20 citations · 50 across the 4 of their papers we have counts for
4 papers
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
Peggy Cénac, Khalifa Es-Sebaiy
We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the de…
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes
Peggy Cénac, Brigitte Chauvin, Samuel Herrmann +1
A classical random walk is defined by , where are i.i.d. When the increments are a one-…
Recursive estimation of the conditional geometric median in Hilbert spaces
Hervé Cardot, Peggy Cénac, Pierre-André Zitt
A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criter…
Variable length Markov chains and dynamical sources
Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut +1
Infinite random sequences of letters can be viewed as stochastic chains or as strings produced by a source, in the sense of information theory. The relationship between Variable Le…