80 citations · 80 across the 3 of their papers we have counts for
3 papers
Log-average periodogram estimator of the memory parameter
Valderio Reisen, Eric Moulines, Philippe Soulier +1
This paper introduces a semiparametric regression estimator of the memory parameter for long-memory time series process. It is based on the regression in a neighborhood of the zero…
Subgeometric ergodicity of Markov chains
Randal Douc, Eric Moulines, Philippe Soulier
The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof,…
Practical drift conditions for subgeometric rates of convergence
Randal Douc, Gersende Fort, Eric Moulines +1
We present a new drift condition which implies rates of convergence to the stationary distribution of the iterates of a ψ-irreducible aperiodic and positive recurrent transition ke…