Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
CEREMADE
CES, SAMOS
CES, Matisse, Samos
CREST, CEREMADE
Adaptive density estimation under dependence
An invariance principle for weakly dependent stationary general models
Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional causal processes
Convergence rates for density estimators of weakly dependent time series
Detecting multiple change-points in general causal time series using penalized quasi-likelihood
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