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Contributions to time series analysis: estimation, prediction and extremes
This habilitation manuscript presents my research work on statistics for weakly dependent processes. Asymptotical results for the Quasi Maximum Likelihood Estimator in... -
Mathematical analysis of light propagation in optical fibers with randomly va...
The study of light propagation in monomode optical fibers requires to take care of various complex phenomena such as the polarization mode dispersion (PMD) and the... -
Deviation inequalities, moderate deviations principle and some limit theorems...
The explicit control of the convergence of properly normalized sums of random variables, as well as the study of moderate deviation principle associated with these...
