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Function-indexed empirical processes based on an infinite source Poisson tran...
International audience -
Value at risk and expected shortfall for weak dependent random variables : no...
To quantify and measure the risk in an environment partially or completely uncertain is probably one of the major issues of the applied research in financial... -
Marginal density estimation for linear processes with cyclical long memory
International audience -
General approximation method for the distribution of Markov processes conditi...
33 pages, revision of the paper formerly entitled "Interacting particle processes and approximation of Markov processes conditioned to not be killed" -
Estimation of a semiparametric mixture of regressions model.
International audience -
Strong approximation of the empirical distribution function for absolutely re...
International audience -
Empirical Projected Copula Process and Conditional Independence An Extended V...
C - Mathematical and Quantitative Methods/C1 - Econometric and Statistical Methods and Methodology: General/C10 - General URL des Documents de travail :... -
Weak convergence of the empirical process of intermittent maps in L2 under lo...
International audience -
Moment bounds for dependent sequences in smooth Banach spaces
International audience -
Pairwise-comparison estimation with nonparametric controls
The purpose of this paper is the presentation of distribution theory for generic estimators based on the pairwise comparison of observations in problems where...
