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Prediction of time series by statistical learning: general losses and fast rates
We establish rates of convergences in time series forecasting using the statistical learning approach based on oracle inequalities. A series of papers extends the... -
A moment inequality of the Marcinkiewicz-Zygmund type for some weakly depende...
International audience -
Weak dependence: with examples and applications
International audience -
A Cluster-Limit Theorem for Infinitely Divisible Point Processes
Special Issue: Statistics on Dependent Data -
Contributions to statistical learning in sparse models
The aim of this habilitation thesis is to give an overview of my works on high-dimensional statistics and statistical learning, under various sparsity assumptions. In...
