Olivier Wintenberger
Olivier Wintenberger
LPSM, Sorbonne University
Verified email at upmc.fr
Title
Cited by
Cited by
Year
Weakly dependent chains with infinite memory
P Doukhan, O Wintenberger
Stochastic Processes and their Applications 118 (11), 1997-2013, 2008
1152008
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
1112009
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
812011
Continuous invertibility and stable QML estimation of the EGARCH (1, 1) model
O Wintenberger
Scandinavian Journal of Statistics 40 (4), 846-867, 2013
75*2013
GARCH models without positivity constraints: Exponential or Log GARCH?
C Francq, O Wintenberger, JM Zakoian
Journal of Econometrics 177 (1), 34-46, 2013
642013
Model selection for weakly dependent time series forecasting
P Alquier, O Wintenberger
Bernoulli 18 (3), 883-913, 2012
622012
An invariance principle for weakly dependent stationary general models
P Doukhan, O Wintenberger
Probability and Mathematical Statistics 27, 45-73, 2007
60*2007
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
53*2012
Optimal learning with Bernstein online aggregation
O Wintenberger
Machine Learning 106 (1), 119-141, 2017
482017
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 (1-2), 157-196, 2014
402014
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
392018
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
38*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
352016
Precise large deviations for dependent regularly varying sequences
T Mikosch, O Wintenberger
Probability Theory and Related Fields 156 (3-4), 851-887, 2013
332013
Deviation inequalities for sums of weakly dependent time series
O Wintenberger
Electronic Communications in Probability 15, 489-503, 2010
31*2010
A strongly quasiconvex PAC-Bayesian bound
N Thiemann, C Igel, O Wintenberger, Y Seldin
International Conference on Algorithmic Learning Theory, 466-492, 2017
292017
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
182019
Weak transport inequalities and applications to exponential inequalities and oracle inequalities
O Wintenberger
Electronic Journal of Probability 20, 2015
152015
Convergence rates for density estimators of weakly dependent time series
N Ragache, O Wintenberger
Dependence in probability and statistics, 349-372, 2006
142006
Goodness-of-fit tests for Log-GARCH and EGARCH models
C Francq, O Wintenberger, JM Zakoļan
Test 27 (1), 27-51, 2018
122018
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Articles 1–20