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09/25/2021
Cramér moderate deviations for a supercritical Galton-Watson process
Let (Z_n)_n≥0 be a supercritical Galton-Watson process. The Lotka-Nagaev...
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02/17/2021
Deviation inequalities for stochastic approximation by averaging
We introduce a class of Markov chains, that contains the model of stocha...
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10/20/2020
A Dynamic Taylor's Law
Taylor's power law (or fluctuation scaling) states that on comparable po...
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07/15/2020
Stationarity and ergodic properties for some observation-driven models in random environments
The first motivation of this paper is to study stationarity and ergodic ...
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05/25/2020
Mixing properties of Skellam-GARCH processes
We consider integer-valued GARCH processes, where the count variable con...
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01/08/2020
Spectral estimation for non-linear long range dependent discrete time trawl processes
Discrete time trawl processes constitute a large class of time series pa...
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07/03/2019
Deviation inequalities for separately Lipschitz functionals of composition of random functions
We consider a class of non-homogeneous Markov chains, that contains many...
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05/02/2019
High dimensional VAR with low rank transition
We propose a vector auto-regressive (VAR) model with a low-rank constrai...
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08/27/2018