Doukhan, Paul
- Multivariate Count Autoregression
2017/04/07 by Paul Doukhan, Konstantinos Fokianos, Doukhan, Paul +5 · 2 citations
Economics, Econometrics and Finance · Computer Science · Mathematics · #Financial Risk and Volatility Modeling #Bayesian Methods and Mixture Models #Statistical Methods and Inference
- Dependent Lindeberg central limit theorem and some applications
2007/01/30 by Jean‐Marc Bardet, Bardet, Jean-Marc, Paul Doukhan +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Random Matrices and Applications #Statistical Methods and Inference #Statistics Theory (math.ST)
- Weakly dependent chains with infinite memory
2007/12/19 by Paul Doukhan, Olivier Wintenberger, Doukhan, Paul +1 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods
- Stationarity and ergodic properties for some observation-driven models in random environments
2020/07/15 by Doukhan, Paul, Neumann, Michael H., Truquet, Lionel · 2 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Mixing properties of non-stationary INGARCH(1,1) processes
2020/11/11 by Doukhan, Paul, Leucht, Anne, Neumann, Michael H · 1 citation
#FOS: Mathematics #Primary 60G10 #Probability (math.PR) #secondary 60J05