49 citations · 128 across the 31 of their papers we have counts for
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math.PR2010★ 2 cited
Long runs under point conditioning. The real case
Michel Broniatowski, Virgile Caron
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number…
math.PR2010★ 49 cited
Minimization of divergences on sets of signed measures
Michel Broniatowski, Amor Keziou
We consider the minimization problem of -divergences between a given probability measure and subsets of the vector space of all signed finite m…
math.ST2010
Divergences and Duality for Estimation and Test under Moment Condition Models
Michel Broniatowski, Amor Keziou
We introduce estimation and test procedures through divergence minimiza- tion for models satisfying linear constraints with unknown parameter. These procedures extend the empirical…