Mixing, properties and examples P Doukhan Lecture Notes in Statistics. Springer, 1994 | 2398* | 1994 |
Theory and applications of long-range dependence P Doukhan, G Oppenheim, M Taqqu Springer Science & Business Media, 2002 | 1160* | 2002 |
A new weak dependence condition and applications to moment inequalities P Doukhan, S Louhichi Stochastic processes and their applications 84 (2), 313-342, 1999 | 548 | 1999 |
Weak Dependence: With Examples and Applications J Dedecker, P Doukhan, G Lang, JR León, S Louhichi, C Prieur LNS 190, 2007 | 452* | 2007 |
Invariance principle for absolutely regular empirical processes P Doukhan, P Massart, E Rio Annales de l’Institut Henri Poincaré-Probabilités et Statistiques 31 (95/02 …, 1995 | 353 | 1995 |
The functional central limit theorem for strongly mixing processes P Doukhan, P Massart, E Rio Annales de l'IHP Probabilités et statistiques 30 (1), 63-82, 1994 | 248 | 1994 |
A new covariance inequality and applications J Dedecker, P Doukhan Stochastic processes and their applications 106 (1), 63-80, 2003 | 177 | 2003 |
Weakly dependent chains with infinite memory P Doukhan, O Wintenberger Stochastic Processes and their Applications 118 (11), 1997-2013, 2008 | 148 | 2008 |
On weak dependence conditions for Poisson autoregressions P Doukhan, K Fokianos, D Tjøstheim Statistics & Probability Letters 82 (5), 942-948, 2012 | 131 | 2012 |
Weak dependence: models and applications to econometrics P Ango-Nze, P Doukhan Econometric Theory 20 (6), 995-1045, 2004 | 126 | 2004 |
Probability and moment inequalities for sums of weakly dependent random variables, with applications P Doukhan, MH Neumann Stochastic Processes and their Applications 117 (7), 878-903, 2007 | 108 | 2007 |
Quadratic Deviation of Projection Density Estimates P Doukhan, JR León Comptes Rendus Acad. Sci. Paris, série 1 310 (6), 425-430, 1990 | 87* | 1990 |
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator R Douc, P Doukhan, E Moulines Stochastic Processes and their Applications 123 (7), 2620-2647, 2013 | 85 | 2013 |
Multivariate Count Autoregression K Fokianos, B Støve, D Tjøstheim, P Doukhan Bernoulli 26 (1), 471-499, 2020 | 73 | 2020 |
Weak dependence beyond mixing and asymptotics for nonparametric regression P Ango-Nze, P Buhlmann, P Doukhan Annals of Statistics 30, 397-430, 2002 | 70 | 2002 |
Invariance principle for weakly dependent stationary models under sharp moment assumptions P Doukhan, O Wintenberger Probability and Mathematical Statistics 27, 45-73, 2007 | 69* | 2007 |
Vitesse de convergence dans le théorème central limite pour des variables aléatoires mélangeantes à valeurs dans un espace de Hilbert P Doukhan, J Leon, F Portal Comptes rendus des séances de l'Académie des sciences. Série 1, Mathématique …, 1984 | 66 | 1984 |
A simple integer-valued bilinear time series model P Doukhan, A Latour, D Oraichi Advances in Applied Probability 38 (2), 559-578, 2006 | 64 | 2006 |
Models, inequalities, and limit theorems for stationary sequences P Doukhan Theory and applications of long-range dependence, 43-100, 2002 | 61 | 2002 |
Estimation of the transition probability of a Doeblin-recurrent Markov chain. Study of the case of the general autoregressive process of order 1 P Doukhan, M Ghindès PhD Thesis, 139, 1980 | 57* | 1980 |