5 papers
Sharp Mixing Rates for Markov Chains on General Spaces with Unbounded Random Environments
Attila Lovas, Miklós Rásonyi, Lionel Truquet
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove…
Mixing properties of some Markov chains models in random environments
Attila Lovas, Lionel Truquet
Markov chains in random environments (MCREs) have recently attracted renewed interest, as these processes naturally arise in many applications, such as econometrics and machine lea…
Mixing properties of nonstationary multivariate count processes
Zinsou Max Debaly, Michael H. Neumann, Lionel Truquet
We prove absolute regularity (-mixing) for nonstationary and multivariate versions of two popular classes of integer-valued processes. We show how this result can be used to pr…
Time series on compact spaces, with an application to dynamic modeling of relative abundance data in Ecology
Guillaume Franchi, Lionel Truquet
Motivated by the dynamic modeling of relative abundance data in ecology, we introduce a general approach to model stationary Markovian or non Markovian time series on (relatively)…
Theory and inference for multivariate autoregressive binary models with an application to absence-presence data in ecology
Guillaume Franchi, Lionel Truquet
We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of as…