In 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
Abstract. This paper is devoted to show how the regenerative block-bootstrap methodology (RBB), prov...
AbstractLet (S, £) be a measurable space with countably generated σ-field £ and (Mn, Xn)n⩾0 a Markov...
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...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
In [7], a novel methodology for bootstrapping general Harris Markov chains has been developed, the (...
International audienceSoit une chaîne de Markov X , positive récurrente ergodique de mesure stationn...
This thesis concentrates on some extensions of empirical processes theory when the data are Markovia...
Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investiga...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
Markov chain sampling has received considerable attention in the recent literature, in particular in...
The purpose of this thesis is to study, by using techniques of regenerative processes, the problem o...
AbstractThis paper deals with characterizations for the distributional regeneration of general Marko...
National audience<p>The main objective of this talk is to present bootstrap uniform functional centr...
Abstract. This paper is devoted to show how the regenerative block-bootstrap methodology (RBB), prov...
AbstractLet (S, £) be a measurable space with countably generated σ-field £ and (Mn, Xn)n⩾0 a Markov...
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...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
In [7], a novel methodology for bootstrapping general Harris Markov chains has been developed, the (...
International audienceSoit une chaîne de Markov X , positive récurrente ergodique de mesure stationn...
This thesis concentrates on some extensions of empirical processes theory when the data are Markovia...
Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investiga...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
This paper is devoted to the study of specific statistical methods for extremal events in the markov...
Markov chain sampling has received considerable attention in the recent literature, in particular in...
The purpose of this thesis is to study, by using techniques of regenerative processes, the problem o...
AbstractThis paper deals with characterizations for the distributional regeneration of general Marko...
National audience<p>The main objective of this talk is to present bootstrap uniform functional centr...
Abstract. This paper is devoted to show how the regenerative block-bootstrap methodology (RBB), prov...
AbstractLet (S, £) be a measurable space with countably generated σ-field £ and (Mn, Xn)n⩾0 a Markov...
International audienceEmpirical likelihood is a powerful semi-parametric method increasingly investi...
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