Zobrazeno 1 - 10
of 134
pro vyhledávání: '"Paul Doukhan"'
Publikováno v:
Mathematics, Vol 12, Iss 20, p 3161 (2024)
Let fn be the non-parametric kernel density estimator based on a kernel function K and a sequence of independent and identically distributed random vectors taking values in Rd. With some mild conditions, we establish sharp moderate deviations for the
Externí odkaz:
https://doaj.org/article/4723d57781044a309ea9d93801e082ad
Publikováno v:
Stats, Vol 5, Iss 1, Pp 26-51 (2021)
This article proposes an optimal and robust methodology for model selection. The model of interest is a parsimonious alternative framework for modeling the stochastic dynamics of mortality improvement rates introduced recently in the literature. The
Externí odkaz:
https://doaj.org/article/c4b401e40e224d3b8bc297dd0d49787c
Publikováno v:
Journal of Applied Probability. 59:584-607
Taylor’s power law (or fluctuation scaling) states that on comparable populations, the variance of each sample is approximately proportional to a power of the mean of the population. The law has been shown to hold by empirical observations in a bro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c843aa5e003a385d8322c0026babaeb
https://doi.org/10.1017/jpr.2021.40
https://doi.org/10.1017/jpr.2021.40
Publikováno v:
Stats; Volume 5; Issue 1; Pages: 26-51
This article proposes an optimal and robust methodology for model selection. The model of interest is a parsimonious alternative framework for modeling the stochastic dynamics of mortality improvement rates introduced recently in the literature. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df9a08d5dbfb957f2c961d0f117b4dfd
https://doi.org/10.3390/stats5010003
https://doi.org/10.3390/stats5010003
Publikováno v:
Journal of Time Series Analysis. 42:107-135
We study nonlinear infinite order Markov switching integer‐valued ARCH models for count time series data. Markov switching models take into account complex dynamics and can deal with several stylistic facts of count data including proper modelling
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9d8cfa11b26fd4c7a65a5792b696329
https://doi.org/10.1111/jtsa.12558
https://doi.org/10.1111/jtsa.12558
Publikováno v:
Statistics & Probability Letters. 192:109711
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b16cfb2da7a7ad740288fa67b0d407e1
https://doi.org/10.1016/j.spl.2022.109711
https://doi.org/10.1016/j.spl.2022.109711
Publikováno v:
Journal of Mathematical Analysis and Applications. 479:1549-1568
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment conditions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f42d63c4ba51549b6b4ad4279b59f675
https://doi.org/10.1016/j.jmaa.2019.07.011
https://doi.org/10.1016/j.jmaa.2019.07.011
Publikováno v:
Annals of the Institute of Statistical Mathematics. 72:1419-1447
In this paper, we adapt a data-driven smooth test to the comparison of the marginal distributions of two independent, short or long memory, strictly stationary linear sequences. Some illustrations are shown to evaluate the performances of our test.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9275f99ff39823c20f9ba0a893ea11d
https://doi.org/10.1007/s10463-019-00730-6
https://doi.org/10.1007/s10463-019-00730-6
Publikováno v:
Stochastic Processes and their Applications. 129:1326-1348
We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent ‘seed’ processes on shrinking intervals (‘trawl heights’). Related trawl processes in continuous
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3013a082b83c0caa256c0782db469d0
https://doi.org/10.1016/j.spa.2018.05.004
https://doi.org/10.1016/j.spa.2018.05.004
We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions of such a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60111c1b7aa40d18ac6b8905499c3d77
http://arxiv.org/abs/2102.08685
http://arxiv.org/abs/2102.08685
