466 citations
- Sorbonne UniversitéFR36 papers
- Université Paris CitéFR17 papers
- Centre d'Économie de la SorbonneFR13 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR9 papers
- Maison des Sciences sociales et des Humanités Ange GuépinFR9 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Université Paris 1 Panthéon-SorbonneFR8 papers
- Psychiatric Medicine AssociatesUS7 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Strateji Araşdırmalar MərkəziAZ4 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR3 papers
- École Normale Supérieure - PSLFR3 papers
22 papers · 1 filter
Detecting changes in the fluctuations of a Gaussian process and an application to heartbeat time series
Jean-Marc Bardet, Imen Kammoun
The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a…
Rates of convergence for minimal distances in the central limit theorem under projective criteria
Jérôme Dedecker, Florence Merlevède, Emmanuel Rio
In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martinga…
Stein's method on Wiener chaos
Ivan Nourdin, Giovanni Peccati
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a gene…
Some unbounded functions of intermittent maps for which the central limit theorem holds
J. Dedecker, C. Prieur
We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map of with a neutral…
Moderate deviations for stationary sequences of bounded random variables
Jérôme Dedecker, Florence Merlevède, Magda Peligrad +1
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of -mix…
Poisson approximation for search of rare words in DNA sequences
Nicolas Vergne, Miguel Abadi
Using recent results on the occurrence times of a string of symbols in a stochastic process with mixing properties, we present a new method for the search of rare words in biologic…