13 citations · 28 across the 11 of their papers we have counts for
12 papers
Stable limits for Markov chains via the Principle of Conditioning
Mohamed El Machkouri, Adam Jakubowski, Dalibor Volný
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable…
Orthomartingale-coboundary decomposition for stationary random fields
Mohamed El Machkouri, Davide Giraudo
We provide a new projective condition for a stationary real random field indexed by the lattice to be well approximated by an orthomartingale in the sense of Cairoli (1969).…
On the asymptotic normality of frequency polygons for strongly mixing spatial processes
Mohamed El Machkouri
This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing random fields indexed by . Our method allows us to consider…
Kernel deconvolution estimation for random fields
Ahmed El Ghini, Mohamed El Machkouri
In this work, we establish the asymptotic normality of the deconvolution kernel density estimator in the context of strongly mixing random fields. Only minimal conditions on the ba…
Kernel density estimation for stationary random fields
Mohamed El Machkouri
In this paper, under natural and easily verifiable conditions, we prove the -convergence and the asymptotic normality of the Parzen-Rosenblatt density estimator for s…
A central limit theorem for stationary random fields
Mohamed El Machkouri, Dalibor Volny, Wei Biao Wu
This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precise…