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1

Optimal learning with Bernstein online aggregation

Wintenberger, Olivier

Journal:

Machine Learning

Year:

2017

Language:

english

File:

PDF, 831 KB

english, 2017

2

Precise large deviations for dependent regularly varying sequences

Thomas Mikosch, Olivier Wintenberger

Journal:

Probability Theory and Related Fields

Year:

2013

Language:

english

File:

PDF, 394 KB

english, 2013

3

Model selection for weakly dependent time series forecasting

Alquier, Pierre, Wintenberger, Olivier

Journal:

Year:

2012

Language:

english

File:

PDF, 287 KB

english, 2012

4

Weakly dependent chains with infinite memory

Paul Doukhan, Olivier Wintenberger

Journal:

Stochastic Processes and their Applications

Year:

2008

Language:

english

File:

PDF, 417 KB

english, 2008

5

Stable limits for sums of dependent infinite variance random variables

Katarzyna Bartkiewicz, Adam Jakubowski, Thomas Mikosch, Olivier Wintenberger

Journal:

Probability Theory and Related Fields

Year:

2011

Language:

english

File:

PDF, 390 KB

english, 2011

6

Adaptive density estimation under weak dependence

Gannaz, Irène, Wintenberger, Olivier

Journal:

ESAIM Probability and Statistics

Year:

2010

Language:

english

File:

PDF, 915 KB

english, 2010

7

The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

Mikosch, Thomas, Wintenberger, Olivier

Journal:

Probability Theory and Related Fields

Year:

2014

Language:

english

File:

PDF, 422 KB

english, 2014

8

GARCH models without positivity constraints: Exponential or log GARCH?

Francq, Christian, Wintenberger, Olivier, Zakoïan, Jean-Michel

Journal:

Journal of Econometrics

Year:

2013

Language:

english

File:

PDF, 544 KB

english, 2013

9

Large deviations for bootstrapped empirical measures

Trashorras, José, Wintenberger, Olivier

Journal:

Year:

2014

Language:

english

File:

PDF, 320 KB

english, 2014

10

Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model

Wintenberger, Olivier

Journal:

Scandinavian Journal of Statistics

Year:

2013

Language:

english

File:

PDF, 539 KB

english, 2013

11

A large deviations approach to limit theory for heavy-tailed time series

Mikosch, Thomas, Wintenberger, Olivier

Journal:

Probability Theory and Related Fields

Year:

2016

Language:

english

File:

PDF, 709 KB

english, 2016

12

Asymptotic Normality of the Quasi-Maximum Likelihood Estimator for Multidimensional Causal Processes

Jean-Marc Bardet and Olivier Wintenberger

Journal:

The Annals of Statistics

Year:

2009

Language:

english

File:

PDF, 1.85 MB

english, 2009

13

Goodness-of-fit tests for Log-GARCH and EGARCH models

Francq, Christian, Wintenberger, Olivier, Zakoïan, Jean-Michel

Journal:

Year:

2016

Language:

english

File:

PDF, 609 KB

english, 2016

14

Weak transport inequalities and applications to exponential and oracle inequalities

Wintenberger, Olivier

Journal:

Electronic Journal of Probability

Year:

2015

Language:

english

File:

PDF, 478 KB

english, 2015

15

Grouped Cases of Pulmonary Pneumocystosis After Solid Organ Transplantation: Advantages of Coordination by an Infectious Diseases Unit for Overall Management and Epidemiological Monitoring

Wintenberger, Claire, Maubon, Daniele, Charpentier, Elena, Rendu, John, Pavese, Patricia, Augier, Caroline, Malvezzi, Paolo, Camara, Boubou, Mallaret, Marie-Reine, Bouillet, Laurence, Epaulard, Olivie

Journal:

Infection Control and Hospital Epidemiology

Year:

2016

Language:

english

File:

PDF, 171 KB

english, 2016

16

Multiple breaks detection in general causal time series using penalized quasi-likelihood

Bardet, Jean-Marc, Kengne, William, Wintenberger, Olivier

Journal:

Electronic Journal of Statistics

Year:

2012

Language:

english

File:

PDF, 866 KB

english, 2012

17

Prediction of time series by statistical learning: general losses and fast rates

Alquier, Pierre, Li, Xiaoyin, Wintenberger, Olivier

Journal:

Dependence Modeling

Year:

2013

Language:

english

File:

PDF, 1.56 MB

english, 2013

18

Regular variation of a random length sequence of random variables and application to risk assessment

Tillier, Charles, Wintenberger, Olivier

Journal:

Year:

2017

Language:

english

File:

PDF, 643 KB

english, 2017

19

Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms

Wintenberger, Olivier

Journal:

Year:

2017

Language:

english

File:

PDF, 1.30 MB

english, 2017

20

On the tail behavior of a class of multivariate conditionally heteroskedastic processes

Pedersen, Rasmus Søndergaard, Wintenberger, Olivier

Journal:

Year:

2017

Language:

english

File:

PDF, 777 KB

english, 2017

21

Editorial: special issue on the extreme value analysis conference challenge “prediction of extremal precipitation”

Wintenberger, Olivier

Journal:

Year:

2018

Language:

english

File:

PDF, 531 KB

english, 2018

22

Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes

Bardet, Jean-Marc, Wintenberger, Olivier

Journal:

The Annals of Statistics

Year:

2009

Language:

english

File:

PDF, 303 KB

english, 2009

23

Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models

Blasques, Francisco, Gorgi, Paolo, Koopman, Siem Jan, Wintenberger, Olivier

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 457 KB

english, 2016

24

Heavy tails for an alternative stochastic perpetuity model

Mikosch, Thomas, Rezapour, Mohsen, Wintenberger, Olivier

Journal:

Stochastic Processes and their Applications

Year:

2018

Language:

english

File:

PDF, 415 KB

english, 2018

25

On the total claim amount for marked Poisson cluster models

Basrak, Bojan, Wintenberger, Olivier, Žugec, Petra

Journal:

Advances in Applied Probability

Year:

2019

File:

PDF, 332 KB

2019