WorldCat Identities

Doukhan, Paul

Overview
Works: 52 works in 126 publications in 2 languages and 1,809 library holdings
Roles: Editor
Classifications: QA273.18, 519.53
Publication Timeline
Key
Publications about  Paul Doukhan Publications about Paul Doukhan
Publications by  Paul Doukhan Publications by Paul Doukhan
Most widely held works by Paul Doukhan
Dependence in probability and statistics by Paul Doukhan ( )
29 editions published between 2006 and 2010 in English and held by 1,046 WorldCat member libraries worldwide
Gives an account of the developments in the field of probability and statistics for dependent data. This book covers a range of topics from Markov chain theory and weak dependence with an emphasis on some developments on dynamical systems, to strong dependence in times series and random fields
Mixing : properties and examples by Paul Doukhan ( Book )
12 editions published between 1991 and 1995 in English and held by 244 WorldCat member libraries worldwide
Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided in two parts, the first covering the definitions and probabilistic properties of mixing theory. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields. Consequently, this book will provide statisticians dealing with problems involving weak dependence properties with a powerful tool
Theory and applications of long-range dependence ( Book )
9 editions published between 2002 and 2003 in English and held by 243 WorldCat member libraries worldwide
Cours d'analyse : analyse réelle et intégration : agrégation de mathématiques by Paul Doukhan ( Book )
2 editions published in 2001 in French and held by 74 WorldCat member libraries worldwide
Cours d'analyse. agrégation de mathématiques by Paul Doukhan ( Book )
1 edition published in 2002 in French and held by 61 WorldCat member libraries worldwide
Weak dependence with examples and applications by Jérôme Dedecker ( Book )
5 editions published in 2007 in English and held by 37 WorldCat member libraries worldwide
This monograph is aimed at developing Doukhan/Louhichi's (1999) idea to measure asymptotic independence of a random process. The authors propose various examples of models fitting such conditions such as stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Most of the commonly used stationary models fit their conditions. The simplicity of the conditions is also their strength. The main existing tools for an asymptotic theory are developed under weak dependence. They apply the theory to nonparametric stati
Étude de processus melangeant by Paul Doukhan ( Book )
6 editions published in 1986 in French and held by 10 WorldCat member libraries worldwide
L'OBJET DE CE TRAVAIL EST L'ETUDE ASYMPTOTIQUE DE STATISTIQUES NON PARAMETRIQUES RELATIVES A DES PROCESSUS MELANGEANTS. ON ETUDIE LE CAS PARTICULIER DE PROCESSUS AUTOREGRESSIFS NON LINEAIRES. ON DONNE DES EXEMPLES. ON ETUDIE LES RISQUES INTEGRES AINSI QUE LES DERIVATIONS QUADRATIQUES ET UNIFORMES D'ESTIMATEURS NON PARAMETRIQUES A NOYAU OU DE PROJECTION D'UNE DENSITE OU D'UNE FONCTION DE REGRESSION
Long-range dependence : theory and applications ( Book )
1 edition published in 2002 in English and held by 7 WorldCat member libraries worldwide
Non linear ARMA-models : probabilistic properties and consistent recursive estimation by Paul Doukhan ( Book )
3 editions published in 1992 in English and held by 6 WorldCat member libraries worldwide
Cours d'analyse by Paul Doukhan ( Book )
3 editions published between 2001 and 2002 in French and held by 4 WorldCat member libraries worldwide
Etude des processus Xn=f(Xn-1)+[epsilon]n by Paul Doukhan ( Book )
4 editions published in 1980 in French and Undetermined and held by 4 WorldCat member libraries worldwide
CETTE THESE PROPOSE UNE ETUDE EN DEUX PARTIES L'UNE PROBABILISTE ET L'AUTRE STATISTIQUE DU PROCESSUS AUTOREGRESSIF GENERAL D'ORDRE UN
Estimation de la transition de probabilite d'une chaine de markov doeblin-recurrente; etude du cas particulier du processus autoregressif general d'ordre 1 by Paul Doukhan ( Book )
2 editions published in 1980 in French and held by 3 WorldCat member libraries worldwide
Etude des processus X indice N = F (X indice N -1) + epsilon indice N by Paul Doukhan ( Book )
1 edition published in 1980 in French and held by 3 WorldCat member libraries worldwide
Spectral estimation for a strongly dependent stationary gaussian field by Paul Doukhan ( Book )
1 edition published in 1991 in English and held by 3 WorldCat member libraries worldwide
Utilisation des notions de dépendance faible en statistique by Olivier Wintenberger ( Book )
1 edition published in 2007 in French and held by 2 WorldCat member libraries worldwide
La dépendance faible est un outil très performant pour obtenir des résultats asymptotiques en statistique théorique. Son atout majeur est de résumer les propriétés de dépendance de très nombreux modèles via le comportement d'une suite de coefficients. Dans tous les problèmes où le modèle n'est pas clairement identifiable, des hypothèses de dépendance faible sur les coefficients sont moins contraignantes qu'une modélisation. De plus, pour certains modèles causaux, la dépendance faible permet d'étudier les propriétés de dépendance là où toutes les autres notions (de mélange par exemple) échouent. Elle permet de plus d'obtenir des résultats aussi bons que ceux obtenus dans le cas de référence, le cas indépendant
Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field by Paul Doukhan ( Book )
1 edition published in 1994 in English and held by 2 WorldCat member libraries worldwide
Invariance principles for absolutely regular empirical processes by Paul Doukhan ( Book )
1 edition published in 1992 in English and held by 2 WorldCat member libraries worldwide
A larch () vector valued process by Paul Doukhan ( Book )
2 editions published in 2005 in English and held by 2 WorldCat member libraries worldwide
THEOREMES LIMITES POUR DES SUITES POSITIVEMENT OU FAIBLEMENT DEPENDANTES by SANA LOUHICHI ( Book )
1 edition published in 1998 in French and held by 2 WorldCat member libraries worldwide
CETTE THESE EST COMPOSEE DE DEUX PARTIES. LA PREMIERE PARTIE EST CONSACREE A L'ETUDE DES PROPRIETES ASYMPTOTIQUES DES SUITES VERIFIANT UNE CONDITION DE DEPENDANCE POSITIVE DITE ASSOCIATION, CONDITION CONNUE EN MECANIQUE STATISTIQUE SOUS LE NOM DE INEGALITE FKG. DANS UN PREMIER TEMPS, NOUS MONTRONS DES VERSIONS DE L'INEGALITE DE ROSENTHAL POUR DES SUITES QUI SONT LINEAIREMENT POSITIVEMENT QUADRANT DEPENDANTES, GENERALISANT AINSI L'INEGALITE DEMONTREE DANS LE CADRE DE L'INDEPENDANCE. NOUS AVONS MONTRE, ENSUITE, MARCINKIEWICZ-ZYGMUND LOI FORTE DE GRANDS NOMBRES POUR DES SUITES ASSOCIEES SANS MOMENTS D'ORDRE DEUX. NOS HYPOTHESES PORTENT SUR UNE DECROISSANCE DES COVARIANCES DES VARIABLES ADEQUATEMENT TRONQUEES ET SUR UNE CONDITION MINIMALE SUR LES MOMENTS DES VARIABLES. NOUS APPLIQUONS, ENSUITE, NOS RESULTATS AUX SUITES LINEAIRES, A INNOVATIONS STABLES. NOUS NOUS SOMMES INTERESSES AUSSI AUX VITESSES DE CONVERGENCE DANS LE THEOREME DE LA LIMITE CENTRALE SOUS UNE DECROISSANCE HYPERBOLIQUE DES COVARIANCES. NOUS ADAPTONS LA METHODE DE LINDEBERG UTILISEE PAR RIO DANS LE CAS DU MELANGE. NOUS DONNONS AINSI DES ORDRES DE GRANDEUR DANS LE THEOREME DE BERRY-ESSEEN POUR DES SUITES VERIFIANT UNE PROPRIETE DE DEPENDANCE PLUS GENERALE QUE LA DEPENDANCE POSITIVE. NOUS DONNONS AUSSI DES EVALUATIONS DE LA DISTANCE DE DUDLEY POUR CES SUITES. DES INEGALITES DE ROSENTHAL SONT AUSSI ECRITES. NOUS MONTRONS, ENFIN, UN THEOREME DE LA LIMITE CENTRALE EMPIRIQUE EN ASSOCIATION AMELIORANT AINSI UN RESULTAT RECENT A SHAO ET YU. LA DEUXIEME PARTIE A POUR OBJECTIF ESSENTIEL DE DEFINIR UNE DEPENDANCE FAIBLE PLUS GENERALE QUE LE MELANGE ET L'ASSOCIATION. SOUS CETTE DEFINITION, NOUS MONTRONS DES INEGALITES DE MOMENTS ET NOUS PROPOSONS DES DIVERSES APPLICATIONS EN PROBABILITE ET DANS LE DOMAINE DE L'ESTIMATION NON-PARAMETRIQUE
A new covariance inequality and applications by Jérôme Dedecker ( Book )
2 editions published in 2002 in English and held by 2 WorldCat member libraries worldwide
 
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Languages
English (66)
French (20)
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