9 citations
- Center for Responsible TravelUS2 papers
- Centre de Recherche en Économie et StatistiqueFR2 papers
- Centre for Research in Engineering Surface TechnologyIE2 papers
- Centre Inria de l'université de BordeauxFR1 paper
- Computer Algorithms for MedicineAT1 paper
- Institut national de recherche en sciences et technologies du numériqueFR1 paper
- Laboratoire Jean-Alexandre DieudonnéFR1 paper
- Mohammed V UniversityMA1 paper
- Université Hassan II MohammediaMA1 paper
5 papers
Stability of Feynman-Kac formulae with path-dependent potentials
Nicolas Chopin, Pierre Del Moral, Sylvain Rubenthaler
Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state traject…
Estimating the multivariate extremal index function
Christian Y. Robert
The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequ…
On concrete models for local operator spaces
Xavier Mary
In this short note, we propose a concrete analogue of the space $\cL(H)$ for local operator spaces, the multinormed -algebra $\displaystyle\prod_α \cL(H_α)$.
Parametric estimation in noisy blind deconvolution model: a new estimation procedure
Emmanuelle Gautherat, Ghislaine Gayraud
In a parametric framework, the paper is devoted to the study of a new estimation procedure for the inverse filter and the level noise in a complex noisy blind discrete deconvolutio…
Stationarity and geometric ergodicity of a class of nonlinear ARCH models
Youssef Sa\"{ı}di, Jean-Michel Zako\"{ı}an
A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and -mixing solution is established under a mild assumption on the density…