-
Nonparametric tests of change-points with tapered data
International audience -
Stochastic Approximation with Averaging Innovation Applied to Finance
The aim of the paper is to establish a convergence theorem for multi-dimensional stochastic approximation when the ''innovations'' satisfy some ''light'' averaging... -
On martingale approximations and the quenched weak invariance principle
In this paper, we obtain sufficient conditions in terms of projective criteria under which the partial sums of a stationary process with values in $\h$ (a real and... -
Approximation of stationary solutions to SDEs driven by multiplicative fracti...
International audience
