Add to ORKGIn this paper we describe a novel approach to the study of U-statistics in the markovian setup, based on the (pseudo-) regenerative properties of Harris Markov chains. Exploiting the fact that any sample path X1,..., Xn of a general Harris chain X may be divided into asymptotically i.i.d. data blocks B1,..., BN of ran-dom length corresponding to successive (pseudo-) regeneration times, we introduce the notion of regenerative U-statistic ΩN = k 6=l ωh(Bk,Bl)/(N(N − 1)) related to
Markov chain sampling has received considerable attention in the recent literature, in particular in...
National audience<p>The main objective of this talk is to present bootstrap uniform functional centr...
International audienceEmpirical likelihood is a powerful semi-parametric method increasingly investi...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
International audienceSoit une chaîne de Markov X , positive récurrente ergodique de mesure stationn...
In [7], a novel methodology for bootstrapping general Harris Markov chains has been developed, the (...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
This thesis concentrates on some extensions of empirical processes theory when the data are Markovia...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
The purpose of this thesis is to study, by using techniques of regenerative processes, the problem o...
Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investiga...
Abstract. This paper is devoted to show how the regenerative block-bootstrap methodology (RBB), prov...
Markov chain sampling has received considerable attention in the recent literature, in particular in...
National audience<p>The main objective of this talk is to present bootstrap uniform functional centr...
International audienceEmpirical likelihood is a powerful semi-parametric method increasingly investi...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
International audienceSoit une chaîne de Markov X , positive récurrente ergodique de mesure stationn...
In [7], a novel methodology for bootstrapping general Harris Markov chains has been developed, the (...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
This thesis concentrates on some extensions of empirical processes theory when the data are Markovia...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
The purpose of this thesis is to study, by using techniques of regenerative processes, the problem o...
Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investiga...
Abstract. This paper is devoted to show how the regenerative block-bootstrap methodology (RBB), prov...
Markov chain sampling has received considerable attention in the recent literature, in particular in...
National audience<p>The main objective of this talk is to present bootstrap uniform functional centr...
International audienceEmpirical likelihood is a powerful semi-parametric method increasingly investi...