6
Autor:
Maher Kachour, Lionel Truquet
Publikováno v:
Journal of Time Series Analysis. 32:223-236
In this article, we propose an extension of integer-valued autoregressive INAR models. Using a signed version of the thinning operator, we define a larger class of -valued processes, called SINAR, which can have positive as well as negative correlati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a10b24f687123a5ed976185393a53b9
https://doi.org/10.1111/j.1467-9892.2010.00694.x
https://doi.org/10.1111/j.1467-9892.2010.00694.x
Autor:
Lionel Truquet
Publikováno v:
Statistics and Probability Letters
Statistics and Probability Letters, Elsevier, 2010, 80 (21-22), pp.1673-1679. 〈10.1016/j.spl.2010.07.011〉
Statistics and Probability Letters, Elsevier, 2010, 80 (21-22), pp.1673-1679. ⟨10.1016/j.spl.2010.07.011⟩
Statistics and Probability Letters, 2010, 80 (21-22), pp.1673-1679. ⟨10.1016/j.spl.2010.07.011⟩
Statistics and Probability Letters, Elsevier, 2010, 80 (21-22), pp.1673-1679. 〈10.1016/j.spl.2010.07.011〉
Statistics and Probability Letters, Elsevier, 2010, 80 (21-22), pp.1673-1679. ⟨10.1016/j.spl.2010.07.011⟩
Statistics and Probability Letters, 2010, 80 (21-22), pp.1673-1679. ⟨10.1016/j.spl.2010.07.011⟩
The goal of this note is to give a new moment inequality for sums of some weakly dependent random fields. Our result extends moment bounds given by Wu (2007) or Liu and Lin (2009) for causal autoregressive processes and follows by using recursive app
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::206dcdb74af923071be044d53173e55f
https://doi.org/10.1016/j.spl.2010.07.011
https://doi.org/10.1016/j.spl.2010.07.011