95 citations · 168 across the 5 of their papers we have counts for
Showing 2006Show all
2 papers · 1 filter
math.PR2006★ 22 cited
The ODE method for stability of skip-free Markov chains with applications to MCMC
Gersende Fort, Sean Meyn, Eric Moulines +1
Fluid limit techniques have become a central tool to analyze queueing networks over the last decade, with applications to performance analysis, simulation and optimization. In this…
math.ST2006★ 50 cited
On recursive estimation for time varying autoregressive processes
Eric Moulines, Pierre Priouret, François Roueff
This paper focuses on recursive estimation of time varying autoregressive processes in a nonparametric setting. The stability of the model is revisited and uniform results are prov…