9 citations
- Centre de Recherche en Économie et StatistiqueFR3 papers
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- Centre Inria de l'université de BordeauxFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
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Showing math.PRShow all
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math.PR2009
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…
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…