37 citations · 164 across the 29 of their papers we have counts for
35 papers
Functional dependence and synchronous coupling in ergodic autoregressions
Paul Doukhan, Lionel Truquet
Functional dependence measures have become an important tool in the analysis of nonlinear time series and are typically formulated with respect to a given innovation representation…
Inferring the parameters of Taylor's law in ecology
Lionel Truquet, Joel E. Cohen, Paul Doukhan
Taylor's power law (TL) or fluctuation scaling has been verified empirically for the abundances of many species, human and non-human, and in many other fields including physics, me…
Deviation inequalities for contractive infinite memory processes
Paul Doukhan, Xiequan Fan
In this paper, we introduce a class of processes that contains many natural examples. The interesting feature of such type processes lays on its infinite memory that allows it to r…
Cramér moderate deviations for a supercritical Galton-Watson process
Paul Doukhan, Xiequan Fan, Zhi-Qiang Gao
Let be a supercritical Galton-Watson process. The Lotka-Nagaev estimator is a common estimator for the offspring mean.In this paper, we establish som…
Deviation inequalities for stochastic approximation by averaging
Xiequan Fan, Pierre Alquier, Paul Doukhan
We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish vario…
Mixing properties of non-stationary INGARCH(1,1) processes
Paul Doukhan, Anne Leucht, Michael H Neumann
We derive mixing properties for a broad class of Poisson count time series satisfying a certain contraction condition. Using specific coupling techniques, we prove absolute regular…