E-LIB Suche - Ergebnisse für: Bercu, Bernard

1

Sharp large deviations and concentration inequalities for t..:

Bercu, Bernard ; Bonnefont, Michel ; Richou, Adrien
Journal of Applied Probability. , 2024

Link: https://doi.org/10.1017/..

2

On the Elephant Random Walk with Stops Playing Hide and See..:

Bercu, Bernard
Journal of Statistical Physics. 189 (2022) 1 - p. , 2022

Link: https://doi.org/10.1007/..

3

A stochastic Gauss–Newton algorithm for regularized semi-di..:

Bercu, Bernard ; Bigot, Jérémie ; Gadat, Sébastien.
Information and Inference: A Journal of the IMA. 12 (2022) 1 - p. 390-447 , 2022

Link: https://doi.org/10.1093/..

4

How to estimate the memory of the elephant random walk:

Bercu, Bernard ; Laulin, Lucile
Communications in Statistics - Theory and Methods. 53 (2022) 7 - p. 2578-2598 , 2022

Link: https://doi.org/10.1080/..

5

On the center of mass of the elephant random walk:

Bercu, Bernard ; Laulin, Lucile
Stochastic Processes and their Applications. 133 (2021) - p. 111-128 , 2021

Link: https://doi.org/10.1016/..

6

An Efficient Stochastic Newton Algorithm for Parameter Esti..:

Bercu, Bernard ; Godichon, Antoine ; Portier, Bruno
SIAM Journal on Control and Optimization. 58 (2020) 1 - p. 348-367 , 2020

Link: https://doi.org/10.1137/..

7

On the almost sure central limit theorem for ARX processes ..:

Bercu, Bernard ; Vázquez, Víctor
International Journal of Adaptive Control and Signal Processing. 33 (2019) 12 - p. 1901-1911 , 2019

Link: https://doi.org/10.1002/..

8

On the Multi-dimensional Elephant Random Walk:

Bercu, Bernard ; Laulin, Lucile
Journal of Statistical Physics. 175 (2019) 6 - p. 1146-1163 , 2019

Link: https://doi.org/10.1007/..

9

Hypergeometric identities arising from the elephant random ..:

Bercu, Bernard ; Chabanol, Marie-Line ; Ruch, Jean-Jacques
Journal of Mathematical Analysis and Applications. 480 (2019) 1 - p. 123360 , 2019

Link: https://doi.org/10.1016/..

10

A nonparametric statistical procedure for the detection of ..:

Bercu, Bernard ; Capderou, Sami ; Durrieu, Gilles
Journal of Applied Statistics. 46 (2018) 1 - p. 119-140 , 2018

Link: https://doi.org/10.1080/..

11

Large deviations for the Ornstein–Uhlenbeck process without..:

Bercu, Bernard ; Richou, Adrien
Statistics & Probability Letters. 123 (2017) - p. 45-55 , 2017

Link: https://doi.org/10.1016/..

12

Nonparametric recursive estimation of the derivative of the..:

Bercu, Bernard ; Capderou, Sami ; Durrieu, Gilles
Statistical Inference for Stochastic Processes. 22 (2017) 1 - p. 17-40 , 2017

Link: https://doi.org/10.1007/..

13

Large deviations for the Ornstein-Uhlenbeck process with sh..:

Bercu, Bernard ; Richou, Adrien
Advances in Applied Probability. 47 (2015) 3 - p. 880-901 , 2015

Link: https://doi.org/10.1239/..

14

Large deviations for the Ornstein-Uhlenbeck process with sh..:

Bercu, Bernard ; Richou, Adrien
Advances in Applied Probability. 47 (2015) 3 - p. 880-901 , 2015

Link: https://doi.org/10.1017/..

15

A Rademacher–Menchov approach for random coefficient bifurc..:

Bercu, Bernard ; Blandin, Vassili
Stochastic Processes and their Applications. 125 (2015) 4 - p. 1218-1243 , 2015

Link: https://doi.org/10.1016/..