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Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms ( avec M. Pelletier) Serdica Math. J. 46, 335–356, (2020)
A compact law of the iterated logarithm for online estimator of hazard rate under random censoring ( avec M. Pelletier) Statist. Probab. Lett. 178 (2021)
Online estimation of integrated squared density derivatives ( avec M. Pelletier) Statist. Probab. Lett. 166 (2020)
Recursive estimators of integrated squared density derivatives ( avec M. Pelletier) Statist. Probab. Lett. 157 (2020)
Online estimation of hazard rate under random censoring ( avec M, Douma et M. Pelletier) J. Statist. Plann. Inference 196 (2018), 87–104
Moderate deviations principles for the kernel estimator of nonrandom regression functions ( avec M. Pelletier) Afr. Stat. 11 (2016), no. 2, 995–1021
The multivariate Révész’s online estimator of a regression function and its averaging ( avec M. Pelletier) Math. Methods Statist. 25 (2016), no. 3, 151–167
Testing linear regression models in non regular case (avec Z. Mohdeb) Communications
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A generalization of the averaging procedure: the use of two-time-scale algorithms (avec
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Joint behaviour of semirecursive kernel estimators of the location and of the size of the
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Revisiting Revesz stochastic approximation method for the estimation of a regression
function, (avec M. Pelletier et Y. Slaoui), ALEA, Lat. Am. J. Probab. Math. Stat., 6, p.
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The stochastic approximation method for the estimation of a multivariate probability
density, (avec M. Pelletier et Y. Slaoui), Journal of Statistical Planning and Inference,
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On the recursive estimation of the location and of the size of the mode of a probability
density, (avec K. Djeddour et M. Pelletier), Serdica Math. J., 34, no. 3, p. 651-688, 2008
Large and moderate deviations principles for the kernel estimator of the multivariate
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Compact law of the iterated logarithm for matrix-normalized sums of random vectors,
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Testing for uniformity by empirical Fourier expansion, (avec K. Djeddour, et M. Pelletier)
Mathematical Methods of Statistics 16, no. 2, 124{141, 2007
A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm, (avec
M. Pelletier), Annals of Statistics, 35, no. 4, p. 1749-1772, 2007
Large and moderate deviations principles for recursive kernel estimators of a multivariate
density and its partial derivatives, (avec M. Pelletier et B. Thiam) Serdica Math. J. 32,
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Condence bands for densities, logarithmic point of view, (avec M. Pelletier), ALEA,
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Limit of Normalized Quadrangulations: the Brownian map, (avec J. F. Marckert), Annals
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Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms, (avec M. Pelletier), Annals of Applied Probability, Vol 16, N3, p. 1671-1702,
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A large deviations upper bound for the kernel mode estimator, (avec M. Pelletier et J.
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A large deviations upper bound for the kernel mode estimator, (avec M. Pelletier et J.
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Moderate deviations for the kernel mode estimator and some applications, (avec M. Pelletier), Journal of Statistical Planning and Inference, 135, p. 276-299, 2005
Large and moderate deviations principles for kernel estimation of a multivariate density
and its partial derivatives, (avec M. Pelletier et J. Worms), Australian and New Zealand
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On the use of nonparametric regression for testing linear hypotheses, (avec Z. Mohdeb),
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Average squared residuals approach for testing linear hypotheses in nonparametric regression, (avec Z. Mohdeb), Journal of Nonparametric Statistics Vol. 16, Numbers 1-2,
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Lader variables, Internal structure of Galton-Watson trees and Finite branching random
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State spaces of the snake and of its tour- Convergence of the discrete snake, (avec J.F.
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The depth first processes of Galton-Watson trees converge to the same brownian excursion, (avec J.F. Marckert), Annals of Probability, Vol. 31, n3, p. 1655-1678, 2003
The law of the iterated logarithm for the multivariate kernel mode estimator, (avec M.
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Testing for hypotheses on the spectral density of time series, SPIE, 4391, p. 259-264,
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Testing hypothesis on Fourier coefficients in nonparametric regression model, (avec Z.
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Tests d’hypothèses sur les coefficients de Fourier d’une fonction de régression non lineaire,
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Empirical consistent estimation of the order of ARMA process, SPIE 3391, p. 467-475,
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A measure of information and its applications to test for randomness against ARMA
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Orbit theorems for semigroup of regular morphisms and nonlinear discrete time systems,
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High order statistics for sinusoid peak detection, (avec M. Benidir et K.Drouiche), SPIE,
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Une mesure d’information et son application a des tests pour des processus ARMA, CRAS, t. 319, 1994
Matrix representation of spectral coefficients of randomly sampled ARMA models, (avec
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Ergodicité des systemes stochastiques polynomiaux en temps discret, Lect. Notes Cont.
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Conditions suffisantes de mélange géométrique des processus auto-régressifs polynomiaux,
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Sur le mélange d’un processus ARMA vectoriel, CRAS, t. 303, 1986
Etude des risques des estimateurs a noyaux, CRAS, t. 301, 1985
Conditions suffisantes d’existence et d’ergodicité géométrique des modèles bilinéaires,
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