9 citations
- Centre de Recherche en Économie et StatistiqueFR2 papers
- Centre for Research in Engineering Surface TechnologyIE2 papers
- Université Paris 1 Panthéon-SorbonneFR2 papers
- AgroParisTechFR1 paper
- Centre d'Économie de la SorbonneFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- ENSAE ParisFR1 paper
- Mohammed V UniversityMA1 paper
- Sorbonne UniversitéFR1 paper
- Strateji Araşdırmalar MərkəziAZ1 paper
- Université Hassan II MohammediaMA1 paper
3 papers
math.PR2007★ 2 cited
Weakly dependent chains with infinite memory
Paul Doukhan, Olivier Wintenberger
We prove the existence of a weakly dependent strictly stationary solution of the equation called {\em chain with infinite memory}. Here th…
math.PR2007★ 9 cited
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…
math.ST2007
Dependent Lindeberg central limit theorem and some applications
Jean-Marc Bardet, Paul Doukhan, Gabriel Lang +1
In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. The…