3 citations · 3 across the 1 of their papers we have counts for
3 papers
math.ST2009
A general definition of influence between stochastic processes
Anne Gégout-Petit, Daniel Commenges
We extend the study of weak local conditional independence (WCLI) based on a measurability condition made by Commenges and Gégout-Petit (2009) to a larger class of processes that w…
math.PR2008★ 1 cited
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Bernard Bercu, Benoite de Saporta, Anne Gegout-Petit
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise…
math.ST2007★ 3 cited
A general dynamical statistical model with possible causal interpretation
Daniel Commenges, Anne Gegout-Petit
We develop a general dynamical model as a framework for possible causal interpretation. We first state a criterion of local independence in terms of measurability of processes invo…