Optimal design for the nonparametric regression estimation
applied to pharmacokinetics problems avec D. Benelmadani
et K. Benhenni. World Conference on Sampling and
Blending 9, WCSB9 (2019).
On the strong consistency of the kernel estimator of
extreme conditional quantiles, avec S. Girard.
"Recent advances in statistical methodology and its
application". Springer, pages 59-77, 2015
Weak dependence : models, theory and applications. Joint
avec J. Dedecker, P. Doukhan, G. Lang, J. R. Leon et C.
Prieur. Lecture Notes in Statistics, Vol. 190
Springer-Verlag, 2007.
Maximal inequalities and Empirical Central Limit
Theorems. Joint avec J. Dedecker. In H. Dehling, T.
Mikosch and M. Sorensen (Eds.) Empirical processes techniques
for dependent data, Birkhauser Boston 2001, 137-159, 2002.
Articles
Stable polynomials and sums of dependent Bernoulli random
variables. Joint avec H. Ennafti. Bulletin
of the Iranian Mathematical Society, 1-9, 2020.
Trapezoidal rule and sampling designs for the nonparametric
estimation of the regression function in models with correlated
errors, avec D. Benelmadani et K. Benhenni.
Statistics, Volume 54, Issue 1, 59-96, 2020.
Dynamical coupling between Ising and FK percolation avec
R. Cerf. Latin American Journal of Probability and
Mathematical Statistics, 17, 23–49, 2020.
The reproducing kernel Hilbert space approach in nonparametric
regression problems with correlated observations, avec D.
Benelmadani et K. Benhenni. Annals of the
Institute of Statistical Mathematics. 1–22,
2019.
Exponential growth of branching processes in a general
context of lifetimes and birthtimes dependence, avec F.
Pène et L. Hervé. ESAIM Probability and
Statistics, 23, pp.584-606, 2019.
Multiplicative ergodicity of Laplace transforms for additive
functional of Markov chains, avec F. Pène et L.
Hervé.
ESAIM Probability and Statistics, EDP Sciences, 23,
pp.607-637, 2019.
On the asymptotic normality of the R-estimators of the slope
parameters of simple linear regression models with associated
errors, avec R. Miura et D. Volny.
Statistics, vol. 51, No. 1, 167–187, 2017.
Functional convergence of linear sequences in a
non-Skorokhod topolgy avec R. Balan et A.
Jakubowski. Journal of theoretical
probability, 29:491–526, 2016.
Asymptotics for supercritical branching processes with
ancestral dependence, avec B. Ycart.
Advances in applied probability. Volume 47, Number 2, 545-564,
2015.
Recursive kernel estimation of the density under
$\eta$-weak dependence, avec K. A. Mezhoud et Z.
Mohdeb. Journal of the Korean Statistical Society,
43, 403-414, 2014.
Functional convergence to stable Lévy motions for
iterated random Lipschitz mappings. Joint avec E. Rio,
Electronic Journal of Probability Vol. 16 ,no. 89, pages
2452-2480, 2011.
A Cluster-Limit Theorem for Infinitely Divisible Point
Processes, joint avec B. Raluca. Statistics, 45 (1), 3.
Special Issue: Statistics on Dependent Data, 2011.
Convergence du processus de sommes partielles vers un
processus de Lévy pour les suites associées joint avec E.
Rio . C. R. Math., 349 (1--2), 89-91, 2011.
Explicit conditions for the convergence of point processes
associated to stationary arrays. Joint avec R. Balan.
Electronic Communications in Probability, , 15, 428-441, 2010.
Convergence of point processes with weakly dependent points.
Joint avec R. Balan. Journal of Theoretical Probability,
22, 955-982, 2009.
A functional central limit theorem for interacting particle
systems on transitive graphs. Joint avec P. Doukhan, G. Lang
et B. Ycart. Markov processes and related fields, 14,
79-114, 2008.
The initial drift of a 2D droplet at zero temperature. Joint
avec Raphael Cerf. Probability theory and related
fields, Volume 137, Numbers 3-4, 379-428, 2007.
On the asymptotic independent representation for sums of some
weakly dependent random variables. Joint avec R. Aguech
et S. Louhichi. Studia Scientiarum Mathematicarum
Hungarica 43 (1), 33|46 2006.
Some multivariate inequalities with applications. Joint avec
S. Louhichi. Periodica Mathematica Hungarica, Vol. 51 (2),
pp. 37-58, 2005.
Conditional convergence to infinitely divisible distributions
with finite variance. Joint avec J. Dedecker. Stochastic
Processes and their Applications, Vol 115/5 pp 737-768, 2005.
On the convergence to infinitely divisible distributions with
finite variance. Joint avec J. Dedecker. ESAIM
Probability and Statistics Vol 9, p38-73, 2005.
Moment inequalities for sums of certain dependent random
variables. Theory of Probability and Its Applications, Vol. 47,
No 4, 2003.
The central limit theorem for stationary associated sequences
: a review. Joint avec Ph. Soulier. Acta Mathematica
Hungarica, 97(1-2) 15-36, 2002.
Rates of convergence in the CLT theorem for some weakly
dependent random variables. Theory of Probability and Its
Applications, t46, p. 297-315, 2001.
Functional estimation of a density under a new weak dependence
condition. Joint avec P. Doukhan. Scandinavian Journal
of Statistics, 28, No 2, pp 325-242, 2001.
Weak convergence for empirical processes of associated
sequences. Ann. Inst. Henri Poincaré Probabilités et
Statistiques, 36, 5, p-547-567, 2000.
Rates of convergence in the strong law of large numbers for
associated sequences. Probability and Mathematical Statistics
Vol 20, Fasc. 1, p.203-214, 2000.
Marcinkiewicz-Zygmund strong laws for infinite variance time
series. Joint avec Ph. Soulier. Statistical Inference
for Stochastic Processes, 3(1-2), p. 31-40, 2000.
Rosenthal type inequalities for LPQD sequences. Statistics and
Probability Letters, 42, p. 139-144, 1999.
A new weak dependence condition and applications to moment
inequalities. Joint avec P. Doukhan. Stochastic
Processes and their Applications, 84, 313-342, 1999.
Estimation de la densité d'une suite faiblement dépendante.
Joint avec P. Doukhan. C.R. Acad. Sci. Paris,
t.327, Serie I, p. 989-992, 1998