183 citations · 569 across the 16 of their papers we have counts for
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math.ST2012★ 2 cited
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Randal Douc, Paul Doukhan, Eric Moulines
This paper deals with a general class of observation-driven time series models with a special focus on time series of counts. We provide conditions under which there exist strict-s…
math.ST2012★ 1 cited
Adaptive Equi-Energy Sampler : Convergence and Illustration
Amandine Schreck, Gersende Fort, Eric Moulines
Markov chain Monte Carlo (MCMC) methods allow to sample a distribution known up to a multiplicative constant. Classical MCMC samplers are known to have very poor mixing properties…