208 citations · 1.5k across the 43 of their papers we have counts for
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On the existence of some ARCH() processes
Randal Douc, François Roueff, Philippe Soulier
A new sufficient condition for the existence of a stationary causal solution of an ARCH() equation is provided. This condition allows to consider polynomially decaying coef…
Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models
Jimmy Olsson, Olivier Cappé, Randal Douc +1
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in th…
Subgeometric rates of convergence of f-ergodic strong Markov processes
Randal Douc, Gersende Fort, Arnaud Guillin
We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the…
Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains
Randal Douc, Arnaud Guillin, Eric Moulines
This paper studies limit theorems for Markov Chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate de…