WorldCat Identities

Doukhan, Paul

Overview
Works: 58 works in 150 publications in 2 languages and 1,878 library holdings
Roles: Author, 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 ( )
31 editions published between 2006 and 2010 in English and held by 1,075 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 )
13 editions published between 1991 and 1995 in English and held by 264 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 )
10 editions published between 2002 and 2003 in English and held by 244 WorldCat member libraries worldwide
Cours d'analyse : analyse réelle et intégration : agrégation de mathématiques by Paul Doukhan ( Book )
3 editions published in 2001 in French and held by 75 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 )
6 editions published in 2007 in English and held by 38 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
Non linear ARX-models : probabilistic properties and consistent recursive estimation by Paul Doukhan ( Book )
4 editions published in 1992 in English and held by 6 WorldCat member libraries worldwide
Long-range dependence : theory and applications ( Book )
1 edition published in 2002 in English and held by 6 WorldCat member libraries worldwide
Etude des processus X indice N = F (X indice N -1) + epsilon indice N by Paul Doukhan ( Book )
3 editions published in 1980 in French and held by 5 WorldCat member libraries worldwide
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 )
3 editions published in 1980 in French and held by 4 WorldCat member libraries worldwide
Principes d'invariance faibles, avec vitesse, dans un cadre melangeant by Paul Doukhan ( Book )
2 editions published in 1983 in French and held by 3 WorldCat member libraries worldwide
Functional estimation for time series : a general approach by P Ango Nze ( Book )
2 editions published in 1993 in English and held by 3 WorldCat member libraries worldwide
Quelques notions de melanges et des exemples de processus melangeants by Paul Doukhan ( Book )
2 editions published in 1985 in French and held by 3 WorldCat member libraries worldwide
Cours d'analyse by Paul Doukhan ( Book )
2 editions published in 2002 in French and held by 3 WorldCat member libraries worldwide
Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field by Paul Doukhan ( Book )
2 editions published in 1994 in English and held by 3 WorldCat member libraries worldwide
Invariance principles for absolutely regular empirical processes by Paul Doukhan ( Book )
2 editions published in 1992 in English and held by 3 WorldCat member libraries worldwide
Etude des processus Xn=f(Xn-1)+[epsilon]n by Paul Doukhan ( Book )
3 editions published in 1980 in French and held by 3 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
Weak dependence and moment inequalities by Paul Doukhan ( Book )
2 editions published in 1997 in English 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
 
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Audience level: 0.76 (from 0.47 for Cours d'an ... to 0.92 for Étude de ...)
Languages
English (74)
French (25)
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