Weakly dependent chains with infinite memory P Doukhan, O Wintenberger Stochastic Processes and their Applications 118 (11), 1997-2013, 2008 | 126 | 2008 |

Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes JM Bardet, O Wintenberger The Annals of Statistics 37 (5B), 2730-2759, 2009 | 118 | 2009 |

Stable limits for sums of dependent infinite variance random variables K Bartkiewicz, A Jakubowski, T Mikosch, O Wintenberger Probability theory and related fields 150 (3), 337-372, 2011 | 86 | 2011 |

Continuous invertibility and stable QML estimation of the EGARCH (1, 1) model O Wintenberger Scandinavian Journal of Statistics 40 (4), 846-867, 2013 | 84* | 2013 |

GARCH models without positivity constraints: Exponential or Log GARCH? C Francq, O Wintenberger, JM Zakoian Journal of Econometrics 177 (1), 34-46, 2013 | 70 | 2013 |

Model selection for weakly dependent time series forecasting P Alquier, O Wintenberger Bernoulli 18 (3), 883-913, 2012 | 70 | 2012 |

An invariance principle for weakly dependent stationary general models P Doukhan, O Wintenberger Probability and Mathematical Statistics 27, 45-73, 2007 | 66* | 2007 |

Optimal learning with Bernstein online aggregation O Wintenberger Machine Learning 106 (1), 119-141, 2017 | 62 | 2017 |

Multiple breaks detection in general causal time series using penalized quasi-likelihood JM Bardet, W Kengne, O Wintenberger Electronic Journal of Statistics 6, 435-477, 2012 | 59* | 2012 |

Feasible invertibility conditions and maximum likelihood estimation for observation-driven models F Blasques, P Gorgi, SJ Koopman, O Wintenberger Electronic Journal of Statistics 12 (1), 1019-1052, 2018 | 48 | 2018 |

A strongly quasiconvex PAC-Bayesian bound N Thiemann, C Igel, O Wintenberger, Y Seldin International Conference on Algorithmic Learning Theory, 466-492, 2017 | 47 | 2017 |

The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains T Mikosch, O Wintenberger Probability Theory and Related Fields 159 (1), 157-196, 2014 | 43 | 2014 |

Prediction of time series by statistical learning: general losses and fast rates P Alquier, X Li, O Wintenberger Dependence Modeling 1 (2013), 65-93, 2013 | 41* | 2013 |

Precise large deviations for dependent regularly varying sequences T Mikosch, O Wintenberger Probability Theory and Related Fields 156 (3), 851-887, 2013 | 40 | 2013 |

A large deviations approach to limit theory for heavy-tailed time series T Mikosch, O Wintenberger Probability Theory and Related Fields 166 (1), 233-269, 2016 | 39 | 2016 |

Deviation inequalities for sums of weakly dependent time series O Wintenberger Electronic Communications in Probability 15, 489-503, 2010 | 33* | 2010 |

The tail empirical process of regularly varying functions of geometrically ergodic Markov chains R Kulik, P Soulier, O Wintenberger Stochastic Processes and their Applications 129 (11), 4209-4238, 2019 | 19 | 2019 |

Sparse regular variation N Meyer, O Wintenberger Advances in Applied Probability 53 (4), 1115-1148, 2021 | 16* | 2021 |

Goodness-of-fit tests for Log-GARCH and EGARCH models C Francq, O Wintenberger, JM Zakoļan Test 27 (1), 27-51, 2018 | 16 | 2018 |

Weak transport inequalities and applications to exponential inequalities and oracle inequalities O Wintenberger Electronic Journal of Probability 20, 2015 | 15 | 2015 |