37 citations · 164 across the 29 of their papers we have counts for
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math.PR2019
Deviation inequalities for separately Lipschitz functionals of composition of random functions
Jérôme Dedecker, Paul Doukhan, Xiequan Fan
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for s…
math.ST2019★ 10 cited
High dimensional VAR with low rank transition
Pierre Alquier, Karine Bertin, Paul Doukhan +1
We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highl…